• Journal of the Korean Statistical Society
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• v.31 no.4
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• pp.415-431
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• 2002

A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

• The Korean Journal of Applied Statistics
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• v.21 no.2
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• pp.247-264
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• 2008

This paper considers the integrated process control procedure for detecting special causes in an ARIMA(0,1,1) process that is being adjusted automatically after each observation using a minimum mean squared error adjustment policy. It is assumed that a special cause can change the process mean and the process variance. We derive expressions for the process deviation from target for a variety of different process parameter changes, and introduce a control chart, based on the generalized likelihood ratio, for detecting special causes. We also propose the integrated process control scheme bases on the future loss. The future loss denotes the cost that will be incurred in a process remaining interval from a true out-of-control signal.

• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.521-531
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• 2010

Interval-censored observations are common in medical and epidemiologic studies; however, limited studies exist due to the complexity and special structure of interval-censoring. This paper introduces the imputation method and the self consistency method in the interval-censored data. We propose a new method of generating random numbers under an interval-censoring set-up. Through simulation studies we compare two methods under various simulation schemes in the sense of the mean squared error for estimating the median survival time and the mean integrated squared error for estimating the survival function. Under a moderate censoring percentage, the mean imputation method showed a better performance than the self-consistency method in estimating the median survival time and the survival function.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.357-365
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• 2010

This paper considers the integrated process control procedure for detecting special causes in an IMA(1,1) noise process that is being adjusted using a minimum mean squared error adjustment. As a SPC procedure, we use a GLR chart for detecting special causes whose effects are the sustained shift or the sustained drift in the process mean, and the sustained shift in the process variance. For the design of the GLR chart, we derive expressions for the control limit which accurately satisfies the given in-control ARL.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• Smart Media Journal
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• v.11 no.5
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• pp.38-47
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• 2022

Honey is one of the most significant ingredients in conventional food production in different regions of the world. Honey is commonly used as an ingredient in ethnic food. Beekeeping is performed in various locations as part of the local food culture and an occupation related to pollinator production. It is important to conduct beekeeping so that it generates food culture and helps regulate the regional environment in an integrated manner in preserving and improving local food culture. This study analyzes different types of environmental factors of a smart bee farm. The major goal of this study is to determine the best prediction model between the linear regression model (LM) and the support vector regression model (SVR) based on the environmental factors of a smart bee farm. The performance of prediction models is measured by R² value, root mean squared error (RMSE), and mean absolute error (MAE). From all analysis reports, the best prediction model is the support vector regression model (SVR) with a low coefficient of variation, and the R² values for Farm inside temperature, bee box inside temperature, and Farm inside humidity are 0.97, 0.96, and 0.44.

• ETRI Journal
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• v.30 no.6
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• pp.807-817
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• 2008

We present a low-density parity-check (LDPC)-based, threaded layered space-time-frequency system with emphasis on the iterative receiver design. First, the unbiased minimum mean-squared-error iterative-tree-search (U-MMSE-ITS) detector, which is known to be one of the most efficient multi-input multi-output (MIMO) detectors available, is improved by augmentation of the partial-length paths and by the addition of one-bit complement sequences. Compared with the U-MMSE-ITS detector, the improved detector provides better detection performance with lower complexity. Furthermore, the improved detector is robust to arbitrary MIMO channels and to any antenna configurations. Second, based on the structure of the iterative receiver, we present a low-complexity belief-propagation (BP) decoding algorithm for LDPC-codes. This BP decoder not only has low computing complexity but also converges very fast (5 iterations is sufficient). With the efficient receiver employing the improved detector and the low-complexity BP decoder, the proposed system is a promising solution to high-data-rate transmission over selective-fading channels.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.429-436
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• 2009

This paper considers the integrated process control procedure for detecting special causes in an IMA(1,1) process that is being adjusted automatically after each observation using a minimum mean squared error adjustment policy. When the control chart signals after the occurrence of a special cause, the special cause will be detected and eliminated from the process by the rectifying action. However, when the elimination of the special cause costs high or is not practically possible, an alternative action is to readjust the process with appropriately modified adjustment scheme. In this paper, we propose the readjustment procedure after having a true signal, and show that the use of the readjustment can reduce the deviation of a process from the target.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.5
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• pp.541-547
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• 2010

The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean$_0$ validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean$_0$ validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels.

• Journal of the Korean Statistical Society
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• v.20 no.1
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• pp.29-43
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• 1991

Two data-based bandwidth selectors which are optimal in the sense that they achieve n$\^$-$\frac{1}{2}$/ rate of convergence in kernel density estimation are proposed. The proposed bandwidth selectors are constructed by modifying Park and Marron's plug-in method. The first modification is taking Taylor expansion of the mean integrated squared error to two more terms than in the case of plug-in method. The second is estimating more accurately the functionals of the unknown density appeared in the minimizer of the expansion by using higher order kernels. The proposed bandwidth selectors were proved to be optimal in terms of convergence rate. According to small-sample Monte Carlo studies, the proposed bandwidth selectors showed better performance than all the other bandwidth selectors considered in the simulation.