• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.983-990
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• 2006

In this paper, we study an asymmetric power fractionally integrated GARCH model and find a region on which the process is stationary ergodic and has long memory property.

• Journal of Korean Society of Forest Science
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• v.106 no.2
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• pp.213-218
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• 2017

The purpose of this study was to develop age-biomass model in Chungnam region containing random effect. To develop the biomass model by species and tree component, data for Pinus densiflora in central region is collected to 30 plots (150 trees). The mixed model were used to fixed effect in the age-biomass relation for Pinus densiflora, with random effect representing correlation of survey area were obtained. To verify the evaluation of the model for random effect, the akaike information criterion (abbreviated as, AIC) was used to calculate the variance-covariance matrix, and residual of repeated data. The estimated variance-covariance matrix, and residual were -1.0022, 0.6240, respectively. The model with random effect (AIC=377.2) has low AIC value, comparison with other study relating to random effects. It is for this reason that random effect associated with categorical data were used in the data fitting process, the model can be calibrated to fit the Chungnam region by obtaining measurements. Therefore, the results of this study could be useful method for developing biomass model using random effects by region.

• Convergence Security Journal
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• v.8 no.4
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• pp.161-166
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• 2008

This paper proposes a new approach to align 3D data sets by using curvatures of feature surface. We use the Gaussian curvatures and the covariance matrix which imply the physical characteristics of the model to achieve registration of unaligned 3D data sets. First, the physical characteristics of local area are obtained by the Gaussian curvature. And the camera position of 3D range finder system is calculated from by using the projection matrix between 3D data set and 2D image. Then, the physical characteristics of whole area are obtained by the covariance matrix of the model. The corresponding points can be found in the overlapping region with the cross-projection method and it concentrates by removed points of self-occlusion. By the repeatedly the process discussed above, we finally find corrected points of overlapping region and get the optimized registration result.

• Journal of the Korean Statistical Society
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• v.15 no.2
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• pp.97-106
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• 1986

Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.2
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• pp.114-125
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• 2003

This paper proposes multivariate process capability indices (PCIs) for skewed populations using $T^2$rand modified process region approaches. The proposed methods are based on the multivariate version of a weighted standard deviation method which adjusts the variance-covariance matrix of quality characteristics and approximates the probability density function using several multivariate Journal distributions with the adjusted variance-covariance matrix. Performance of the proposed PCIs is investigated using Monte Carlo simulation, and finite sample properties of the estimators are studied by means of relative bias and mean square error.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.6
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• pp.1114-1119
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• 2002

In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on 12-norm of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters for small order systems. In designing Kalman filters, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2001.10a
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• pp.313-318
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• 2001

In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on $L_2-norm$ of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters. In designing Kalman filters for small order systems, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

• Journal of information and communication convergence engineering
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• v.9 no.5
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• pp.505-509
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• 2011

This paper attempts to classify known facial expressions and to establish the correlations between two regions (eye + eyebrows and mouth) in identifying the six prototypic expressions. Covariance is used to describe region texture that captures facial features for classification. The texture captured exhibit the pattern observed during the execution of particular expressions. Feature matching is done by simple distance measure between the probe and the modeled representations of eye and mouth components. We target JAFFE database in this experiment to validate our claim. A high classification rate is observed from the mouth component and the correlation between the two (eye and mouth) components. Eye component exhibits a lower classification rate if used independently.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2009.01a
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• pp.223-228
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• 2009

We propose an on-line machine learning approach for object recognition, where new images are continuously added and the recognition decision is made without delay. Random forest (RF) classifier has been extensively used as a generative model for classification and regression applications. We extend this technique for the task of building incremental component-based detector. First we employ object descriptor model based on bag of covariance matrices, to represent an object region then run our on-line RF learner to select object descriptors and to learn an object classifier. Experiments of the object recognition are provided to verify the effectiveness of the proposed approach. Results demonstrate that the propose model yields in object recognition performance comparable to the benchmark standard RF, AdaBoost, and SVM classifiers.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.15 no.2
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• pp.364-370
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• 2011

This paper propose a novel method for tracking moving object based on covariance matrix and Riemannian Manifolds. With image backgrounds continuously changed, we use the covariance matrices to extract features for tracking nonrigid object undergoing transformation and deformation. The covariance matrix can make fusion of different types of features and has its small dimension, therefore we enable to handle the spatial and statistical properties as well as the component correlation. The proposed method can estimate the position of the moving object by employing the covariance matrix of object region as a feature vector and comparing the candidate regions. Rimannian Geometry is efficiently adapted to object deformation and change of shape and improve the accuracy by using geodesic distance to predict the estimated position with the minimum distance. The experimental results have shown that the proposed method correctly tracked the moving object.