• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.453-470
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• 2018

We study how to distinguish the parameters of the sparse autoregressive (AR) process from zero using a non-convex penalized estimation. A class of non-convex penalties are considered that include the smoothly clipped absolute deviation and minimax concave penalties as special examples. We prove that the penalized estimators achieve some standard theoretical properties such as weak and strong oracle properties which have been proved in sparse linear regression framework. The results hold when the maximal order of the AR process increases to infinity and the minimal size of true non-zero parameters decreases toward zero as the sample size increases. Further, we construct a practical method to select tuning parameters using generalized information criterion, of which the minimizer asymptotically recovers the best theoretical non-penalized estimator of the sparse AR process. Simulation studies are given to confirm the theoretical results.

• Earthquakes and Structures
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• 제2권1호
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• pp.25-42
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• 2011

This paper discusses a mechanical model for the vulnerability assessment of old masonry building aggregates that takes into account the uncertainties inherent to the building parameters, to the seismic demand and to the model error. The structural capacity is represented as an analytical function of a selected number of geometrical and mechanical parameters. Applying a suitable procedure for the uncertainty propagation, the statistical moments of the capacity curve are obtained as a function of the statistical moments of the input parameters, showing the role of each one in the overall capacity definition. The seismic demand is represented by response spectra; vulnerability analysis is carried out with respect to a certain number of random limit states. Fragility curves are derived taking into account the uncertainties of each quantity involved.

• 한국수자원학회논문집
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• 제36권2호
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• pp.251-261
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• 2003

여러 가지 토양수분의 예측인자에 대한 해상도 문제를 고찰하였다. 다양한 인자에 대한 민감도는 통계적인 분석을 기반으로 논의되었다. 수치지형모형에서 세 가지 흐름 결정 알고리즘의 해상도에 대한 통계적인 분석이 수행되었다. 단방향 흐름알고리즘으로 계산한 상부사면 기여면적은 다른 두 알고리즘(다방향 알고리즘, DEMON)보다 더욱 민감한 것으로 나타났다. 습윤지수의 경우는 해상도나 계산과정의 변화에 상대적으로 민감도가 미소한 것으로 나타났다.

• Journal of Microbiology and Biotechnology
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• 제22권12호
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• pp.1767-1775
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• 2012

The Cr(VI) removal capability of Acinetobacter junii VITSUKMW2 isolated from the Sukinda chromite mine site was evaluated and enhanced using statistical design techniques. The removal capacity was evaluated at different pH values (5-11) and temperatures ($30-40^{\circ}C$) and with various carbon and nitrogen sources. Plackett-Burman design was used to select the operational parameters for bioremediation of Cr(VI). Three parameters (molasses, yeast extract, and Cr(VI) concentration) were chosen for further optimization using central composite design. The optimal combination of parameters was found to be 14.85 g/l molasses, 4.72 g/l yeast extract, and 54 mg/l initial Cr(VI), with 99.95% removal of Cr(VI) in 12 h. A. junii VITSUKMW2 was shown to have significant potential for removal of Cr(VI).

• Journal of the Korean Statistical Society
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• 제27권2호
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

• 한국정밀공학회지
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• 제15권9호
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• pp.15-24
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• 1998

In this research. we have proposed a new technique to determine .the combination of design parameters for the process design of a hot forged product using artificial neural network(ANN) and statistical design of experiments(DOE). The investigated problem involves the adequate selection of the aspect ratio of billet, the ram velocity and the friction factor as design parameters. An optimal billet satisfying the forming limitation, die filling, load and energy as well as more uniform distribution of effective strain, is determined by applying the ability of artificial neural network and considering the analysis of mean and variation on the functional requirement. This methodology will be helpful in designing and controlling parameters on the shop floor which would yield the best design solution.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

• Communications for Statistical Applications and Methods
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• 제5권2호
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• pp.559-570
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• 1998

This paper introduces doubly Winsorized Poisson auto-model by truncating the support of a Poisson random variable both from above and below, and shows that this model has a same form of negpotential function as regular Poisson auto-model and one-way Winsorized Poisson auto-model. Strategies for maximum likelihood estimation of parameters are discussed. In addition to exact maximum likelihood estimation, Monte Carlo maximum likelihood estimation may be applied to this model.

• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.59-74
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• 1996

The properties of the residuals are investigated when K-consecutive observations are interpolated. The central limit theorem is also proved for the LSE for autoregressive parameters when $\kappa4--consecutive observations are contaminated. The performance of the interpolated LSE in small samples is investigated by simulation. And the interpolated with the Yule-Walker type estimator.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.77-87
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• 2001

Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).