• Journal of Cadastre & Land InformatiX
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• v.45 no.2
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• pp.117-130
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• 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 Korean Data and Information Science Society
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• v.25 no.3
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• pp.493-499
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• 2014

The Pythagorean won-loss formula postulated by James (1980) indicates the percentage of games as a function of runs scored and runs allowed. Several hundred articles have explored variations which improve RMSE by original formula and their fit to empirical data. This paper considers a variation on the formula which allows for variation of the Pythagorean exponent. We provide the most suitable optimal exponent in the Pythagorean method. We compare it with other methods, such as the Pythagenport by Davenport and Woolner, and the Pythagenpat by Smyth and Patriot. Finally, our results suggest that proposed method is superior to other tractable alternatives under criterion of RMSE.

• Survey Research
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• v.7 no.2
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• pp.53-69
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• 2006

Weights can be made and imposed in both sample design stage and analysis stage in a sample survey. While in design stage weights are related with sample data acquisition quantities such as sample selection probability and response rate, in analysis stage weights are connected with external quantities, for instance population quantities and some auxiliary information. The final weight is the product of all weights in both stage. In the present paper, we focus on the weight in analysis stage and investigate the effect of such weights imposed on the weighted mean when estimating the population mean. We consider a finite population with a pair of fixed survey value and weight in each unit, and suppose equal selection probability designs. Under the condition we derive the formulas of the bias as well as mean square error of the weighted mean and show that the weighted mean is biased and the direction and amount of the bias can be explained by the correlation between survey variate and weight: if the correlation coefficient is positive, then the weighted mein over-estimates the population mean, on the other hand, if negative, then under-estimates. Also the magnitude of bias is getting larger when the correlation coefficient is getting greater. In addition to theoretical derivation about the weighted mean, we conduct a simulation study to show quantities of the bias and mean square errors numerically. In the simulation, nine weights having correlation coefficient with survey variate from -0.2 to 0.6 are generated and four sample sizes from 100 to 400 are considered and then biases and mean square errors are calculated in each case. As a result, in the case or 400 sample size and 0.55 correlation coefficient, the amount or squared bias of the weighted mean occupies up to 82% among mean square error, which says the weighted mean might be biased very seriously in some cases.

• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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• pp.729-738
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• 2015

In this paper, we compare the robustness to the assumption of normality of the single control charts to control the mean and variance simultaneously. The charts examined were semicircle control chart, max chart and MSE chart with Shewhart individuals control charts. Their in-control and out-of-control performance were studied by simulation combined with computation. We calculated false alarm rate to compare among single charts by changing subgroup size and shifting mean of quality characteristics. It turns out that max chart is more robust than any of the others if the process is in-control. In some cases max chart and MSE chart are more robust than others if the process is out-of-control.

• Proceedings of the Korean Society of Computer Information Conference
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• 2021.07a
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• pp.201-202
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• 2021

본 논문에서는 다중 엑세스 포인트 환경에서 전송전력, 수신필터, 엑세스 포인트 선정 최적화 알고리즘을 제안한다. 최종목적은 신호대간섭비를 유지하면서, 전송전력의 총합을 최소화하는 것이다. 증명을 통해서 제안하는 알고리즘은 최소전력에 수렴함을 보인다. 제안하는 알고리즘이 기존에 제안되었던 두 개의 알고리즘인 1)전송전력과 최소제곱평균오차(MMSE) 수신필터 최적화 알고리즘, 2) 전송전력 최적화 알고리즘보다 전송전력 소모량에서 성능이 우수함을 실험을 통해서 확인하였다.

• 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.

• Journal of Navigation and Port Research
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• v.28 no.6
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• pp.509-515
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• 2004

The aim of this paper is to forecast passenger numbers and freight volumes in 2005 and it is proposed optimal tonnage of passenger ship. The forecasting of passenger numbers and freight volumes is important problem in order to determine optimal tonnage of passenger ship, port plan and development. In this paper, the forecasting of passenger numbers and freight volumes are performed by the method of neural network using back-propagation learning algorithm. And this paper compares the forecasting performance of neural networks with moving average method and exponential smooth method As the result of analysis. The forecasting of passenger numbers and freight volumes is that the neural networks performed better than moving average method and exponential smoothing method on the basis of MSE(mean square error) and MAE(mean absolute error).

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.733-745
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• 2017

Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.349-356
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• 2009

In this study, we suggest the estimation method of the relative risk for the unemployment statistics of a small area such as si, gun, gu in Korea. The considered method are the usual pooled estimator, weighted estimator with the inverse of log-variance as weights, and the Jackknife estimator. And we compare with the efficiency of the three estimators by estimating the bias and mean square errors using real data from the 2002 Economically Active Population Survey of Gyeonggi-do. We compute the unemployed rate of male and female in small areas, and then estimate the common relative risk for the unemployed rate between male and female. Also, the stability and reliability of the three estimators for the common relative risk was evaluated using the RB(relative bias) and the RRMSE(relative root mean square error) of these estimators. Finally, the Jackknife estimator turned out to be much more efficient than the other estimators.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.1-14
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• 2003

In this study, we suggest the method of small area estimation based on the Economically Active Population Survey (EAPS) data in producing unemployment statistics for the local self-government areas (LSGAs) within large areas. The small area estimators considered are design-based indirect estimators such as the synthetic and composite estimators. The jackknife mean square error was used as a measure of accuracy of such small area estimators. The total unemployed and jackknife mean square errors of the 10 LSGAs within the large area of ChoongBuk region are derived from the estimation procedure suggested in this study, using EAPS data of December 2000. The reliability of small area estimators was assessed using the relative bias values and relative root mean square errors of these estimators. We find that under the current Korean EAPS system, the composite estimator turns out to be much more stable than other estimators.