• Journal of KIISE:Software and Applications
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• v.37 no.1
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• pp.1-8
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• 2010

Recently lots of attention has been paid to gene set analysis for identifying differentially expressed gene-sets between two sample groups. Unlike earlier approaches, the gene set analysis enables us to find significant gene-sets along with their functional characteristics. For this reason, various novel approaches have been suggested lately for gene set analysis. As one of such, PAGE is a parametric approach that employs average difference (AD) as an expression metric to quantify expression differences between two sample groups and assumes that the distribution of gene scores is normal. This approach is preferred to non-parametric approach because of more effective performance. However, the metric AD does not reflect either gene expression intensities or variances over samples in calculating gene scores. Thus, in this paper, we investigate the usefulness of several other expression metrics for parametric gene-set analysis, which consider actual expression intensities of genes or their expression variances over samples. For this purpose, we examined three expression metrics, WAD (weighted average difference), FC (Fisher's criterion), and Abs_SNR (Absolute value of signal-to-noise ratio) for parametric gene set analysis and evaluated their experimental results.

• The Korean Journal of Financial Studies
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• v.10 no.1
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• pp.191-214
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• 2004

VaR에 의한 금융위험의 측정은 국제결제은행 바젤위원회의 내부모델 허용에 힘입어 금융산업에서 표준방식으로 확고한 입지를 차지하고 있다. 본 연구에서는 한국주식시장포트폴리오를 거래투자자산으로 보유한 경우의 VaR를 극단치이론에 입각하여 측정하고 이의 성과를 RiskMetrics의 성과와 비교하여 검토하였다. GPD의 모수적 추정에 의한 VaR의 사후검정결과는 표본내 사후검정이나 표본외 사후검정에서 어떤 신뢰수준에서도 기대되는 범위와 크게 벗어나지 않은 안정된 결과를 보였다. RiskMetrics의 EWMA방식도 역시 표본내와 표본외 사후검정 어느 경우에나 기대되는 범위에서 크게 벗어나지 않았지만 높은 신뢰수준에서는 그 성과가 GPD VaR에 비하여 상대적으로 불안정하였으며 위험의 과소평가 성향을 확인할 수 있었다. 비모수적 GEV추정에 입각한 VaR의 경우에는 위험을 과대평가하고 지나치게 보수적인 성향을 나타내었다. GPD의 모수적 접근에 의한 VaR 측정은 다양한 신뢰수준에서 정확한 검정결과를 보여주고 있으며, 시간적 흐름에 따르는 VaR의 행태도 지나친 변동성을 보이지 않아 외부규제 및 내부통제를 위한 금융위험의 측정지표로서 실용적인 가치가 있음을 확인할 수 있다.

• Korean Journal of Agricultural and Forest Meteorology
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• v.25 no.3
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• pp.129-141
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• 2023

Crop models have been used to predict yield under diverse environmental and cultivation conditions, which can be used to support decisions on the management of forage crop. Cultivar parameters are one of required inputs to crop models in order to represent genetic properties for a given forage cultivar. The objectives of this study were to compare calibration and ensemble approaches in order to minimize the uncertainty of crop yield estimates using the SIMPLE crop model. Cultivar parameters were calibrated using Log-likelihood (LL) and Generic Composite Similarity Measure (GCSM) as an objective function for Metropolis-Hastings (MH) algorithm. In total, 20 sets of cultivar parameters were generated for each method. Two types of ensemble approach. First type of ensemble approach was the average of model outputs (E_em), using individual parameters. The second ensemble approach was model output (E_pm) of cultivar parameter obtained by averaging given 20 sets of parameters. Comparison was done for each cultivar and for each error calculation methods. 'Jowoo' and 'Yeongwoo', which are forage rice cultivars used in Korea, were subject to the parameter calibration. Yield data were obtained from experiment fields at Suwon, Jeonju, Naju and I ksan. Data for 2013, 2014 and 2016 were used for parameter calibration. For validation, yield data reported from 2016 to 2018 at Suwon was used. Initial calibration indicated that genetic coefficients obtained by LL were distributed in a narrower range than coefficients obtained by GCSM. A two-sample t-test was performed to compare between different methods of ensemble approaches and no significant difference was found between them. Uncertainty of GCSM can be neutralized by adjusting the acceptance probability. The other ensemble method (E_pm) indicates that the uncertainty can be reduced with less computation using ensemble approach.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.825-833
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• 2013

An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.513-523
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• 2016

Fitting a mixture of multivariate skew normal distribution (MSNMix) with multiple skewness parameter vectors via EM algorithm often requires a highly expensive computational cost to calculate the moments and probabilities of multivariate truncated normal distribution in E-step. Subsequently, it is common to fit an asymmetric data set with MSNMix with a simple skewness parameter vector since it allows us to compute them in E-step in an univariate manner that guarantees a cheap computational cost. However, the adaptation of a simple skewness parameter is unrealistic in many situations. This paper proposes an approximate estimation for the MSNMix with multiple skewness parameter vectors that also allows us to treat them in an univariate manner. We additionally provide some experiments to show its effectiveness.

