• 융합보안논문지
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• 제8권4호
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• pp.161-166
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• 2008

본 논문은 3차원 모델 표면의 특징 곡률(Feature Curvature) 정보를 이용하여 3차원 거리정보 데이터(Range Image)를 자동으로 정합하는 효율적인 방법을 제안하고 그 성능을 분석하였다. 제안한 알고리즘은 3차원 데이터에 대한 거리정보의 물리적 특성인 가우스 곡률(Gaussian Curvature)을 이용하여 모델의 특징점을 검출하고, 공분산 행렬(Covariance Matrix)을 이용하여 각 데이터의 지역좌표계(Local Coordinate System) 사이의 변위를 계산한다. 3차원 형상 취득장치의 카메라 위치는 3차원 데이터와 투영된 2차원 영상과의 사영행렬(Projection Matrix) 관계식으로 계산한다. 결론부분에서는 실험결과를 기존 연구방법과 비교하여 제안된 방법이 더 빠르고 정확하게 정합하는 결과를 보임으로써 3차원 물체인식이나 모델링에 응용성을 제시하였다.

• Communications for Statistical Applications and Methods
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• 제10권1호
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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.

• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1593-1600
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• 2015

A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. We construct bivariate Shewhart control charts based on the trace of the product of the estimated variance-covariance matrix and the inverse of the in-control matrix and investigate the properties of bivariate Shewart control charts with VSI procedure for monitoring covariance matrix in term of ATS (Average time to signal) and ANSW (Average number of switch) and probability of switch, ASI (Average sampling interval). Numerical results show that ATS is smaller than ARL. From examining the properties of switching in changing covariances and variances in ${\Sigma}$, ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.953-961
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• 2006

Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

• Journal of the Korean Data and Information Science Society
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• 제23권3호
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• pp.617-626
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• 2012

Multivariate Shewhart control charts are considered for the simultaneous monitoring the variance-covariance matrix when the joint distribution of process variables is multivariate normal. The performances of the multivariate Shewhart control charts based on control statistic proposed by Hotelling (1947) are evaluated in term of average run length (ARL) for 2 or 4 correlated variables, 2 or 4 samples at each sampling point. The performance is investigated in three cases, that is, the variances, covariances, and variances and covariances are changed respectively.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.71-78
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• 2018

In this study, we consider the likelihood ratio test for the covariance matrix of the multivariate normal data. For this, we propose a method for obtaining null distributions of the likelihood ratio statistics by the Monte-Carlo approach when it is difficult to derive the exact null distributions theoretically. Then we compare the performance and precision of distributions obtained by the asymptotic normality and the Monte-Carlo method for the likelihood ratio test through a simulation study. Finally we discuss some interesting features related to the likelihood ratio test for the covariance matrix and the Monte-Carlo method for obtaining null distributions for the likelihood ratio statistics.

• Journal of the Korean Data and Information Science Society
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• 제20권4호
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• pp.741-747
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• 2009

Properties of multivariate Shewhart and EWMA (Exponentially Weighted Moving Average) control charts for monitoring variance-covariance matrix of quality variables are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) charts in terms of average time to signal (ATS) and average number of samples to signal (ANSS). Average number of swiches (ANSW) of the proposed VSI charts are also investigated.

• Journal of the Korean Data and Information Science Society
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• 제14권4호
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• pp.1007-1012
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• 2003

A recursive procedure for finding the Cholesky root of the inverse of sample covariance matrix, leading to a direct solution for the inverse of a positive definite matrix, is developed using the likelihood equation for the maximum likelihood estimation of the Cholesky root under normality assumptions. An example of the Hilbert matrix is considered for an illustration of the procedure.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1251-1256
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• 2011

Consider a p-variate ($p{\geq}4$) normal distribution with mean ${\theta}$ and identity covariance matrix. Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the Lindley estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\Sigma}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.

• 제어로봇시스템학회논문지
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• 제21권3호
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• pp.265-275
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• 2015

This paper describes extraction methods of five different types of geometrical features (line, arc, corner, polynomial curve, NURBS curve) from the obtained raw data by using a two-dimensional laser range finder (LRF). Natural features with their covariance matrices play a key role in the realization of feature-based simultaneous localization and mapping (SLAM), which can be used to represent the environment and correct the pose of mobile robot. The covariance matrices of these geometrical features are derived in detail based on the raw sensor data and the uncertainty of LRF. Several comparison are made and discussed to highlight the advantages and drawbacks of each type of geometrical feature. Finally, the extracted features from raw sensor data obtained by using a LRF in an indoor environment are used to validate the proposed extraction methods.