• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.835-847
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• 2016

To analyze lattice or areal data, a conditionally autoregressive (CAR) model has been widely used in the eld of spatial analysis. The spatial neighborhoods within CAR model are generally formed using only inter-distance or boundaries between regions. Kyung and Ghosh (2010) proposed a new class of models to accommodate spatial variations that may depend on directions. The proposed model, a directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Properties of maximum likelihood estimators of a Gaussian DCAR are discussed. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.755-771
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• 2014

Isotropy is one of the main assumptions for the ease of spatial prediction (named kriging) based on some covariance models. A lack of isotropy (or anisotropy) in a spatial process necessitates that some additional parameters (angle and ratio) for anisotropic covariance model be obtained in order to produce a more reliable prediction. In this paper, we propose a new class of geometrically extended anisotropic covariance models expressed as a weighted average of some geometrically anisotropic models. The maximum likelihood estimation method is taken into account to estimate the parameters of our interest. We evaluate the performances of our proposal and compare it with an isotropic covariance model and a geometrically anisotropic model in simulation studies. We also employ extended geometric anisotropy to the analysis of real data.

• The Korean Journal of Applied Statistics
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• v.34 no.2
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• pp.239-254
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• 2021

This paper studies time series analysis with estimation and forecasting for Korean COVID-19 confirmed cases, based on the approach of a heterogeneous autoregressive (HAR) model with two-piece t (TP-T) distributed errors. We consider HAR-TP-T time series models and suggest a step-by-step method to estimate HAR coefficients as well as TP-T distribution parameters. In our proposed step-by-step estimation, the ordinary least squares method is utilized to estimate the HAR coefficients while the maximum likelihood estimation (MLE) method is adopted to estimate the TP-T error parameters. A simulation study on the step-by-step method is conducted and it shows a good performance. For the empirical analysis on the Korean COVID-19 confirmed cases, estimates in the HAR-TP-T models of order p = 2, 3, 4 are computed along with a couple of selected lags, which include the optimal lags chosen by minimizing the mean squares errors of the models. The estimation results by our proposed method and the solely MLE are compared with some criteria rules. Our proposed step-by-step method outperforms the MLE in two aspects: mean squares error of the HAR model and mean squares difference between the TP-T residuals and their densities. Moreover, forecasting for the Korean COVID-19 confirmed cases is discussed with the optimally selected HAR-TP-T model. Mean absolute percentage error of one-step ahead out-of-sample forecasts is evaluated as 0.0953% in the proposed model. We conclude that our proposed HAR-TP-T time series model with optimally selected lags and its step-by-step estimation provide an accurate forecasting performance for the Korean COVID-19 confirmed cases.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.139-146
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• 2010

It was verified that the effect of the distance between current input point and output point on direct current potential drop (DCPD) in the material with two-dimensional surface notch. If the distance between potential drop measuring points was fixed at a certain distance, the potential drop was decreased with increasing the distance between current input and output points. DCPD technique was a useful method for surface crack sizing because the potential drop was proportional to the length of notch. In this paper, we suggest a statistical model to describe the data and want to find a significant variables to effect to potential drop. We use R program to analyze the data.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.445-459
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• 2014

As a certain job is repeatedly done by a worker, the outcome comparative to the effort to complete the job gets more remarkable. The outcome may be the time required and fraction defective. This phenomenon is referred to a learning-curve effect. We focus on the parametric modeling of the learning-curve effects on count data using a logistic cumulative distribution function and some probability mass functions such as a Poisson and negative binomial. We conduct various simulation scenarios to clarify the characteristics of the proposed model. We also consider a real application to compare the two discrete-type distribution functions.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.47 no.10
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• pp.747-752
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• 2019

By using the failure information and the cumulative test execution time obtained by performing the reliability growth test, it is possible to estimate the parameter of the reliability growth model, and the Mean Time Between Failure (MTBF) of the product can be predicted through the parameter estimation. However the failure information could be acquired periodically or the number of sample data of the obtained failure information could be small. Because there are various constraints such as the cost and time of test or the characteristics of the product. This may cause the error of the parameter estimation of the reliability growth model to increase. In this study, the Bayesian method is applied to estimating the parameters of the reliability growth model when the number of sample data for the fault information is small. Simulation results show that the estimation accuracy of Bayesian method is more accurate than that of Maximum Likelihood Estimation (MLE) respectively in estimation the parameters of the reliability growth model.

• International Area Studies Review
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• v.21 no.4
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• pp.159-172
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• 2017

In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

• Proceedings of the Acoustical Society of Korea Conference
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• autumn
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• pp.183-186
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• 2000