• Proceedings of the Korean Information Science Society Conference
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• 2000.10b
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• pp.371-373
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• 2000

본 논문에서는 분절 특징을 모수적 궤적 모델을 이용하여 표현하고, 이 특징을 분절 HMM(segmental HMM)의 입력으로 하는 음성 신호의 모델링 방식을 제안한다. 분절 특징은 음성의 경향을 나타내는 궤적으로 표현되고, 그 궤적은 연속되는 프레임 상에서 전이 정보를 포함하도록 디자인 행렬과 다항식의 회귀 함수를 이용하여 구해진다. 이 궤적을 분절 HMM에 적용하기 위하여, 외적 분절 변이와 내적 분절 변이에 대한 확률 분포 표현을 개선하였다. 제안된 방법의 효과를 살펴보기 위하여 TIMIT 데이터 베이스를 이용하여 실험한 결과, 제안된 분절 특징은 음성 신호의 인접한 프레임간의 상관관계를 표현하는 동적 특징과 같은 효과를 보였으며, 1차 미분계수를 포함하여 분절 특징을 구한 경우에는 기존의 특징 표현보다 좋은 성능을 보였다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.775-783
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• 2005

이동통신 네트워크의 위치영역 설계는 위치관리 비용을 최소화하도록 네트워크를 위치영역으로 분리하는 문제이다. 기존 위치영역 설계 관련 연구는 설계의 모수가 되는 호 발생률 및 셀 간 가입자 이동률을 고정된 것으로 가정하였다. 그러나 실제 환경에서의 두 모수는 시간에 따라 변화하고, 일정한 패턴을 나타내며, 시간 당 셀 내 인구에 영향을 받는다. 본 연구에서는 이러한 인구유동 및 호 발생의 불확실성 및 시간에 따는 패턴 변화를 고려하여 기준 이상의 페이징 서비스 품질을 만족시키고, 비용을 최소화 하는 위치영역 설계 방식을 제안하였다. 모수의 변동에 일정 서비스 품질을 보장하기 위해 시간대 및 가동률 상한의 개념을 도입하여 추계적 문제를 정적 그래프 분리문제로 변환하였고, 이에 대한 솔루션은 Simulated Annealing을 응용한 경험적 최적해 도출 알고리즘을 이용하여 도출했다.

• Korean Journal of Agricultural and Forest Meteorology
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• v.21 no.1
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• pp.42-54
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• 2019

Crop models depend on a large number of input parameters including the cultivar parameters that represent the genetic characteristics of a given cultivar. The cultivar parameters have been estimated using high quality data for crop growth, which require considerable costs and efforts. The objective of this study was to examine the feasibility of using low quality data for the parameter estimation. In the present study, the cultivar parameters for cv. Shindongjin were estimated using the data obtained from the report of new cultivars development and research from 2005 to 2016. The root mean square errors (RMSE) of the heading dates were less than 3 days when the parameters associated with phenology were estimated. In contrast, the coefficient of determination for yield tended to be less than 0.1. The large errors incurred by the fact that no growth data collected over a season was used for parameter estimation. This suggests that detailed observation data needs to be prepared for parameter calibration, which would be aided by remote sensing approaches. The occurrence of natural disasters during a growing season has to be considered because crop models cannot take into account the effects of those events. Still, our results provide a reasonable range for the parameters, which could be used to set the boundary of a given parameter for cultivars similar to cv. Shindongjin in further studies.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.495-505
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• 2011

This study performs statistical tests for stability of a long-run relationship in the telecommunication market system by identifying the time path of a recursively estimated cointegration parameter. A dummy variable is used to recover stability for the period that the hypothesis of stable cointegration is rejected, and then a proper cointegrating relation is derived. A dummy variable appears to reflect the structural change in the cointegrating relation according to the analytical results for the error correction term.

• The Journal of the Acoustical Society of Korea
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• v.32 no.1
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• pp.79-85
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• 2013

Feature extraction of CASA system uses time continuity and channel similarity and makes correlogram of auditory elements for the use. In case of using feature extraction with cross correlation coefficient for channel similarity, it has much computational complexity in order to display correlation quantitatively. Therefore, this paper suggests feature extraction method using non-parametric correlation coefficient in order to reduce computational complexity when extracting the feature and tests to segregate target speech by CASA system. As a result of measuring SNR (Signal to Noise Ratio) for the performance evaluation of target speech segregation, the proposed method shows a slight improvement of 0.14 dB on average over the conventional method.