• Journal of the Korea Institute of Military Science and Technology
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• v.2 no.2
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• pp.157-165
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• 1999

Production and measurement of a super-polished few-ppm-scattering mirror substrate are investigated. In order to improve the surface roughness directly determining scattering, the super-polishing process using Bowl-Feed technique is tried. The surface quality of the super-polished substrate is estimated by the phase-measuring interferometer. For the reliable roughness measurement using the interferometer, data averaging method is applied so that the optimal data averaging condition, 30 phase-data averaging and 20 intensity-data averaging, minimizing the measurement error is experimently searched. Based on the optimal data averaging condition, surface roughness of home-made mirror substrate is measured to be less than $0.5{\AA}$ rms corresponding to 2-ppm total-integrated-scattering.

• Communications for Statistical Applications and Methods
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• v.28 no.2
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• pp.189-204
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• 2021

In a regression analysis, a single best model is usually selected among several candidate models. However, it is often useful to combine several candidate models to achieve better performance, especially, in the prediction viewpoint. Model combining methods such as stacking and Bayesian model averaging (BMA) have been suggested from the perspective of averaging candidate models. When the candidate models include a true model, it is expected that BMA generally gives better performance than stacking. On the other hand, when candidate models do not include the true model, it is known that stacking outperforms BMA. Since stacking and BMA approaches have different properties, it is difficult to determine which method is more appropriate under other situations. In particular, it is not easy to find research papers that compare stacking and BMA when regression model assumptions are violated. Therefore, in the paper, we compare the performance among model averaging methods as well as a single best model in the linear regression analysis when standard linear regression assumptions are violated. Simulations were conducted to compare model averaging methods with the linear regression when data include outliers and data do not include them. We also compared them when data include errors from a non-normal distribution. The model averaging methods were applied to the water pollution data, which have a strong multicollinearity among variables. Simulation studies showed that the stacking method tends to give better performance than BMA or standard linear regression analysis (including the stepwise selection method) in the sense of risks (see (3.1)) or prediction error (see (3.2)) when typical linear regression assumptions are violated.

• The Journal of the Acoustical Society of Korea
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• v.10 no.2
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• pp.23-28
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• 1991

This paper is a study on isolated word recognition by independent speaker, we propose DTW speech recognition system by modified dynamic averaging method as reference pattern. 57 city names are selected as recognition vocabulary and 2th LPC cepstrum coefficients are used as the feature parameter. In this paper, besides recognition experiment using modified dynamic averaging method as reference pattern, we perform recognition experiments using causal method, dynamic averaging method, linear averaging method and clustering method with the same data in the same conditions for comparison with it. Through the experiment result, it is proved that recogntion rate by DTW using modified dynamic averaging method is the best as 97.6 percent.

• Journal of Korean Society for Atmospheric Environment
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• v.2 no.1
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• pp.41-54
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• 1986

Methods used for averaging PH's of rainwater and site representation have been studied, Statistical analysis was attempted regarding effects of ionic components on PH's utilizing 847 data altogether obtained in two years, 1984 and 1985. The outcome of the study may be assumarized as follows: 1. Methods for Averaging PH Volume weighted method is considered to be acceptable providing that precipitation is measured at the same time when the samples are taken. Without precipitation data a simple averaging method should be the next choice. 2. Site Representation A statistical method used for optimizing a monitoring newtork was applied using the data collected. Because of a limited number of data, no discernible conclusion can be reached suggesting that the method can serve as a good guide when the data base becomes more reliable. 3. A good correlation appears to exist betwen conductivities and ionic components in rainwater. It would, therefore, be possible to certain extend to estimate ionic concentrations from conductivity measurements by correlation equations. 4. The acidity of rainwater is effected by $SO_4^{2-}, NO_3^-, Cl^- and NH_4^+ with SO_4^{2-}$ being the most significant as demonstrated by standardized regression analysis.

• Journal of Environmental Science International
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• v.20 no.1
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• pp.107-118
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• 2011

While the assessment of mean flow field is very important to characterize the hydrodynamic aspect of the flow regime in river, the conventional methodologies have required very time-consuming efforts and cost to obtain the mean flow field. The paper provides an efficient technique to quickly assess mean flow field by developing and applying spatial averaging method utilizing repeatedly surveyed acoustic Doppler current profiler(ADCP)'s cross-sectional measurements. ADCP has been widely used in measuring the detailed velocity and discharge in the last two decades. In order to validate the proposed spatial averaging method, the averaged velocity filed using the spatial averaging was compared with the bench-mark data computed by the time-averaging of the consistent fix-point ADCP measurement, which has been known as a valid but a bit inefficient way to obtain mean velocity field. The comparison showed a good agreement between two methods, which indicates that the spatial averaging method is able to be used as a surrogate way to assess the mean flow field. Bed shear stress distribution, which is a derived hydrodynamic quantity from the mean velocity field, was additionally computed by using both spatial and time-averaging methods, and they were compared each other so as to validate the spatial averaging method. This comparison also gave a good agreement. Therefore, such comparisons proved the validity of the spatial averaging to quickly assess mean flow field. The mean velocity field and its derived riverine quantities can be actively used for characterizing the flow dynamics as well as potentially applicable for validating numerical simulations.

