• Journal of Communications and Networks
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• v.11 no.2
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• pp.122-133
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• 2009

As wireless spectrum resources become more scarce while some portions of frequency bands suffer from low utilization, the design of cognitive radio (CR) has recently been urged, which allows opportunistic usage of licensed bands for secondary users without interference with primary users. Spectrum sensing is fundamental for a secondary user to find a specific available spectrum hole. Cooperative spectrum sensing is more accurate and more widely used since it obtains helpful reports from nodes in different locations. However, if some nodes are compromised and report false sensing data to the fusion center on purpose, the accuracy of decisions made by the fusion center can be heavily impaired. Weighted sequential probability ratio test (WSPRT), based on a credit evaluation system to restrict damage caused by malicious nodes, was proposed to address such a spectrum sensing data falsification (SSDF) attack at the price of introducing four times more sampling numbers. In this paper, we propose two new schemes, named enhanced weighted sequential probability ratio test (EWSPRT) and enhanced weighted sequential zero/one test (EWSZOT), which are robust against SSDF attack. By incorporating a new weight module and a new test module, both schemes have much less sampling numbers than WSPRT. Simulation results show that when holding comparable error rates, the numbers of EWSPRT and EWSZOT are 40% and 75% lower than WSPRT, respectively. We also provide theoretical analysis models to support the performance improvement estimates of the new schemes.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.54 no.10
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• pp.480-486
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• 2005

This paper proposes a method to consider an aging failure probability and survival probability of power system components, though only aging failure probability has been considered in existing mean life calculation. The estimates of the mean and its standard deviation is calculated by using Weibull distribution, and each estimated parameters is obtained from Data Analytic Method (Type H Censoring). The parameter estimation using Data Analytic Method is simpler and faster than the traditional calculation method using gradient descent algorithm. This paper shows calculation procedure of the mean life and its standard deviation by the proposed method and illustrates that the estimated results are close enough to real historical data of combustion turbine generating units in Korean systems. Also, this paper shows the calculation procedures of a probabilistic failure prediction through a stochastic data analysis. Consequently, the proposed methods would be likely to permit that the new deregulated environment forces utilities to reduce overall costs while maintaining an are-related reliability index.

• Journal of Korea Port Economic Association
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• v.39 no.2
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• pp.97-110
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• 2023

This study examines the effect of macroeconomic shocks on the financial stability of the Korean shipping industry. Using Firth logistic regression model, this study estimates the default probability of a shipping company. The results from a default prediction model suggest that total assets are negatively correlated with default probability, while total debt is positively correlated with default probability. Based on the results from a default prediction model, this study investigates the effect of macroeconomic shocks, namely total assets, sales, and total debt shocks, on a shipping company's default probability. The stress test results indicate that a decrease in sales and total assets significantly deteriorates the financial stability of a shipping company.

• The Journal of the Acoustical Society of Korea
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• v.30 no.7
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• pp.383-389
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• 2011

In this paper, we propose a improved speech absence probability estimation algorithm by applying environmental noise classification for speech enhancement. The previous speech absence probability required to seek a priori probability of speech absence was derived by applying microphone input signal and the noise signal based on the estimated value of a posteriori SNR threshold. In this paper, the proposed algorithm estimates the speech absence probability using noise classification algorithm which is based on Gaussian mixture model in order to apply the optimal parameter each noise types, unlike the conventional fixed threshold and smoothing parameter. Performance of the proposed enhancement algorithm is evaluated by ITU-T P.862 PESQ (perceptual evaluation of speech quality) and composite measure under various noise environments. It is verified that the proposed algorithm yields better results compared to the conventional speech absence probability estimation algorithm.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.435-446
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• 2012

Epidemiologic studies frequently try to estimate the impact of a specific risk factor. The risk difference and the risk ratio are generally useful measurements for this purpose. When using such measurements for rare events, the standard approaches based on the normal approximation may fail, in particular when no events are observed. In this paper, we discuss and evaluate several existing methods to construct confidence intervals around risk differences and risk ratios using Monte-Carlo simulations when the disease of interest is rare. The results in this paper provide guidance how to construct interval estimates of the risk differences and the risk ratios when no events are detected.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.25-55
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• 1998

Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

• Journal of the Korean Society for Precision Engineering
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• v.15 no.6
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• pp.90-96
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• 1998

Helical gear system is widely used to transmit heavy duty power with harmonies and silences between parallel shafts. This paper predicts a life with Weibull distribution and estimates a reliability based on recycle principle of helical gear systems. 2-parameter Weibull distribution is generally adopted to estimate the mechanical life and the reliability of most gear systems, because this Weibull distribution is proper to explain a characteristics or a life of parts of gear systems with linearity of probability density data on weibull data sheet. For a high reliability, this paper estimates a number of overhaul times and a number of needed substitutes (exchange attachment,1 or parts) with following renewal theory, One is make an exchange of whole module include failure attachments/parts and second estimating method is only exchange of a failure attachments / parts.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.1-16
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• 2007

In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.12
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• pp.108-115
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• 1994

Most pattern classifiers have been designed based on the ML (Maximum Likelihood) training algorithm which is simple and relatively powerful. The ML training is an efficient algorithm to individually estimate the model parameters of each class under the assumption that all class models in a classifier are statistically independent. That assumption, however, is not valid in many real situations, which degrades the performance of the classifier. In this paper, we propose a minimum-error-rate training algorithm based on the MAP (Maximum a Posteriori) approach. The algorithm regards the normalized outputs of the classifier as estimates of the a posteriori probability, and tries to maximize those estimates. According to Bayes decision theory, the proposed algorithm satisfies the condition of minimum-error-rate classificatin. We apply this algorithm to NPM (Neural Prediction Model) for speech recognition, and derive new disrminative training algorithms. Experimental results on ten Korean digits recognition have shown the reduction of 37.5% of the number of recognition errors.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.21 no.46
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• pp.173-180
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• 1998

In conventional probability-based quality evaluation of products with qualitative characteristics, many factors that affect the evaluation are not easily represented quantitatively, because the relation between reliability of human evaluator and each of these factors is not clear. In order to evaluate the quality of product with qualitative characteristics quantitatively, in this paper, the relation is represented as the shape of possibility distribution function of fuzzy set on the interval [0,1]. Furthermore, fuzzy reasoning is used to obtain the estimates of quality characteristics. And, it is supposed that many quality characteristics affected by the above factors are connected with the final characteristic through hierarchical structures. Finally, using the estimates gained from the final evaluation, qualitative characteristics are evaluated by use of concept of pattern recognition.