• 응용통계연구
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• 제15권2호
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• pp.269-279
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• 2002

다중 이상점 과 다중 지렛점의 식별은 가장효과(masking effect)와 편승효과(swamping effect)에 영향을 받으므로 어려움이 존재한다. Rousseeuw와 van Zomeren(1990)은 LMS (Least Median of Squares) 회귀방법과 MVE(Minimum Volume Ellipsoid) 통계량을 이용하여 다중 이상점과 다중 지렛점을 식별하였다. 그러나 이들의 방법은 LMS와 MVE의 강한 로버스트성으로 인하여 이상점과 지렛점이 아닌 점들도 이상점과 지렛점으로 식별하는 경향이 있다. Fung(1993)은 식별된 이상점과 지렛점들에 대하여 재확인방법을 제안하였는데 이 방법은 인근효과(adjacent effect)에 영향을 받아 이상점과 지렛점을 식별하는데 문제가 있는 것으로 분석되었다. 본 논문은 이러한 문제점을 지적하고 새로운 방법을 제안하여 식별된 이상점과 지렛점을 재확인하고자 한다.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.41-61
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• 2001

The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

• Journal of information and communication convergence engineering
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• 제9권2호
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• pp.201-206
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• 2011

FRUC (Frame Rate Up-Conversion) technique needs an effective frame interpolation algorithm using motion information between adjacent neighboring frames. In order to have good visual qualities in the interpolated frames, it is necessary to develop an effective detection and interpolation algorithms for occluded regions. For this aim, this paper proposes an effective occluded region detection algorithm through the adaptive forward and backward motion searches and also by introducing the minimum value of normalized cross-correlation coefficient (NCCC). That is, the proposed scheme looks for the location with the minimum sum of absolute differences (SAD) and this value is compared to that of the location with the maximum value of NCCC based on the statistics of those relations. And, these results are compared with the size of motion vector and then the proposed algorithm decides whether the given block is the occluded region or not. Furthermore, once the occluded regions are classified, then this paper proposes an adaptive interpolation algorithm for occluded regions, which still exist in the merged frame, by using the neighboring pixel information and the available data in the occluded block. Computer simulations show that the proposed algorithm can effectively classify the occluded region, compared to the conventional SAD-based method and the performance of the proposed interpolation algorithm has better PSNR than the conventional algorithms.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.479-485
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• 2009

When a part of data is unobserved the marginal likelihood of parameters given the observed data often involves analytically intractable high dimensional integral and hence it is hard to find the maximum likelihood estimate of the parameters. Simulated maximum likelihood(SML) method which estimates the marginal likelihood via Monte Carlo importance sampling and optimize the estimated marginal likelihood has been used in many applications. A key issue in SML is to find a good proposal density from which Monte Carlo samples are generated. The optimal proposal density is the conditional density of the unobserved data given the parameters and the observed data, and attempts have been given to find a good approximation to the optimal proposal density. Algorithms which adaptively improve the proposal density have been widely used due to its simplicity and efficiency. In this paper, we describe a fully adaptive algorithm which has been used by some practitioners but has not been well recognized in statistical literature, and evaluate its estimation performance and robustness via a simulation study. The simulation study shows a great improvement in the order of magnitudes in the mean squared error, compared to non-adaptive or partially adaptive SML methods. Also, it is shown that the fully adaptive SML is robust in a sense that it is insensitive to the starting points in the optimization routine.

• The Journal of the Acoustical Society of Korea
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• 제20권4E호
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• pp.52-60
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• 2001

This paper describes real time implementation of subband sound localization system on a floating-point DSP TI TMS320C31. The system determines two dimensional location of an active speaker in a closed room environment with real noise presents. The system consists of an two microphone array connected to TI DSP hosted by PC. The implemented sound localization algorithm is Subband CPSP which is an improved version of traditional CPSP (Cross-Power Spectrum Phase) method. The algorithm first split the input speech signal into arbitrary number of subband using subband filter banks and calculate the CPSP in each subband. It then averages out the CPSP results on each subband and compute a source location estimate. The proposed algorithm has an advantage over CPSP such that it minimize the overall estimation error in source location by limiting the specific band dominant noise to that subband. As a result, it makes possible to set up a robust real time sound localization system. For real time simulation, the input speech is captured using two microphone and digitized by the DSP at sampling rate 8192 hz, 16 bit/sample. The source location is then estimated at once per second to satisfy real-time computational constraints. The performance of the proposed system is confirmed by several real time simulation of the speech at a distance of 1m, 2m, 3m with various speech source locations and it shows over 5% accuracy improvement for the source location estimation.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제5권1호
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• pp.13-20
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• 2005

