• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.963-977
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• 2011

PCA(Principal Component Analysis) is a well-studied statistical technique and an important tool for handling multivariate data. Although many algorithms exist for PCA, most of them are unsuitable for real time applications or high dimensional problems. Since it is desirable to avoid extensive matrix operations in such cases, alternative solutions are required to calculate the eigenvalues and eigenvectors of the sample covariance matrix. Erdogmus et al. (2004) proposed Recursive PCA(RPCA), which is a fast adaptive on-line solution for PCA, based on the first order perturbation theory. It facilitates the real-time implementation of PCA by recursively approximating updated eigenvalues and eigenvectors. However, the performance of the RPCA method becomes questionable as the size of newly-added data increases. In this paper, we modified the RPCA method by taking advantage of the mathematical relation of eigenvalues and eigenvectors of sample covariance matrix. We compared the performance of the proposed algorithm with that of RPCA, and found that the accuracy of the proposed method remarkably improved.

• Journal of Positioning, Navigation, and Timing
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• v.1 no.1
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• pp.7-14
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• 2012

Due to inaccurate safe navigation estimates, maritime accidents have been occurring consistently. In order to solve this, the precise positioning technology using carrier phase information is used, but due to high buildings near inland waterways or inclination, satellite signals might become weak or blocked for some time. Under this weak signal environment for some time, the GPS raw measurements become less accurate so that it is difficult to search and maintain the integer ambiguity of carrier phase. In this paper, a method to generate code and carrier phase measurements under this environment and maintain resilient navigation is proposed. In the weak signal environment, the position of the receiver is estimated using an inertial sensor, and with this information, the distance between the satellite and the receiver is calculated to generate code measurements using IGS product and model. And, the carrier phase measurements are generated based on the statistics for generating fractional phase. In order to verify the performance of the proposed method, the proposed method was compared for a fixed blocked time. It was confirmed that in case of a weak or blocked satellite signals for 1 to 5 minutes, the proposed method showed more improved results than the inertial navigation only, maintaining stable positioning accuracy within 1 m.

• The Bulletin of The Korean Astronomical Society
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• v.46 no.2
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• pp.72.3-73
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• 2021

Baryon Acoustic Oscillations (BAO) are caused by acoustic density waves in the early universe and act as a standard ruler in the clustering pattern of galaxies in the late Universe. Measuring the BAO feature in the 2-point correlation function of a sample of galaxies allows us to estimate cosmological distances to the galaxies mean redshift, , which is important for testing and constraining the cosmology model. The BAO feature is also expected to appear in the higher order statistics. In this work we measure the generalized spatial N-point point correlation functions up to 4th order. We made measurements of the 2, 3, and 4-point correlation functions in the SDSS-III DR12 CMASS data, comprising of 777,202 galaxies. The errors and covariances matrices were estimated from 500 mock catalogues. We created a theoretical model for these statistics by measuring the N-point functions in halo catalogues produced by the approximate Lagrangian perturbation theory based simulation code, PINOCCHIO. We created simulations using initial conditions with and without the BAO feature. We find that the BAO is detected to high significance up to the 4-point correlation function.

• Structural Engineering and Mechanics
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• v.3 no.4
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• pp.313-324
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• 1995

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.43-47
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• 2006

Consider a multitype queue where queued customers arc served in their order of arrival at a rate which depends on the customer type. Here we calculate the sharp asymptotics of the probability the total number of customers in the queue reaches a high level before emptying. The natural state space to describe this queue is a tree whose branches increase in length as the number of customers in the queue grows. Consequently it is difficult to prove a large deviation principle. Moreover, since service rates depend on the customer type the stationary distribution is not of product form so there is no simple expression for the stationary distribution. Instead, we use a change of measure technique which increases the arrival rate of customers and decreases the departure rate thus making large deviations common.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.381-394
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• 2005

In order to estimate the damage of orchards due' to natural disasters such as typhoon, severe rain, freezing or frost, it is necessary to estimate the number of fruit bearing before and after the damage. To estimate the fruit bearing after the damages are easily done by delegations, but it cost too high to survey every insured farm household and calculate the fruit bearing before the damage. In this article, we suggest to use a random coefficient model to predict the numbers of fruit bearing in the orchards before the damage based on the tree age and the area information.

• International Journal of Reliability and Applications
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• v.4 no.4
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• pp.191-199
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• 2003

In the present work, a moment inequality is derived for new renewal better (worse) than used in expectation(NRBUE) (NRWUE) distributions. This inequality demonstrates that if the mean life is finite then all higher order moments exist. A new test statistics for testing exponentiality against NRBUE (NRWUE) is introduced based on this inequality. It is shown that the proposed test is simple and has high relative efficiency for some commonly used alternatives. Critical values are tabulated for sample sizes n = 5(1)30. A set of real data is used as an example to elucidate the use of the proposed test statistics for practical reliability analysis.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Journal of applied mathematics & informatics
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• v.5 no.1
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• pp.201-212
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• 1998

In the present paper we define the codes which assign D-alphabet one-one codeword to each outcome of a random variable and the functions which represent possible transormations from one-one codes of size D to suitable codes. By using these functions we obtain lower bounds on the exponentiated mean codeword length for one-one codes in terms of the generalized entropy of order $\alpha$ and type $\beta$ and study the particular cases also.

• Genomics & Informatics
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• v.14 no.4
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• pp.166-172
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• 2016

Although a large number of genetic variants have been identified to be associated with common diseases through genome-wide association studies, there still exits limitations in explaining the missing heritability. One approach to solving this missing heritability problem is to investigate gene-gene interactions, rather than a single-locus approach. For gene-gene interaction analysis, the multifactor dimensionality reduction (MDR) method has been widely applied, since the constructive induction algorithm of MDR efficiently reduces high-order dimensions into one dimension by classifying multi-level genotypes into high- and low-risk groups. The MDR method has been extended to various phenotypes and has been improved to provide a significance test for gene-gene interactions. In this paper, we propose a simple method, called accelerated failure time (AFT) UM-MDR, in which the idea of a unified model-based MDR is extended to the survival phenotype by incorporating AFT-MDR into the classification step. The proposed AFT UM-MDR method is compared with AFT-MDR through simulation studies, and a short discussion is given.