• 응용통계연구
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• 제24권5호
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• pp.833-845
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• 2011

본 논문에서는 1998.01.03부터 2011.08.31까지 수집된 코스피 지수 자료로부터 계산된 일별 로그수익률과 일별 로그손실률에 대한 극단값 통계분석을 수행하였다. 사용된 극단값 통계분석 모형은 포아송-GPD 모형이고 모수의 추정과 극단분위수의 추정은 최대가능도 방법을 적용하였다. 본 논문에서는 또한 포아송-GPD 모형에 추가적으로 모수의 무정보사전분포를 가정한 베이지안 방법을 고려하였다. 여기서는 마르코프 연쇄 몬테칼로 방법을 적용하여 모수와 극단분위수를 추정하였다. 분석 결과 최대가능도 방법과 베이지안 방법에서 모두, 로그수익률 분포의 오른쪽 꼬리는 정규분포보다 짧은 반면, 로그손실률 분포의 오른쪽 꼬리는 정규분포보다 두텁다는 결론이 얻어졌다. 극단값 분석에서 베이지안 방법을 사용할 때의 장점은 정칙조건이 만족되지 않는 경우에도 최대가능도추정량의 전통적 점근 성질을 걱정할 필요가 없고 예측의 경우에는 모수의 불확실성과 미래 관측치의 불확실성이 모두 반영되는 효과가 있다는 것이다.

• 산업경영시스템학회지
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• 제36권4호
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• pp.64-70
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• 2013

Estimation approaches for casual relation model with high-order factors have strict restrictions or limits. In the case of ML (Maximum Likelihood), a strong assumption which data must show a normal distribution is required and factors of exponentiation is impossible due to the uncertainty of factors. To overcome this limitation many PLS (Partial Least Squares) approaches are introduced to estimate the structural equation model including high-order factors. However, it is possible to yield biased estimates if there are some differences in the number of measurement variables connected to each latent variable. In addition, any approach does not exist to deal with general cases not having any measurement variable of high-order factors. This study compare several approaches including the repeated measures approach which are used to estimate the casual relation model including high-order factors by using PLS (Partial Least Squares), and suggest the best estimation approach. In other words, the study proposes the best approach through the research on the existing studies related to the casual relation model including high-order factors by using PLS and approach comparison using a virtual model.

• 대한의용생체공학회:의공학회지
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• 제28권6호
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• pp.732-743
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• 2007

Background noise is one of the major complaints of not only hearing impaired persons but also normal listeners. This paper describes the results of two experiments in which speech recognition performance was determined for listeners with normal hearing and sensorineural hearing loss in noise environment. First, we compared speech enhancement algorithms by evaluation speech recognition ability in various speech-to-noise ratios and types of noise. Next, speech enhancement algorithms by reducing background noise were presented and evaluated to improve speech intelligibility for sensorineural hearing impairment listeners. We tested three noise reduction methods using single-microphone, such as spectrum subtraction and companding, Wiener filter method, and maximum likelihood envelop estimation. Their responses in background noise were investigated and compared with those by the speech enhancement algorithm that presented in this paper. The methods improved speech recognition test score for the sensorineural hearing impaired listeners, but not for normal listeners. The results suggest the speech enhancement algorithm with the loudness compression can improve speech intelligibility for listeners with sensorineural hearing loss.

• 응용통계연구
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• 제29권7호
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• pp.1311-1327
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• 2016

본 논문에서는 종말 사건에 대한 정보는 주어져 있지만 중간 사건이 구간 중도절단되었거나 연구 기간 도중에 추적이 끊겨 중간 사건의 발생 유무를 모르는 준 경쟁 위험 자료에 다중상태모형을 적용하여 모수를 추정하는 방법을 제안하였다. 이를 위해 상태 간 전이 강도는 정규 프레일티를 랜덤효과로 가진 Cox 비례위험모형을 따른다고 가정하였다. 다섯 가지 상태를 가진 다중상태모형에서 가능한 여섯 가지 경로별로 조건부 우도를 정의하였고 주변 우도를 구하기 위해 조정 가우스 구적법을 적용하였으며 뉴튼-랩슨 방법으로 최적 해를 구하였다. 모수의 95% 신뢰구간 포함률을 통해 제안한 방법의 소표본 성질을 살펴보기 위해 모의실험을 수행하였으며, Persones $Ag{\acute{e}}es$ Quid(PAQUID) 자료 (Helmer 등, 2001)에 제안한 모형을 적용하고 그 결과를 해석하였다.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.15-27
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• 2018

