• Journal of the Korean Society of Marine Environment & Safety
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• v.21 no.3
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• pp.253-258
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• 2015

The purpose of this study is to find suitable probability distribution function of complex distribution data like multimodal. Normal distribution is broadly used to assume probability distribution function. However, complex distribution data like multimodal are very hard to be estimated by using normal distribution function only, and there might be errors when other distribution functions including normal distribution function are used. In this study, we experimented to find fit probability distribution function in multimodal area, by using AIS(Automatic Identification System) observation data gathered in Mokpo port for a year of 2013. By using chi-squared statistic, gaussian mixture model(GMM) is the fittest model rather than other distribution functions, such as extreme value, generalized extreme value, logistic, and normal distribution. GMM was found to the fit model regard to multimodal data of maritime traffic flow distribution. Probability density function for collision probability and traffic flow distribution will be calculated much precisely in the future.

• Journal of the Society of Disaster Information
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• v.16 no.3
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• pp.602-610
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• 2020

Purpose: This paper aims to develop an asphalt pavement system with reduced cracks, structural stability and waterproofing at sub-zero temperature conditions. Method: Under various temperature conditions, SIS polymer asphalt, normal asphalt, and guss asphalt were tested for adhesion strength of the binder and deformation strength of the mixture. Result: The adhesion strength of asphalt binder was higher in SIS polymer asphalt than that of normal asphalt and guss asphalt. The deformation strength of the asphalt mixture was almost the same as that of SIS polymer asphalt and normal asphalt. The energy absorption of the SIS polymer asphalt mixture was relatively higher than that of the normal asphalt mixture and the guss asphalt mixture. Conclusion: The maximum load of the SIS polymer asphalt mixture was lower than that of the guss asphalt mixture. However, in sub-zero temperature conditions, sufficient energy absorption was secured by stable load reduction. Therefore, it is expected to improve the durability of asphalt pavement by reducing the occurrence of microcracks with stable fracture behavior.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.251-260
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• 2017

The option pricing of Black와 Scholes (1973) and Merton (1973) has been widely reported to fail to reflect the time varying volatility of financial time series in many real applications. For example, Duan (1995) proposed GARCH option pricing method through Monte Carlo simulation. However, financial time series is known to follow a fat-tailed and leptokurtic probability distribution, which is not explained by Duan (1995). In this paper, in order to overcome such defects, we proposed the option pricing method based on GARCH models with normal mixture errors. According to the analysis of KOSPI200 option price data, the option pricing based on GARCH models with normal mixture errors outperformed the option pricing based on GARCH models with normal errors in the unstable period with high volatility.

• Journal of Nutrition and Health
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• v.36 no.4
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• pp.368-375
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• 2003

Cancer cachexia, characterized by weight loss and progressive tissue wasting, has been postulated to be mediated by cytokines. This study was conducted to evaluate the effect of Korean Traditional Medicine (KTM ; mokhyang, jisil, osooyu) mixture on food intake, blood cytokines level and blood nutrients status of the cachexia induced-mice. Thirty male Balb/c mice aged 6-8 weets were blocked into 3 groups that were Normal (no colon26 cells) Control (colon 26 cells) and KTM (colon26 cells + KTM extract mixture) group. In Control and KTM groups, murine adenocarcinoma colon 26 cells were injected subcutaneously to induce cachexia. KTM mice were given 200 ul KTM extract mixture (7%) per day. Half of each groups were sacrificed at the 14 th day to see serum cytokines & nutrients and the others were fed until almost of control group died to see life span. food intake and body weight were decreased significantly in cachexia induced groups. Tumor weight of KTM group was significantly lower than control group. Serum cytokines (IL-1$\beta$ and TNF-$\alpha$) level of cachexia induced groups were increased than those of normal group, and those of KTM group were significantly lower than the level of control group. Total serum protein and serum albumin were higher in KTM group than other groups. TG and fatty acid were lower in cachexia induced groups than normal group. HDL-cholesterol in serum was increased in KTM group. Effect of oral administration of KTM extract mixture on survival time of colon26 bearing mice showed extension of the life span. Overall, this study showed that KTM (mokhyang, jisil, osooyu) extract mixture inhibited the growth of cancer cell, changed the secretion of cytokines induced by colon26 adenocarcinoma in mice, and changed nutrition metabolism.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1397-1403
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• 2006

This paper considers the testing problem for scale changes in autoregressive processes with heavy-tailed innovations. For a test, we propose the CUSUM test statistic based on the trimmed residuals. We perform a simulation study for the mixture normal and Cauchy innovations.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2019.11a
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• pp.75-76
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• 2019

The purpose of this study is to achieving a sufficient fluidity without segregation for normal strength grade concrete mixture. therefore in this research, by analyzing the various superplasticizer dosages on the concrete mixture, the segregation range was analyzed to provide a proper concrete mix design with sufficient fluidity.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.987-994
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• 2011

From the point view of credit evaluation whose population is divided into the default and non-default state, two methods are considered to estimate conditional distribution functions: one is to estimate under the assumption that the data is followed the mixture normal distribution and the other is to use the kernel density estimation. The parameters of normal mixture are estimated using the EM algorithm. For the kernel density estimation, five kinds of well known kernel functions and four kinds of the bandwidths are explored. In addition, the corresponding ROC functions are obtained based on the estimated distribution functions. The goodness-of-fit of the estimated distribution functions are discussed and the performance of the ROC functions are compared. In this work, it is found that the kernel distribution functions shows better fit, and the ROC function obtained under the assumption of normal mixture shows better performance.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.625-637
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• 2015

We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.40 no.1
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• pp.1-9
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• 1991

This paper describes a new method of calculating expected energy generation and loss of load probability (L.O.L.P) for electric power system operation and expansion planning. The method represents an equivalent load duration curve (E.L.D.C) as a mixture of cumulants approximation (M.O.N.A). By regarding a load distribution as many normal distributions-rather than one normal distribution-and representing each of them in terms of Gram-Charlier expansion, we could improve the accuracy of results. We developed an algorithm which automatically determines the number of distribution and demarcation points. In modeling of a supply system, we made subsets of generators according to the number of generator outage: since the calculation of each subset's moment needs to be processed rapidly, we further developed specific recursive formulae. The method is applied to the test systems and the results are compared with those of cumulant, M.O.N.A. and Booth-Baleriaux method. It is verified that the M.O.C.A. method is faster and more accure than any other method.

• Speech Sciences
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• v.14 no.1
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• pp.151-162
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• 2007

This study focuses on the classification of pathological voice using GMM (Gaussian Mixture Model) and compares the results to the previous work which was done by ANN (Artificial Neural Network). Speech data from normal people and patients were collected, then diagnosed and classified into two different categories. Six characteristic parameters (Jitter, Shimmer, NHR, SPI, APQ and RAP) were chosen. Then the classification method based on the artificial neural network and Gaussian mixture method was employed to discriminate the data into normal and pathological speech. The GMM method attained 98.4% average correct classification rate with training data and 95.2% average correct classification rate with test data. The different mixture number (3 to 15) of GMM was used in order to obtain an optimal condition for classification. We also compared the average classification rate based on GMM, ANN and HMM. The proper number of mixtures on Gaussian model needs to be investigated in our future work.