• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1059-1066
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• 2016

In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.

• Journal of the Korean Statistical Society
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• v.19 no.2
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• pp.151-159
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• 1990

Regression diagnostics often involves assesment of the changes that result from deleting multiple cases. Diagnostic mehtodology based on global influence measure, however, needs prohibitive computing time. As an alternative, Cook (1986) developed influence approach in which it is checked whether a minor modification of specifiation influences key results of an analysis. In line with Cook's development, we propose and study an inflence derivative method that yields both the magnitude and direction of case influences. The utility of our methodology is highlighted when case influence derivatives are plotted in a lower demensional space. Such plots are especially effective in unmasking "masked" observations in least squares regression and in robust regression also. We give several illustrations.strations.

• MALSORI
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• no.54
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• pp.63-72
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• 2005

The performance of speech recognition system is degraded by the mismatch between training and test environments. Many studies have been presented to compensate for noise components in the cepstral domain. Recently, higher order cepstral moment normalization method has been introduced to improve recognition accuracy. In this paper, we present real-time high order moment normalization method with post-processing smoothing filter to reduce the parameter estimation error in higher order moment computation. In experiments using Aurora2 database, we obtained error rate reduction of 44.7% with proposed algorithm in comparison with baseline system.

• Communications for Statistical Applications and Methods
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• v.26 no.3
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• pp.273-293
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• 2019

We consider the problem of model selection in multiple linear regression with outliers and non-normal error distributions. In this article, the robust model selection criterion is proposed based on the robust estimation method with the least absolute deviation (LAD). The proposed criterion is shown to be consistent. We suggest proposed criterion based algorithms that are suitable for a large number of predictors in the model. These algorithms select only relevant predictor variables with probability one for large sample sizes. An exhaustive simulation study shows that the criterion performs well. However, the proposed criterion is applied to a real data set to examine its applicability. The simulation results show the proficiency of algorithms in the presence of outliers, non-normal distribution, and multicollinearity.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.625-634
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• 2005

A procedure is proposed to identify multiple outliers in the logistic regression. It detects the leverage points by means of hierarchical clustering of the robust distances based on the minimum covariance determinant estimator, and then it employs a V-mask type criterion on the scatter plot of robust residuals against robust distances to classify the observations into vertical outliers, bad leverage points, good leverage points, and regular points. Effectiveness of the proposed procedure is evaluated on the basis of the classic and artificial data sets, and it is shown that the procedure deals very well with the masking and swamping effects.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.371-383
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• 2000

Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

• Journal of Integrative Natural Science
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• v.13 no.3
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• pp.92-96
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• 2020

Taguchi's robust parameter design is an approach to reduce the performance variation of quality characteristics in products and processes. In robust design, the signal-to-noise ratio (SN ratio) was used to find the optimum condition to minimize the variation of quality characteristics as much as possible and bring the average of quality characteristics closer to the target value. In this paper, we propose a simultaneous optimization method based on a linear model of the SN ratio as a method to find the optimal condition of the control factor in case of multi-characteristics. In addition, the proposed method and the existing method were compared and studied by taking actual cases.

• Journal of Integrative Natural Science
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• v.11 no.2
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• pp.76-81
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• 2018

Robust design is an approach to reducing performance variation of quality characteristic values in quality engineering. Product array approach which is used in the Taguchi parameter design has a number of advantages by considering the noise factor. Taguchi has an idea that mean and variation are handled simultaneously to reduce the expected loss in products and processes. Taguchi has used the signal-to-noise ratio (SN) to achieve the appropriate set of operating conditions where variability around target is low in the Taguchi parameter design. Many Statisticians criticize the Taguchi techniques of analysis, particularly those based on the SN. In this paper we propose a substantially simpler optimization procedure for robust design using desirability function without resorting to SN.

• Journal of the Korean Society of Industry Convergence
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• v.7 no.1
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• pp.41-46
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• 2004

This paper proposes a separation of mixed signals by using the robust independent component analysis(RICA) based on neural networks. RICA is based on the temporal correlations and the second order statistics of signal. This method e is applied for improving the analysis rate and speed in which the sources have very small or zero kurtosis. The proposed method has been applied for separating the 10 mixed finger prints of $256{\times}256$-pixel and the 4 mixed images of $512{\times}512$-pixel, respectively. The simulation results show that RICA has the separating rate and speed better than those using the conventional FP algorithm based on Newton method.