• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.23-32
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• 2012

This paper deals with the bias and variance of regression coefficient estimators in a finite population. We derive approximate formulas for the bias, variance and mean square error of two estimators when we select a fixed-size inclusion probability proportional to the size sample and then estimate regression coefficients by the ordinary least square estimator as well as the weighted least square estimator based on the selected sample data. Necessary and sufficient conditions for the comparison of the two estimators in terms of variance and mean square error are suggested. In addition, a simple example is introduced to numerically compare the variance and mean square error of the two estimators.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.395-403
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• 2002

In the third phase of the response surface methods, the first-order model is assumed and the curvature of the response surface is checked with a fractional factorial design augmented by centre runs. We further assume that a true model is a quadratic polynomial. To choose an optimal design, Box and Draper(1959) suggested the use of an average mean squared error (AMSE), an average of MSE of y(x) over the region of interest R. The AMSE can be partitioned into the average prediction variance (APV) and average squared bias (ASB). Since AMSE is a function of design moments, region moments and a standardized vector of parameters, it is not possible to select the design that minimizes AMSE. As a practical alternative, Box and Draper(1959) proposed minimum bias design which minimize ASB and showed that factorial design points are shrunk toward the origin for a minimum bias design. In this paper we propose a robust AMSE design which maximizes the minimum efficiency of the design with respect to a standardized vector of parameters.

• 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.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.971-979
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• 2009

In this paper, we introduce the method that reduces the bias when the transformation and back-transformation approach is applied in GARCH models. A parametric bootstrap is employed to compute the conditional expectation which is the prediction value to minimize mean square errors in the original scale. Through the analyese of returns of KOSPI and KOSDAQ, we verified that the proposed method provides a bias-reduced estimation for the prediction value.

• The Korean Journal of Applied Statistics
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• v.12 no.1
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• pp.109-124
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• 1999

일반적으로 오차항이 자기상관되어 있는 선형회귀 모형에서는 회귀계수에 대한 보통최소제곱추정량이 효율적이지 못 하다고 알려져 있다. 그러나 이러한 일반화선형회귀모형에서 독립변수의 형태에 따라서는 OLSE의 사용 가능성을 제시하는 모형이 있다. 본 연구에서는 오차항이 일차 이동평균 과정을 따르는 선형회귀모형에서 여러 추정량들 (GLSE, APX, MAPX)에 대한 OLSE의 상대효율함수를 유도하고 비교 분석하고자 한다. 특히 소표본에서 정확한 상대효율값을 구하여 OLSE의 효율성이 크게 떨어지지 않거나 효율성이 나은 회귀모형들을 제시한다.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 1998.06a
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• pp.193-196
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• 1998

본 논문에서는 동영상 부호화에 있어서의 영상 간 중복성을 제거하기 위한 수단으로 사용되는 움직임 추정 방식에 관련된 내용으로 특히 밝기가 변하는 영상에 대해 부호화 성능을 높여 주는 움직임 추정방식에 대해 부호화 제안하였다. 제안한 움직임 추정은 기존의 평균 절대 오차나 평균 제곱 오차를 기반으로 하는 기존의 움직임 추정에 의한 움직임 벡터와 매크로블록 간 오차의 최소 분산을 가지는 움직임 벡터 중 부호화 시 적은 비트를 필요로 하는 움직임 벡터를 이용함으로써 일반 영상에는 기존의 방법과 유사한 부호화 성능을 나타내고, 화면의 밝기가 급격하게 변하는 영상에서는 기존의 방법보다 우수한 부호화 성능을 나타내도록 하는 방법이다.

• The Journal of the Acoustical Society of Korea
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• v.35 no.1
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• pp.49-54
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• 2016

In this paper, we propose a vocal separation method using weighted ${\beta}$-order minimum mean wquare error estimation (WbE) based on kernel back-fitting algorithm. In spoken speech enhancement, it is well-known that the WbE outperforms the existing Bayesian estimators such as the minimum mean square error (MMSE) of the short-time spectral amplitude (STSA) and the MMSE of the logarithm of the STSA (LSA), in terms of both objective and subjective measures. In the proposed method, WbE is applied to a basic iterative kernel back-fitting algorithm for improving the vocal separation performance from monaural music signal. The experimental results show that the proposed method achieves better separation performance than other existing methods.

• The Korean Journal of Applied Statistics
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• v.28 no.6
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• pp.1227-1234
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• 2015

Traditional criteria for optimum experimental designs depend on the specifications of the model; however, there will be a dilemma when we do not have perfect knowledge about the model. Box and Draper (1959) suggested one direction to minimize bias that may occur in this situation. We will demonstrate some examples with exact solutions that provide a no-bias design for polynomial regression. The most interesting finding is that a design that requires less bias should allocate design points away from the border of the design space.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.24 no.3
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• pp.271-279
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• 2006

Acoustic Emission (AE) technology is an effective nondestructive testing for continuous monitoring of defect formation and failures in structural materials. This paper presents a source location model using Acoustic Emission (AE) sensors in a Pre-Stressed Concrete (PSC) beam and the evaluation of the model was performed through lab experiments. 54 AE events were made on the surface of the 5m-PSC beam using a Schmidt Hammer and arrival times were measured with 7AE sensors. The source location f3r each event was estimated using least squares. The results were compared with actual positions and the RMSE (Root Mean Square Errors) was about 2cm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.8A
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• pp.1298-1310
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• 2001

이 논문에서는 채널 상태가 천천히 변할 때, 직교 주파수 분할 다중화-부호분할 다중접속 시스템에 적합한 채널 추정 방법을 제안하고 성능을 분석한다. 제안한 채널 추정 방법은 시간과 주파수 영역 모두에 파일럿 심볼을 삽입하고, 이산 퓨리에 변환 후 영을 채워 넣는 방법을 이용한 내삽법으로 모든 부채널의 전달 함수를 얻는다. 또한 변환 영역에서 저대역 여파를 통해 받은 파일럿 신호에 존재하는 가산성 백색 정규 잡음의 영향을 상당히 줄일 수 있다. 이 때 저대역 여파기의 차단 주파수는 채널의 다중경로 수에 따라 정해진다. 같은 방법을 이용한 내삽법을 시간축으로 적용하여 시간에 따라 변하는 부채널의 채널 응답을 얻을 수 있다. 이 논문에서는 여러 가지 내삽법에 대한 평균 제곱 오차 성능을 수식적으로 제시한다. 제안한 저대역 여파를 결합한 내삽법을 쓰면 채널의 통계적 특성에 관한 정보 없이, 그리고 훨씬 적은 계산량으로 선형 최소 평균 제곱 오차 추정기와 비슷한 성능을 얻는다. 레일리 감쇄 채널에 대한 모의 실험을 통해 같은 비트 오류율에 대한 신호 대 잡음 비의 이득이 있음을 보인다.