• 한국농공학회지
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• 제34권4호
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• pp.39-47
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• 1992

Derivation of reasonable design low flows was attempted by comparative analysis of design low flows was derived by Power and SMEMAX transformations for the normalizations of skewed distribution and by Type m extremal distribution presented in the first report of this study with annual low flows in the five watersheds of main river basins in Korea. The results were anslyzed and summarized as follows. 1.Basic statistics of annual low flows for the selected watersheds were calculated by using Power and SMEMAX transformations. 2.Power thansformation has found to be the best for the normalization of skewed distribution among others including log, square root and SMEMAX transformations. 3.Design low flows for the selected watersheds were derived by the Power and SMEMAX transformations. 4.Judging by the relative suitabilities of the Type III extremal distribution, Power and SMEMAX transformation, it was found that design low flows of all methods are closer to the observed data within 10 years of the return period and those of Power transformation can be acknowledzed as a reasonable one among others from the viewpoint of the median between values of Type m extremal distribution and SMEMAX transformation in addition to closing the observed than others over 10 years of the return period.

• 한국농공학회지
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• 제37권E호
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• pp.1-9
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• 1995

It is shown that two step power transformation is more efficient for the normalization of frequency distribution with the coefficient of skewness of zero in comparison with others including SMEMAX and power transformations. It is confirmed that the design low flows calculated using power and two step power transformations used in this study are generally nearer to the observed data as compared with those of SMEMAX transformation at all return periods in the applied watersheds of the Kum, Naktong and Yongsan rivers in Korea.

• 응용통계연구
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• 제19권2호
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• pp.283-290
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• 2006

일반적으로 Box-Cox변환과 같은 류의 멱변환은 분산 안정화 혹은 분포의 대칭성 향상 등을 목적으로 사용된다. 그러나 원 자료의 평균의 크기가 크면서 분산이 상대 적으로 작은 경우, 즉 변동계수가 작은 경우에는 제대로 작동하지 않는 것이 알려져 있다. 본 논문에서는 이러한 문제점을 해결하기 위한 이동-멱변환을 제안하고 모의실험과 실제 자료 분석을 통하여 그 효과를 확인하였다.

• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.501-510
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• 2020

Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.

• 응용통계연구
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• 제35권6호
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• pp.755-764
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• 2022

본 논문에서는 금융 시계열 변동성 추정을 위한 준-모수(quasi-likelihood) 방법을 다루고 있다. 모형식에서 오차항의 분포를 미지(unknown)로 하여 준-우도 함수를 통한 모수 추정을 하는 경우 이노베이션의 지정을 멱변환을 통해 구성하였다. 고정된 멱변환에 대한 프로파일-정보 행렬을 비교하여 최대값을 제공하는 멱변환을 제안하였다. 이차원 이노베이션으로의 확장을 다루었으며 코로나 펜데믹 기간의 높은 변동성을 보이는 국내 9개 주가 자료 분석을 통해 방법론을 예시하고 있다.

• Journal of the Korean Statistical Society
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• 제34권1호
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• pp.61-71
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• 2005

A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1988년도 추계학술대회 논문집 학회본부
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• pp.115-117
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• 1988

The algorithm presented here achieves mathematically better decoupling of the MW-$\theta$ and MVARE Calculations by applying linear transformations to load flow equation on paired initial power. The linear transformations to decouple Jacobian matrix prove to be highly profitable considering both Convergence characteristics and computation time per iteration to those required by the FDLF, because the decoupling does not rely on the assumption that the transmission lines have high X/R ratios.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.467-476
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• 1997

The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.413-422
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• 2004

Box-Cox power transformation is employed for analyzing volatilities in Korean financial time series such as KOSPI, KOSDAQ index and interest rates. Statistical procedures for Box-Cox transformed ARCH models are presented. For illustration, diverse financial time series data are analyzed and appropriate power transformations are suggested for each data.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.182-185
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• 1990

Let a p-component vector y have a p-variate normal distribution $N(b\theta, \Sigma), \Sigma$ unknown, b specified, then for testing $\theta = 0$ against general $\theta$, Khatri and Rao (1987) derive a certain t test and obtain its power function. This paper presents a direct derivation of this power function in terms of the original variates unlike Khatri and Rao (1987) who resort to the canonical transformations of the original variates and the conditional distributions.