• Journal of the Korean Society for Precision Engineering
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• v.17 no.4
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• pp.135-141
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• 2000

The major role of temperature sensors in thermal error compensation system of machine tools is improving machining accuracy by supplying reliable temperature data on the machine structure. This paper presents a new method for fault diagnosis of temperature sensors and recovery of faulted data to establish the reliability of thermal error compensation system. The detection of fault and its location is based on the correlation coefficients among temperature data from the sensors. The multiple linear regression model which is prepared using complete normal data is also used fur the recovery of faulted data. The effectiveness of this method was tested by comparing the computer simulation results and measured data in a CNC machining center.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.2 s.233
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• pp.277-283
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• 2005

Kriging model is widely used as design analysis and computer experiment (DACE) model in the field of engineering design to accomplish computationally feasible design optimization. In general, kriging model has been applied to many engineering applications as an interpolation model because it is usually constructed from deterministic simulation responses. However, when the responses include not only global nonlinearity but also numerical error, it is not suitable to use Kriging model that can distort global behavior. In this research, generalized kriging model that can represent both interpolation and regression is proposed. The performances of generalized kriging model are compared with those of interpolating kriging model for numerical function with error of normal distribution type and trigonometric function type. As an application of the proposed approach, the response of a simple dynamic model with numerical integration error is predicted based on sampling data. It is verified that the generalized kriging model can predict a noisy response without distortion of its global behavior. In addition, the influences of maximum likelihood estimation to prediction performance are discussed for the dynamic model.

• Communications for Statistical Applications and Methods
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• v.28 no.2
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• pp.189-204
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• 2021

In a regression analysis, a single best model is usually selected among several candidate models. However, it is often useful to combine several candidate models to achieve better performance, especially, in the prediction viewpoint. Model combining methods such as stacking and Bayesian model averaging (BMA) have been suggested from the perspective of averaging candidate models. When the candidate models include a true model, it is expected that BMA generally gives better performance than stacking. On the other hand, when candidate models do not include the true model, it is known that stacking outperforms BMA. Since stacking and BMA approaches have different properties, it is difficult to determine which method is more appropriate under other situations. In particular, it is not easy to find research papers that compare stacking and BMA when regression model assumptions are violated. Therefore, in the paper, we compare the performance among model averaging methods as well as a single best model in the linear regression analysis when standard linear regression assumptions are violated. Simulations were conducted to compare model averaging methods with the linear regression when data include outliers and data do not include them. We also compared them when data include errors from a non-normal distribution. The model averaging methods were applied to the water pollution data, which have a strong multicollinearity among variables. Simulation studies showed that the stacking method tends to give better performance than BMA or standard linear regression analysis (including the stepwise selection method) in the sense of risks (see (3.1)) or prediction error (see (3.2)) when typical linear regression assumptions are violated.

• The Korean Journal of Applied Statistics
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• v.19 no.1
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• pp.97-110
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• 2006

Since it is well-established that even high quality data tend to contain outliers, one would expect fat? greater reliance on robust regression techniques than is actually observed. But most of all robust regression estimators suffers from the computational difficulties and the lower efficiency than the least squares under the normal error model. The weighted self-tuning estimator (WSTE) recently suggested by Lee (2004) has no more computational difficulty and it has the asymptotic normality and the high break-down point simultaneously. Although it has better properties than the other robust estimators, WSTE does not have full efficiency under the normal error model through the weighted least squares which is widely used. This paper introduces a new approach as called the reweighted WSTE (RWSTE), whose scale estimator is adaptively estimated by the self-tuning constant. A Monte Carlo study shows that new approach has better behavior than the general weighted least squares method under the normal model and the large data.

• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.511-521
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• 2020

In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

• The Mathematical Education
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• v.37 no.1
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• pp.1-13
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• 1998

In this paper, we have represented the efficient way how to enumerate the optimal number-right scores to adjust the item difficulty and to improve item discrimination. To estimate the optimal number-right scores in two equivalent math-tests by linear score equating a measurement error model was applied to the true scores observed from a pair of equivalent math-tests assumed to measure same trait. The model specification for true scores which is represented by the bivariate model is a simple regression model to inference the optimal number-right scores and we assume again that the two simple regression lines of raw scores and true scores are independent each other in their error models. We enumerated the difference between mean value of $\chi$＊ and ${\mu}$$\_$$\chi$/ and the difference between the mean value of y＊and a＋b${\mu}$$\_$$\chi$/ by making an inference the estimates from 2 error variable regression model. Furthermore, so as to distinguish from the original score points, the estimated number-right scores y’$\^$*/ as the estimated regression values of true scores with the same coordinate were moved to center points that were composed of such difference values with result of such parallel score moving procedure as above mentioned. We got the asymptotically normal distribution in Figure 5 that was represented as the optimal distribution of the optimal number-right scores so that we could decide the optimal proportion of number-right score in each item. Also by assumption that equivalence of two tests is closely connected to unidimensionality of a student’s ability. we introduce new definition of trait score to evaluate such ability in each item. In this study there are much limitations in getting the real true scores and in analyzing data of the bivariate error model. However, even with these limitations we believe that this study indicates that the estimation of optimal number right scores by using this enumeration procedure could be easily achieved.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.95-103
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• 1998

Azzalini and Bowman proposed the pseudo-likelihood ratio test for checking the linear relationship using kernel regression estimator when the error of the regression model follows the normal distribution. We modify their method with the bootstrap technique to construct a new test, and examine the power of our test through simulation. Our method can be applied to the case where the distribution of the error is not normal.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.759-765
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• 2010

In this paper, two new inverse regression methods are introduced. One is a distance based method, and the other is a likelihood based method. While a model is fitted by minimizing the sum of squared prediction errors of y's and x's in the classical and inverse methods, respectively. In the new distance based method, we simultaneously minimize the sum of both squared prediction errors. In the likelihood based method, we propose an inverse regression with Arnold-Beaver Skew Normal(ABSN) error distribution. Using the cross validation method with an asymmetric real data set, two new and two existing methods are studied based on the relative prediction bias(RBP) criteria.

• MALSORI
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• no.66
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• pp.61-72
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• 2008

This paper proposes a method to improve pathological and normal voice classification performance by combining multiple features such as auditory-based and higher-order features. Their performances are measured by Gaussian mixture models (GMMs) and linear discriminant analysis (LDA). The combination of multiple features proposed by the frame-based LDA method is shown to be an effective method for pathological and normal voice classification, with a 87.0% classification rate. This is a noticeable improvement of 17.72% compared to the MFCC-based GMM algorithm in terms of error reduction.