• Journal of Cadastre & Land InformatiX
• /
• v.45 no.2
• /
• pp.117-130
• /
• 2015

A least squares method for adjusting the horizontal network satisfies the conditions which is minimizing the sum of the squares of errors based on probability theory. This research compared accuracy of 3rd cadastral control points adjusted by traditional and least square method with respect to the result of Network-RTK. Test results showed the least square method more evenly distribute closure error than traditional method. Mean errors of least square and traditional adjusting method are 2.7cm, 2.2cm respectively. In addition, blunder in angle observations can be detected by comparing position errors which calculated by forward and backward initial coordinates. However, distance blunder cannot offer specific observation line occurred mistake because distance error propagates several observation lines which have similar directions.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.16 no.1
• /
• pp.97-105
• /
• 2015

Multiresponse optimization (MRO) seeks to find the setting of input variables, which optimizes the multiple responses simultaneously. The approach of weighted mean squared error (WMSE) minimization for MRO imposes a different weight on the squared bias and variance, which are the two components of the mean squared error (MSE). To date, a weighted sum-based method has been proposed for WMSE minimization. On the other hand, this method has a limitation in that it cannot find the most preferred solution located in a nonconvex region in objective function space. This paper proposes a Tchebycheff metric-based method to overcome the limitations of the weighted sum-based method.

• The Korean Journal of Applied Statistics
• /
• v.17 no.1
• /
• pp.105-117
• /
• 2004

In this paper, a new method is developed for estimating the mean of a population which has a linear trend. This method involves drawing a sample by the modified systematic sampling, and then estimating the population mean with an adjusted estimator, not with the sample mean itself. We use the method of least squares in determining the adjusted estimator. The proposed method is shown to be more and more efficient as the linear trend becomes stronger. It turns out to be relatively efficient as compared with the conventional methods if $\sigma$$^2$the variance of the random error term in the infinite superpopulation model, is not very large.

• The Korean Journal of Applied Statistics
• /
• v.7 no.2
• /
• pp.239-248
• /
• 1994

The Yule-Walker estimator and the approximate conditional least squares estimator of the parameter of the EARMA(1, 1) model are obtained. These two estimators are compared by simulation study. It is shown that the approximate conditional least squares estimator is better in the sense of the mean square error than the Yul-Walker estimator.

• Communications for Statistical Applications and Methods
• /
• v.15 no.2
• /
• pp.255-264
• /
• 2008

It is common in practice to use mean squared error(MSE) for prediction. Recently, Park and Shin (2005) and Jones et al. (2007) studied prediction based on mean squared relative error(MSRE). We proposed a new nonparametric way of prediction based on MSRE substituting Jones et al. (2007) and provided a small simulation study which highly supports the proposed method.

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

• Journal of the Korea Safety Management & Science
• /
• v.15 no.4
• /
• pp.311-315
• /
• 2013

본 논문에서는 주성분 회귀법과 부분최소자승 회귀법을 비교하여 보여준다. 이 비교의 목적은 선형형태를 보유한 근적외선 분광 데이터의 분석에 사용할 수 있는 적합한 예측 방법을 찾기 위해서이다. 두 가지 데이터 마이닝 방법론인 주성분 회귀법과 부분최소자승 회귀법이 비교되어 질 것이다. 본 논문에서는 부분최소자승 회귀법은 주성분 회귀법과 비교했을 때 약간 나은 예측능력을 가진 결과를 보여준다. 주성분 회귀법에서 50개의 주성분이 모델을 생성하기 위해서 사용지만 부분최소자승 회귀법에서는 12개의 잠재요소가 사용되었다. 평균제곱오차가 예측능력을 측정하는 도구로 사용되었다. 본 논문의 근적외선 분광데이터 분석에 따르면 부분최소자승회귀법이 선형경향을 가진 데이터의 예측에 가장 적합한 모델로 판명되었다.

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

• The Korean Journal of Applied Statistics
• /
• v.34 no.2
• /
• pp.239-254
• /
• 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
• /
• v.28 no.4
• /
• pp.703-719
• /
• 2015

We propose an extension of the Lee and Jho (2015) mean reverting the two factor mortality model by incorporating a period-specific cohort effect. We found that the consideration of cohort effect improves the mortality fit of Korea male data above age 65. Parameters are estimated by the weighted least squares method and Metropolis algorithm. We also emphasize that the cohort effect is necessary to choose the base survival index to calculate longevity bond issue price. A key contribution of the article is the proposal and development of a method to calculate the longevity bond price to hedge the longevity risk exposed to Korea National Pension Services.