• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.453-456
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• 1992

A Data-based Covariance Matrix(DCM) is introduced in the Eigenvector(EV) method, among subspace methods of estimating multiple sinusoidal frequencies from finite white noisy measurements. It is shown that the EV with the DCM can obtain the true. frequencies from finite noiseless data Some asymptotic results and further improvement on the DCM are also presented mathematically. Monte-carlo simulations are statistically conducted from the view-points of means and standard deviations in the EV's of DCM and Conventional Covariance Matrix(CCM). Simulations show a great promise for using the DCM, particularly for the cases of short data records, closely spaced frequencies and high signal-to-noise ratios.

• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.305-307
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• 1992

This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.721-729
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• 2012

Various methods control the influence of a covariate on a response variable. These methods are analysis of covariance(ANCOVA), RANK ANCOVA, ANOVA of (covariate-adjusted) residuals, and Kruskal-Wallis tests on residuals. Covariate-adjusted residuals are obtained from the overall regression line fit to the entire data set that ignore the treatment levels or factors. It is demonstrated that the methods on covariate-adjusted residuals are only appropriate when the regression lines are parallel and covariate means are equal for all treatments. In this paper, we proposed the new nonparametric method on the ANCOVA model, as applying joint placement in a one-way layout on residuals as described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed procedure with those of the previous procedure.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.301-311
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• 2020

Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.

• Proceedings of the Korean Environmental Sciences Society Conference
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• 2003.11a
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• pp.47-50
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• 2003

$CO_2$ concentration profile was measured to investigate whether $CO_2$ concentration at one level (i.e., eddy covariance measurement level) can be used to estimate storage term without significant uncertainty at broadleaf deciduous forest at Kwangneung experiment forest in Korea. Based on t-test with significance level of 5％, there was no statistical difference between storage term from one-level $CO_2$ concentration and one from $CO_2$ profile measurement. Storage term constitutes on average 5％ of half hourly net ecosystem exchange (NEE) even at unstable stability (i.e., well mixed condition), indicating that storage term should be considered even at daytime, which is sometimes neglected.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2009.01a
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• pp.223-228
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• 2009

We propose an on-line machine learning approach for object recognition, where new images are continuously added and the recognition decision is made without delay. Random forest (RF) classifier has been extensively used as a generative model for classification and regression applications. We extend this technique for the task of building incremental component-based detector. First we employ object descriptor model based on bag of covariance matrices, to represent an object region then run our on-line RF learner to select object descriptors and to learn an object classifier. Experiments of the object recognition are provided to verify the effectiveness of the proposed approach. Results demonstrate that the propose model yields in object recognition performance comparable to the benchmark standard RF, AdaBoost, and SVM classifiers.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.213-224
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• 1994

A diagnostic method useful for detecting outliers in testing the equality of two covariance metrics is developed using the influence curve approach. This method is easily generalized to more than two covariance matrices. A sample version for the influence measure of detecting outliers is considered based on the empirical distribution functions. The sample version includes as its component terms the well-known test statistic for detecting one outlier at a time introduced by Wilks and its generalization to the two-group case.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.19-30
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• 2003

Spatiotemporal statistical models are used for analyzing space-time data in many fields, such as environmental sciences, meteorology, geology, epidemiology, forestry, hydrology, fishery, and so on. It is well known that classical spatiotemporal process modeling requires the estimation of space-time variogram or covariance functions. In practice, the estimation of such variogram or covariance functions are computationally difficult and highly sensitive to data structures. We investigate a Bayesian hierarchical model which allows the specification of a more realistic series of conditional distributions instead of computationally difficult and less realistic joint covariance functions. The spatiotemporal model investigated in this study allows both spatial component and autoregressive temporal component. These two features overcome the inability of pure time series models to adequately predict changes in trends in individual sites.

• Wind and Structures
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• v.7 no.2
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• pp.71-88
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• 2004

In this paper the capacity of Covariance Proper Transformation (CPT) analyses to provide information about the wind loading mechanisms of bluff bodies is investigated through the application to square cylinders. CPT is applied to the fluctuating pressure distributions on a single cylinder, as well as on a pair of cylinders in the tandem and side by side arrangements, with different separations. Both smooth and turbulent flow conditions are considered. First, through the analysis of the contributions of each CPT mode to the total fluctuating aerodynamic forces, a correspondence between modes and aerodynamic components is sought, which is then verified through examination of the mode shapes. When a correspondence between modes and aerodynamic components is found, an attempt is made to separate the different frequency contributions to the aerodynamic forces, provided by each mode. From the analyses it emerges that (a) in most cases each mode is associated to one single force component, that (b) retaining a limited number of modes allows reproducing the aerodynamic forces with a rather good accuracy, and that (c) each mode is mainly associated with one frequency of excitation.

• The Journal of the Acoustical Society of Korea
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• v.15 no.1
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• pp.34-39
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• 1996

Target state estimation is a fundamental problem of the sonar signal processing. In this paper, the covariance analysis techniques are applied to enhance the performance of the target state estimation of a monopulse sonar system. MOST, the artificial target signal generator based on the highlight model is used to generate signals in various target states. The performance of the developed method has been evaluated by applying it to the various S/N. The enhanced performance of the covariance analysis method presented in this paper is discussed.