• Title/Summary/Keyword: Robust Statistics

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An Outlier Detection Method in Penalized Spline Regression Models (벌점 스플라인 회귀모형에서의 이상치 탐지방법)

  • Seo, Han Son;Song, Ji Eun;Yoon, Min
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.687-696
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    • 2013
  • The detection and the examination of outliers are important parts of data analysis because some outliers in the data may have a detrimental effect on statistical analysis. Outlier detection methods have been discussed by many authors. In this article, we propose to apply Hadi and Simonoff's (1993) method to penalized spline a regression model to detect multiple outliers. Simulated data sets and real data sets are used to illustrate and compare the proposed procedure to a penalized spline regression and a robust penalized spline regression.

OSR CFAR Robust to Multiple Underwater Target Environments (다중 수중 표적 환경에 강인한 OSR CFAR 알고리듬)

  • Hong, Seong-Won;Han, Dong-Seog
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.48 no.4
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    • pp.47-52
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    • 2011
  • Constant false alarm rate (CFAR) is an automatic detection algorithm for active sonar system. Among several CFAR algorithms, ordered statistics (OS) CFAR has the best performance over cell averaging (CA), smallest of (SO), greatest of (GO) algorithms at non-homogeneous environments. However, OS CFAR has the disadvantage of bad detection performance in multiple target conditions. We suggest an ordered statistics ratio (OSR) CFAR algorithm that is robust to multiple target environments. The proposed and conventional schemes are compared with computer simulations.

Robust group independent component analysis (로버스트 그룹 독립성분분석)

  • Kim, Hyunsung;Li, XiongZhu;Lim, Yaeji
    • The Korean Journal of Applied Statistics
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    • v.34 no.2
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    • pp.127-139
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    • 2021
  • Independent Component Analysis is a popular statistical method to separate independent signals from the mixed data, and Group Independent Component Analysis is an its multi-subject extension of Independent Component Analysis. It has been applied Functional Magnetic Resonance Imaging data and provides promising results. However, classical Group Independent Component Analysis works poorly when outliers exist on data which is frequently occurred in Magnetic Resonance Imaging scanning. In this study, we propose a robust version of the Group Independent Component Analysis based on ROBPCA. Through the numerical studies, we compare proposed method to the conventional method, and verify the robustness of the proposed method.

A Structural Design of Microgyroscope Using Kriging Approximation Model (크리깅 근사모델을 이용한 마이크로 자이로스코프의 구조설계)

  • Kim, Jong-Kyu;Lee, Kwon-Hee
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.7 no.4
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    • pp.149-154
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    • 2008
  • The concept of robust design was introduced by Dr. G. Taguchi in the late 1940s, and his technique has become commonly known as the Taguchi method or the robust design. In this research, a robust design procedure for microgyroscope is suggested based on the kriging and optimization approaches. The kriging interpolation method is introduced to obtain the surrogate approximation model of true function. Robustness is calculated by the kriging model to reduce real function calculations. For this, objective function is represented by the probability of success, thus facilitating robust optimization. The statistics such as mean and variance are obtained based on the reliable kriging model and the second-order statistical approximation method.

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Imputation using response probabilities

  • Kim, Jae-Kwang;Park, Hyeon-Ah;Jeon, Jong-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.207-212
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    • 2003
  • In this paper, we propose a class of imputed estimators using response probability. The proposed estimator can be justified under the response probability model and thus is robust against the failure of the assumed imputation model. We also propose a variance estimator that is justified under the response probability model.

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A Comparative Study on Bayes Estimators for the Multivariate Normal Mcan

  • Kim, Dal-Ho;Lee, In suk;Kim, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.501-510
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    • 1999
  • In this paper, we consider a comparable study on three Bayes procedures for the multivariate normal mean estimation problem. In specific we consider hierarchical Bayes empirical Bayes and robust Bayes estimators for the normal means. Then three procedures are compared in terms of the four comparison criteria(i.e. Average Relative Bias (ARB) Average Squared Relative Bias (ASRB) Average Absolute Bias(AAB) Average Squared Deviation (ASD) using the real data set.

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On Combination of Several Weighted Logrank Tests

  • Park, Sang-Gue;Jeong, Gyu-Jin
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.213-220
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    • 1995
  • We consider a class of the weighted logrank tests and 4 types of weights in this class. We propese a test based on the maximum of 4 weighted logrank statistics and suggest a simulation techniqur to obtain the p-value of proposed test. It is shown through the simulation studies that the proposed test is robust and has reasonably good powers comparing with the well known efficient tests.

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A Study on Nonparametric Selection Procedures for Scale Parameters

  • Song, Moon-Sup;Chung, Han-Young;Kim, Dong-Jae
    • Journal of the Korean Statistical Society
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    • v.14 no.1
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    • pp.39-47
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    • 1985
  • In this paper, we propose some nonparametric subset selection procedures for scale parameters based on rank-likes. The proposed procedures are compared to the Gupta-Sobel's parametric prcedure through a small-sample Monte Carlo study. The results show that the nonparametric procedures are quite robust for heavy-tailed distributions, but they have somewhat low efficiencies.

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Model-Robust G-Efficient Cuboidal Experimental Designs (입방형 영역에서의 G-효율이 높은 Model-Robust 실험설계)

  • Park, You-Jin;Yi, Yoon-Ju
    • IE interfaces
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    • v.23 no.2
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    • pp.118-125
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    • 2010
  • The determination of a regression model is important in using statistical designs of experiments. Generally, the exact regression model is not known, and experimenters suppose that a certain model form will be fit. Then an experimental design suitable for that predetermined model form is selected and the experiment is conducted. However, the initially chosen regression model may not be correct, and this can result in undesirable statistical properties. We develop model-robust experimental designs that have stable prediction variance for a family of candidate regression models over a cuboidal region by using genetic algorithms and the desirability function method. We then compare the stability of prediction variance of model-robust experimental designs with those of the 3-level face centered cube. These model-robust experimental designs have moderately high G-efficiencies for all candidate models that the experimenter may potentially wish to fit, and outperform the cuboidal design for the second-order model. The G-efficiencies are provided for the model-robust experimental designs and the face centered cube.

A Study of Noise Robust Content-Based Music Retrieval System (잡음에 강인한 내용기반 음악 검색 시스템에 대한 연구)

  • Yoon, Won-Jung;Park, Kyu-Sik
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.45 no.6
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    • pp.148-155
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    • 2008
  • In this paper, we constructed the noise robust content-based music retrieval system in mobile environment. The performance of the proposed system was verified with ZCPA feature which is blown to have noise robust characteristic in speech recognition application. In addition, new indexing and fast retrieval method are proposed to improve retrieval speed about 99% compare to exhaustive retrieval for large music DB. From the computer simulation results in noise environment of 15dB - 0dB SNR, we confirm the superior performance of the proposed system about 5% - 30% compared to MFCC and FBE(filter bank energy) feature.