• Proceedings of the Korea Information Processing Society Conference
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• 2018.10a
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• pp.585-588
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• 2018

시계열 데이터의 특징을 추출하여 분석하는 과정에서 시게열 데이터가 가지는 고차원성은 차원의 저주(Course of Dimensionality)로 인해 데이터내의 유효한 정보를 찾는데 어려움을 만든다. 이러한 문제를 해결하기 위해 차원 축소 기법(dimensionality reduction)이 널리 사용되고 있지만, 축소 과정에서 발생하는 정보의 희석으로 인하여 시계열 데이터에 대한 군집화(clustering)등을 수행하는데 있어서 성능의 변화를 가져온다. 본 논문은 이러한 현상을 관찰하기 위해 이산 웨이블릿 변환(Discrete Wavelet Transform:DWT)과 오토 인코더(AutoEncoder)를 차원 축소 기법으로 활용하여 시계열 데이터의 차원을 압축 한 뒤, 압축된 데이터를 K-평균(K-means) 알고리즘에 적용하여 군집화의 효율성을 비교하였다. 성능 비교 결과, DWT는 압축된 차원수 그리고 오토인코더는 시계열 데이터에 대한 충분한 학습이 각각 보장된다면 좋은 군집화 성능을 보이는 것을 확인하였다.

• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.323-335
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• 2023

In causal analysis of high dimensional data, it is important to reduce the dimension of covariates and transform them appropriately to control confounders that affect treatment and potential outcomes. The augmented inverse probability weighting (AIPW) method is mainly used for estimation of average treatment effect (ATE). AIPW estimator can be obtained by using estimated propensity score and outcome model. ATE estimator can be inconsistent or have large asymptotic variance when using estimated propensity score and outcome model obtained by parametric methods that includes all covariates, especially for high dimensional data. For this reason, an ATE estimation using an appropriate dimension reduction method and semiparametric model for high dimensional data is attracting attention. Semiparametric method or sparse sufficient dimensionality reduction method can be uesd for dimension reduction for the estimation of propensity score and outcome model. Recently, another method has been proposed that does not use propensity score and outcome regression. After reducing dimension of covariates, ATE estimation can be performed using matching. Among the studies on ATE estimation methods for high dimensional data, four recently proposed studies will be introduced, and how to interpret the estimated ATE will be discussed.

• The Korean Journal of Applied Statistics
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• v.37 no.2
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• pp.119-138
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• 2024

Text indicators are increasingly valuable in economic forecasting, but are often hindered by noise and high dimensionality. This study aims to explore post-processing techniques, specifically noise filtering and dimensionality reduction, to normalize text indicators and enhance their utility through empirical analysis. Predictive target variables for the empirical analysis include monthly leading index cyclical variations, BSI (business survey index) All industry sales performance, BSI All industry sales outlook, as well as quarterly real GDP SA (seasonally adjusted) growth rate and real GDP YoY (year-on-year) growth rate. This study explores the Hodrick and Prescott filter, which is widely used in econometrics for noise filtering, and employs sufficient dimension reduction, a nonparametric dimensionality reduction methodology, in conjunction with unstructured text data. The analysis results reveal that noise filtering of text indicators significantly improves predictive accuracy for both monthly and quarterly variables, particularly when the dataset is large. Moreover, this study demonstrated that applying dimensionality reduction further enhances predictive performance. These findings imply that post-processing techniques, such as noise filtering and dimensionality reduction, are crucial for enhancing the utility of text indicators and can contribute to improving the accuracy of economic forecasts.

• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.65-75
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• 1995

For the determination of dimension of e.d.r. space, both of Sliced Inverse Regression (SIR) and Principal Hessian Directions (PHD) proposed asymptotic test. But the asymptotic test requires the normality and large samples of explanatory variables. Cook and Weisberg(1991) suggested permutation tests instead. In this study permutation tests are actually made, and the power of them is compared with asymptotic test in the case of SIR and PHD.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2014.06a
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• pp.107-108
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• 2014

