• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2006.11a
• /
• pp.165-168
• /
• 2006

Exponential smoothing methods do not adapt well to unexpected changes in underlying process. Over the past few decades a number of adaptive smoothing models have been proposed which allow for the continuous adjustment of the smoothing constant value in order to provide a much earlier detection of unexpected changes. However, most of previous studies presented ad hoc procedure of adaptive forecasting without any theoretical background. In this paper, we propose a detection-adaptation procedure applied to simple and Holt's linear method. We derive level and slope change detection statistics based on Bayesian statistical theory and present distribution of the statistics by simulation method. The proposed procedure is compared with previous adaptive forecasting models using simulated data and economic time series data.

• Journal of Astronomy and Space Sciences
• /
• v.17 no.1
• /
• pp.11-18
• /
• 2000

We have modeled the observed spectral energy distributions(SEDs) of young stellar objects (YSOs) in giant molecular clouds (GMCs). We propose the theoretical modles for the dust envelopes around YSOs. The YSOs in a GMC may share the same initial chemical composition. In this paper, we compare the model SEDs with the observations of the YSOs. Dust shells of the YSOs are composed of a mixture of astronomical silicate and graphite grains. We propose the models for the evolution of the GMCs comparing the shape of the SEDs on the IRAS 2-color diagram with the age.

• Communications for Statistical Applications and Methods
• /
• v.10 no.3
• /
• pp.981-996
• /
• 2003

Bayesian inference is considered for switching mean models with the ARMA errors. We use noninformative improper priors or uniform priors. The fractional Bayes factor of O'Hagan (1995) is used as the Bayesian tool for detecting the existence of a single change or multiple changes and the usual Bayes factor is used for identifying the orders of the ARMA error. Once the model is fully identified, the Gibbs sampler with the Metropolis-Hastings subchains is constructed to estimate parameters. Finally, we perform a simulation study to support theoretical results.

• Journal of Environmental Science International
• /
• v.11 no.9
• /
• pp.907-914
• /
• 2002

Various Eulerian-Lagrangian models for the one-dimensional longitudinal dispersion equation in nonuniform flow were studied comparatively. In the models studied, the transport equation was decoupled into two component parts by the operator-splitting approach; one part is governing advection and the other is governing dispersion. The advection equation has been solved by using the method of characteristics following fluid particles along the characteristic line and the results were interpolated onto an Eulerian grid on which the dispersion equation was solved by Crank-Nicholson type finite difference method. In the solution of the advection equation, Lagrange fifth, cubic spline, Hermite third and fifth interpolating polynomials were tested by numerical experiment and theoretical error analysis. Among these, Hermite interpolating polynomials are generally superior to Lagrange and cubic spline interpolating polynomials in reducing both dissipation and dispersion errors.

• Journal of The Korean Astronomical Society
• /
• v.48 no.3
• /
• pp.187-190
• /
• 2015

Data analysis and theoretical arguments support magnetic reconnection in a chromospheric current sheet as the mechanism of the observed photospheric magnetic flux cancellation on the Sun. Flux pile-up reconnection in a Sweet–Parker current sheet can explain the observed properties of canceling magnetic features, including the speeds of canceling magnetic fragments, the magnetic fluxes in the fragments, and the flux cancellation rates, inferred from the data. It is discussed how more realistic chromospheric reconnection models can be developed by relaxing the assumptions of a negligible current sheet curvature and a constant height of the reconnection site above the photosphere.

• Journal of the Korean Data and Information Science Society
• /
• v.26 no.1
• /
• pp.209-216
• /
• 2015

Quantile regression models with covariate measurement errors have received a great deal of attention in both the theoretical and the applied statistical literature. A lot of effort has been devoted to develop effective estimation methods for such quantile regression models. In this paper we propose the partially linear support vector orthogonal quantile regression model in the presence of covariate measurement errors. We also provide a generalized approximate cross-validation method for choosing the hyperparameters and the ratios of the error variances which affect the performance of the proposed model. The proposed model is evaluated through simulations.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.28 no.4A
• /
• pp.238-246
• /
• 2003

In this paper, we will provide a comprehensive review of radio propagation measurements conducted to date for mobile radio systems at frequency bands used for cellular and personal communications services in microcellular systems. Path-loss results were measured by using narrowband signal and multipath propagations were characterized by wideband measurements. This paper includes unpublished empirical path loss formulas for Oakland city of non-uniform building heights, and presents a comparison with path loss formulas obtained from typical low-rise building environments in order to discuss street grid dependence on route-specific building profile. We will also compare some empirical models developed based on the measurements with a few well-established theoretical prodiction models.

• Journal of the Korean Institute of Telematics and Electronics A
• /
• v.32A no.1
• /
• pp.45-52
• /
• 1995

A new Kirchhoff approximation(KA) method was proposed for microwave scttering from randomly rough surfaces. Using the spectral representation of delta function and its sifting theorem, a new KA was formulated directly without any further approximation, and this formulated was used to compute exact backscttering coefficients. The validity of the KA was verified by a numerical method, and this new KA technique was used to evaluate the existing approximated KkA methods; i.t., the zeroth-order and the first-order approximated physical optics(PO) models. It was shown that the first-order approximated PO model has small error than the zeroth-order approximated PO model at low incidence angles and the opposite happens at higher incidence angles. This new KA model can be used to compute exact scattering coefficients in the validity regions of KA and to evaluate other theoretical and numerical models for scattering from randomly rough surfaces.

• Structural Engineering and Mechanics
• /
• v.31 no.3
• /
• pp.315-331
• /
• 2009

Mechanical connections are recognized as extremely important elements in the aspect of strength and structural safety. However, classical structural model does not consider the connection stiffness properties, and are based on models with pinned or rigid joints only. In fact, mechanical connections are deformable and behave not linearly, affecting the whole structure and inducing nonlinear behavior as well. The quantification of this effect, however, depends on the description of the working of the connectors and the wood response under embedment. The theoretical modeling of wood structures with semi-rigid connections involves not only the structural analysis, but also the modeling of both single and grouped moment resisting connectors and the study of the wood properties under embedment. The proposal of this paper is to approach these aspects, and to quantitatively study the influence of the moment resistant connection in wooden framed structures. Comparisons between rigid and semi-rigid connections and between linear and nonlinear analysis lead to quantitative results.

• Proceedings of the Korean Society for Technology of Plasticity Conference
• /
• 2002.11a
• /
• pp.7-14
• /
• 2002

To carry out the analysis of the extruding products, it is necessary to get the optimum computation of extruding force for the extrusion. The existing numerical models of the extrusion may be large different from the actual conditions. In this study, accurate theoretical analysis of the extrusion forming and optimum extruding force should be subjected. It is to develop the numerical models which describes the optimum extrusion force. Therefore, the results should improve accuracy of extrusion forming and cause the energy saving for the extrusion.