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필터링된 잔차를 이용한 희박벡터자기회귀모형에서의 변수 선택 측도
이승규,백창룡,Lee, Seungkyu,Baek, Changryong 한국통계학회 2015 응용통계연구 Vol.28 No.5
벡터자기회귀모형은 다차원의 시계열 자료간의 선형종속 관계를 연구하는데 효율적인 모형이다. 하지만 차원이 높아질 경우 추정해야할 모수가 급격히 증가하여 추정이 불안정해지고 예측력의 저하 및 해석의 어려움을 동반하는 문제를 가지고 있다. 이를 보완하기 위해서 많은 계수를 0으로 두는 희박벡터자기회귀모형이 제안되었고 고차원 시계열 분석에서 유용함이 밝혀졌다. 이 논문에서는 희박벡터자기회귀모형 추정에 있어서 어떠한 계수를 0으로 두어야 하는지를 판단해주는 한 쌍의 변수에 대한 상관 정도를 추정해주는 커플링 측도를 제안한다. 먼저 이 논문에서는 부분 스펙트럼 일관성에 기반을 둔 커플링 측도를 사용한 변수 선택의 경우 다른 변수의 효과를 제거한 잔차에 기반을 두었기에 좋은 효율성을 보임을 밝힌다. 하지만 부분 스펙트럼 일관성의 경우 벡터자기회귀모형 계수의 비대칭성을 고려하지 못한다는 단점이 있어 이를 보완하고자 필터링을 통해 다른 변수의 효과를 제거한 잔차에 기반을 둔 동시에 비대칭성을 가지는 커플링 측도들, 필터링된 잔차를 이용한 교차 상관성과 그래인저 인과관계를 제안한다. 모의실험을 통해 우리가 제안한 방법론들이 두터운 꼬리를 가지거나 높은 차수의 희박벡터자기회귀모형의 경우에도 매우 정확하게 0이 아닌 변수를 선택함을 보인다. Vector autoregressive (VAR) models in high dimension suffer from noisy estimates, unstable predictions and hard interpretation. Consequently, the sparse vector autoregressive (sVAR) model, which forces many small coefficients in VAR to exactly zero, has been suggested and proven effective for the modeling of high dimensional time series data. This paper studies coupling measures to select non-zero coefficients in sVAR. The basic idea based on the simulation study reveals that removing the effect of other variables greatly improves the performance of coupling measures. sVAR model coefficients are asymmetric; therefore, asymmetric coupling measures such as Granger causality improve computational costs. We propose two asymmetric coupling measures, filtered-cross-correlation and filtered-Granger-causality, based on the filtered residuals series. Our proposed coupling measures are proven adequate for heavy-tailed and high order sVAR models in the simulation study.
탄성 다물체 동역학 해석기법을 이용한 풍력터빈 드라이브트레인의 동특성 해석
이승규(Seungkyu Lee),임동수(Dongsu Lim),박영수(Youngsu Park),김진(Jin Kim),최원호(Wonho Choi) 대한기계학회 2008 대한기계학회 춘추학술대회 Vol.2008 No.11
Wind turbine requires service life of about 20 years and each components of wind turbine requires high durability, because installation and maintenance costs are more expensive than generated electricity by wind turbine. So the design of wind turbine must be verified in various condition before production step. This paper demonstrates the application of a generic methodology, based on the flexible multibody simulation technique, for the dynamic analysis of a wind turbine and its drive train. The concern of the paper is the computation of dynamic loads of wind turbine in emergency-stop condition. The finite element model is used to analyse the dynamic behaviour of the wind turbine.
두 종류의 스펙트럼영역 빛간섭단층촬영기를 사용한 정상 한국인의 맥락막 두께 측정의 재현성
이광현,이성철,이승규.Kwang Hyun Lee. MD. Sung Chul Lee. MD. Christopher Seungkyu Lee. MD 대한안과학회 2013 대한안과학회지 Vol.54 No.9
Purpose: To investigate the reproducibility of choroidal thickness measurements in healthy Koreans using two spectral domain optical coherence tomography (SD-OCT) instruments: Zeiss Cirrus HD-OCT (Carl Zeiss Meditec Inc., Dublin, CA, USA) and Heidelberg Spectralis (Heidelberg Engineering, Heidelberg, Germany). Methods: Images were obtained in 60 eyes of 30 healthy undilated volunteers without ocular pathology in a clinical setting. The choroid was imaged in all subjects using Cirrus HD 1-line raster and Spectralis enhanced depth imaging (EDI). The choroid was measured subfoveally, 1500 μm temporal, and 1500 μm nasal to the fovea. All measurements were performed by two independent observers. One-way analysis of variance (ANOVA), Pearson correlation, and Bland–Altman analysis were used to compare measurements. Results: The study group consisted of 15 males and 15 females. The mean age was 50.73 ± 15.09 years (range, 24-75 years). There was no significant difference in the mean choroidal thickness (p > 0.05) between systems for any location. The choroidal thickness measurements using two instruments (Cirrus vs. Spectralis) were also strongly correlated (p < 0.001). Conclusions: In the present study of healthy Korean adults, good reproducibility was observed between choroidal thickness measurements of images obtained from Cirrus and Spectralis.
차량의 조정안정성 향상을 위한 ESC와 CDC의 통합제어에 관한 연구
이강원(Kangwon Lee),이종일(Jongil Lee),이승규(Seungkyu Oh),노지훈(Jihoon Roh),김영우(Youngwoo Kim),김형수(Hyungsoo Kim),김인동(Indong Kim),장진희(Jinhee Jang) 한국자동차공학회 2009 한국자동차공학회 부문종합 학술대회 Vol.2009 No.4
In recent years the use of electronic control systems has become increasingly popular in automotive applications, resulting in significant improvement in vehicle stability and dynamic performance. Especially, ESC (Electronic Stability Control) as an active safety technology assists the driver to keep the vehicle on the intended track and thereby actively prevents accidents. But most electronic chassis control systems so far have been designed for optimization of its own performance. This, sometimes, has resulted in performance degradation when two or more control modules were operating together. Therefore, many studies are shown that is being given to judicious integration of individual chassis control systems in an effort to push the overall vehicle performance further to its limit. In this paper, ESC contributions to active safety and CDC (Continuous Damping Control) to semi active suspension have been present with a reliable simulation environment. Then, algorithms for integration of suspension and brake control systems have been developed. An integrated approach for braking and suspension control for maximum lateral stability that is an optimal collaboration between the brake & suspension with respect to maximum stability in highly dynamic maneuvers, various integration rules have been designed, tested, and compared with one another, and the results will be investigated in this paper.