부화소 기반 영상 축소기법은 각각의 부화소를 조절함으로써 픽셀 기반 영상 축소기법보다 해상도를 향상시킬 수 있는 방법이다. 그러나 부화소에 의한 해상도의 증가는 종종 색상정보의 왜곡을 발생시킨다. 부화소 랜더링의 주요과제는 선명도를 유지함과 동시에 색조왜곡현상을 억제하는 것이다. 선행연구들은 부화소랜더링을 위해 1 차원 혹은 2 차원 필터를 최적화 하였지만, 지역적인 특성을 고려하지 않았기 때문에 출력영상의 화질이 저하되는 현상이 발생한다. 본 논문은 위와 같은 문제를 해결하기 위해 내용적응형 2D FIR 필터를 제작방법을 제안한다. 제안필터는 충분한 수의 저해상도 패치와 고해상도 패치 쌍을 이용하여 임의의 고해상도 패치로부터 고화질의 저해상도 패치를 만들기 위한 최적의 내용적응형 2D FIR 필터를 학습한다. 학습된 필터에 의한 실험결과 제안하는 필터가 종례기법들 보다 색조왜곡현상이 현저히 줄어들고, 출력영상의 선명도를 유지함을 보여준다.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.835-842
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• 2018

The so-called sliced average variance estimation (SAVE) is a popular methodology in sufficient dimension reduction literature. SAVE is sensitive to the number of slices in practice. To overcome this, a fused SAVE (FSAVE) is recently proposed by combining the kernel matrices obtained from various numbers of slices. In the paper, we consider practical applications of FSAVE to large p-small n data. For this, near-infrared spectroscopy of biscuit dough data is analyzed. In this case study, the usefulness of FSAVE in high-dimensional data analysis is confirmed by showing that the result by FASVE is superior to existing analysis results.

• The KIPS Transactions:PartB
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• v.16B no.1
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• pp.63-70
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• 2009

BCI technology is to control communication systems or machines by brain signal among biological signals followed by signal processing. For the implementation of BCI systems, it is required that the characteristics of brain signal are learned and analyzed in real-time and the learned characteristics are applied. In this paper, we detect feature vector of EEG signal on left and right hand movements based on incremental approach and dimension reduction using the detected feature vector. In addition, we show that the reduced dimension can improve the classification performance by removing unnecessary features. The processed data including sufficient features of input data can reduce the time of processing and boost performance of classification by removing unwanted features. Our experiments using K-NN classifier show the proposed approach 5% outperforms the PCA based dimension reduction.

• The Korean Journal of Applied Statistics
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• v.35 no.5
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• pp.657-666
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• 2022

An informative predictor subspace is useful to estimate the central subspace, when conditions required in usual suffcient dimension reduction methods fail. Recently, for multivariate regression, Ko and Yoo (2022) newly defined a projective-resampling informative predictor subspace, instead of the informative predictor subspace, by the adopting projective-resampling method (Li et al. 2008). The new space is contained in the informative predictor subspace but contains the central subspace. In this paper, a method directly to estimate the informative predictor subspace is proposed, and it is compapred with the method by Ko and Yoo (2022) through theoretical aspects and numerical studies. The numerical studies confirm that the Ko-Yoo method is better in the estimation of the central subspace than the proposed method and is more efficient in sense that the former has less variation in the estimation.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.3
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• pp.113-121
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• 2013

In this paper, we propose a sub-pixel rendering algorithm using learning-based 2D FIR filters. The proposed algorithm consists of two stages: the learning and synthesis stages. At the learning stage, we produce the low-resolution synthesis information derived from a sufficient number of high/low resolution block pairs, and store the synthesis information into a so-called dictionary. At the synthesis stage, the best candidate block corresponding to each input high-resolution block is found in the dictionary. Next, we can finally obtain the low-resolution image by synthesizing the low-resolution block using the selected 2D FIR filter on a sub-pixel basis. On the other hand, we additionally enhance the sharpness of the output image by using pre-emphasis considering RGB stripe pattern of display. The simulation results show that the proposed algorithm can provide significantly sharper results than conventional down-sampling methods, without blur effects and aliasing.

• KIPS Transactions on Software and Data Engineering
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• v.10 no.7
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• pp.263-270
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• 2021

Reinforcement learning(RL) is the method to find an optimal policy through training. and it is one of popular methods for solving lifesaving and disaster response problems effectively. However, the conventional reinforcement learning method for disaster response utilizes either simple environment such as. grid and graph or a self-developed environment that are hard to verify the practical effectiveness. In this paper, we propose the design of a disaster response RL environment which utilizes the detailed property information of the disaster simulation in order to utilize the reinforcement learning method in the real world. For the RL environment, we design and build the reinforcement learning communication as well as the interface between the RL agent and the disaster simulation. Also, we apply the dimension reduction method for converting non-image feature vectors into image format which is effectively utilized with convolution layer to utilize the high-dimensional and detailed property of the disaster simulation. To verify the effectiveness of our proposed method, we conducted empirical evaluations and it shows that our proposed method outperformed conventional methods in the building fire damage.