• Proceedings of the IEEK Conference
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• 2000.07b
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• pp.1045-1048
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• 2000

This paper presents the application of the wavelet transform analysis and the neural network method to the phonocardiogram (PCG) signal. Heart sound is a acoustic signal generated by cardiac valves, myocardium and blood flow and is a very complex and nonstationary signal composed of many source. Heart sound can be discriminated normal heart sound and heart murmur. Murmurs have broader frequency bandwidth than the normal ones and can occur at random position of cardiac cycle. In this paper, we classified the group of heart sound as normal heart sound(NO), pre-systolic murmur(PS), early systolic murmur(ES), late systolic murmur(LS), early diastolic murmur(ED). And we used the wavelet transform to shorten artifacts and strengthen the low level signal. The ANN system was trained and tested with the back- propagation algorithm from a large data set of examples-normal and abnormal signals classified by expert. The best ANN configuration occurred with 15 hidden layer neurons. We can get the accuracy of 85.6% by using the proposed algorithm.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.3
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• pp.312-320
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• 1990

Analysis and lattice implementation of Extended Instrumental Variable (EIV) methods for high resolution spectral analysis are presented. The performance of EIV is improved by using prefilters and the unbiasness of EIV is proved by using the fact that residual processes are white. We derive the order and time update formulas for the covariance lattice algorithm which is particularly useful in case of short data or nonstationary processes. The ARMA model can be modeled as two channel AR processes. Using this model, the lattice algorithms of EIV are derived. Computer simulations are performed to show the usefulness of the proposed algorithms.

• Environmental Engineering Research
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• v.10 no.2
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• pp.88-103
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• 2005

In this paper, data-driven modeling and multiresolution analysis (MRA) are applied for a full-scale wastewater treatment plant (WWTP). The proposed method is based on modeling by partial least squares (PLS) and multiscale monitoring by a generic dissimilarity measure (GDM), which is suitable for nonstationary and non-normal process monitoring such as a biological process. Case study in an industrial plant showed that the PLS model could give good modeling performance and analyze the dynamics of a complex plant and MRA was useful to detect and isolate various faults due to its multiscale nature. The proposed method enables us to show the underlying phenomena as well as to filter out unwanted and disturbing phenomena.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.377-390
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• 2010

In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.575-585
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• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.655-665
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• 2014

An adequate understanding and response to natural hazards such as heat wave, heavy rainfall and severe drought is required. We apply extreme value theory to analyze these abnormal weather phenomena. It is common for extremes in climatic data to be nonstationary in space and time. In this paper, we analyze summer rainfall data in South Korea using exceedance values over thresholds estimated by quantile regression with location information and time as covariates. We group weather stations in South Korea into 5 clusters and t extreme value models to threshold exceedances for each cluster under the assumption of independence in space and time as well as estimates of uncertainty for spatial dependence as proposed in Northrop and Jonathan (2011).

• Journal of Astronomy and Space Sciences
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• v.23 no.3
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• pp.199-208
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• 2006

The terrestrial impact cratering record recently has been examined in the time domain by Chang & Moon (2005). It was found that the ${\sim}26$ Myr periodicity in the impact cratering rate exists over the last ${\sim}250$ Myrs. Such a periodicity can be found regardless of the lower limit of the diameter up to D ${\sim}35km$. It immediately called pros and cons. The aim of this paper is two-fold: (1) to test if reported periodicities can be obtained with an independent method, (2) to see, as attempted earlier, if the phase is modulated. To achieve these goals we employ the time/frequency analysis and for the first time apply this method to the terrestrial impact cratering records. We have confirmed that without exceptions noticeable peaks appear around ${\sim}25$ Myr, corresponding to a frequency of ${\sim}0.04(Myr)^{-1}$. We also find periodicities in the data base including small impact craters, which are longer. Though the time/frequency analysis allows us to observe directly phase variations, we cannot find any indications of such changes. Instead, modes display slow variations of power in time. The time/frequency analysis shows a nonstationary behavior of the modes. The power can grow from just above the noise level and then decrease back to its initial level in a time of order of 10 Myrs.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.6 no.4
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• pp.639-644
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• 2002

Nonlinear filters which are utilized rank-order information and temporal-order information, have many proposed, in order to restore nonstationary signals which are corrupted by additive noise. In this paper, we propose a data-dependent LWOS filter whose coefficients change based on local statistics. LWOS(Linear Combination of Weighted Order Statistics) filters［1］which also utilized two informations, and have properties of efficient impulsive and nonimpulsive noise attenuation and sufficiently details and edges preservation. DD-LWOS filters can remove non-impulsive oises while preserving signal details. DD-LWOS2 filter gets more better performance than DD-LWOS filter when input image corrupted by additive noise which includes Impulsive noise components.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.127-135
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• 2009

It is necessary to forecast the amount of the maximum electricity demand for stabilizing the flow of electricity. The time series data was collected from the Korea Energy Research between January 2000 and December 2006. The data showed that they had a strong linear trend and seasonal change. Winters seasonal model, ARMA model were used to examine it. Root mean squared prediction error and mean absolute percentage prediction error were a criteria to select the best model. In addition, a nonstationary generalized extreme value distribution with explanatory variables was fitted to forecast the maximum electricity.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.319-330
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• 2006

A signal in real world usually composes of multiple signals having different scales of frequencies. For example sun-spot data is fluctuated over 11 year and 85 year. Economic data is supposed to be compound of seasonal component, cyclic component and long-term trend. Decomposition of the signal is one of the main topics in time series analysis. However when the signal is subject to nonstationarity, traditional time series analysis such as spectral analysis is not suitable. Huang et. at(1998) proposed data-adaptive method called empirical mode decomposition (EMD) . Due to its robustness to nonstationarity, EMD has been applied to various fields. Huang et. at, however, have not considered denoising when data is contaminated by error. In this paper we propose efficient denoising method utilizing cross-validation.