• The Korean Journal of Applied Statistics
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• v.10 no.2
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• pp.253-260
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• 1997

Various algorithms are investigated with respect to finding the best model-based samples according to criteria such as D-optimality and minimum mean square error. These two criteria are slightly different, but related to each other. Therefore, it is not surprising that these two are producing the almost identical samples. Some simple examples follow and critiques are provided along with directions for further research.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2011.07a
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• pp.119-121
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• 2011

본 논문은 주파수 선택적인 MIMO 시스템에서 스트림간의 간섭을 효과적으로 제거하는 기법을 제안한다. 본 논문에서는 계산적으로 복잡도가 높은 리스트 검색 기법 대신에 채널 복호기에서 사용되는 사후 확률(a posteriori probability, APP)를 얻기 위해 반복적으로 스트림간 간섭을 제거하는 선형 이퀄라이저를 사용하였다. 반복회수가 증가할수록 이퀄라이저에 의해 채널은 점차 single input multiple output (SIMO) 형태의 채널에 가까워지고 MIMO 이퀄라이저의 최소평균제곱오차 (MMSE)에 가까워진다. HSPA UMTS standard를 따르는 $2{\times}2$ MIMO 시스템의 다운링크 통신 모의실험을 통해 제안된 기법이 기존의 수신 기법에 비해 상당한 성능이득을 얻을 수 있음을 확인할 수 있다.

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.537-546
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• 2008

One of main goals of time series analysis is to estimate prediction of future values. In this paper, we investigate the bias problem when the transformation and back- transformation approach is applied in ARMA models and introduce a modified smearing estimation to reduce the bias. An empirical study on the returns of KOSDAQ index via Yeo-Johnson transformation was executed to compare the performance of existing methods and proposed methods and showed that proposed approaches provide a bias-reduced estimation of the prediction value.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.513-522
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• 2014

Using the assumption that the price of a stock follows a geometric Brownian motion with constant volatility, Black and Scholes (BS) derived a formula that gives the price of a European call option on the stock as a function of the stock price, the strike price, the time to maturity, the risk-free interest rate, the dividend rate paid by the stock, and the volatility of the stock's return. However, implied volatilities of BS method tend to depend on the stock prices and the time to maturity in practice. To address this shortcoming, we estimate the implied volatility function as a function of the strike priceand the time to maturity for data consisting of the daily prices for KOSPI200 call options from January 2007 to May 2009 using support vector regression (SVR), the multiple additive regression trees (MART) algorithm, and ordinary least squaress (OLS) regression. In conclusion, use of MART or SVR in the BS pricing model reduced both RMSE and MAE, compared to the OLS-based BS pricing model.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2008.11a
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• pp.91-94
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• 2008

본 논문에서는 준 정적(quasi-static) 레일레이 페이딩(Rayleigh fading) 채널에서 상향링크 다중 사용자 MIMO-OFDM 시스템을 위한 최소평균제곱오차-순차간섭제거(MMSE-SIC: Minimum mean square error-successive interference cancellation) 수신기에 대해 연구한다. 송신 안테나가 하나인 사용자와 수신 안테나가 다수인 기지국에서 MMSE-SIC 수신기를 기반으로 신호를 검출하는 시스템에서는 하나의 부대역 내에서 동시에 전송 가능한 사용자의 수가 기지국에서의 수신안테나 수보다 작아야 하는 제한 조건을 가지고 있다. 따라서 사용자간 공정성을 보장하고 시스템의 효율성을 높이기 위해 낮은 복잡도를 가지는 비례 공정(Proportional fair) 스케줄링 알고리즘을 제안한다. 제안된 비례 공정 스케줄링 알고리즘에서는 부대역 내에서 다중 사용자 채널 행렬을 기반으로 동시에 전송하는 사용자들의 집합을 찾는다. 평균 채널 이득이 사용자마다 다른 환경에서의 모의실험을 통해 제안된 비례 공정 스케줄링 기법의 성능을 알아본다. 제안된 비례 공정 스케줄링 기법은 기존의 공정성을 기반으로 하는 스케줄링 알고리즘보다 더 큰 일반 비례 공정(General proportional fair) 기준과 더 높은 셀 수율(Cell throughput)을 가지는 것을 보이고 있다.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.357-365
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• 2010

