• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.151-157
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• 2003

OLS로 알려진 기존의 주절 방법은 변수수의 증가에 따라 다중공선성(Multicollinearity)의 문제와 더불어 해석력(Interpretability)이 떨어지는 문제를 가지게 된다. 본 연구에서는 파라미터의 절대값의 크기(L1-Norm)에 제약을 줌으로써 이와 같은 OLS의 문제를 해결할 수 있는 동시에, 잔차의 제곱합대신 절대오차를 사용하는 Least Absolute Value(LAV) 방법을 사용함으로써 이상치에 로버스트한 결과를 주는 방법론을 제안한다. 또한. 본 연구에서 제안하는 방법이 선형계획법에 의해 모델처럼 될 수 있는 특성으로 인해 제약조건이 있는 이차 형태의 최적화 문제보다 수행 속도면에서 뛰어난 결과를 주는 것을 수치예제을 통해 보인다.

• Economic and Environmental Geology
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• v.28 no.4
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• pp.433-438
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• 1995

The most popular minimization method is based on the least-squares criterion, which uses the $L_2$ norm to quantify the misfit between observed and synthetic data. The solution of the least-squares problem is the maximum likelihood point of a probability density containing data with Gaussian uncertainties. The distribution of errors in the geophysical data is, however, seldom Gaussian. Using the $L_2$ norm, large and sparsely distributed errors adversely affect the solution, and the estimated model parameters may even be completely unphysical. On the other hand, the least-absolute-deviation optimization, which is based on the $L_1$ norm, has much more robust statistical properties in the presence of noise. The solution of the $L_1$ problem is the maximum likelihood point of a probability density containing data with longer-tailed errors than the Gaussian distribution. Thus, the $L_1$ norm gives more reliable estimates when a small number of large errors contaminate the data. The effect of outliers is further reduced by M-fitting method with Cauchy error criterion, which can be performed by iteratively reweighted least-squares method.

• Journal of Korean Society for Quality Management
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• v.40 no.3
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• pp.327-336
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• 2012

Purpose: In this study, we research the hurdle rate method to suggest the robust control chart for a contaminated process less vulnerable to fault values than existing control charts. Methods: We produce the results of p, ARL values to compare the performance of two control charts, $\bar{x}-s$ that has been used typically and TM-TS that is suggested by this paper. We implement the simulation focusing on three cases, change of deviation, mean and both of them. Results: We draw a conclusion that the TM-TS control chart has better efficiency than $\bar{x}-s$ control chart over the three cases. Conclusion: We insist that applying TM-TS control chart for a polluted process is more effective than $\bar{x}-s$ control chart.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• Proceedings of the KSME Conference
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• 2000.11a
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• pp.676-681
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• 2000

This study describes a hydraulic fluid property compensator under the various operating conditions. Because hydraulic fluid systems have much more excellent features than other control systems, they are used in many fields. However, the characteristics of hydraulic fluid are changed due to various operating conditions. This phenomenon is called uncertainty. Especially, bulk modulus is considered as the most dominant parameter in this study. Under the wide range of temperature and pressure, bulk modulus is changed. In order to overcome the uncertainty, $H_{\infty}$ technique will be used for this study. Spectral factorization, model-matching problem and controller parametrization are also applied to achieve the desired robust control action. Designed controller using the $H_{\infty}$ technique, is adopted for the hydraulic fluid valve-motor system.

• Journal of Biomedical Engineering Research
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• v.13 no.2
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• pp.125-132
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• 1992

Background EEG signals can be represented as the sum of a conventional AR process and an innovation process. It Is know that conventional estimation techniques, such as least square estimates (LSE) or Gaussian maximum likelihood estimates (MLE-G ) are optimal when the innovation process satisfies the Gaussian or presumed distribution. When the data are contaminated by outliers, however, these assumptions are not met and the power spectrum estimated by conventional estimation techniques may be fatally biased. EEG signal may be affected by artifacts, which are outliers in the statistical term. So the robust filtering estimation technique is used against those artifacts and it performs well for the contaminated EEG signal.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.74-84
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• 1995

혼합이항모형은 생물학, 혹은 심리학분야에서 많이 다루는 모형이다. 이 혼합모형에서 진단자간의 일치도를 나타내는 k 는 이항모형에 혼합되어지는 사전분포 $\xi$(p)에 따라 다른 형태를 갖는다. 그래서 $\xi$(p)에 의존적이지 않은 모수를 정의 하고, 이에 대한 실증적 추정값 $\hat k$을 일반혼합이항모형에서 k에 대한 추정값으로 사용하였다. 매개모수의 영향을 줄이기 위하여 모수를 직교화하였다. 베타이항모형으로 부터 표본을 추출하여 구한 최우추정값 $\hat k_m$과 이 표본을 이용하여 구한 $\hat k$을 비교하여 본 결과 k와 $\lambda$가 직교하는 영역에서 $\hat k$이 $\hat k_m$보다 편기가 작아지는 경우가 있을 만큼 $\hat k$이 효과적이었다.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.55-69
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• 2003

In this article, we propose the weighted LAD (least absolute deviations) estimators for multi-dimensional contingency tables and drive an estimation method to estimate the proposed estimators. To illustrate the robustness of the estimators, simulation results are presented for several models Including log-linear models and models for ordinal variables in multidimensional contingency tables. Examples were also introduced.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.201-208
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• 2013

In this paper, we consider the mixture components-process variables model and propose a model selection strategy using MTS. This strategy is illustrated using an example that involves three mixture components and two process variables in a bread making experiment that was studied in several literatures.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.511-520
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• 2013

Detection outliers and robust estimators are crucial in regression models with outliers. In such studies the focus is on detecting outliers and estimating the coefficients using leave-one-out. Our study introduces Rice estimator which is an error variance estimator without estimating the coefficients. In particular, we study a comparison of the statistical properties for Rice estimator with and without outliers in simple regression models.