• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.923-931
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• 2005

The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.825-835
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• 2004

In this paper, we investigate the estimation of the value at risk(VaR) when stock prices are subjected to price limits. The mixture of probability mass functions and beta density functions is proposed to derive the distribution of asset returns. The analyses of real data show that the proposed distribution is appropriate to explain the VaR when the price limits exist in the data.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1543-1550
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• 2013

In this paper, we study Bayesian estimation for the finite population proportion in binary data under selection bias. We use a Bayesian nonignorable selection model to accommodate the selection mechanism. We compare four possible estimators of the finite population proportions based on data analysis as well as Monte Carlo simulation. It turns out that nonignorable selection model might be useful for weekly biased samples.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.33 no.9
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• pp.364-371
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• 1984

This paper describes a method for the state estimation in electric power system. The state values are estimated through the weighted least square method considering the bad data. Then, the bad data are identified by using sensitivity coefficients of power system after being detected the bad data through the distribution of T. This method was applied to the model power system, and, the results of test for proposed method are given.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.211-223
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• 1999

We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

• Proceedings of the Korea Society for Simulation Conference
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• 1992.10a
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• pp.6-6
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• 1992

This work deals with nonlinear least squares method for estimating unknown universial constants C in a computer simulation code real experimental data(or database) and computer simulation data. The best linear unbiased predictor based on a spatial statistical model is fitted from the computer simulation data. Then nonlinear least squares estimation method is applied to the real data using the fitted prediction model(or simulation predictor) as if it were the true simulation model. An application to the computational nuclear fusion device is presented.

• Wind and Structures
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• v.26 no.6
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• Journal of KIISE:Databases
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• v.34 no.1
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• pp.84-97
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• 2007

Selectivity estimation techniques in query optimization have been used in commercial databases and histograms are popularly used for the selectivity estimation. Recently, the techniques for spatio-temporal databases have been restricted to existing temporal and spatial databases. In addition, the selectivity estimation techniques focused on time-series data such as moving objects. It is also impossible to estimate selectivity for range queries with a time interval. Therefore, we construct two histograms, CMH (current multidimensional histogram) and PMH (past multidimensional histogram), to estimate the selectivity of multidimensional sequence data in spatio-temporal databases and propose effective selectivity estimation methods using the histograms. Furthermore, we solve a problem about the range query using our proposed histograms. We evaluated the effectiveness of histograms for range queries with a time interval through various experimental results.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.3
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• pp.257-263
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• 2009

Recently, as the 3G services of Korea have stepped into the developing stage and the traffic has been rapidly increasing, the spectrum requirements have been getting very large. Therefore spectrum reforming is considered actively and firstly exact methodology of spectrum requirement estimation is needed. But existing methodology depends on the future's service forecast than the present substantial data. This paper proposed the exact methodology of spectrum requirement estimation is based on the real data. So this paper analyzed the characteristics of Korean mobile communication traffic based on the real data and the algorithm suitable for estimation of spectrum requirements for 3G mobile communications, and calculated the parameters needed to estimate the spectrum requirements. Based on the traffic parameters of December 2007, simulations to Bet the estimation of annual spectrum requirements were implemented for the two different cases: one of which is 44 % annual increase in the data traffic and the other is 21 % annual increase. The simulation results show 90 MHz for the first case and 60 MHz for the second case in December 2011.

• Journal of Korean Institute of Industrial Engineers
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• v.38 no.3
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• pp.191-197
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• 2012

One-class classification (OCC) is one of the recent growing areas in data mining and pattern recognition. In the present study we examine a k-nearest neighbors data description (kNNDD) algorithm, one of the OCC algorithms widely used. In particular, we propose to use nonparametric estimation methods to determine the threshold of the kNNDD algorithm. A simulation study has been conducted to explore the characteristics of the proposed approach and compare it with the existing approach that determines the threshold. The results demonstrate the usefulness and flexibility of the proposed approach.