• Structural Engineering and Mechanics
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• v.76 no.6
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• pp.675-685
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• 2020

As the classical response surface method (RSM), the polynomial RSM is so easy-to-apply that it is widely used in reliability analysis. However, the trade-off of accuracy and efficiency is still a challenge and the "curse of dimension" usually confines RSM to low dimension systems. In this paper, based on the univariate decomposition, the polynomial RSM is executed in a new mode, called as DPRSM. The general form of DPRSM is given and its implementation is designed referring to the classical RSM firstly. Then, in order to balance the accuracy and efficiency of DPRSM, its adaptive order revision around the most probable point (MPP) is proposed by introducing the univariate polynomial order analysis, noted as RDPRSM, which can analyze the exact nonlinearity of the limit state surface in the region around MPP. For testing the proposed techniques, several numerical examples are studied in detail, and the results indicate that DPRSM with low order can obtain similar results to the classical RSM, DPRSM with high order can obtain more precision with a large efficiency loss; RDPRSM can perform a good balance between accuracy and efficiency and preserve the good robustness property meanwhile, especially for those problems with high nonlinearity and complex problems; the proposed methods can also give a good performance in the high-dimensional cases.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1450-1454
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• 2006

Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.1437-1440
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• 2007

Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

• International Area Studies Review
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• v.21 no.4
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• pp.159-172
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• 2017

In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

• The Korean Journal of Applied Statistics
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• v.35 no.6
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• pp.703-724
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• 2022

Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

• Proceedings of the KSRS Conference
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• 2008.10a
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• pp.7-10
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• 2008

We present a technique for constructing a digital elevation model (DEM) from contours. The elevation of each ground point in DEM is computed by interpolating the heights of the two adjacent contours of the point. The technique decomposes each sub-domain between adjacent contours into a set of sub-regions. The decomposition is accomplished by constructing a medial axis of the sub-domain. Each sub-region in the decomposition is classified into a variety of terrain features like hillsides, valleys, ridges, etc. The elevations of points are interpolated with different methods according to terrain features they belong to. For a given point in hillside, an approximate gradient line passing through the point is determined and the elevation of the point is interpolated from the known elevations of the two adjacent contours along the approximate gradient line. The univariate monotone rational Hermite spline is used for the interpolation. The DEM constructed by the technique is to be used to orthorectify the high-resolution KOMPSAT3 imagery.

• International Journal of Computer Science & Network Security
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• v.22 no.1
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• pp.225-233
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• 2022

The recent outbreak of corona virus (COVID-19) infectious disease had made its forecasting critical cornerstones in most scientific studies. This study adopts a machine learning based time series model - Auto Regressive Integrated Moving Average (ARIMA) model to forecast COVID-19 confirmed cases in Botswana over 60 days period. Findings of the study show that COVID-19 confirmed cases in Botswana are steadily rising in a steep upward trend with random fluctuations. This trend can also be described effectively using an additive model when scrutinized in Seasonal Trend Decomposition method by Loess. In selecting the best fit ARIMA model, a Grid Search Algorithm was developed with python language and was used to optimize an Akaike Information Criterion (AIC) metric. The best fit ARIMA model was determined at ARIMA (5, 1, 1), which depicted the least AIC score of 3885.091. Results of the study proved that ARIMA model can be useful in generating reliable and volatile forecasts that can used to guide on understanding of the future spread of infectious diseases or pandemics. Most significantly, findings of the study are expected to raise social awareness to disease monitoring institutions and government regulatory bodies where it can be used to support strategic health decisions and initiate policy improvement for better management of the COVID-19 pandemic.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.1
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• pp.17-27
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• 2014

Numerical model became one of most important tools for identifying the state of an existing structure in accordance with development of numerical analysis techniques. A numerical model should be updated based on the measured responses from the existing structure to accurately use the model for identifying the state of the bridge and executing numerical experiments. In this study, a new model updating method based on repetition method without a differential function is introduced and applicability for high speed railway bridge is verified with dynamic stability analysis. A fine measurement based on measurement points roaming method was executed with an wireless measurement system for precise dynamic characteristic analysis. The natural frequencies and mode shapes were estimated by correlation analysis and a mode decomposition technique. An initial numerical model was constructed based on design drawings and the model have been updated in accordance with the introduced model updating method. The results from numerical experiment and field test have been compared for verifying the applicability of the model updating method. And the dynamic stability analysis has been executed to verify the usability of the updated numerical model and the model updating method. It seems that the model updating method can be used for various bridges after evaluation of applicability for other type bridges in further studies.