• Title/Summary/Keyword: 결측치

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On the Use of Sequential Adaptive Nearest Neighbors for Missing Value Imputation (순차 적응 최근접 이웃을 활용한 결측값 대치법)

  • Park, So-Hyun;Bang, Sung-Wan;Jhun, Myoung-Shic
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1249-1257
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    • 2011
  • In this paper, we propose a Sequential Adaptive Nearest Neighbor(SANN) imputation method that combines the Adaptive Nearest Neighbor(ANN) method and the Sequential k-Nearest Neighbor(SKNN) method. When choosing the nearest neighbors of missing observations, the proposed SANN method takes the local feature of the missing observations into account as well as reutilizes the imputed observations in a sequential manner. By using a Monte Carlo study and a real data example, we demonstrate the characteristics of the SANN method and its potential performance.

The Comparison of Imputation Methods in Time Series Data with Missing Values (시계열자료에서 결측치 추정방법의 비교)

  • Lee, Sung-Duck;Choi, Jae-Hyuk;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.723-730
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    • 2009
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001 ${\sim}$ 2006 are used, and results from two methods are compared with using SSF(Sum of square for forecasting error).

An EM Algorithm-Based Approach for Imputation of Pixel Values in Color Image (색조영상에서 랜덤결측화소값 대체를 위한 EM 알고리즘 기반 기법)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.305-315
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    • 2010
  • In this paper, a frequentistic approach to impute the values of R, G, B-components in random missing pixels of color image is provided. Under assumption that the given image is a realization of Gaussian Markov random field, its model is designed such that each neighbor pixel values for a given pixel follows (independently) the normal distribution with covariance matrix scaled by an evaluates of the similarity between two pixel values, so that the imputation is not to be affected by the neighbors with different color. An approximate EM-based algorithm maximizing the underlying likelihood is implemented to estimate the parameters and to impute the missing pixel values. Some experiments are presented to show its effectiveness through performance comparison with a popular interpolation method.

Imputation of Multiple Missing Values by Normal Mixture Model under Markov Random Field: Application to Imputation of Pixel Values of Color Image (마코프 랜덤 필드 하에서 정규혼합모형에 의한 다중 결측값 대체기법: 색조영상 결측 화소값 대체에 응용)

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.925-936
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    • 2009
  • There very many approaches to impute missing values in the iid. case. However, it is hardly found the imputation techniques in the Markov random field(MRF) case. In this paper, we show that the imputation under MRF is just to impute by fitting the normal mixture model(NMM) under several practical assumptions. Our multivariate normal mixture model based approaches under MRF is applied to impute the missing pixel values of 3-variate (R, G, B) color image, providing a technique to smooth the imputed values.

A Note on Relationship between Strengths of Heavy Metals Contamination in Scalp Hair and Organs from Autopsy Subjects (부검체 두발과 장기의 중금속 오염농도 관련성)

  • Lee, Won-Kee;Song, Myung-Unn;Song, Jae-Kee;Lee, Sung-Kook;Park, Sung-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.215-222
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    • 1999
  • It is well known to use scalp hair as a signal of strengths of heavy metals contamination. In this paper, using the multivariate methods we examine the relationship between strengths of cadmium and mercury in scalp hair and cerebellum, cerebrum, heart, kidney, liver, lung and spleen from 61 korean autopsy subjects. As a result, there is statistically singnificant relationship between strengths of mercury contamination in scalp hair and secondary contaminated organs.

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Imputation Model for Link Travel Speed Measurement Using UTIS (UTIS 구간통행속도 결측치 보정모델)

  • Ki, Yong-Kul;Ahn, Gye-Hyeong;Kim, Eun-Jeong;Bae, Kwang-Soo
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.10 no.6
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    • pp.63-73
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    • 2011
  • Travel speed is an important parameter for measuring road traffic. UTIS(Urban Traffic Information System) was developed as a mobile detector for measuring link travel speeds in South Korea. After investigation, we founded that UTIS includes some missing data caused by the lack of probe vehicles on road segments, system failures and etc. Imputation is the practice of filling in missing data with estimated values. In this paper, we suggests a new model for imputing missing data to provide accurate link travel speeds to the public. In the field test, new model showed the travel speed measuring accuracy of 93.6%. Therefore, it can be concluded that the proposed model significantly improves travel speed measuring accuracy.

