• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1367-1375
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• 2015

Consider the linear growth models for longitudinal data analysis. Several kind of linear growth models are selected such as time-effect and random-effect models as well as a dummy variable included model. In this work, simulation data are generated with normality assumption, and both binormal ROC curve and AUC are obtained and compared for various linear growth models. It is found that ROC curves have different shapes and AUC increase slowly, as values of the covariance increase and the time passes for random-effect models. On the other hand, AUC increases very fast as values of covariance decrease. When the covariance has positive value, we explored that the variances of random-effect models increase and the increment of AUC is smaller than that of AUC for time-effect models. And the increment of AUC for time-effect models is larger than the increment for random-effect models.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.1-9
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• 2010

This paper suggests a mixed-effects model for analyzing split-plot data when there is a repeated measures factor that affects on the response variable. Covariance structures are discussed among the observations because of the assumption of a repeated measures factor as one of explanatory variables. As a plausible covariance structure, compound symmetric covariance structure is assumed for analyzing data. The restricted maximum likelihood (REML)method is used for estimating fixed effects in the model.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.9A
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• pp.1039-1047
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• 2004

In this paper, we propose a new channel estimation technique for long code DS-CDMA DMB down link system which estimate the channel response based on the signal space vector only, unlike the most conventional sub-space method relying on the orthogonal property of noise space vectors to the signal space vector. Because of this property of the proposed method, very optimum covariance matrix in its dimension can be used in subspace analysis channel estimation technique otherwise it is likely too large to be implemented practically.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.5
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• pp.939-951
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• 1994

In adaptive equalizers based on least mean squares (LMS) algorithms, the convergence rate is determined by the convariance matrix of an input signal. When the eigenvalue spread of the convariance matrix is close to unity, the convergence rate is quite fast. In this paper, for fast convergence of LMS-based adaptive equalizers we propose a modified reference signal pertinent to the statistical channel. From the theoretical analysis and computer simulation, it is shown that the proposed modification method is quite effective for fast convergence of LMS-based adaptive equalizers.

• The Journal of the Acoustical Society of Korea
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• v.35 no.5
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• pp.395-402
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• 2016

In this paper, a wideband adaptive beamforming approach for an acoustic vector sensor linear array is presented. It is a very important issue to estimate the stable covariance matrix for adaptive beamforming. In the conventional wideband adaptive beamforming based on coherent signal-subspace (CSS) processing, the error of bearing estimates is resulted from the focusing matrix estimation and the large number of data snapshot is necessary. To alleviate the estimation error and snapshot deficiency in estimating covariance matrix, the steered covariance matrix method in the pressure sensor is extended to the vector sensor array, and the subarray technique is incorporated. By this technique, more accurate azimuth estimates and a stable covariance matrix can be obtained with a small number of data snapshot. Through simulation, the azimuth estimation performance of the proposed beamforming method and a wideband adaptive beamforming based on CSS processing are assessed.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.923-932
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• 2014

The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.35-39
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• 2011

토양과 식물의 잎에서 일어나는 증발산은 주로 증발접시, 침루계 등을 이용하여 실측하거나 에디 공분산, Bowen 비 등을 이용하여 경험적으로 측정할 수 있으나, 이러한 지점별 실측 자료는 공간적인 변동성이 큰 수문기상인자 특성상 지역적인 대표값으로 적용하는 데 어려움이 따른다. 본 연구에서는 이러한 기존 증발산 관측 방법의 단점을 보완하고자 인공위성 영상자료를 기반으로 한 원격탐사 기법을 이용하여 Penman-Monteith (PM)와 Priestley-Taylor (PT) 공간 증발산 산정 모형을 적용, 우리나라 증발산의 시공간적인 분포를 산정하였다. Terra 인공위성에 탑재된 Moderate Resolution Imaging Spectroradiometer (MODIS)로부터 제공되는 위성 영상 자료를 이용하여 기존에 연구된 증발산 모형을 이용하여 증발산을 산정하고 이를 상호 비교함으로써 우리나라에 대한 적용성을 검토하였다. 본 연구의 결과는 토양 및 식생이 소비하는 물의 양을 보다 정확하게 시공간적으로 파악하여 정부 차원의 수자원 관리 계획 수립에 유용하게 이용될 것이다.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.404-413
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• 1995

2수준계 요인실험법에서 Kim(1992) 에 의해 균형배열을 이용하여 설계된 resolution V 포화균형부분실시법에서 추정량들의 공분산행렬을 계산하여 통계적 특성을 연구하였다. 이러한 부분실시법은 최소의 처리조합수를 가지고 주효과와 2인자 교호작용까지 분석할 수 있는 특징이 있다. 특히 본 논문에서는 인자의 수에 따라 설계가능한 8개의 부분실시법들간의 유사성과 통계적 효율성, 그리고 index number들의 변화에 따른 공분산행렬의 특성을 살펴보았다.

• The Korean Journal of Applied Statistics
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• v.4 no.1
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• pp.1-11
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• 1991

It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.36 no.5
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• pp.455-461
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• 2008

In this paper, the performance of a scalar filter and a scalar adaptive filter are analyzed. In order to make indoor experimental environment similar to outdoor test, ultrasonic sensors are used instead of GPS. The scalar adaptive filter, which is continuously estimating velocity error covariance and measurement noise covariance by using adaptive method, is different from the scalar filter. Experimental results show that the scalar adaptive filter has better position estimating performance than the scalar filter by estimating above two parameters with an adaptive method.