• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.33-39
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• 2013

In the transformation of response variable in partial linear models outliers can cause a bad effect on estimating the transformation parameter, just as in the linear models. To solve this problem the processes of estimating transformation parameter and detecting outliers are needed, but have difficulties to be performed due to the arbitrariness of the nonparametric function included in the partial linear model. In this study, through the estimation of nonparametric function and outlier detection methods such as a sequential test and a maximum trimmed likelihood estimation, processes for transforming response variable robust to outliers in partial linear models are suggested. The proposed methods are verified and compared their effectiveness by simulation study and examples.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.4
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• pp.1866-1883
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• 2019

As the youngest branch of information hiding, network covert timing channels conceal the existence of secret messages by manipulating the timing information of the overt traffic. The popular model-based framework for constructing covert timing channels always utilizes cumulative distribution function (CDF) of the inter-packet delays (IPDs) to modulate secret messages, whereas discards high-order statistics of the IPDs completely. The consequence is the vulnerability to high-order statistical tests, e.g., entropy test. In this study, a rich security model of covert timing channels is established based on IPD chains, which can be used to measure the distortion of multi-order timing statistics of a covert timing channel. To achieve rich security, we propose two types of covert timing channels based on nested lattices. The CDF of the IPDs is used to construct dot-lattice and interval-lattice for quantization, which can ensure the cell density of the lattice consistent with the joint distribution of the IPDs. Furthermore, compensative quantization and guard band strategy are employed to eliminate the regularity and enhance the robustness, respectively. Experimental results on real traffic show that the proposed schemes are rich-secure, and robust to channel interference, whereas some state-of-the-art covert timing channels cannot evade detection under the rich security model.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.1
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• pp.1-6
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• 2021

This research examines the stock market index determinants and the prediction using the FFT curve fitting of the Jakarta Stock Exchange (JKSE) Composite Index during the COVID-19 pandemic. This paper has used daily data of Jakarta Stock Exchange (JKSE) Composite Index, interest rate, and exchange rate from 15 October 2019 to 15 September 2020, and a total of 224 observations, retrieved from Indonesia Stock Exchange (IDX), Indonesia Statistics Central Bureau and Observation & Research of Taxation. The study covers descriptive statistics, multicollinearity test, hypothesis tests, determination test, and prediction using FFT curve fitting. The results unveil four fresh and robust evidence. Partially, the interest rate has affected positively and significantly the stock market index. Partially, the exchange rate has affected negatively and significantly the stock market index. The F-test result, interest rate, and exchange rate have significantly affected the stock market index (JKSE) simultaneously. Furthermore, the FFT curve fitting has predicted that the stock market fluctuates and increases over time. The results have shown a strong influence of the independent variables and the dependent variable. The value of Adjusted R-Square is 0.719, which means that the independent variables have simultaneously impacted the dependent variable for 71.9%; other factors have influenced the remaining 28.1%.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.3
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• pp.740-753
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• 2023

Text recognition in natural scene images is a challenging problem in computer vision. The accurate identification of ship number characters can effectively improve the level of ship traffic management. However, due to the blurring caused by motion and text occlusion, the accuracy of ship number recognition is difficult to meet the actual requirements. To solve these problems, this paper proposes a dual-branch network based on the CRNN identification network. The network couples image restoration and character recognition. The CycleGAN module is used for blur restoration branch, and the Pix2pix module is used for character occlusion branch. The two are coupled to reduce the impact of image blur and occlusion. Input the recovered image into the text recognition branch to improve the recognition accuracy. After a lot of experiments, the model is robust and easy to train. Experiments on CTW datasets and real ship maps illustrate that our method can get more accurate results.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.389-402
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• 2023

Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.677-686
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• 2009

Stratification of population is widely used to improve the efficiency of the estimation in a sample survey. However, it causes several problems when there are some variables containing outliers. To overcome these problems, Park and Yun (2008) proposed a rather subjective method, which finds outliers before $\kappa$-means clustering for stratification. In this study, we propose the $\kappa$-spatial medians clustering method which is more robust than $\kappa$-means clustering method and also does not need the process of finding outliers in advance. We investigate the characteristics of the proposed method through a case study used in Park and Yun (2008) and confirm the efficiency of the proposed method.

• Journal of Korean Society for Quality Management
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• v.44 no.2
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• pp.245-264
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• 2016

Purpose: This article focuses on the reviewing the papers published in the Journal of the Korean Society for Quality Control (JKSQC) and the Journal of the Korean Society for Quality Management (JKSQM) since 1965, in the area of design of experiments. In this paper, moreover, some other contents of another statistical quality control areas is included. Methods: The reviewed articles are classified into the three main categories: theory and application of experimental designs, response surface methodology and mixture experiments, and roust designs. Some omitted papers in the other areas of reviewing works are also included in this paper, and the contents and relationships of the published articles are examined and summarized in each sub-field. Results: We summarize the reviewed papers in the chronological road-maps for each sub-field, and outline the relations of the connected papers. We provide comments on the contents and the contributions of the reviewed papers. The future direction of the research in the theory and application areas of experimental designs can be provided by the contents of this research. Conclusion: The diverse topics on the improving the quality in the various industry fields are studied and published on the theory, methodology and the empirical application in the fields of designs of experiments. We can see that the Korean Society for Quality Management (KSQM) has tremendously contributed on the improvement of quality in the manufacturing and service industries by publishing the reviewed articles in this paper.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1039-1047
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• 2014

An autoregressive model with normal errors is a natural model that attempts to fit time series data. More flexible models that include normal distribution as a special case are necessary because they can cover normality to non-normality models. The skewed exponential power distribution is a possible candidate for autoregressive models errors that may have tails lighter(platykurtic) or heavier(leptokurtic) than normal and skewness; in addition, the use of skewed exponential power distribution can reduce the influence of outliers and consequently increases the robustness of the analysis. We use SIR algorithm and grid method for an efficient Bayesian estimation.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.205-213
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• 2012

Transforming response variable is a general tool to adapt data to a linear regression model. However, it is well known that response transformations in linear regression are very sensitive to one or a few outliers. Many methods have been suggested to develop transformations that will not be influenced by potential outliers. Recently Cheng (2005) suggested to using a trimmed likelihood estimator based on the idea of the least trimmed squares estimator(LTS). However, the method requires presetting the number of outliers and needs many computations. A new method is proposed, that can solve the problems addressed and improve the robustness of the estimates. The method uses a stepwise procedure, suggested by Hadi and Simonoff (1993), to detect outliers that determine response transformations.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.99-109
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• 2019

We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.