• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.257-265
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• 1996

We consider nonstationary autoregressive autoregressive process with infinite variance of error. In the case of infinite cariance, the limiting distribution of the estimated coefficient is different from that under the finite cariance assumption. In this paper we show that the bootstrap method can be used to approximate the distribution of ordinary least squares estimator of the coefficient in the first order random walk process with infinite variance through some empirical studies and we suggest a test procedure based on bootstrap method for the unit root test.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.3
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• pp.275-280
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• 2002

A new algorithm for gradual scene change detection in MPEG based frame sequences is proposed in this paper. The proposed algorithm is based on the fact that most of gradual curves can be characterized by variance distributions of edge information in the frame sequences. Average edge frame sequences are obtained by performing "sober" edge detection. Features are extracted by comparing variances with those of local blocks in the average edge frames. Those features are further processed by the opening operation to obtain smoothing variance curves. The lowest variance in the local frame sequences is chosen as a gradual detection point. Experimental results show that the proposed method provides 85% precision and 86% recall rate fur gradual scene changes.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.443-449
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• 2017

Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.383-388
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• 2009

In this paper we propose a variance function estimation method based on kernel trick for replicated data or data consisted of sample variances. Newton-Raphson method is used to obtain associated parameter vector. Furthermore, the generalized approximate cross validation function is introduced to select the hyper-parameters which affect the performance of the proposed variance function estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.337-346
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• 2019

This paper discusses a method for obtaining nonnegative estimates for variance components in a random effects model. A variance component should be positive by definition. Nevertheless, estimates of variance components are sometimes given as negative values, which is not desirable. The proposed method is based on two basic ideas. One is the identification of the orthogonal vector subspaces according to factors and the other is to ascertain the projection in each orthogonal vector subspace. Hence, an observation vector can be denoted by the sum of projections. The method suggested here always produces nonnegative estimates using projections. Hartley's synthesis is used for the calculation of expected values of quadratic forms. It also discusses how to set up a residual model for each projection.

• Proceedings of the KIEE Conference
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• 1998.07b
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• pp.620-622
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• 1998

This paper presents a method for estimating parameters of high frequency transient signals when noise is added. The parameters to be estimated are the magnitude, frequency, and decay rate of the signals. An approach based on only the extended Kalman filter (EKF) is highly dependent on choosing a correct value of variance of noise. The proposed method adopts an adaptive Kalman filter (AKF). Having very little information of the noise, This method avoids deterioration of the filter performance caused by choosing an inaccurate variance of the noise. The dependence of the EKF method upon the noise variance and the efficiency of the AKF method are shown.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.5
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• pp.543-548
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• 2011

Entropy measuring the richness in details of the image is generally obtained by using the histogram of gray levels in an image, and has been widely used as an index for thresholding of the image. In this paper, we propose an entropy-based thresholding method, where the entropy is obtained not by the histogram but by the variance of the gray levels, to binalize a given image. The effectiveness of the proposed method is demonstrated by thresholding experiments on nine test images and comparison with conventional two thresholding methods, that is, Otsu method and entropy-based method using the histogram.

• Journal of Power System Engineering
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• v.17 no.6
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• pp.108-114
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• 2013

This paper describes process optimization for thermal-sprayed Co-based self-flux alloy coating by Taguchi method. Co-based self-flux alloy coatings were fabricated according to $L_9(3^4)$ orthogonal array using flame spray process. Hardness test and wear test were performed, the results were analyzed by analysis of variance(ANOVA) considering a multi response signal to noise ratio(MRSN). From the results of ANOVA, the optimal combination of the flame spray parameters on Co-based self-flux alloy coating could be predicted. The calculated hardness and wear rate of the coatings by ANOVA were found to be close to that of confirmation experimental result.

• Speech Sciences
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• v.11 no.1
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• pp.7-20
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• 2004

In this paper, we propose a two-step noise compensation algorithm in feature extraction for achieving robust speech recognition. The proposed method frees us from requiring a priori information on noisy environments and is simple to implement. First, in frequency domain, the Harmonics-based Spectral Subtraction (HSS) is applied so that it reduces the additive background noise and makes the shape of harmonics in speech spectrum more pronounced. We then apply a judiciously weighted variance Feature Vector Normalization (FVN) to compensate for both the channel distortion and additive noise. The weighted variance FVN compensates for the variance mismatch in both the speech and the non-speech regions respectively. Representative performance evaluation using Aurora 2 database shows that the proposed method yields 27.18% relative improvement in accuracy under a multi-noise training task and 57.94% relative improvement under a clean training task.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.805-814
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• 2001

The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.