• Industrial Engineering and Management Systems
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• v.10 no.1
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• pp.84-94
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• 2011

In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.

• Nuclear Engineering and Technology
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• v.50 no.4
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• pp.589-598
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• 2018

To maintain safety and reliability of reactors, redundant sensors are usually used to measure critical variables and estimate their averaged time-dependency. Nonhealthy sensors can badly influence the estimation result of the process variable. Since online condition monitoring was introduced, the online cross-calibration method has been widely used to detect any anomaly of sensor readings among the redundant group. The cross-calibration method has four main averaging techniques: simple averaging, band averaging, weighted averaging, and parity space averaging (PSA). PSA is used to weigh redundant signals based on their error bounds and their band consistency. Using the consistency weighting factor (C), PSA assigns more weight to consistent signals that have shared bands, based on how many bands they share, and gives inconsistent signals of very low weight. In this article, three approaches are introduced for improving the PSA technique: the first is to add another consistency factor, so called trend consistency (TC), to include a consideration of the preserving of any characteristic edge that reflects the behavior of equipment/component measured by the process parameter; the second approach proposes replacing the error bound/accuracy based weighting factor ($W^a$) with a weighting factor based on the Euclidean distance ($W^d$), and the third approach proposes applying $W^d$, TC, and C, all together. Cold neutron source data sets of four redundant hydrogen pressure transmitters from a research reactor were used to perform the validation and verification. Results showed that the second and third modified approaches lead to reasonable improvement of the PSA technique. All approaches implemented in this study were similar in that they have the capability to (1) identify and isolate a drifted sensor that should undergo calibration, (2) identify a faulty sensor/s due to long and continuous missing data range, and (3) identify a healthy sensor.

• Proceedings of the Korean Information Science Society Conference
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• 2007.06c
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• pp.263-266
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• 2007

This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

• Proceedings of the KOSOMBE Conference
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• v.1995 no.11
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• pp.265-268
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• 1995

Signal averaging technique to improve signal-to-noise ratio has widely been used in various fields, especially in electrophysiology. Estimation of the EP(evoked potential) signal using the conventional averaging method fails to correctly reconstruct the original signal under EEG(electroencephalogram) noise especial]y when the latency times of the evoked potential are not identical. Therefore, a technique based on the bispectrum averaging was proposed for recovering signal waveform from a set o noisy signals with variable signal dalay. In this paper an improved bispectrum estimation technique of the RP signal is proposed using a confidence thresholding of the EP signal in frequency domain in which energy distribution of the EP signal is usually not uniform. The suggested technique is coupled with the conventional bispectrum estimation technique such as least square method and recursive method. Some results with simulated data and real EP signal are shown.

• Korean Journal of Remote Sensing
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• v.28 no.6
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• pp.635-651
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• 2012

To produce a level-3 monthly composite image from daily level-2 Sea-viewing Wide Field-of-view Sensor (SeaWiFS) chlorophyll-a concentration data set in the East Sea, we applied four average methods such as the simple average method, the geometric mean method, the maximum likelihood average method, and the weighted averaging method. Prior to performing each averaging method, we classified all pixels into normal pixels and abnormal speckles with anomalously high chlorophyll-a concentrations to eliminate speckles from the following procedure for composite methods. As a result, all composite maps did not contain the erratic effect of speckles. The geometric mean method tended to underestimate chlorophyll-a concentration values all the time as compared with other methods. The weighted averaging method was quite similar to the simple average method, however, it had a tendency to be overestimated at high-value range of chlorophyll-a concentration. Maximum likelihood method was almost similar to the simple average method by demonstrating small variance and high correlation (r=0.9962) of the differences between the two. However, it still had the disadvantage that it was very sensitive in the presence of speckles within a bin. The geometric mean was most significantly deviated from the remaining methods regardless of the magnitude of chlorophyll-a concentration values. Its bias error tended to be large when the standard deviation within a bin increased with less uniformity. It was more biased when data uniformity became small. All the methods exhibited large errors as chlorophyll-a concentration values dominantly scatter in terms of time and space. This study emphasizes the importance of the speckle removal process and proper selection of average methods to reduce composite errors for diverse scientific applications of satellite-derived chlorophyll-a concentration data.