• Journal of the Korean Statistical Society
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• 제30권2호
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• pp.281-290
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• 2001

Symmetric estimation and recursive mean adjustment are considered to construct tests for the doble unit root hypothesis for both parametric and semiparametric time series models. It is shown that simultaneous application of symmetric estimation and recursive mean adjustment yields the most powerful test. Moreover, size property of the semiparametric test based on the simultaneous application is bet among all semiparametric tests.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.637-645
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• 2003

Small area estimation had been studied using data-based methods such as Direct, Indirect, Synthetic methods. However recently, model-based such as based on regression or time series estimation methods are applied to the study. In this paper we investigate a model-data based small area estimation which takes into account the spatial relation among the areas. The Economic Active Population Survey in 2001 are used for analysis and the results from the model based and model-data based estimation are compared with using MSE(Mean squared error), MAE(Mean absolute error) and MB(Mean bias).

• 한국도로학회논문집
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• 제14권5호
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• pp.11-19
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• 2012

PURPOSES: The new methodology is proposed for estimation of long-term performance and pavement life based on the national highway database in Daejeon area. Furthermore, this study tried to verify the applicability of performance estimation using NHPCI (National Highway Pavement Condition Index) on tendency of pavement deterioration as time goes by under Korean road environments. METHODS: Reliability theories are applied to estimate the mean life and to determine the appropriate distribution using 3 levels of traffic loads (high, medium, low) based on maintenance and rehabilitation history data for 15 years. RESULTS: As a result, Lognormal distribution is suitable for explanation of pavement lifetime in Daejeon area regardless of traffic loads. In addition, we found that the results of mean life and maintenance timing based on NHPCI for the pavement sections of 3 levels of traffic loads are available. CONCLUSIONS: Based on this study, it was found that mean life of high, medium and low levels of traffic loads are about 8.1 years, 12.2 years and 12.7 years, respectively. Higher level of traffic loads shorten the pavement mean life.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.673-685
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• 2018

Procrustes analysis is a useful technique useful to measure, compare shape differences and estimate a mean shape for objects; however it is based on a least squares criterion and is affected by some outliers. Therefore, we propose two generalized Procrustes analysis methods based on M-estimation and least median of squares estimation that are resistant to object outliers. In addition, two algorithms are given for practical implementation. A simulation study and some examples are used to examine and compared the performances of the algorithms with the least square method. Moreover since these resistant GPA methods are available for higher dimensions, we need some methods to visualize the objects and mean shape effectively. Also since we have concentrated on resistant fitting methods without considering shape distributions, we wish to shape analysis not be sensitive to particular model.

• Journal of the Korean Data and Information Science Society
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• 제28권2호
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• pp.443-449
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• 2017

Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

• Smart Structures and Systems
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• 제15권2호
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• pp.489-503
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• 2015

Response estimation at unmeasured locations using the limited number of measurements is an attractive topic in the field of structural health monitoring (SHM). Because of increasing complexity and size of civil engineering structures, measuring all structural responses from the entire body is intractable for the SHM purpose; the response estimation can be an effective and practical alternative. This paper investigates a response estimation technique based on the Kalman state estimator to combine multi-sensor data under non-zero mean input excitations. The Kalman state estimator, constructed based on the finite element (FE) model of a structure, can efficiently fuse different types of data of acceleration, strain, and tilt responses, minimizing the intrinsic measurement noise. This study focuses on the effects of (a) FE model error and (b) combinations of multi-sensor data on the estimation accuracy in the case of non-zero mean input excitations. The FE model error is purposefully introduced for more realistic performance evaluation of the response estimation using the Kalman state estimator. In addition, four types of measurement combinations are explored in the response estimation: strain only, acceleration only, acceleration and strain, and acceleration and tilt. The performance of the response estimation approach is verified by numerical and experimental tests on a simply-supported beam, showing that it can successfully estimate strain responses at unmeasured locations with the highest performance in the combination of acceleration and tilt.

• 산업경영시스템학회지
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• 제23권58호
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• pp.113-118
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• 2000

Estimation of the process deviation is an important problem in statistical process control, especially in the control chart, process capability analysis or measurement system analysis. In this paper we suggest the use of the Gini's mean difference for the estimation of the c, the measure of the process deviation through a lots of simulations in various types of distributions. The Gini's mean difference uses the differences of all possible pairs of data. This point will improve the efficiency of estimation. In various classes of distributions, the Gini's mean difference shows good performance, in sense of bias of estimates or mean squared errors.

• 디지털융복합연구
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• 제19권12호
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• pp.339-345
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• 2021

본 논문에서는 부가성 잡음이 존재하는 환경에서 진폭비교 모노펄스 레이더의 각도 추정 성능을 수치해석 기반으로 접근하여 분석한다. 편향 빔에 서로 상관이 없는 백색잡음이 추가되었을 때, 모노펄스 레이더의 각도 추정 성능을 평균제곱오차(MSE)를 통해 분석한다. 수치적분 기반의 평균제곱오차 결과는 몬테카를로 기반의 평균제곱오차 결과와 완벽히 겹치는 결과를 보이며 이는 몬테카를로 기반 평균제곱오차 결과에 99.8%에 해당한다. 또한 연산시간 측면에서 수치적분 기반의 평균제곱오차 분석법은 몬테카를로 기반의 평균제곱오차보다 매우 빠른 결과를 보인다. 따라서 제안된 수치적분 기반 평균제곱오차 방법을 통해 다양한 잡음환경에서 진폭비교 모노펄스레이더의 각도 추정 성능을 효율적으로 분석할 수 있다.

• 대한토목학회논문집
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• 제30권5D호
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• pp.497-504
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• 2010

본 연구에서는 최근 10년간의 수원과 의정부지역의 국도 포장구간의 수명 데이터를 기반으로 신뢰성 개념을 도입하여 포장 수명의 고장확률, 신뢰도, 평균 수명 등의 정보를 산정하는 방안을 제시하였다. 모수적 추론 방법인 최우추정법과 확률지를 이용하여 최적 수명분포형태가 대수정규분포임을 확인하였으며, 본 연구에서 제안한 대수정규수명분포에 의해 추정된 누적 고장확률이 실제 관측값과 차이가 거의 없음도 확인하였다. 나아가 추정된 모수를 기반으로 신설 포장과 덧씌우기 포장의 하중별 평균 수명을 산정한 결과, 각각 6.5년~7.9년과 7.3년~9.1년으로 추정되었으며 상대적으로 덧씌우기 구간의 평균수명이 더 길게 추정되었다. 본 연구에서 제안한 신뢰성 개념을 이용한 분석 방법은 포장관리 및 유지보수 데이터가 축적되어감에 따라 비교적 용이하게 계속 보완이 가능하며 보다 정확한 포장수명에 대한 신뢰도 값에 접근해 갈 수 있을 것으로 기대된다.

• ETRI Journal
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• 제34권4호
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• pp.511-517
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• 2012

The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.