• 응용통계연구
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• 제1권2호
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• pp.10-26
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• 1987

미래의 한 관측값이 여러 방법으로 예측되었을 때, 이들 예측값들을 적절한 방법으로 결합 시키면 더 좋은 예측값을 얻을수 있게 된다. 본 논문에서는 결합예측을 위한 기존의 방법들을 간략히 소개하고, 결합 가중치의 추정을 위한 몇가지 대안적 절차를 제시한 후, 국내의 여러 자료들을 이용한 실증적 분석을 통하여 결합방법들에 대한 예측력을 비교 $\cdot$ 검토하게 된다. 실증적 분석 결과에 의하면, 제한 회귀가중치, 제한 로버스트 회귀가중치 및 혼합 회귀 가중치에 의한 결합방법들이 로버스트했다. 그러나 모든 경우에서 항상 가장 우수한 결합 방법은 발견될 수 없으므로 사전적으로 개별예측들의 특성을 분석하여, 대응되는 결합방법을 선책한다면 보다 유용한 예측결과를 얻을수 있게 된다.

• 대한의용생체공학회:의공학회지
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• 제31권2호
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• pp.134-140
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• 2010

Readily available high resolution brain MRI scans allow detailed visualization of the brain structures. Researchers have focused on developing methods to quantify shape differences specific to diseased scans. We have developed a novel method to quantify shape information for a specific population based on Multidimensional scaling(MDS). MDS is a well known tool in statistics and here we apply this classical tool to quantify shape change. Distance measures are required in MDS which are computed from pair-wise image registrations of the training set. Registration step establishes spatial correspondence among scans so that they can be compared in the same spatial framework. One benefit of our method is that it is quite robust to errors in registrations. Applying our method to 13 brain MRI showed clear separation between normal and diseased (Cushing's syndrome). Intentionally perturbing the image registration results did not significantly affect the separability of two clusters. We have developed a novel method to quantify shape based on MDS, which is robust to image mis-registration.

• Wind and Structures
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• 제26권6호
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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• pp.2411-2414
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• 2003

In this paper, we present a digital image authentication using semi-fragile watermarking techniques. The algorithm is robust to innocuous manipulations while detecting malicious manipulations. Specifically, the proposed method is designed for the purpose of the real time authentication of an image frame captured from a digital camera due to its easy H/W implementation, security and visible verification. To achieve the semi-fragile characteristics that survive a certain amount of compression, we employ the invariant property of DCT coefficients' quantization proposed by Lin and Chang [1]. The binary watermark bits are generated by exclusive ORing the binary logo with pseudo random binary sequences. Then watermark bits are embedded into the LSBs of pre-quantized DCT coefficients in the medium frequency range. Verification is carried out easily due to visually recognizable pattern of the logo extracted by exclusive ORing the LSBs of the embedded DCT coefficient with pseudo random number seeded by a secret key. By the experiment results, this method is not only robust to JPEG compression but also it detects powerfully alterations of the original image, such as the tempering of images.

• 인터넷정보학회논문지
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• 제1권1호
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• pp.63-72
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• 2000

데이터마이닝은 방대한 데이터 자료로부터 숨어있는 지식이나 유용한 정보를 추출하는 과정이다. 이러한 데이터 마이닝 알고리즘은 통계학, 전자계산학, 그리고 기계학습 분야에서의 오랜 기간동안 이루어진 연구 결과의 산물이다. 어느 특정한 상황에 적용하는 특정한 기술들의 선택은 구현되어야 하는 데이터 마이닝 임무의 성격과 가용한 데이터의 성격에 의존한다. 데이터 마이닝에는 여러 임무가 있으며, 그 중에서 가장 대표적인 임무가 분류라고 (classification) 볼 수 있다. 분류는 인간 사고의 기본적인 요소이기 때문에 여러 응용 분야에서 많은 연구가 진행되어 왔으며, 문제 분석의 첫 단계라고 볼 수 있다. 본 논문에서는 학습문제에서 강건성(robust)을 갖는 유전자 알고리즘 기반의 분류시스템을 제안하고, 데이터 마이닝에서 중요한 분류기능에 관련된 문제인 nDmC에 응용해서 그 유효성을 검증한다.

