• 한국데이터정보과학회:학술대회논문집
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• 2003.05a
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• pp.109-119
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• 2003

In this paper we propose a local smoothing of the Nelson type estimator for the survival function based on an approximation by the Weibull distribution function. It appears that Mean Square Error and Bias of the smoothed estimator of the Nelson type survival function estimator is significantly smaller then that of the smoothed estimator of the Kaplan-Meier survival function estimator.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1995.10a
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• pp.80-85
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• 1995

Too see the effects of finite record on the estimation of WVD in practice, a window which has time varying length is examined. Its length increases linearly with time in the first half of the record, and decreases from the center of the record. The bias error due to this window decreases inversely proportionally to the window length as time increases in the first half. In the second half, the bias error increases and the resolution decreases as time increases. The bias error due to the smoothing of WVD, which is obtained by two-dimensional convolution of the true WVD and the smoothing window, which has fixed lengths along time and frequency axes, is derived for arbitrary smoothing window function. In the case of using a Gaussian window as a smoothing window, the bias error is found to be expressed as an infinite summation of differential operators. It is demonstrated that the derived formula is well applicable to the continuous WVD, but when WVD has some discontinuities, it shows the trend of the error. This is a consequence of the assumption of the derivation, that is the continuity of WVD. For windows other than Gaussian window, the derived equation is shown to be well applicable for the prediction of the bias error.

• Journal of the Korea Society of Computer and Information
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• v.11 no.5 s.43
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• pp.59-67
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• 2006

This paper proposes a forecasting method for court auction information system using exponential smoothing. The system forecast a highest bid price for claim analysis, and it is designed to offer an quota information by the bid price. For this realization, we implemented input interface of object data and web interface of information support. Input interface can be input, update and delete function and web interface is support some information of court auction object. We propose a forecasting method using exponential smoothing of a highest bid price for auto-claim analysis with real time information support and the results are verified the feasibility of the proposed method by experiment.

• Journal of the Korean Data and Information Science Society
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• v.4
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• pp.137-146
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• 1993

The Proposed goodness-of-fit test Statistic $\hat{\lambda}_{\alpha}$ derived from the test Statistc in Kim (1992) is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator, $d_{\hat{\lambda}{n}}$, of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function in the event that $H_{0}$ is ejected. The limiting distribution of $\hat{\lambda}_{\alpha}$ was obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.57-76
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• 2007

Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

• Journal of the Korean Institute of Telematics and Electronics C
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• v.34C no.6
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• pp.71-78
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• 1997

In this paper, a new neural network training algorithm will be devised for function approximator with good generalization characteristics and tested with the time series prediction problem using santaFe competition data sets. To enhance the generalization ability a constraint term of hidden neuraon activations is added to the conventional output error, which gives the curvature smoothing characteristics to multi-layer neural networks. A hybrid learning algorithm of the error-back propagation and Hebbian learning algorithm with weight decay constraint will be naturally developed by the steepest decent algorithm minimizing the proposed cost function without much increase of computational requriements.

• The Transactions of the Korea Information Processing Society
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• v.6 no.12
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• pp.3694-3702
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• 1999

OSL algorithm has an advantage that repeated algorithm is easily derived, even though penalty function which has a complicated transcendental function. In order to solve this problem, we suggested MPEMG algorithm. However, though this algorithm extend convergence rate of smoothing constant, it include the problem that is not faster than OSL algorithm in the convergence rate increasing penalized log-likelihood. Accordingly, in this paper, we will suggest SMOSLG digital image restoration algorithm which is fast in the convergence rate as well as extend convergence region of smoothing constant. And also we will study the usefulness of algorithm suggested through digital image simulation.

• Journal of the Korean Society for Precision Engineering
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• v.15 no.7
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• pp.167-174
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• 1998

This paper presents an unoccluded cylindrical object pose measurement using a slit beam laser in which a robot recognizes all of the unoccluded objects from the top of jumbled objects, and picks them up one by one. The elliptical equation parameters of a projected curve edge on a slice are calculated using LSM. The coefficients of standard elliptical equation are compared with these parameters to estimate the object pose. The hamming distances between the estimated coordinates and the calculated ones are extracted as measures to evaluate a local constraint and a smoothing surface curvature. The edges between slices are linked using error function based on the edge types and the hamming distances. The linked edges on slices are compared with the model object's length to recognize the unoccluded object. This proposed method may provide a solution to the automation of part handling in manufacturing environments such as punch press operation or part assembly.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1045-1054
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• 2012

Support vector machine is known to be the very useful statistical method in classification and nonlinear function estimation. In this paper we propose a monotone support vector regression (SVR) for the estimation of monotonically decreasing function. The proposed monotone SVR is applied to smooth the Kaplan-Meier estimate of survival function. Experimental results are then presented which indicate the performance of the proposed monotone SVR using survival functions obtained by exponential distribution.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.327-336
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• 2001

This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.