본 논문에서는 인식이 진행되는 동안 탐색 공간을 효과적으로 줄임으로써 음성인식의 고속화를 달성할 수 있는 새로운 프레임 단위 적응 프루닝 알고리즘을 제안하고 실험을 통하여 그 유효성을 확인하였다. 이것은 앞 프레임과 뒤 프레임 사이의 최대확률은 높은 상관성을 가지므로 프루닝 문턱치를 앞 프레임의 최대 확률로부터 효과적으로 구할 수 있다는 사실에 근거를 두고있다. 이 방법에서는 앞 프레임의 최대 우도 확률과 후보 확률들의 조합으로 현재 프레임의 프루닝 문턱치를 갱신함으로써 현재 프레임의 문턱치를 인식 과정 중에 얻을 수 있기 때문에, 인식 태스크가 바뀌어도 문턱치를 구하기 위한 사전 실험을 수행할 필요가 없게 된다. 또한, 프레임 단위로 적응적으로 얻어진 문턱치는 다른 환경 하에서도 인식 속도의 향상을 가져올 수 있게 된다. 제안된 알고리즘의 유효성을 확인하여 위하여 한국어 주소 인식 시스템에 적용하였다. 본 시스템은 48개의 유사음소단위(PLUs)를 인식의 기본단위로 하고, 적응알고리즘으로는 최대사후확률추정법((MAP: Maximum A Posteriori Probability Estimation)을, 인식 알고리즘으로는 OPDP(One Pass Dynamic Programming)법을 이용하였다 남성화자 3인이 25개의 연결 주소명을 대상으로 인식 실험을 수행한 결과, 제안된 프레임단위 적응프루닝 문턱치를 적용한 경우를 기존의 고정 프루닝 문턱치와 가변 프루닝 문턱치를 적용한 경우와 비교하였을 때 인식률의 변화 없이 탐색공간이 상대적으로 각각 $14.4\%와 $9.14\%가 감소되어 제안된 프레임 단위 적응 프루닝 알고리즘의 유효성을 확인할 수 있었다. 시,공간적 분포 특성이 구체적으로 규명되면 보다 정확한 음장변화 추정이 이뤄져야 할 것으로 보인다. 또한 내부파와 음파의 상대적인 진행 방향에 따라 음장변화가 크게 다를 것이 예상되므로 이를 규명하기 위해서는 궁극적으로 3차원적인 음장분포 연구가 필요하다. 음향센서를 해저면에 매설할 경우 수충의 수온변화와 센서 주변의 수온변화 사이에는 어느 정도의 시간지연이 존재하게 되므로 이에 대한 영향을 규명하는 것도 센서의 성능예측을 위해서 필요하리라 사료된다.가지는 심부 가스의 개발 성공률을 증가시키기 위하여 심부 가스가 존재하는 지역의 지질학적 부존 환경 및 조성상의 특성과 생산시 소요되는 생산비용을 심도에 따라 분석하고 생산에 수반되는 기술적 문제점들을 정리하였으며 마지막으로 향후 요구되는 연구 분야들을 제시하였다. 또한 참고로 현재 심부 가스의 경우 미국이 연구 개발 측면에서 가장 활발한 활동을 전개하고 있으며 그 결과 다수의 신뢰성 있는 자료들을 확보하고 있으므로 본 논문은 USGS와 Gas Research Institute(GRI)에서 제시한 자료에 근거하였다.ऀĀ耀Ā삱?⨀؀Ā Ā?⨀ጀĀ耀Ā?돀ꢘ?⨀硩?⨀ႎ?⨀?⨀넆돐쁖잖⨀쁖잖⨀／ࠐ?⨀焆덐瀆倆Āⶇ퍟ⶇ퍟ĀĀĀĀ磀鲕좗?⨀肤?⨀⁅Ⴅ?⨀쀃잖⨀䣙熸ጁ↏?⨀

• Journal of IKEEE
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• v.17 no.4
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• pp.505-510
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• 2013

In this paper, a method of estimating hand and elbow movements using electrocorticogram (ECoG) signals is proposed. Using multiple channels, surface electromyogram (EMG) signals and ECoG signals were obtained from patients simultaneously. The estimated movements were those to close and then open the hand and those to bend the elbow inward. The patients were encouraged to perform the movements in accordance with their free will instead of after being induced by external stimuli. Surface EMG signals were used to find movement time points, and ECoG signals were used to estimate the movements. To extract the characteristics of the individual movements, the ECoG signals were divided into a total of six bands (the entire band and the ${\delta}$, ${\Theta}$, ${\alpha}$, ${\beta}$, and ${\gamma}$ bands) to obtain the information entropy, and the maximum likelihood estimation method was used to estimate the movements. The results of the experiment showed the performance averaged 74% when the ECoG of the gamma band was used, which was higher than that when other bands were used, and higher estimation success rates were shown in the gamma band than in other bands. The time of the movements was divided into three time sections based on movement time points, and the "before" section, which included the readiness potential, was compared with the "onset" section. In the "before" section and the "onset" section, estimation success rates were 66% and 65%, respectively, and thus it was determined that the readiness potential could be used.

• Geophysics and Geophysical Exploration
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• v.21 no.1
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• pp.15-25
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• 2018

Seismic inversion is a high-resolution tool to delineate the subsurface structures which may contain oil or gas. On the other hand, marine controlled-source electromagnetic (mCSEM) inversion can be a direct tool to indicate hydrocarbon. Thus, the joint inversion using both EM and seismic data together not only reduces the uncertainties but also takes advantage of both data simultaneously. In this paper, we have developed a simultaneous joint inversion approach for the direct estimation of reservoir petrophysical parameters, by linking electromagnetic and seismic data through rock physics model. A cross-gradient constraint is used to enhance the resolution of the inversion image and the maximum likelihood principle is applied to the relative weighting factor which controls the balance between two disparate data. By applying the developed algorithm to the synthetic model simulating the simplified gas field, we could confirm that the high-resolution images of petrophysical parameters can be obtained. However, from the other test using the synthetic model simulating an anticline reservoir, we noticed that the joint inversion produced different images depending on the model constraint used. Therefore, we modified the algorithm which has different model weighting matrix depending on the type of model parameters. Smoothness constraint and Marquardt-Levenberg constraint were applied to the water-saturation and porosity, respectively. When the improved algorithm is applied to the anticline model again, reliable porosity and water-saturation of reservoir were obtained. The inversion results indicate that the developed joint inversion algorithm can be contributed to the calculation of the accurate oil and gas reserves directly.