• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.327-347
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• 2020

We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

• Kyungpook Mathematical Journal
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• v.59 no.3
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• pp.465-480
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• 2019

In the present article, we analyse the behaviour of a new family of Kantorovich type sampling operators $(K^{\varphi}_wf)_{w>0}$. First, we give a Voronovskaya type theorem for these Kantorovich generalized sampling series and a corresponding quantitative version in terms of the first order of modulus of continuity. Further, we study the order of approximation in $C({\mathbb{R}})$, the set of all uniformly continuous and bounded functions on ${\mathbb{R}}$ for the family $(K^{\varphi}_wf)_{w>0}$. Finally, we give some examples of kernels such as B-spline kernels and the Blackman-Harris kernel to which the theory can be applied.

• Journal of Ocean Engineering and Technology
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• v.28 no.3
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• pp.254-259
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• 2014

The infrared signature of a ship is largely influenced by the ocean environment of the operating area, which has been known to cause large changes in the signature. As a result, the weather condition has to be clearly set for an analysis of the infrared signatures. It is necessary to analyze meteorological data for all the oceans where the ship is supposed to be operated. This is impossibly costly and time consuming because of the huge size of the data. Therefore, the creation of a standard environmental variable for an infrared signature research is necessary. In this study, we compared and analyzed sampling methods to represent ocean data close to the Korean peninsula. In order to perform this research, we collected ocean meteorological records from KMA (Korea Meteorological Administration), and sampled these in numerous ways considering five variables that are known to affect the infrared signature. Specifically, a simple random sampling method for all the data and 1-D, 2-D, and 3-D stratified sampling methods were compared and analyzed by considering the mean square errors for each method.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.12 no.19
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• pp.25-30
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• 1989

This study is concerned with a job sequencing method using the concept of sampling technique. This sampling technique has never been applied to develop the scheduling algorithms. The most job sequencing algorithms have been developed to determine the best or good solution under the special conditions. Thus, it is not only very difficult, but also taken too much time to develop the appropriate job schedules that satisfy the complex work conditions. The application areas of these algorithms are also very narrow. Under these circumstances it is very desirable to develop a simple job sequencing method which can produce the good solution with the short tine period under any complex work conditions. It is called a sampling job sequencing method in this study. This study is to examine the selection of the good job sequence of 1%-5% upper group by the sampling method. The result shows that there is the set of 0.5%-5% job sequence group which has to same amount of performance measure with the optimal job sequence in the case of experiment of 2/n/F/F max. This indicates that the sampling job sequencing method is a useful job sequencing method to find the optimal or good job sequence with a little effort and time consuming. The results of ANOVA show that the two factors, number of jobs and the range of processing time are the significant factors for determining the job sequence at $\alpha$=0.01. This study is extended to 3 machines to machines job shop problems further.

• Journal of Korean Institute of Industrial Engineers
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• v.23 no.4
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• pp.755-767
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• 1997

Analyzing autocorrelated data set is still an open problem. Developing on easy and efficient method for severe positive correlated data set, which is common in simulation output, is vital for the simulation society. Bootstrap is on easy and powerful tool for constructing non-parametric inferential procedures in modern statistical data analysis. Conventional bootstrap algorithm requires iid assumption in the original data set. Proper choice of resampling units for generating replicates has much to do with the structure of the original data set, iid data or autocorrelated. In this paper, a new bootstrap resampling scheme is proposed to analyze the autocorrelated data set : the Threshold Bootstrap. A thorough literature search of bootstrap method focusing on the case of autocorrelated data set is also provided. Theoretical foundations of Threshold Bootstrap is studied and compared with other leading bootstrap sampling techniques for autocorrelated data sets. The performance of TB is reported using M/M/1 queueing model, else the comparison of other resampling techniques of ARMA data set is also reported.

• Proceedings of the Korean Information Science Society Conference
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• 2005.11a
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• pp.721-723
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• 2005

본 논문에서는 영상 기반 항해를 위하여 최적의 영상 샘플링을 획득하기 위한 영상 샘플링 알고리즘을 제안한다. 이를 위해 초기 과다 샘플링 된 영상열의 입력으로부터 장면 전역에 걸쳐 적절한 렌더링 품질을 보장하는 최소의 샘플링을 선택하는 감소 샘플링(decremental sampling)의 접근 방법을 기반으로 본 문제를 Set Covering 문제로 공식화한다. 각 시점으로부터 최상의 영상 품질을 보장하는 영역을 3D 와핑 알고리즘을 사용하여 포함 영역으로 표현하여, 이렇게 표현된 Set Covering 문제는 유전 알고리즘을 사용하여 최적화 문제로 설계한다. 실험 결과 본 논문에서 제안한 방법을 통해 최적 해를 구함으로서 만족할 만한 영상 기반 항해의 결과를 얻을 수 있었다.

• Journal of the Korean Society for Precision Engineering
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• v.15 no.2
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• pp.75-80
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• 1998

Process information is known to have the continuous distribution in many manufacturing processes. Generalized p-chart has been developed for controlling processes by classifying the information characteristics into several groups. But it is improper to describe continuous processes with the classified process informal ion, which is based on the classical set concept. Fuzzy control chart, has been developed for the control of linguistic data, but it is also based on the dichotomous notion of classical set theory. In this paper, fuzzy sampling method is studied in order to process the uncertain data properly. The method is incorporated with the fuzzy control chart. Statistical characteristics of the fuzzy representative value are utilized to device the fuzzy-statistical control chart. The fuzzy-statistical control chart is compared with the generalized p-chart and both the sensitivity to the process information distribution change pared robustiness against the noise on the process information of the fuzzy-statistical control chart are shown to be superior.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.31A no.5
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• pp.158-169
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• 1994

It is very common in today 's design practice to simulate a big design with a large set of test vectors thereby generating a huge set of data (simulation results) to be analyzed. As the design grows, the simulation results grow and become harder to handled. In this paper, we present algorithms for the compression and regeneration of simulation results. The compression is performed by sampling nets in a circuit. If the user wants to examine the lost part of the data, it is quickly regenerated by applying incremental simulation technique. Experimental results obtained for several practical circuits show that the compression ratio of 10 is easily obtained while maintaining a reasonably fast regeneration of data on a 15.7 MIPS workstation. Using the proposed method we can effectively reduce debug cycle time.

• The Korean Journal of Applied Statistics
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• v.25 no.4
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• pp.641-650
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• 2012

Spatial time series data can be viewed as a set of time series simultaneously collected at a number of spatial locations. This paper studies Bayesian inferences in a spatial time bilinear model with a Gibbs sampling algorithm to overcome problems in the numerical analysis techniques of a spatial time series model. For illustration, the data set of mumps cases reported from the Korea Center for Disease Control and Prevention monthly over the years 2001~2009 are selected for analysis.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.133-144
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• 1998

In this paper, we propose the two-sample test statistic using Wilcoxon signed rank test on ranked-set sampling(RSS) and obtain the asymptotic relative efficiencies(ARE) of the proposed test statistic with respect to Mann-Whitney-Wilcoxon statistic on simple random sampling(SRS), the Mann-Whitney-Wilcoxon statistic on RSS, sign statistic on RSS and Wilcoxon signed rank test on SRS. From the simulation works, we compare the powers of the proposed test statistic, Mann-Whitney-Wilcoxon statistic on RSS, the usual two-sample t statistic, sign statistic on RSS, where the underlying distributions are uniform, normal, double exponential, logistic and Cauchy distributions.