This paper addresses a new blind channel equalization method using fourth-order cumulants of channel inputs and a three-layer neural network equalizer. The proposed algorithm is robust with respect to the existence of heavy Gaussian noise in a channel and does not require the minimum-phase characteristic of the channel. The transmitted signals at the receiver are over-sampled to ensure the channel described by a full-column rank matrix. It changes a single-input/single-output (SISO) finite-impulse response (FIR) channel to a single-input/multi-output (SIMO) channel. Based on the properties of the fourth-order cumulants of the over-sampled channel inputs, the iterative algorithm is derived to estimate the deconvolution matrix which makes the overall transfer matrix transparent, i.e., it can be reduced to the identity matrix by simple recordering and scaling. By using this estimated deconvolution matrix, which is the inverse of the over-sampled unknown channel, a three-layer neural network equalizer is implemented at the receiver. In simulation studies, the stochastic version of the proposed algorithm is tested with three-ray multi-path channels for on-line operation, and its performance is compared with a method based on conventional second-order statistics. Relatively good results, withe fast convergence speed, are achieved, even when the transmitted symbols are significantly corrupted with Gaussian noise.

• 응용통계연구
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• 제17권2호
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• pp.347-357
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• 2004

의사결정나무에서 분리 변수를 선택하는 것은 매우 중요한 일이다. C4.5는 변수 선택에 있어 연속형 변수로의 변수 선택 편의가 심각하고, QUEST는 연속형 변수와 관련해서 정규성 가정이 위반될 경우 변수 선택력이 떨어진다. 본 논문에서는 통계적 로버스트 검정 알고리즘을 제안하고, 모의 실험을 통하여 C4.5, QUEST그러고 제안된 알고리즘의 효율성을 비교하였다. 실험 결과 제안된 알고리즘이 변수 선택 편의와 변수 선택력 측면에서 로버스트함을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.265-275
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• 2009

지역적 공간의 특성을 고려한 공간선형회귀모형을 다루는 대부분의 연구들에서 사용되고 있는 자료는 완전한 상태임을 고려하고 있다. 하지만 공간선형회귀모형을 정확히 추론함에 있어서 완전한 자료가 사용 가능한 경우는 그다지 많지가 않은 것이 현실이다. 만약 이러한 상황을 고려하지 않고 통계적 추론을 할 경우 잘못된 결론이 도출될 수 있다. 본 연구에서는 오차항이 일차 공간자기상관을 따르는 공간선형회귀모형에서 자료가 불완전한 상태 일 경우 일반화 최대엔트로피 형식을 이용하여 미지의 모수를 추정하는 방법을 제안하였고 몬테카를로 모의실험을 통하여 여러 전통적인 추정량들과 효율성을 비교하였다. 그 결과, 자료가 불완전한 상태에서 일반화 최대엔트로피 추정량이 다른 추정방법들에 비해 효율적인 추정치를 제공하였다.

• 가족자원경영과 정책
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• 제15권1호
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• pp.29-49
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• 2011

Social capital theory provides a robust framework for analyzing economic well being. The purpose of this study was to investigate the effects of social capital on the economic satisfaction of retirees in Korea. The data from the first wave of KLoSA(Korean Longitudinal Study of Aging) were used(n=1,628). SPSS 12.0 was used for descriptive statistics and multiple regression analysis. The major findings were as follows: First, after controlling for gender, age, region, housing tenure, and personal income, the social capital of the retirees, including cognitive social capital(trust and reciprocity) and structural social capital(emotional and economic familial support, and a well-developed social network), contributes to increases in their economic well-being. Second, the degree of effect social capital has on well-being varied by gender and age; the effect was also different according to gender, regardless of the person's age. These empirical results provide a basis for the institution of policies that help bolster economic wellbeing for retirees by creating conditions that increase social capital in this group.

• 한국통신학회논문지
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• 제24권9B호
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• pp.1616-1623
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• 1999

본 논문에서는 광대역 코드분할 다중접속(W-CDMA : Wideband-Code Division Multiple Access)방식을 이용하는 전력제어된 무선가입자망(WLL : Wireless Local Loop)시스템에서 무선구간 데이터전송을 위하여 에러제어방식이 추가된 WLL 시스템의 성능을 비교하였다. 영상코딩에는 baseline JPEG 압축방식을 사용하였고 채널코딩에는 연속적인 에러 수정을 위해 RS(Reed-Solomon)코드와 길쌈부호가 연쇄된 truncated Type-I Hybrid ARQ 방식을 이용하였다. truncated Type-I Hybrid ARQ방식을 적용한 경우 같은 BER에 대하여 실제 WLL시스텝보다 약 2dB의 Eb/No 이득이 있음을 시뮬레이션을 통해 알 수 있었다. 따라서 효과적인 저비트율(Low-Bit Rate)의 영상전송을 위한 방법을 제시하여 음성과 동일한 전력으로도 데이터의 요구 BER을 유지할 수 있도록 하였다.