• Proceedings of the Acoustical Society of Korea Conference
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• autumn
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• pp.333-336
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• 2000

본 논문에서는 Monte-Carlo simulation과 deterministic simulation을 합성한 방법으로 특성허용 패턴을 만족하는 개별소자의 오차범위를 가중치에 따라 차별적으로 규정을 하였다. 일반적으로 사용되는 통계적인 방법은 불규칙한 특성을 갖는 랜덤오차를 정규분포를 갖는 랜덤변수로 모델링을 하여 허용 패턴으로부터 오차의 범위를 규정하는데, 이렇게 구해진 범위는 개별소자의 가중치의 영향을 고려하지 않고 일률적인 특성을 나타낸다는 단점이 있다. 이에 반해 deterministic simulation을 통해서 얻어진 오차의 범위는 가중치에 따라서 상대적인 범위를 결정할 수 있지만 해석 하고자하는 배열소자의 개수에 따라서 계산량이 지수승으로 증가하는 단점이 있어 10개 이상의 소자를 갖는 배열에는 적합하지 않다. 이러한 단점을 보완하기 위해서는 본 논문에서는 Monte-Carlo simulation과 deterministic simulation의 합성적 방법을 사용해서 배열소자의 증가에 따른 계산량의 증가를 줄이면서 각 가충치에 따라 상대적인 개별오차의 허용범위를 결정하였다. 그리고 이렇게 규정된 오차의 범위를 간단한 모의 실험을 통해서 검증하였다.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.271-284
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• 2002

In this paper we consider the robust inference for the parameter of linear regression model based on weighted least squares. First we consider the sequential test of multiple outliers. Next we suggest the way to assign a weight to each observation $(x_i,\;y_i)$ and recommend the robust inference for linear model. Finally, to check the performance of confidence interval for the slope using proposed method, we conducted a Monte Carlo simulation and presented some numerical results and examples.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.04a
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• pp.369-376
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• 2002

The stochastic analysis of semi-infinite domain is presented using the weighted integral method, which is improved to include the higher order terms in expanding the displacement vector. To improve the weighted integral method, the Lagrangian remainder is taken into account in the expansion of the status variable with respect to the mean value of the random variables. In the resulting formulae only the 'proportionality coefficients' are introduced in the resulting equation, therefore no additional computation time and memory requirement is needed. The equations are applied in analyzing the semi-infinite domain. The results obtained by the improved weighted integral method are reasonable and are in good agreement with those of the Monte Carlo simulation. To model the semi-infinite domain, the Bettess's infinite element is adopted, where the theoretical decomposition of the strain-displacement matrix to calculate the deviatoric stiffness of the semi-infinite domains is introduced. The calculated value of mean and the covariance of the displacement are revealed to be larger than those given by the finite domain assumptions which is thought to be rational and should be considered in the design of structures on semi-infinite domains.

• Steel and Composite Structures
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• v.11 no.2
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• pp.115-130
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• 2011

Considering the randomness of material parameters in the laminated composite plate, a scheme of stochastic finite element method to analyze the displacement response variability is suggested. In the formulation we adopted the concept of the weighted integral where the random variable is defined as integration of stochastic field function multiplied by a deterministic function over a finite element. In general the elastic modulus of composite materials has distinct value along an individual axis. Accordingly, we need to assume 5 material parameters as random. The correlations between these random parameters are modeled by means of correlation functions, and the degree of correlation is defined in terms of correlation coefficients. For the verification of the proposed scheme, we employ an independent analysis of Monte Carlo simulation with which statistical results can be obtained. Comparison is made between the proposed scheme and Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• The Korean Journal of Applied Statistics
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• v.31 no.4
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• pp.507-516
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• 2018

Widely used among the various single imputation methods is k-nearest neighbors (KNN) imputation due to its robustness even when a parametric model such as multivariate normality is not satisfied. We propose a weighted adaptive nearest neighbors imputation method that combines the adaptive nearest neighbors imputation method that accounts for the local features of the data in the KNN imputation method and weighted k-nearest neighbors method that are less sensitive to extreme value or outlier among k-nearest neighbors. We conducted a Monte Carlo simulation study to compare the performance of the proposed imputation method with previous imputation methods.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.463-477
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• 2009

Parameter estimation methods such as maximum likelihood estimation method, probability weighted moments method, regression method have been popularly applied to various extreme value models in numerous literature. Among three methods above, the performance of regression method has not been rigorously investigated yet. In this paper the regression method is compared with the other methods via Monte Carlo simulation studies for estimation of parameters of the Generalized Extreme Value(GEV) distribution and the Generalized Pareto(GP) distribution. Our simulation results indicate that the regression method tends to outperform other methods under small samples by providing smaller biases and root mean square errors for estimation of location parameter of the GEV model. For the scale parameter estimation of the GP model under small samples, the regression method tends to report smaller biases than the other methods. The regression method tends to be superior to other methods for the shape parameter estimation of the GEV model and GP model when the shape parameter is -0.4 under small and moderately large samples.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.41 no.11
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• pp.883-890
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• 2013

Aircraft combat survivability analysis is essential process for the development of combat aircraft. M&S methodology is the typical procedure for the aircraft combat survivability analysis, and the last step is the expensive Live Fire Test if it is necessary. This study introduced cost and time effective survivability analysis methodology based on the random variable weighted score algorithm in conceptual design phase. For this study, essential element and event analysis (E3A) is used to define the random variables and Monte-Carlo simulation is implemented to estimate weighted score and the final value of survivability.

• Journal of Satellite, Information and Communications
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• v.8 no.1
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• pp.77-82
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• 2013

The object tracking method using particle filtering has been proved successful since it is based on the Monte Carlo simulation to estimate the posterior distribution of the state vector that is nonlinear and non-Gaussian in the real-world situation. In this paper, we present two nobel methods that can improve the performance of the object tracking algorithm based on the particle filtering. First one is the feedback method that replace the low-weighted tracking sample by the estimated state vector in the previous frame. The second one is an tracking box correction method to find an confidence interval of back projection probability on the estimated candidate object area. An sample propagation equation is also presented, which is obtained by experiments. We designed well-organized test data set which reflects various challenging circumstances, and, by using it, experimental results proved that the proposed methods improves the traditional particle filter based object tracking method.

• The Korean Journal of Applied Statistics
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• v.28 no.1
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• pp.23-31
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• 2015

A conventional missing value problem in the statistical analysis k-Nearest Neighbor(KNN) method are used for a simple imputation method. When one of the k-nearest neighbors is an extreme value or outlier, the KNN method can create a bias. In this paper, we propose a Weighted k-Nearest Neighbors(WKNN) imputation method that can supplement KNN's faults. A Monte-Carlo simulation study is also adapted to compare the WKNN method and KNN method using real data set.