• 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.

• Proceedings of the Korea Information Processing Society Conference
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• 2003.11a
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• pp.543-546
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• 2003

Kaiman 필터는 통계적 방법에 근거한 필터이므로, 이것을 구성할 때, 추정대상이나 잡음 등의 통계량을 미리 알고 있을 필요가 있다. 일반적으로 이러한 양을 미리 아는 것은 곤란하므로, 필터를 설계할 때에는, 적당한 통계적 모델을 가정하지 않으면 안된다. 그러나, 실제의 통계량이 이러한 값과 다른 경우, 즉, model mismatch가 발생하면, 최적의 추정이 행하여지지 않고 mismatch가 정도가 큰 경우에는, 올바른 추정이 전혀 행하여지지 않을 가능성이 있다. 본 논문에서는 Kalman 필터에 model mismatch가 발생한 경우의 추정값으로의 영향을 2가지의 방법으로 검토한다.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.209-213
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• 2005

본 논문에서는 1차 자기회귀모형에서 자기회귀계수에 대한 여러 가지 추정량들의 분포함수에 대한 근사적추론 방법에 대해 연구하였다. 이차형식에 대한 안장점근사의 결과를 이용한 이 근사법은 여러 형태의 추정량들에 대해 근사분포의 유도과정이 불필요하며, 소표본은 물론 통계적 추론의 주요 관심영역에서의 근사정도가 매우 뛰어난 장점을 가지고 있다. 모의실험을 통해 Edgeworth근사를 비롯한 기존의 여러 근사법보다 효율이 뛰어남을 확인하였다.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.10 no.1
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• pp.67-75
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• 2011

This paper presents a new test technique for evaluating performance of vehicle detectors with interval estimation, not the conventional point estimation, for presenting statistical confidence interval. The methodology is categorized into three parts; sampling plan, analysis on the characteristic of evaluation indices, and the expression of evaluation results. Even though many statistical sampling plans exist, stratified random sampling is regarded as the most appropriate one, considering the detector performance characteristics that varies with traffic, illumination, and meteorological conditions. No magic bullet exists for evaluation index for detector evaluation, hence the characteristics of evaluation indices were thoroughly analyzed and a reasonable process for choosing the best evaluation index is proposed. Finally, the methodology to express the result of detector evaluation for the entire evaluation period and individual analysis interval is represented, respectively. To overcome the existing drawbacks in point estimation, interval estimation by which statistical confidence interval can be represented is introduced for enhancing statistical reliability of traffic detector evaluation. This research can make vehicle detector scheme improve one step forward.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.707-716
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• 2006

When the regression function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better propose a test for the existence of a discontinuity point with the regression function rather than the variance function. In this paper we consider that the variance function only has a discontinuity point. We propose a nonparametric test for the existence of a discontinuity point with the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. The proposed method is based on the asymptotic distribution of the estimated jump size.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.581-594
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• 2013

A group sequential design can end a clinical trial early if a confirmed efficacy or a futility of study medication is found during clinical trials. Adaptation can adjust the design of clinical trials based on accumulated data. The key to this methodology is considered to control the overall type 1 error rate while maintaining the integrity of clinical trials. The estimation would be more complex and the sample size calculation will be more difficult if the clinical trials have repeated measurement data. Lee et al. (2002) suggested a repeated observation case by using the independent increments properties of the interim test statistics and investigated the properties of the proposed confidence interval based on the stage-wise ordering. This study extend Lee et al. (2002) to adaptive group sequential design. We suggest test statistics for the adaptation as redesigning the second stage of clinical trials and induce the stage-wise confidence interval of parameter of interests. The simulation will help to confirm the suggested method.

• Journal of the Korea institute for structural maintenance and inspection
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• v.13 no.2 s.54
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• pp.231-242
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• 2009

The baseline distribution of a structure represents the statistical distribution of dynamic response feature from the healthy state of the structure. Generally, damage-sensitive dynamic response feature of a structure manifest themselves near the tail of a baseline statistical distribution. In this regard, some researchers have paid attention to extreme value distribution for modeling the tail of a baseline distribution. However, few researches have been conducted to theoretically understand the extreme value distribution from a perspective of statistical damage assessment. This study investigates the asymptotic convergence of domain of attraction in extreme value distribution through parameter estimation, which is needed for reliable statistical damage assessment. In particular, the asymptotic convergence of a domain of attraction is quantified with respect to the sample size out of which each extreme value is extracted. The effect of the sample size on false positive alarms in statistical damage assessment is quantitatively investigated as well. The validity of the proposed method is demonstrated through numerically simulated acceleration data on a two span continuous truss bridge.

• Journal of Ocean Engineering and Technology
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• v.5 no.2
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• pp.43-50
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• 1991

본 연구에서는 극한 파고를 추정하는 방법을 제시하였다. Type III분포에 근거해서 4가지의 방법들에 의해 분포 함수의 파라미터들을 추정하였다. 실제 자료와 추정된 분포 함수 값의 차이를 다항식을 도입하여 함으로써 그 오차를 줄였다. 이 방법들의 타당성을 보이기 위해 실제 해상의 자료들을 이용하여 분포 함수를 구하고 조우 주기들에 해당하는 극한 파고를 계산하여 보았다.

• Journal of the Korean Data and Information Science Society
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• v.23 no.3
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• pp.457-465
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• 2012

The purpose of this study is to analyze the association between indicators and to find statistical models based on important indicators at 'College Notifier' in Korea Council for University Education. First, Pearson correlation coefficients are used to find statistically significant correlations. By variable selection method, the important indicators are selected and their coefficients are estimated. As variable selection method, backward and stepwise methods are employed.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.605-617
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• 2014

Small area estimation is a statistical inference method to overcome large variance due to a small sample size allocated in a small area. A shrinkage estimator obtained by minimizing relative error(RE) instead of MSE has been suggested. The estimator takes advantage of good interpretation when the data range is large. A semiparametric estimator is also studied for small area estimation. In this study, we suggest a semiparametric shrinkage small area estimator and compare small area estimators using labor statistics.