• Title/Summary/Keyword: Projection Statistics

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A New Family of Semicircular Models: The Semicircular Laplace Distributions

  • Ahn, Byoung-Jin;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.775-781
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    • 2008
  • It is developed that a family of the semicircular Laplace distributions for modeling semicircular data by simple projection method. Mathematically it is simple to simulate observations from a semicircular Laplace distribution. We extend it to the l-axial Laplace distribution by a simple transformation for modeling any arc of arbitrary length. Similarly we develop the l-axial log-Laplace distribution based on the log-Laplace distribution. A bivariate version of l-axial Laplace distribution is also developed.

Inhomogeneous Poisson Intensity Estimation via Information Projections onto Wavelet Subspaces

  • Kim, Woo-Chul;Koo, Ja-Yong
    • Journal of the Korean Statistical Society
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    • v.31 no.3
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    • pp.343-357
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    • 2002
  • This paper proposes a method for producing smooth and positive estimates of the intensity function of an inhomogeneous Poisson process based on the shrinkage of wavelet coefficients of the observed counts. The information projection is used in conjunction with the level-dependent thresholds to yield smooth and positive estimates. This work is motivated by and demonstrated within the context of a problem involving gamma-ray burst data in astronomy. Simulation results are also presented in order to show the performance of the information projection estimators.

A Comparison Study for Mortality Forecasting Models by Average Life Expectancy (평균수명을 이용한 사망률 예측모형 비교연구)

  • Jeong, Seung-Hwan;Kim, Kee-Whan
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.115-125
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    • 2011
  • By use of a mortality forecasting model and a life table, forecasting the average life expectancy is an effective way to evaluate the future mortality level. There are differences between the actual values of average life expectancy at present and the forecasted values of average life expectancy in population projection 2006 from Statistics Korea. The reason is that the average life expectancy forecasts did not reflect the increasing speed of the actual ones. The main causes of the problem may be errors from judgment for projection, from choice, or use of a mortality forecasting model. In this paper, we focus on the choice of the mortality forecasting model to inspect this problem. Statistics Korea should take a mortality forecasting model with considerable investigation to proceed population projection 2011 without the errors observed in population projection 2006. We compare the five mortality forecasting models that are the LC(Lee and Carter) model used widely and its variants, and the HP8(Heligman and Pollard 8 parameter) model for handling death probability. We make average life expectancy forecasts by sex using modeling results from 2010 to 2030 and compare with that of the population projection 2006 during the same period. The average life expectancy from all five models are forecasted higher than that of the population projection 2006. Therefore, we show that the new average life expectancy forecasts are relatively suitable to the future mortality level.

Uncertainty decomposition in climate-change impact assessments: a Bayesian perspective

  • Ohn, Ilsang;Seo, Seung Beom;Kim, Seonghyeon;Kim, Young-Oh;Kim, Yongdai
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.109-128
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    • 2020
  • A climate-impact projection usually consists of several stages, and the uncertainty of the projection is known to be quite large. It is necessary to assess how much each stage contributed to the uncertainty. We call an uncertainty quantification method in which relative contribution of each stage can be evaluated as uncertainty decomposition. We propose a new Bayesian model for uncertainty decomposition in climate change impact assessments. The proposed Bayesian model can incorporate uncertainty of natural variability and utilize data in control period. We provide a simple and efficient Gibbs sampling algorithm using the auxiliary variable technique. We compare the proposed method with other existing uncertainty decomposition methods by analyzing streamflow data for Yongdam Dam basin located at Geum River in South Korea.

ON TESTING FOR HOMOGENEITY OF THE COVARIANCE N\MATRICES

  • Zhang, Xiao-Ning;Jing, Ping;Ji, Xiao-Ming
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.361-370
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    • 2001
  • Testing equality of covariance matrix of k populations has long been an interesting issue in statistical inference. To overcome the sparseness of data points in a high-dimensional space and deal with the general cases, we suggest several projection pursuit type statistics. Some results on the limiting distributions of the statistics are obtained. some properties of Bootstrap approximation are investigated. Furthermore, for computational reasons an approximation which is based on Number theoretic method for the statistics is adopted. Several simulation experiments are performed.

