• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.411-423
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• 2003

In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.385-394
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• 2000

Jackknife variance estimation based on adjusted imputed values when nonresponse is nonrandom and follow-up data are available for a subsample of nonrespondents is provided. Both hot-deck and ratio imputation method are considered as imputation method. The performance of the proposed variance estimator under nonrandom response mechanism is investigated through numerical simulation.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

• 제어로봇시스템학회논문지
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• 제8권4호
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• pp.333-337
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• 2002

A content-based image retrieval method using color, texture, and shape features is proposed in this paper. A region segmentation technique using PIM(Picture Information Measure) entropy is used for similarity indexing. For segmentation, a color image is first transformed to a gray image and it is divided into n$\times$n non-overlapping blocks. Entropy using PIM is obtained from each block. Adequate variance to perform good segmentation of images in the database is obtained heuristically. As variance increases up to some bound, objects within the image can be easily segmented from the background. Therefore, variance is a good indication for adequate image segmentation. For high variance image, the image is segmented into two regions-high and low entropy regions. In high entropy region, hue-saturation-intensity and canny edge histograms are used for image similarity calculation. For image having lower variance is well represented by global texture information. Experiments show that the proposed method displayed similar images at the average of 4th rank for top-10 retrieval case.

• 응용통계연구
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• 제19권2호
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• pp.369-377
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• 2006

현재 발생중인 시계열 데이터에 분산변화가 일어날 경우 이동 분산비를 사용하여 분산 변화점을 빠른 시간 내에 탐지하는 문제를 다룬다. 이동 분산비의 분포로서 F분포와 데이터에 의존하여 추정되는 실증적 분포를 제안한 후 상호비교를 통하여, 어느 방법이 시계열 데이터에서 분산의 변화점을 잘 탐지하는지 연구하였다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2006년도 제37회 하계학술대회 논문집 D
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• pp.1858-1859
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• 2006

This paper presents a new fuzzy-neural-network based interacting multiple model (FNNBIMM) algorithm for tracking a maneuvering target. To effectively handle the unknown target acceleration, this paper regards it as additional noise, time-varying variance to target model. Each sub model characterized by the variance of the overall process noise, which is obtained on the basis of each acceleration interval. Since it is hard to approximate this time-varying variance adaptively owing to the unknown acceleration, the FNN is utilized to precisely approximate this time-varying variance. The gradient descendant method is utilized to optimize each FNN. To show the feasibility of the proposed algorithm, a numerical example is provided.

• Journal of the Korean Data and Information Science Society
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• 제20권1호
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• pp.1-9
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• 2009

회귀모형의 분산함수가 알려져 있지 않은 한 점에서 불연속이라 가정하자. Yu와 Jones (2004)는 음이 아닌 값을 취하는 분산함수를 실수 값을 취하도록 하기 위하여 로그 변환하였고, 변환된 로그분산함수를 국소다항적합으로 추정하였다. 로그분산함수의 국소다항적합을 이용하여, Huh (2008)는 분산함수의 불연속점의 추정하는 대신 로그분산함수의 불연속점을 추정하였다. 본 연구는 Huh의 점프의 크기 추정량의 점근분포를 이용하여 로그분산함수의 불연속점의 존재여부에 대한 가설검정을 제안하고, 제안한 방법에 대한 모의실험 결과를 제시하고자 한다.

• 대한임베디드공학회논문지
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• 제10권3호
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• pp.179-188
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• 2015

We propose obstacle classification method based on 2D LIDAR(Light Detecting and Ranging) database. The existing obstacle classification method based on 2D LIDAR, has an advantage in terms of accuracy and shorter calculation time. However, it was difficult to classifier the type of obstacle and therefore accurate path planning was not possible. In order to overcome this problem, a method of classifying obstacle type based on width data of obstacle was proposed. However, width data was not sufficient to improve accuracy. In this paper, database was established by width, intensity, variance of range, variance of intensity data. The first classification was processed by the width data, and the second classification was processed by the intensity data, and the third classification was processed by the variance of range, intensity data. The classification was processed by comparing to database, and the result of obstacle classification was determined by finding the one with highest similarity values. An experiment using an actual autonomous vehicle under real environment shows that calculation time declined in comparison to 3D LIDAR and it was possible to classify obstacle using single 2D LIDAR.

• 대한안전경영과학회지
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• 제3권3호
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• pp.175-190
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• 2001

We propose, a new process capability index $C_{psk}$(WV) applying the weighted variance control charting method for non-normally distributed. The main idea of the weighted variance method(WVM) is to divide a skewed or asymmetric distribution into two normal distributions from its mean to create two new distributions which have the same mean but different standard deviations. In this paper we propose an example, a distributions generated from the Johnson family of distributions, to demonstrate how the weighted variance-based process capability indices perform in comparison with another two non-normal methods, namely the Clements and the Wright methods. This example shows that the weighted valiance-based indices are more consistent than the other two methods in terms of sensitivity to departure to the process mean/median from the target value for non-normal processes. Second method show using the percentage nonconforming by the Pearson, Johnson and Burr systems. This example shows a little difference between the Pearson system and Burr system, but Johnson system underestimated than the two systems for process capability.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.61-72
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• 2006

When using the well-known variance estimator of Sen (1953) and Yates and Grundy (1953) in inclusion probability proportional to size sampling, we often encounter the problems due to the calculation of the joint probabilities. Sarndal (1996) and Knottnerus (2003) proposed alternative strategies for variance estimation to avoid those problems in the traditional method. We discuss some of practical issues that arise when they are used. Also, we describe the traditional strategy using a sampling procedure available in a statistical software. It would be one of the attractive choices for design-based variance estimation.