• Journal of applied mathematics & informatics
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• 제9권2호
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• pp.807-815
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• 2002

We consider a more general linear regression super-population model than the one of Chaudhuri and Stronger(1992) . We can find the same type of the best linear unbiased(BLU) predictor as that of Chaudhuri and Stenger and see that the optimal design is again a purposive one which prescribes choosing one of the samples of size n which has $\chi$ closest to $\bar{X}$.

• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.969-976
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• 2008

Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

• Journal of the Korean Statistical Society
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• 제10권
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• pp.91-96
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• 1981

The development of Minimum Norm Quadratic Unbiased Estimation (MINQUE) has introduced a unified approach for the estimation of variance components in general linear models. The computational problem has been studied by Liu and Senturia (1977) and Goodnight (1978, setting a-priori values to 0). This paper further simplifies the computation and gives efficient and compact computational algorithm for the MINQUE and dispersion matrix in general linear random model.

• 한국농공학회지
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• 제28권2호
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• pp.42-52
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• 1986

This study involves the estimation of optimal ranges of parameters for a linear watershed model. A well-known TANK model was chosen and a linear combination of four tanks assumed. The model was used to simulate daily streamflow for six watersheds of different sizes and by a trial-and-error approach a set of optimal parameters defined. The parameters were related to watershed sizes and land use conditions. Optimal parameters for ungaged conditions were defined from the relationships; daily streamflow simulated and compared to the observed date. The simulated results were in a general agreement with the data.

• 한국습지학회지
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• 제13권1호
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• pp.13-23
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• 2011

In this study, Mike11 will be used as the numerical model where a data assimilation method will be applied to it. This paper aims to gain an insight and understanding of data assimilation in flood forecasting models. It will start with a general discussion of data assimilation, followed by a description of the methodology and discussion of the statistical error forecast model used, which in this case is the linear regression. This error forecast model is applied to the water level forecast simulated by MIKE11 to produced improved forecast and validated against real measurements. It is found that there exists a phase error in the improved forecasts. Hence, 2 general formula are used to account for this phase error and they have shown improvement to the accuracy of the forecasts, where one improved the immediate forecast of up to 5 hours while the other improved the estimation of the peak discharge.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• 한국정밀공학회지
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• 제21권5호
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• pp.83-83
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• 2004

The analysis of relative pose(position and rotation) between stereo cameras is very important to determine the solution that provides three-dimensional information for an arbitrary moving target with respect to robot-end. In the space of free camera-model, the rotational parameters act on non-linear factors acquiring a kinematical solution. In this paper the general solution of active stereo that gives a three-dimensional pose of moving object is presented. The focus is to achieve a derivation of linear equation between a robot′s end and active stereo cameras. The equation is consistently derived from the vector of quaternion space. The calibration of cameras is also derived in this space. Computer simulation and the results of error-sensitivity demonstrate the successful operation of the solution. The suggested solution can also be applied to the more complex real time tracking and quite general and are applicable in various stereo fields.

• 한국정밀공학회지
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• 제21권5호
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• pp.89-90
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• 2004

The analysis of relative pose(position and rotation) between stereo cameras is very important to determine the solution that provides three-dimensional information for an arbitrary moving target with respect to robot-end. In the space of free camera-model, the rotational parameters act on non-linear factors acquiring a kinematical solution. In this paper the general solution of active stereo that gives a three-dimensional pose of moving object is presented. The focus is to achieve a derivation of linear equation between a robot's end and active stereo cameras. The equation is consistently derived from the vector of quaternion space. The calibration of cameras is also derived in this space. Computer simulation and the results of error-sensitivity demonstrate the successful operation of the solution. The suggested solution can also be applied to the more complex real time tracking and quite general and are applicable in various stereo fields.

• 응용통계연구
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• 제13권2호
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• pp.541-562
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• 2000

일반화된 선형 혼합 모형(GLMM)은 자료가 계수의 형태로 나타나는 범주형 자료의 경우, 혹은 집락의 형태나 과산포된 비정규 자료, 또는 비선형 모형에 따르는 자료를 다루기 위한 모형 설정에 사용된다. 본 연구에서는 이에 대한 개요와 더불어, 이 모형의 적합을 위해 제시된 통계적 기법들중 의사가능도(quasi-likelihood: QL)를 이용한 추정 방법 및 Monte-Carlo 기법을 이용한 추정 방법들에 대해 조사하였다. 또한 GLMM에 대한 현재의 연구 방향 및 앞으로의 연구 가능 주제들에 대해서도 언급하였다.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2006년도 춘계 학술발표회 논문집
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• pp.634-643
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• 2006

This study was intended to develop a high reliable technique by statistically processing on-site data with a general linear model, providing the basic data for construction, analysis of stability and establishment of maintenance measures for tunnel portal slopes in the future. This study evaluated the stability of a tunnel portal slope using a quantified technique, which is based on a general linear model. The important scores of each independent variable were allocated by using the ranges of the quantified values, based on the predicted coefficient of regression and the scores for categories of each independent variable were allocated so that those are equally spaced. The quantification model obtained from the results of evaluating the total data used for the quantification process provided precise results. In addition, it is expected that a more detail subdivision of response variables and sufficient data would produce a better stability evaluation standard.