Parametric method of flood frequency analysis involves fitting of a probability distribution to observed flood data. When record length at a given site is relatively shorter and hard to apply the asymptotic theory, an alternative distribution to the generalized extreme value (GEV) distribution is often used. In this study, we consider the beta-P distribution (BPD) as an alternative to the GEV and other well-known distributions for modeling extreme events of small or moderate samples as well as highly skewed or heavy tailed data. The L-moments ratio diagram shows that special cases of the BPD include the generalized logistic, three-parameter log-normal, and GEV distributions. To estimate the parameters in the distribution, the method of moments, L-moments, and maximum likelihood estimation methods are considered. A Monte-Carlo study is then conducted to compare these three estimation methods. Our result suggests that the L-moments estimator works better than the other estimators for this model of small or moderate samples. Two applications to the annual maximum stream flow of Colorado and the rainfall data from cloud seeding experiments in Southern Florida are reported to show the usefulness of the BPD for modeling hydrologic events. In these examples, BPD turns out to work better than $beta-{\kappa}$, Gumbel, and GEV distributions.

• International Journal of Advanced Culture Technology
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• 제2권2호
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• pp.15-18
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• 2014

This paper presents a sensor location decision making method respect to Container-Grown Seedlings in view of precision agriculture (PA) when sensors involved in tree container measure received signal strength (RSS) or time-of-arrival (TOA) between themselves and neighboring sensors. A small fraction of sensors in the container-grown seedlings system have a known location, whereas the remaining locations must be estimated. We derive Rao-Cramer bounds and maximum-likelihood estimators under Gaussian and log-normal models for the TOA and RSS measurements, respectively.

• 한국통신학회:학술대회논문집
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• 한국통신학회 1987년도 춘계학술발표회 논문집
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• pp.22-26
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• 1987

Texture provides an important acurce of information about the threedicensfornarry information of visible surface particulary for stationary conccular views. To recover three dicmensinoary information, the distorging effects of pro jection must be distinguished from properties of the texture on which the distrortion acts. In this paper, we show an approximated maximum likelihood estimation method by which we find surface oriemtation of the visible surface in gaussian sphere using local analysis of the texture, In addition assuming that an orthographic projection and a circle is an image formation system and a texel(texture element)respectively we derive the surface orientation from the distribution of variation by means of orthographic pro jemction of a tangent directon which exstis regulary in the are length of a circle we present the orientation parameters of textured surface with saint and tilt and also the surface normal of the resvlted surface orimentation as needle map. This algorithm was applied to geograghic contour and synthetic textures.

• 제어로봇시스템학회논문지
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• 제5권2호
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• pp.237-247
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• 1999

Flight parameters of a light aircraft in normal category named ChangGong-91 we identified from flight tests. Modified Maximum Likelihood Estimation (MMLE) is used to produce aerodynamic coefficients, stability and control derivatives. A Flight Training Device (FTD) has been developed based on the identified flight parameters. Flat earth, rigid body, and standard atmosphere are assumed in the FTD model. Euler angles are adapted for rotational state variables to reduce computational load. Variations in flight Mach number and Reynolds number are assumed to be negligible. Body, stability and inertial axes allow 6 second-order linear differential equations for translational and rotational motions. The equations of motion are integrated with respect to time, resulting in good agreements with flight tests.

• 응용통계연구
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• 제1권1호
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• pp.39-44
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• 1987

다변량 정규모집단에서 공분산행렬의 m.l.e.를 유도하기 위하여 m.l.e.의 불변성에 기초를 둔 Anderson의 방법은 그 절차의 단순성이라는 측면에서 일반적으로 선호되고 있다. 본고는 공통요인분석모형이나 Simplex 구조모형과 같은 다변량구조모형에서 이 접근방법을 적용하여 요구되는 m.l.e.를 구하는 과정을 보이고 있다.

• Structural Engineering and Mechanics
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• 제31권5호
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• pp.527-544
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• 2009

In this study, the periodic seismic performance evaluation scheme is proposed using a structural health monitoring system in terms of seismic fragility. An instrumented highway bridge is used to demonstrate the evaluation procedure involving (1) measuring ambient vibration of a bridge under general vehicle loadings, (2) identifying modal parameters from the measured acceleration data by applying output-only modal identification method, (3) updating a preliminary finite element model (obtained from structural design drawings) with the identified modal parameters using real-coded genetic algorithm, (4) analyzing nonlinear response time histories of the structure under earthquake excitations, and finally (5) developing fragility curves represented by a log-normal distribution function using maximum likelihood estimation. It is found that the seismic fragility of a highway bridge can be updated using extracted modal parameters and can also be monitored further by utilizing the instrumented structural health monitoring system.