• Title/Summary/Keyword: Order Statistics

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ON CORRELATION MATCHING APPROACH TO BLIND SEPARATION OF NONSTATIONARY SOURCES

  • Choi, Seung-Jin;Hong, Heon-Seok;Oh, Jun-Whan
    • Proceedings of the IEEK Conference
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    • 2000.07a
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    • pp.241-244
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    • 2000
  • This paper addresses a new method of blind source separation (BSS) when sources are nonstationary signals. Our method requires only multiple correlation matrices of the observed data at several time-windowed data frames to estimate the mixing matrix. In contrast to most existing BSS methods where higher-order statistics is necessary, our method is based on only second-order statistics. In the framework of correlation matching, we develop a new BSS algorithm. The useful behavior of the proposed method is verified by numerical experiments.

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On Convex Combination of Local Constant Regression

  • Mun, Jung-Won;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.379-387
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    • 2006
  • Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.

A Study on the Improvement of the JADE Algorithm (JADE알고리즘의 개선에 관한 연구)

  • Yoon H.R.;Lee J.S.;Jeon D.K.;Lee K.J.
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.52 no.5
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    • pp.305-310
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    • 2003
  • In this paper, we proposed an IJADE(Improved joint approximate diagonalisation of eigenmatrices) which use high order statistics instead of second order statistics for data whitening. For simulation, we artificially construct signals mixed with two ECG signals, 60Hz power line interference and 16Hz sine signal and then put them into a JADE and an IJADE. To evaluate the performance of separated ECG signal in each algorithm, we have adopted indices such as kurtosis, standard deviation ratio, correlation coefficient and euclidean distance. As a results, IJ ADE showed theimproved performances as kurtosis of $2\%,$ standard deviation ratio of 0.2194, and Euclidean distance of 0.07 except correlation coefficient showing similar value. In conclusion, the proposed IJADE showed a good performance in separating ECG and a possibilities in applying to the various biological signal.

An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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Power Quality Early Warning Based on Anomaly Detection

  • Gu, Wei;Bai, Jingjing;Yuan, Xiaodong;Zhang, Shuai;Wang, Yuankai
    • Journal of Electrical Engineering and Technology
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    • v.9 no.4
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    • pp.1171-1181
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    • 2014
  • Different power quality (PQ) disturbance sources can have major impacts on the power supply grid. This study proposes, for the first time, an early warning approach to identifying PQ problems and providing early warning prompts based on the monitored data of PQ disturbance sources. To establish a steady-state power quality early warning index system, the characteristics of PQ disturbance sources are analyzed and summed up. The higher order statistics anomaly detection (HOSAD) algorithm, based on skewness and kurtosis, and hierarchical power quality early warning flow, were then used to mine limit-exceeding and abnormal data and analyze their severity. Cases studies show that the proposed approach is effective and feasible, and that it is possible to provide timely power quality early warnings for limit-exceeding and abnormal data.

Locally Optimum Detection of Signals in First-Order Markov Environment: 2. Performance Analysis (일차 마르코프 잡음 환경에서의 국소 최적 검파 : 2. 성능 분석)

  • Lee, Ju-Mi;Park, Ju-Ho;Song, Iick-Ho;Oh, Jong-Ho;Kang, Hyun-Gu;Kim, Sun-Yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.2C
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    • pp.150-159
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    • 2007
  • In Part 1 of this paper, the test statistics are obtained for detecting weak known signals in observations corrupted by multiplicative and first-order Markov additive noise. In this second part, the asymptotic and finite sample-size performance of several detectors are obtained and compared based on the test statistics. From the performance comparisons, it is confirmed that the dependence among interference components need to be taken into account to maintain the detection performance.

Iris Recognition System Using Back-Propagation and Higher Order Autocorrelation (신경망 학습과 Higher Order Autocorrelation을 이용한 홍채 인식 시스템)

  • Jeong Yu-Jeong;Jung Chai-Yeoung
    • Proceedings of the Korea Information Processing Society Conference
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    • 2004.11a
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    • pp.895-898
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    • 2004
  • 본 논문에서는 기존의 개인 식별 방법의 한계를 해결하는 대안으로 떠오르고 있는 생체인식 기술 중 인식률이 뛰어난 홍채인식 시스템에 대해 연구하고자 한다. 먼저 홍채인식 시스템의 구현을 위해 신호처리 분야에서 많이 사용되고 있는 wavelet 변환 중 Haar wavelet과 고차 국소 자기 상관 특징을 이용하여 홍채의 특징을 추출하여 특징벡터의 크기를 최소화 하였다. 또, 인식률을 높이기 위해 오류 역전파 학습 알고리즘을 이용하여 홍채패턴에 기반한 신원 확인 및 검증을 위한 개선된 방법을 제시하였다. 학습이 완료된 신경망에 대한 학습데이터와 테스트 데이터의 인식률을 실험한 결과 학습된 데이터는 평균 인식률 $97.4\%$, 테스트 데이터는 $95.5\%$의 인식률을 보였다.

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Restricted Mixture Designs for Three Factors

  • Nae K. Sung;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.9 no.2
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    • pp.145-172
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    • 1980
  • Draper and Lawrence (1965a) have given mixture designs for three factors when all the mixture components can vary on the entire factor space so that the region of interest is an equilateral triangle in two dimensions. In this paper their work is extended to the cases when the region of interest is an echelon, parallelogram, pentagon or hexagon, because of the restirctions imposed on some or all of the mixture components. The principles used in the choice of appropriate designs are those originally introduced by Box and Draper(1959). It is assumed that a response surface equation of first order is fitted, but there is a possibility of bias error due to presence of second order terms in the true model. Minimum bias designs for several cases of restricted regions of interest are illustrated.

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A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

ON THE EXISTENCE OF SOLUTIONS OF FERMAT-TYPE DIFFERENTIAL-DIFFERENCE EQUATIONS

  • Chen, Jun-Fan;Lin, Shu-Qing
    • Bulletin of the Korean Mathematical Society
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    • v.58 no.4
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    • pp.983-1002
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    • 2021
  • We investigate the non-existence of finite order transcendental entire solutions of Fermat-type differential-difference equations [f(z)f'(z)]n + P2(z)fm(z + 𝜂) = Q(z) and [f(z)f'(z)]n + P(z)[∆𝜂f(z)]m = Q(z), where P(z) and Q(z) are non-zero polynomials, m and n are positive integers, and 𝜂 ∈ ℂ \ {0}. In addition, we discuss transcendental entire solutions of finite order of the following Fermat-type differential-difference equation P2(z) [f(k)(z)]2 + [αf(z + 𝜂) - 𝛽f(z)]2 = er(z), where $P(z){\not\equiv}0$ is a polynomial, r(z) is a non-constant polynomial, α ≠ 0 and 𝛽 are constants, k is a positive integer, and 𝜂 ∈ ℂ \ {0}. Our results generalize some previous results.