• 한국군사과학기술학회지
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• 제10권1호
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• pp.14-21
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• 2007

This paper proposes SDINS(strapdown inertial navigation system) transfer alignment method for vertical launcher using an adaptive filter in the ship. First, the velocity and attitude matching transfer alignment method is designed to align SDINS for vertical launcher. Second, the adaptive filter is employed to estimate measurement noise variance in real time using the residual of measurements. Because it is difficult to decide measurement noise variance when noise properties of the ship SDINS are changed. To verify its performance, it is compared with the EKF(Extended Kalman filter) using uncorrect measurement variance. The monte carlo simulation results show that proposed method is more effective in estimating attitude angle than EKF.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.805-814
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• 2001

The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

• 한국통신학회논문지
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• 제41권12호
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• pp.1759-1761
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• 2016

본 논문에서는 항법을 위해 가장 많이 사용하는 GPS 민간용 신호의 재방송 재밍에 의한 영향 분석을 바탕으로 수평 위치해의 표본분산에 따른 GPS 재방송 재밍신호 검출 기법을 제안하고, 그 성능을 분석한다.

• 응용통계연구
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• 제1권1호
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• pp.57-67
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• 1987

일반적으로 시계열 자료의 분석은 시간에 대한 모수들의 정상성가정(stationary assumption)하에서 이루어지고 있다. 본 논문에서는 예측하기 힘든 시점에서 분산들이 변화할 수 있는 AR(1) 모형에서 분산의 변화점(variance ahange point)을 추정하는 방법을 제안했으며 모의자료 및 실제자료를 이용하여 다른 방법들과 비교하여 보았다.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.911-918
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• 2013

This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.

• 산업경영시스템학회지
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• 제32권4호
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• pp.63-71
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• 2009

The traditional portfolio optimization problem is to find an investment plan for securities with reasonable trade-off between the rate of return and the risk. The seminal work in this field is the mean-variance model by Markowitz, which is a quadratic programming problem. Since it is now computationally practical to solve the model, a number of alternative models to overcome this complexity have been proposed. In this paper, among the alternatives, we focus on the Mean Absolute Deviation (MAD) model. More specifically, we developed an algorithm to obtain an optimal portfolio from the MAD model. We showed mathematically that the algorithm can solve the problem to optimality. We tested it using the real data from the Korean Stock Market. The results coincide with our expectation that the method can solve a variety of problems in a reasonable computational time.

• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.165-181
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• 2010

This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

• 대한산업공학회지
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• 제29권2호
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• pp.179-189
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• 2003

Gate poly-silicon critical dimension is a prime characteristic of a metal-oxide-semiconductor field effect transistor. It is important to achieve the uniformity of gate poly-silicon critical dimension in order that a semiconductor device has acceptable electrical test characteristics as well as a semiconductor wafer fabrication process has a competitive net-die-per-wafer yield. However, on gate poly-silicon critical dimension, the complexity associated with a semiconductor wafer fabrication process entails hierarchical variance components according to run-to-run, wafer-to-wafer and even die-to-die production unit changes. Specifically, estimates of the hierarchical variance components are required not only for disclosing dominant sources of the variation but also for testing the wafer-level uniformity. In this paper, two experimental designs, a two-stage nested design and a randomized complete block design are considered in order to estimate the hierarchical variance components. Since gate poly-silicon critical dimensions are collected from fixed die positions within wafers, a factor representing die positions can be regarded as fixed in linear statistical models for the designs. In this context, the two-stage nested design also checks the wafer-level uniformity taking all sampled runs into account. In more detail, using variance estimates derived from randomized complete block designs, Duncan's multiple range test examines the wafer-level uniformity for each run. Consequently, a framework presented in this study could provide guidelines to practitioners on estimating the hierarchical variance components and testing the wafer-level uniformity in parallel for any characteristics concerned in semiconductor wafer fabrication processes. Statistical analysis is illustrated for an experimental dataset from a real pilot semiconductor wafer fabrication process.

• 대한산업공학회지
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• 제28권1호
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• pp.112-127
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• 2002

A useful pattern is a pattern that contributes much to learning. For a classification problem those patterns near the class boundary surfaces carry more information to the classifier. For a regression problem the ones near the estimated surface carry more information. In both cases, the usefulness is defined only for those patterns either without error or with negligible error. Using only the useful patterns gives several benefits. First, computational complexity in memory and time for learning is decreased. Second, overfitting is avoided even when the learner is over-sized. Third, learning results in more stable learners. In this paper, we propose a pattern 'utility index' that measures the utility of an individual pattern. The utility index is based on the bias and variance of a pattern trained by a network ensemble. In classification, the pattern with a low bias and a high variance gets a high score. In regression, on the other hand, the one with a low bias and a low variance gets a high score. Based on the distribution of the utility index, the original training set is divided into a high-score group and a low-score group. Only the high-score group is then used for training. The proposed method is tested on synthetic and real-world benchmark datasets. The proposed approach gives a better or at least similar performance.

• 한국ITS학회 논문지
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• 제10권3호
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• pp.85-94
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• 2011

스펙트럼 센싱은 인지 라디오에서 가장 핵심이 되는 기술이다. 이미 여러 논문에서 에너지 검출기를 바탕으로 하는 스펙트럼 센싱 기법들에 대해 연구하였지만, 실제 시스템에서는 노이즈의 분산을 정확히 추정하는 것이 어려우므로 에너지 검출기를 쓰면 시스템이 요구하는 오경보 확률을 유지할 수 없는 문제가 생긴다. 이에 본 논문에서는, 인지 라디오가 예측 가능하지만 알지 못하는 주사용자의 신호를 검출해야 할 때 노이즈의 분산을 몰라도 스펙트럼을 검출할 수 있는 새로운 검출기를 제안한다. 시뮬레이션을 통해 제안한 검출기는 노이즈의 분산을 몰라도 스펙트럼을 검출할 수 있으며 노이즈 분산의 변화에 강인한 특성을 지닌다는 것을 보인다.