• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.515-523
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• 2000

In this paper we detect edges using stutistical methods of the change-point problem. For this, we perform the hypothesis testing for differences in gray levels to see whether any $n\timesn$ subimage contains edge segments. The proposed method based on the twosample Kolmogorov-Smirnov test is introduced and the likelihood ratio test and the \VolfeSchechtman test for change-point problem arc also applied for edge detection. \Ve perform the experimental study to assess the performance of these methods in both noisy and uncontaminated sample noises.

• The Korean Journal of Applied Statistics
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• v.32 no.6
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• pp.879-887
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• 2019

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic that belongs to a U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the performance of the newly proposed method with the existing one-sided bivariate Kolmogorov-Smirnov test using real data and simulated data.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.611-622
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• 2013

Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.847-856
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• 2013

In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.385-392
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• 2014

Random walk hypothesis is a hypothesis that explains theoretically the difficulty in forecasting in financial market. Various tests for the hypothesis have been developed so far but it is known that those tests suffer from low power and size distortion. In this article, a sign test based on slopes are suggested to overcome these difficulties. A simulation study is conducted to compare this test to the often used Dickey and Fuller (1979) test.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1499-1506
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• 2014

Random walk is used for describing random phenomenon in various areas but tests for random walk developed so far are known to suffer from size distortion and low power. Kim et al. (2014) proposed a sign test for unit root (${\rho}=1$) hypothesis based on slopes. This article proposes a Wilcoxon signed rank test based on slopes for unit root hypothesis, and compares it with the augmented Dickey-Fuller test and the sign test by a simulation study. Our results confirm that the nonparametric tests are better than ADF test for small samples like n = 30. The results also show that the sign test is better than the Wilcoxon signed rank test and that for 0 < ${\rho}$ < 1 (-1 < ${\rho}$ < 0), the nonparametric tests suffer from power loss (improvement) as normal error changes to double exponential error.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.305-305
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• 2023

수문조사기기 검정은 강수량, 수위, 유량 등과 같은 수문자료를 관측하는 수문조사기기가 대상지역의 수문상황을 정확하게 관측하는지를 검사하는 일련의 과정으로 「수자원의 조사 계획 및 관리에 관한 법률」 제12조에 법적 기반을 두고 있다. 검정 대상은 강수량, 수위, 유속, 유사량, 토양수분량, 증발산량, 증발량 측정기기 총 7종이며, 환경부장관으로부터 한강홍수통제소가 검정업무를 위임받고, 한국건설기술연구원과 한국수자원조사기술원이 위탁받아 운영중에 있다. 최근에는 증발산량, 토양수분량 및 유량 측정기기기 등이 첨단화되어 기존 검정 방식에 대한보완 및 신설에 대한 요구가 증가하고 있다. 특히, 유량 측정시 기존에 사용하였던 회전식 유속계는 ADCP(Acoustic Doppler Current Profiler) 유량측정기기로 대체되어 활용률이 2013년 24%에서2021년 67%로 약 2.8배 급격히 증가하였다. 하지만 수문조사기기 검정 관련 고시 내 ADCP에 대한검사방법 및 허용오차 등의 규정이 부재하여 수문조사기기의 검정 공백이 발생하는 등의 문제가 존재하고 있다. 이에 본 연구에서는 ADCP 운영 및 기술 현황, 현행 법령, 국외 사례 등을 검토하여 ADCP 유량측정기기의 검사방법 및 허용오차에 대한 방안을 제시하고자 한다. ADCP 검사방법은 총 5단계로 외관검사, 자가진단 검사, 온도센서 검사, 수심측정 검사, 유량비교측정 검사에 따라 검정을 실시한다. 첫 번째 외관검사시에는 기기 외관과 센서 등 물리적 손상을 점검하고, 두 번째 자가진단 검사에서는 센서 변환 매트릭스 값, 수신부 센서 테스트, RAM/ROM 테스트, 통신 테스트 등에 관한 정상값 산출 여부를 확인한다. 세 번째 온도센서 검사에서는 검증용 온도센서를 이용한 값과 ADCP에 부착된 온도센서 값과 차이를 확인하고 ±2℃초과시 재검사 또는 적절한 조치를 취한 후 다음 단계의 검사를 진행한다. 네 번째 수심측정 검사에서는 수조 내 수심 측정을 확인하여 실제 수심과의 오차를 확인하고 ±1% 초과시 재검사 또는 적절한 조치 후 다음 검사를 실시한다. 유량비교 측정검사에서는 각 기기 간의 평균유량의 상대오차를 평가하는 것으로 ±5%미만에는 합격, ±5이상 ±10%미만에서는 재검사, ±10%이상에서는 공장수리를 권고하도록 하고, 1~5 단계의 검사를 통과한 기기를 대상으로 인증서를 발급하도록 한다. 유량비교 측정검사시에는 매년 ADCP를 사용하는 일반기업 및 공공기관 등이 모여 ADCP의 성능을 상호간 비교하는 'ADCP 기술협력 워크숍'을 확장하여 실시할 수 있다. 각 검사 단계의 허용오차는 USGS 또는 제조사 기준과 2022년 ADCP 기술협력 워크숍 성능검사 분석 결과를 토대로 하였다. 본 ADCP 검정 방안은 향후 ADCP 모델별로 단계별 시범 검토를 통해 세부사항에 대한 제시가 필요하며, 온도센서 검사, 수심측정 검사, 유량 비교측정검사에 대한 허용오차에 대한 타당성에대한 검증 및 검토가 이루어져야 할 것으로 사료된다.