This paper considers the integrated process control procedure for detecting special causes in an IMA(1,1) noise process that is being adjusted using a minimum mean squared error adjustment. As a SPC procedure, we use a GLR chart for detecting special causes whose effects are the sustained shift or the sustained drift in the process mean, and the sustained shift in the process variance. For the design of the GLR chart, we derive expressions for the control limit which accurately satisfies the given in-control ARL.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.6 no.2
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• pp.1-9
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• 1988

The main objective of the study is to execute the simultaneous adjustment of the secondary level net on the basis of the 1st order level net adjustment carried in 1987. Moreover, the basic raw field data obtained during last 21-years(’67~’87) is to be analyzed, corrected and edited in order to carry out a reasonable adjustment of the End order level net. As the result of the study, we obtained mean random error η＝1.99$^{mm}$ /√km, mean systematic error ξ＝2.09$^{mm}$ /√km, square root of the posterior reference variance $\sigma$$_{0}$ ＝9.12$^{mm}$ /√km and concluded that the accuracy obtained is good enough for the category of precision levelling.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5A
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• pp.917-925
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• 2006

Experimental tests were performed to estimate velocities of the acoustic signals through prestressed concrete beam and source locations using acoustic emission (AE) techniques. Seven AE sensors are mounted on the surface of 5m length test beam with equal spacing and using Schmidt Hammer AE events are made at 18 locations. The velocities of AE signals are estimated using the time differences of arrival times and the distances between the source locations and the AE sensor locations. In addition, using the Least Square Method, the AE source locations are re-evaluated reversely using both of the arrival times and the velocities of AE signals. Test results show the average velocity of the AE signals is about 4,000 m/sec and the velocity decreased with the increase of the distance from source locations to AE sensors due to the effect of attenuation. Based on the estimation of the source locations, it is observed that the errors of source locations are decreased when the velocities of each AE sensor are used rather than the average velocity.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.23 no.12
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• pp.1631-1637
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• 2019

In this paper, we propose a low-complexity robust maximum likelihood (ML) receiver for generalized spatial modulation. The proposed receiver performs the transmit antenna partition to lower the computational loads. After we divide the transmit antenna combinations into two parts, one of which is "the likely TAC part," and the other of which is "the unlikely TAC part", based on the minimum mean square error (MMSE) filtering output. We first perform the maximum likelihood detection only in the likely TAC part. Then we evaluate the reliability of the solution found in the first search, and based its reliability we decide whether we continue the search in the unlikely TAC part. This partitioned search strategy maintains the performance of the conventional robust maximum likelihood receiver and simultaneously lowers computational loads. Through simulation, we found that our newly-proposed receiver achieves considerable gains over the conventional robust ML detector in terms of the computational loads while providing almost the same performance.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.36 no.6
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• pp.621-628
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• 2018

More than four visible GPS (Global Positioning System) satellites are required to obtain absolute positioning. However, it is not easy to satisfy this condition when a rover is in such unfavorable condition as an urban area. As a consequence, clock-aided positioning has been used as an alternative method especially when the number of visible satellites is three providing that receive clock error information is available. In this study, LSC (Least-Squares Collocation) method is proposed to interpolate clock errors for clock-aided positioning after analyzing the characteristics of receiver clock errors. Numerical tests are performed by using GPS data collected at one of Korean CORS (Continuously Operating Reference Station) and a nearby GPS station. The receiver clock errors are obtained through the DGPS (Differential GPS) positioning technique and segmentation procedures are applied for efficient interpolation. Then, LSC is applied to predicted clock error at epoch which clock information is not available. The numerical test results are analyzed by examining the differences between the original and interpolated clock errors. The mean and standard deviation of the residuals are 0.24m and 0.49m, respectively. Therefore, it can be concluded that sufficient accuracy can be obtained by using the proposed method in this study.