• Journal of the Korean Data and Information Science Society
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• v.11 no.1
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• pp.1-18
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• 2000

In this paper, we study several parameter estimation methods used for autoregressive processes and compare them in view of forecasting. The least square estimation, least absolute deviation estimation, robust estimation are compared through Monte Carlo simulations.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.275-280
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• 2003

공간 자료에서 이상점이 존재할 경우 변이도(Variogram)를 추정함에 있어 그 효과를 줄이기 위한 방법으로 로버스트(robust) 변이도를 이용한다. 그러나 이상점이 존재하는 자료분석에서 로버스트 변이도를 사용하기에 앞서 이상점을 수정한 자료를 사용하였을 경우 그 효율성 또한 좋다고 알려져 있다. 본 논문에서는 이상점이 존재하는 자료를 분석함에 있어 기존의 이상점 수정법 및 새로운 이상점 수정법의 효율성을 비교하였다.

• Communications for Statistical Applications and Methods
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• v.18 no.1
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• pp.47-55
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• 2011

Ratio and regression imputations depend on the model of a survey variable and the relation between the survey variable and auxiliary variables. If the model is not true, the unbiasedness of the estimator using the ratio or regression imputation cannot be guaranteed. In this paper, we develop the doubly robust imputation, which satisfies the approximate unbiasedness of the estimator, whether the model assumption is valid or not. The proposed imputation increases the efficiency of estimation by using the population information of the auxiliary variables. The simulation study establishes the theoretical results of this paper.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.327-336
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• 2004

Many researchers have used the robust variogram to reduce the effect of outliers in spatial data analysis. Recently it is known that estimating the variogram after replacing outliers is more efficient. In this paper, we suggest a new data cleaner for geostatistic data analysis and compare the efficiency of outlier cleaners.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.15 no.4
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• pp.51-56
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• 2001

This papper is concerned with robust design of a linear DC motor which is steading fast in OA and FA systems due to simplicity in structure high-speed operation and high-precision positioning. The approach is based on the Taguchi method and utilizes the orthogonal way for design of experiments. In this study, first, the important factors are chosen at first. and then the concept of signal-to-nose(S/N) ratio is allied to evaluate the motor performance and each value of the design parameters is determined. This method is useful to robust design in a short time. As a result, the performance of the motor is improved.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.147-157
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• 2007

Edge detection has been widely used in computer vision and image processing. We describe a new edge detector based on the robust rank-order test which is a useful alternative to Wilcoxon test. Our method is based on detecting pixel intensity changes between two neighborhoods with a $r{\times}r$ window using an edge-height model to perform effectively on noisy images. Some experiments of our robust rank-order detector with several existing edge detectors are carried out on both synthetic images and real images with and without noise.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.3
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• pp.917-926
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• 2013

This study presents the feasibility of fuzzy multi-criteria decision making (MCDM) techniques for the robust prioritization of projects. It is applied to water resources planning problem. Results from weighted sum method (WSM), analytic hierarchy process (AHP), revised analytic hierarchy process (R-AHP), and TOPSIS are compared with those from Fuzzy WSM, Fuzzy, AHP, Fuzzy R-AHP, and Fuzzy TOPSIS. For the calculation, all weights on criteria and the normalized data were obtained from the same investigation. As a result, the rankings from four MCDM techniques are slightly different while those from fuzzy MCDM show the comparatively consistent ranking. Therefore, it is desirable to use fuzzy MCDM technique when MCDM is used for the prioritization problem, since fuzzy MCDM can include the uncertain variability of input data and weighting values on criteria.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.397-406
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• 2014

The minimum density power divergence estimation has been a popular topic in the field of robust estimation for since Basu et al. (1988). The minimum density power divergence estimator has strong robustness properties with the little loss in asymptotic efficiency relative to the maximum likelihood estimator under model conditions. However, a limitation in applying this estimation method is the algebraic difficulty on an integral involved in an estimation function. This paper considers a minimum density power divergence estimation method with approximated divergence avoiding such difficulty. As an example, we consider the normal-exponential convolution model introduced by Bolstad (2004). The estimated divergence in this case is too complicated; consequently, a Laplace approximation is employed to obtain a manageable form. Simulations and an empirical study show that the minimum density power divergence estimators based on an approximated estimated divergence for the normal-exponential model perform adequately in terms of bias and efficiency.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.113-118
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• 1996

Principal component analysis(PCA) is an essential technique for data compression and feature extraction, and has been widely used in statistical data analysis, communication theory, pattern recognition, and image processing. Oja(1992) found that a linear neuron with constrained Hebbian learning rule can extract the principal component by using stochastic gradient ascent method. In practice real data often contain some outliers. These outliers will significantly deteriorate the performances of the PCA algorithms. In order to make PCA robust, Xu & Yuille(1995) applied statistical physics to the problem of robust principal component analysis(RPCA). Devlin et.al(1981) obtained principal components by using techniques such as M-estimation. The propose of this paper is to investigate from the statistical point of view how Xu & Yuille's(1995) RPCA works under the same simulation condition as in Devlin et.al(1981).

• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.77-86
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• 1995

For the problem of testing the parallelism of two regression lines, a robust procedure is proposed and examined. The proposed test statistic is based on the one-step GM-estimators of slope parameters proposed by Song et al. (1994b). These GM-estimators used the Least Trimmed Squares estimates as an initial values so as to obtain high breakdown point. Through a small-sample Monte Carlo simulation the empirical levels and powers of the proposed test are compared with other tests under various error distributions.