• The KIPS Transactions:PartB
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• v.14B no.7
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• pp.531-540
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• 2007

In this research, we proposed a two-phase hybrid stock price forecasting model with cointegration tests and artificial neural networks. Using not only the related stocks to the target stock but also the past information as input features in neural networks, the new model showed an improved performance in forecasting than that of the usual neural networks. Firstly in order to extract stocks which have long run relationships with the target stock, we made use of Johansen's cointegration test. In stock market, some stocks are apt to vary similarly and these phenomenon can be very informative to forecast the target stock. Johansen's cointegration test provides whether variables are related and whether the relationship is statistically significant. Secondly, we learned the model which includes lagged variables of the target and related stocks in addition to other characteristics of them. Although former research usually did not incorporate those variables, it is well known that most economic time series data are depend on its past value. Also, it is common in econometric literatures to consider lagged values as dependent variables. We implemented a price direction forecasting system for KOSPI index to examine the performance of the proposed model. As the result, our model had 11.29% higher forecasting accuracy on average than the model learned without cointegration test and also showed 10.59% higher on average than the model which randomly selected stocks to make the size of the feature set same as that of the proposed model.

• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.5
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• pp.93-102
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• 2009

A prediction of streamflow based on multi-objective function is presented to check the performance of Probability Distributed Model(PDM) in Miho stream basin, Chungcheongbuk-do, Korea. PDM is a lumped conceptual rainfall runoff model which has been widely used for flood prevention activities in UK Environmental Agency. The Monte Carlo Analysis Toolkit(MCAT) is a numerical analysis tools based on population sampling, which allows evaluation of performance, identifiability, regional sensitivity and etc. PDM is calibrated for five model parameters by using MCAT. The results show that the performance of model parameters(cmax and k(q)) indicates high identifiability and the others obtain equifinality. In addition, the multi-objective function is applied to PDM for seeking suitable model parameters. The solution of the multi-objective function consists of the Pareto solution accounting to various trade-offs between the different objective functions considering properties of hydrograph. The result indicated the performance of model and simulated hydrograph are acceptable in terms on Nash Sutcliffe Effciency*(=0.035), FSB(=0.161), and FDBH(=0.809) to calibration periods, validation periods as well.

• Journal of the Korea Society of Computer and Information
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• v.11 no.4 s.42
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• pp.9-15
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• 2006

In this paper we propose Wilcoxon test, Median test and Van der Waerden test such as linear rank tests in two-sample location problem for detecting edges effectively in noisy images. These methods are based on detecting image intensity changes between two pixel neighborhoods using an edge-height model to perform effectively on noisy images. The neighborhood size used here is small and its shape is varied adaptively according to edge orientations. We compare and analysis the performance of these statistical edge detectors on both natural images and synthetic images with and without noise.