A Missing Value Replacement Method for Agricultural Meteorological Data Using Bayesian Spatio-Temporal Model (농업기상 결측치 보정을 위한 통계적 시공간모형)

  • Park, Dain;Yoon, Sanghoo
    • Journal of Environmental Science International
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    • v.27 no.7
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    • pp.499-507
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    • 2018
  • Agricultural meteorological information is an important resource that affects farmers' income, food security, and agricultural conditions. Thus, such data are used in various fields that are responsible for planning, enforcing, and evaluating agricultural policies. The meteorological information obtained from automatic weather observation systems operated by rural development agencies contains missing values owing to temporary mechanical or communication deficiencies. It is known that missing values lead to reduction in the reliability and validity of the model. In this study, the hierarchical Bayesian spatio-temporal model suggests replacements for missing values because the meteorological information includes spatio-temporal correlation. The prior distribution is very important in the Bayesian approach. However, we found a problem where the spatial decay parameter was not converged through the trace plot. A suitable spatial decay parameter, estimated on the bias of root-mean-square error (RMSE), which was determined to be the difference between the predicted and observed values. The latitude, longitude, and altitude were considered as covariates. The estimated spatial decay parameters were 0.041 and 0.039, for the spatio-temporal model with latitude and longitude and for latitude, longitude, and altitude, respectively. The posterior distributions were stable after the spatial decay parameter was fixed. root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and bias were calculated for model validation. Finally, the missing values were generated using the independent Gaussian process model.

The Comparison of Imputation Methods in Space Time Series Data with Missing Values (공간시계열모형의 결측치 추정방법 비교)

  • Lee, Sung-Duck;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.263-273
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    • 2010
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the conditional expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA and STAR model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001~2009 are used, and estimate precision of missing values and forecast precision of future data are compared with two methods.

A Research for Imputation Method of Photovoltaic Power Missing Data to Apply Time Series Models (태양광 발전량 데이터의 시계열 모델 적용을 위한 결측치 보간 방법 연구)

  • Jeong, Ha-Young;Hong, Seok-Hoon;Jeon, Jae-Sung;Lim, Su-Chang;Kim, Jong-Chan;Park, Chul-Young
    • Journal of Korea Multimedia Society
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    • v.24 no.9
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    • pp.1251-1260
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    • 2021
  • This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D2) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

Estimation of Missing Records in Daily Climate Data over the Korean Peninsula (한반도의 과거 기후 데이터 구축을 위한 누락된 기록 추정)

  • Noh, Gyu-Ho;Ahn, Kuk-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.135-135
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    • 2020
  • 우리나라의 기후 자료는 일반적으로 기상청에서 발표하는 종관기상관측(ASOS)과 방재기상관측(AWS), 그리고 북한이 세계기상기구(WMO, World Meteorogical Organization)의 기상통신망(GTS)을 통해 보낸 북한기상관측(NKO)을 사용 할 수 있다. 그러나 이 중 40년 이상의 완전한 관측 자료를 얻을 수 있는 건 ASOS가 유일하지만 공간적인 표현에 한계를 갖고 있다. AWS는 관측소가 많다는 장점이 있지만 관측 기간이 길지 않고 이용 가능한 기간에도 관측이 연속적이지 못한 경우가 많다. NKO는 비록 27개의 관측소가 있지만 많은 데이터가 누락되어 일별 기후자료의 사용에 한계를 갖고 있다. 이러한 미관측 기간이나 관측 자료의 누락은 연속적인 시계열 자료분석을 기반으로 하는 수자원 모델링에 있어서 문제를 야기한다. 본 연구는 1973년부터 2019년까지 47년의 신뢰도 높은 한반도 일일 기후 자료를 구축하기 위해 다양한 방법론을 비교하였다. 추정에 사용한 방법은 총 7개로 EM algorithm for probabilistic principal components (PPCA-EM), Inverse distance weight method (IDWM), Nearest neighbor method (NNM), Multivariate normal copulas (Copula), Elastic net model (Elastic), Ordinary kriging (OK), Regularized principal components with EM algorithm (RPCA-EM)를 살펴보았다. 다양한 형태의 결측치를 가정하여 그 결과값을 비교하였고 이는 Root mean squared error(RMSE), Kling-Gupta efficiency(KGE), Nash-Sutcliffe efficiency(NSE)를 통해 평가하였다. 최종 선택된 방법론을 통하여 한반도 전역을 그리드 기반의 강수 및 최저온도/최고온도의 일별자료로 생성하였다.

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