• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.197-203
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• 2012

In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.337-347
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• 1995

In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

• Communications for Statistical Applications and Methods
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• v.20 no.1
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• pp.63-75
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• 2013

In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

• Journal of applied mathematics & informatics
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• v.41 no.6
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• pp.1275-1301
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• 2023

This paper introduced the Weibull Marshall-Olkin Power Lomax (WMOPL) distribution. The statistical aspects of the proposed model are presented, such as the quantiles function, moments, mean residual life and mean deviations, variance, skewness, kurtosis, and reliability measures like the residual life function, and stress-strength reliability. The parameters of the new model are estimated using six different methods, and simulation research is illustrated to compare the six estimation methods. In the end, two real data sets show that the Weibull Marshall-Olkin Power Lomax distribution is flexible and suitable for modeling data.

• Journal of the Korean Operations Research and Management Science Society
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• v.41 no.3
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• pp.1-21
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• 2016

The Markowitz portfolio selection model uses estimators to deduce input parameters. However, the estimation errors of input parameters negatively influence the performance of portfolios. Therefore, this model cannot be reliably applied to real-world investments. To overcome this problem, we suggest an algorithm that can exclude stocks with large estimation error from the portfolio by applying a tracking signal to the Markowitz portfolio selection model. By calculating the tracking signal of each stock, we can monitor whether unexpected departures occur on the outcomes of the forecasts on rate of returns. Thereafter, unreliable stocks are removed. By using this approach, portfolios can comprise relatively reliable stocks that have comparatively small estimation errors. To evaluate the performance of the proposed approach, a 10-year investment experiment was conducted using historical stock returns data from 6 different stock markets around the world. Performance was assessed and compared by the Markowitz portfolio selection model with additional constraints and other benchmarks such as minimum variance portfolio and the index of each stock market. Results showed that a portfolio using the proposed approach exhibited a better Sharpe ratio and rate of return than other benchmarks.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.5D
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• pp.677-684
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• 2008

The paper provides an approximate cost estimating model that can be used for tunnel. Based on the previous study analyzed critical factors that have impact on tunnel construction cost, this paper establishes a cost variance index table that reflects the cost impacts due to the change of the critical cost factors. An estimating procedure is described utilizing the index table. For the verification of the suggested model, the comparison of the estimated construction cost with real project cost is performed. The estimated results range from 95%~111% of the real project costs. As an approximate tunnel cost estimating model, the model can be utilized to quickly estimate tunnel construction costs based on the conceptual information at the planning stage and to efficiently make a decision on design alternatives.

• The Journal of the Acoustical Society of Korea
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• v.37 no.6
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• pp.457-467
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• 2018

This paper presents performance comparison of several high-resolution frequency estimation algorithms for pure real tone signal. Algorithms are DFT (Discrete Fourier Transform - for reference purpose), Jacobsen, Candan, reassignment and Cedron. Each algorithm is evaluated under various experimental conditions, e.g., different SNR (Signal to Noise Ratio), window function and window length and performance is compared in the perspective of bias, MSE (Mean Square-Error) and variance. Experimental results indicate that Cedron algorithms works well in the most cases. For actual usage in the engineering problem, each algorithm needs additional analysis and modification.

• Journal of Korean Society of Transportation
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• v.23 no.5 s.83
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• pp.135-146
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• 2005

Up to now studies on the fusion of travel time from various detectors have been conducted based on the variance raito of the intermittent data mainly collected by GPS or probe vehicles. The fusion model based on the variance ratio of intermittent data is not suitable for the license plate recognition AVIs which can deal with vast amount of data. This study was carried out to develop the fusion model based on travel time acquired from the license plate recognition AVIs and the point detectors. In order to fuse travel time acquired from the point detectors and the license plate recognition AVIs, the optimized fusion model and the proportional fusion model were developed in this study. As a result of verification, the optimized fusion model showed the superior estimation performance. The optimized fusion model is the dynamic fusion ratio estimation model on real time base, which calculates fusion weights based on real time historic data and applies them to the current time period. The results of this study are expected to be used effectively for National Highway Traffic Management System to provide traffic information in the future. However, there should be further studies on the Proper distance for the establishment of the AVIs and the license plate matching rate according to the lanes for AVIs to be established.

• The Journal of the Acoustical Society of Korea
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• v.39 no.3
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• pp.179-190
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• 2020

In this paper, we estimated the Direction of Arrival (DOA) using Conventional BeamForming (CBF), adaptive beamforming and compressive beamforming. Minimum Variance Distortionless Response (MVDR) and Multiple Signal Classification (MUSIC) are used as the adaptive beamforming, and grid-free compressive sensing is applied for the compressive sensing beamforming. Theoretical background and limitations of each technique are introduced, and the performance of each technique is compared through simulation and real experiments. The real experiments are conducted in the presence of reflected signal, transmitting a sound using two speakers and receiving acoustic data through a linear array consisting of eight microphones. Simulation and experimental results show that the adaptive beamforming and the grid-free compressive beamforming have a higher resolution than conventional beamforming when there are uncorrelated signals. On the other hand, the performance of the adaptive beamforming is degraded by the reflected signals whereas the grid-free compressive beamforming still improves the conventional beamforming resolution regardless of reflected signal presence.

• The Journal of the Acoustical Society of Korea
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• v.30 no.8
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• pp.474-481
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• 2011

Conventional beamforming is ineffective in producing directional information in system with sparse degree of the freedom such as DIFAR (DIrectional Frequency Analysis and Recording) sonobuoy and in the presence of high directional noise. In this paper, Adaptive beamforming techniques are applied to produce directional spectra from a small number of sensors in highly directional noise environment. Conventional method as well as minimum variance and eigenvectors as adaptive method are evaluated via numerical test and real data.