A comparison of mortality projection by different time period in time series (시계열 이용기간에 따른 사망률 예측 비교)

  • Kim, Soon-Young;Oh, Jinho;Kim, Kee-Whan
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.41-65
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    • 2018
  • In Korea, as the mortality rate improves in a shorter period of time than in developed countries, it is important to consider the selection of the time series as well as the model selection in the mortality projection. Therefore, this study proposed a method using the multiple regression model in respect to the selection of the time series period. In addition, we investigate the problems that arise when various time series are used based on the Lee-Carter (LC) model, the kinds of LC model along with Lee-Miller (LM) and Booth-Maindonald-Smith (BMS), and the non-parametric model such as functional data model (FDM) and Coherent FDM, and examine differences in the age-specific mortality rate and life expectancy projection. Based on the analysis results, the age-specific mortality rate and predicted life expectancy of men and women are calculated for the year 2030 for each model. We also compare the mortality rate and life expectancy of the next generation provided by Korean Statistical Information Service (KOSIS).

Stochastic population projections on an uncertainty for the future Korea (미래의 불확실성에 대한 확률론적 인구추계)

  • Oh, Jinho
    • The Korean Journal of Applied Statistics
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    • v.33 no.2
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    • pp.185-201
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    • 2020
  • Scenario population projection reflects the high probability of future realization and ease of statistical interpretation. Statistics Korea (2019) also presents the results of 30 combinations, including special scenarios, as official statistics. However, deterministic population projections provide limited information about future uncertainties with several limitations that are not probabilistic. The deterministic population projections are scenario-based estimates and show a perfect autocorrelation of three factors (birth, death, movement) of population variation over time. Therefore, international organizations UN, the Max Planck Population Research Institute (MPIDR) of Germany and the Vienna Population Research Institute (VID) of Austria have suggested stochastic based population estimates. In addition, some National Statistics Offices have also adopted this method to provide information along with the scenario results. This paper calculates the demographics of Korea based on a probabilistic or stochastic basis and then draws the pros and cons and show implications of the scenario (deterministic) population projections.

Iterative Pre-Whitening Projection Statistics for Improving Multi-Target Detection Performance in Non-Homogeneous Clutter (불균일 클러터 환경에서 다중 표적탐지 성능 향상을 위한 반복 백색화 투영 통계 기법)

  • Park, Hyuck;Kang, Jin-Whan;Kim, Sang-Hyo
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.49 no.4
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    • pp.120-128
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    • 2012
  • In this paper, we propose a modified iterative pre-whitening projection statistics (MIPPS) scheme for improving multi-target detection performance in non-homogeneous clutter environments. As a non-homogeneity detection (NHD) technique of space-time adaptive processing algorithm for airborne radar, the MIPPS scheme improves the average detection probability of weak target when multiple targets with different reflection signal intensities are located in close range. Numerical results show that the conventional NHD schemes suffers from the masking effect by strong targets and clutters and the proposed MIPPS scheme outperforms the conventional schemes with respect to the average detection probability of the weak target at low signal-to-clutter ratio.

Restoration of Chest X-ray Image Using Dual Projection Filter (이중 프로젝션 필터를 이용한 흉부 X-선 영상의 복원)

  • 이태수;민병구
    • Journal of Biomedical Engineering Research
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    • v.13 no.1
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    • pp.25-32
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    • 1992
  • A new restoration method of chest X -ray image (dual project filter) was proposed to improve SNR(signal to noise ratio) characteristics. In this method, a priori Information of system and anatomical structure and statistics of projected object are used in the design of filter. Dual projection filter varies its parameters, adapting to the local regions of chest(lung region, mediasternum, subdiaphragm) and the structure of chest (bone, tissue, blood vessel, bronchia). The performance of Dual Projection Filter was 0.1-0.2dB better than Dual Sensor Wiener Filter, which was used for initial estimate of Dual Porjection Filter.

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High-dimensional change point detection using MOSUM-based sparse projection (MOSUM 성근 프로젝션을 이용한 고차원 시계열의 변화점 추정)

  • Kim, Moonjung;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.63-75
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    • 2022
  • This paper proposes the so-called MOSUM-based sparse projection method for change points detection in high-dimensional time series. Our method is inspired by Wang and Samworth (2018), however, our method improves their method in two ways. One is to find change points all at once, so it minimizes sequential error. The other is localized so that more robust to the mean changes offsetting each other. We also propose data-driven threshold selection using block wild bootstrap. A comprehensive simulation study shows that our method performs reasonably well in finite samples. We also illustrate our method to stock prices consisting of S&P 500 index, and found four change points in recent 6 years.