• 한국수학교육학회지시리즈A:수학교육
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• 제45권2호
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• pp.145-154
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• 2006

The main purpose of this study is to investigate the effect of departures from normality and equal variance on the two-sample test when the variances are unknown. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. But the change of type I error was mainly based on the skewness of the parent population. In introductory statistics classes where data analysis includes techniques for detecting skewness of two populations, we recommend the two-sample t-test when maximal skewness of two populations is smalter than the value 4 when the variances seem equal. Furthermore, our simulations reveal that the two-sample t-test appears somewhat more robust than that of z-test if the assumption of equal variance is satisfied. In the case of unequal variance, the two-sample t-test appears somewhat more robust provided the t-statistic using Satterthwaite's approximate degrees of freedom.

• International Journal of Reliability and Applications
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• 제7권2호
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• pp.101-110
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• 2006

Let E be a set of n quantitative observations under the time control. The interval of time is to be split into several subintervals such that the observations in each subinterval are almost similar, whereas the observations between the subintervals are very dissimilar. The corresponding time-subintervals become periods or phases of the development that exist in the underlying phenomenon. Aboukalam(2005) proposes a robust solution based on some initial subintervals and a technique for combining any two successive groups in that starter using a t-test under a fixed significant level ($\alpha$). The inconvenience is that; the technique reliability is not released from the level $\alpha$ which must not be defined apart from the number of the periods that is, in its turn, unknown. To avoid this, we propose what so called; most significant periods solution. The new technique constructs its own initial subintervals and uses another way for combining the groups. However, the way of determining and treating outliers has not changed. This paper conducts many empirical simulations using different possible time dominated data in order to illustrate the reliability of the proposed technique. Finally, we apply both techniques on some real time dominated data to explain the advantage of the proposal.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 제38회 하계학술대회
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• pp.1797-1798
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• 2007

In field of voice pathology, diverse statistics extracted form pitch estimation were commonly used to assess voice quality. In this study, we proposed robust pitch detection algorithm which can estimate pitch of pathological voices in benign vocal fold lesions. we also compared our proposed algorithm with three established pitch detection algorithms; autocorrelation, simplified inverse filtering technique, and nonlinear state-space embedding methods. In the database of total pathological voices of 99 and normal voices of 30, an analysis of errors related with pitch detection was evaluated between pathological and normal voices, or among the types of pathological voices. According to the results of pitch errors, gross pitch error showed some increases in cases of pathological voices; especially excessive increase in PDA based on nonlinear time-series. In an analysis of types of pathological voices classified by aperiodicity and the degree of chaos, the more voice has aperiodic and chaotic, the more growth of pitch errors increased. Consequently, it is required to survey the severity of tested voice in order to obtain accurate pitch estimates.

• 정보보호학회논문지
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• 제31권6호
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• pp.1171-1179
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• 2021

본 논문에서는 저품질 이미지에 적용된 미디언 필터링를 검출하는 기법을 제안하고자 한다. 이러한 미디언 필터링검출은 이미지 포렌식 기법에 사용되고 있는 것으로 제안된 방법에서는 원본 이미지와 미디언 필터링된 이미지를 구분하기 위하여 공간 영역에서 통계적 특징 정보를 추출하고 확장시킨다. 확장된 특징 정보는 마르코프 모델을 사용하고 강인한 특징 집합을 생성하기 위하여 다중 방향 배열을 사용한다. 제안된 방법에서는 검출 정확도를 높이기 위하여 텍스처 연산자를 사용하고 SVM 분류기를 통하여 분류 모델을 훈련시킨다. 실험 결과에서는 JPEG 압축을 사용한 저품질 이미지에서 제안한 방법의 우수함을 보인다.

• The Journal of Asian Finance, Economics and Business
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• 제9권7호
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.