• Journal of the Institute of Electronics Engineers of Korea SC
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• v.41 no.5
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• pp.9-18
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• 2004

This paper presents a vehicle detecting algorithm using microwave system signals. The Proposed algerian decides the breakpoint of signals using the likelihood criteria. The decided signals are segmented and simplified. The proposed searching algorithm uses the Euclid distance from the weighted signal data. We tested the proposed algorithm to compare with the segmentation which is a method using smoothing and edge detection. We confirm that the proposed algorithm is very useful for detecting vehicles by field test.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.20 no.41
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• pp.157-166
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• 1997

Classical SPC charting methods such as (equation omitted), R, S charts assume high volume manufacturing processes where at least 25 or 30 calibrate samples of size 4 or 5 each can be gathered to estimate the process parameters before on-line charting actually begines. However, for many processes, especially in a job-shop setting, production runs are not necessarily long and charting technique are required that do not that depend upon knowing the process parameters in advance of the run. In this paper, using modifying statistics, we give a method for constructing control charts for the process mean when the measurements are from a normal distribution. In this case, consider that smaller weight being assigned to the older data as time process and properties and taking method of exponential smoothing constant$(\lambda)$ are suggested.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2017.06a
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• pp.66-69
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• 2017

본 논문에서는 프레임율 향상 기법 (Frame Rate Up-Conversion, FRUC)에 사용되는 새로운 움직임 예측(motion estimation)알고리즘을 제시한다. 제안된 알고리즘은 단 방향 움직임 예측(unilateral motion estimation)에 의해 순방향 및 역방향의 움직임 벡터(motion vector)를 독립적으로 추정한다. 움직임 벡터를 찾은 후, weighted motion vector smoothing(WMVS)가 적용된다. 다음으로, 보간 프레임 (interpolated frame)의 관점에서 현재 블록의 인접 블록들의 모션 벡터들을 후보들로 사용하여 현재 블록과 가장 잘 일치하는 움직임 벡터를 찾는다. 그 후, 선택된 움직임 벡터를 현재 블록의 유도 움직임 벡터 (guidance motion vector)로 정한다. 그런 다음 motion vector shifting error 를 없애기 위해 motion vector refinement (MVR)가 진행된다. 마지막 단계에서는 각 움직임 벡터의 신뢰도를 계산하여 순방향 및 역방향 움직임 벡터 중 최종 움직임 벡터를 선택한다.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.574-574
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.575-583
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Proceedings of the Acoustical Society of Korea Conference
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• 1998.08a
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• pp.225-230
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• 1998

In this paper, a Kalman filter approach for enhancing speech signals degraded by statistically independent additive nonstationary noise is developed. The autoregressive hidden markov model is used for modeling the statistical characteristics of both the clean speech signal and the nonstationary noise process. In this case, the speech enhancement comprises a weighted sum of conditional mean estimators for the composite states of the models for the speech and noise, where the weights equal to the posterior probabilities of the composite states, given the noisy speech. The conditional mean estimators use a smoothing spproach based on two Kalmean filters with Markovian switching coefficients, where one of the filters propagates in the forward-time direction with one frame. The proposed method is tested against the noisy speech signals degraded by Gaussian colored noise or nonstationary noise at various input signal-to-noise ratios. An app개ximate improvement of 4.7-5.2 dB is SNR is achieved at input SNR 10 and 15 dB. Also, in a comparison of conventional and the proposed methods, an improvement of the about 0.3 dB in SNR is obtained with our proposed method.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.21 no.47
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• pp.211-218
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• 1998

In start-up process control applications it may be necessary to limit the sample size to one measurement. A control chart for individual measurements is used whenever it is desirable to examine each individual value from the process immediately. A possible option would be to use an exponential weighted moving(EWM), using modifying statistics with individual measurement, chart for monitoring the process center, and using a moving range (MR) chart for monitoring process variability. In this paper it is shown that there is scheme in using the EWM procedure based on average run length. An expression for the ARL is given in terms of an integral equation, approximated using numerical quadrature. In this case, where it is reasonable to assume normality and negligible autocorrelation in the observations, provide graphs that simplify the design of EWM-MR chart and taking method of exponential smoothing constant(λ) and constant(K) are suggested. The charts suggested above evaluate using the conditional probability.

• Transactions of the Korean Society of Mechanical Engineers
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• v.12 no.1
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• pp.163-172
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• 1988

An off-line Geometric Adaptive Control Scheme is applied to the milling machine to identify its guideway errors. In the milling process, the workpiece fixed on the bed travels along the guideway while the tool and spindle system is fixed onto the machine. The scheme is based on the exponential smoothing of post-process measurements of relative machining errors due to the tool, workpiece and bed deflections. The guideway error identification system consists of a gap sensor, a, not necessarily accurate, straightedge, and the numerical control unit. Without a priori knowledge of the variations of the cutting parameters, the time-varying parameters are also estimated by an exponentially weighted recursive least squares method. Experimental results show that the guideway error is well identified within the range of RMS values of geometric error changes between machining passes disregarding the machining conditions.

• Journal of Integrative Natural Science
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• v.15 no.1
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• pp.1-8
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• 2022

In a multivariate normal production process N_p(µ,Σ), a chart combining three EWMA charts with accumulate-combine method for µ, variance components of Σ, and off-diagonal elements of Σ, into a EWMA (exponentially weighted moving average) chart is considered, which is called a combined EWMA chart. Through simulation work, the proposed combined EWMA chart's numerical performance and properties are examined. The simulation results show that the proposed combined EWMA chart, which is simultaneously monitoring all the process parameters of multivariate normal production process, works effectively in the perspective of means, variances and correlation coefficients. In addition, the combined EWMA chart is extended to VSI chart.

• Journal of the Korean Operations Research and Management Science Society
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• v.38 no.2
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.