• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.537-549
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• 1995

In this article, we propose a class of weighted estimators for the excess risk in additive risk model with a binary covariate. The proposed estimator is consistent and asymptotically normal. When the assumed model is inappropriate, however, the estimators with different weights converge to nonidentical constants. This fact enables us to develop a goodness-of-fit test for the excess assumption by comparing estimators with diffrent weights. It is shown that the proposed test converges in distribution to normal with mean zero and is consistent under the model misspecifications. Furthermore, the finite-sample properties of the proposed test procedure are investigated and two examples using real data are presented.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.155-167
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• 2007

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.

• Journal of the Korean Statistical Society
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• v.34 no.3
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• pp.219-233
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• 2005

The 3-way balanced multi-level rotation design has been discussed (Park Kim and Kim, 2003), where the 3-way balancing is done on interview time, in monthly sample and rotation group and recall time. A greater advantage of 3-way balanced design is accomplished by an estimator. To obtain the advantage, we generalized previous generalized composite estimator (GCE). We call this as l-step GCE. The variance of the l-step GCE's of various characteristics of interest are presented. Also, we provide the coefficients which minimize the variance of the l-step GCE. Minimizing a weighted sum of variances of all concerned estimators of interest, we drive one set of the compromise coefficient of l-step GCE's to preserve additivity of estimates.

• Proceedings of the IEEK Conference
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• 2000.11a
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• pp.287-290
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• 2000

This paper analyze link-sharing mechanisms in packet networks based on the hierarchical class based queueing. The CBQ outlines a set of flexible, efficiently implemented gateway mechanisms that can meet a range of service and link-sharing requirements. We have analyzed the Class level(B, C, D) using the EWMA (Exponential Weighted Moving Average) weight value and EWMA average limit value.

• Communications for Statistical Applications and Methods
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• v.11 no.1
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• pp.153-160
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• 2004

In recent years, the size of data set which we usually handle is enormous, so a lot of outliers could be included in data set. Therefore the robust procedures that automatically handle outliers become very importance issue. We consider the robust estimation problem of location parameter in the univariate case. In this paper, we propose a new method for defining robustness weights for the weighted mean based on the median distance of observations and compare its performance with several existing robust estimators by a simulation study. It turns out that the proposed method is very competitive.

• Journal of Power System Engineering
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• v.12 no.6
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• pp.42-49
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• 2008

The most important job in the container terminal area is to handle the cargo effectively in the limited time. To achieve this object, many strategies have been introduced and applied to. If we consider the automated container terminal, it is necessary that the cargo handling equipments are equipped with more intelligent control systems. From the middle of the 1990's, an automated rail-mounted gantry crane(RMGC) and rubber-tired gantry crane(RTG) have been developed and widely used to handle containers in the yards. Recently, in these cranes, the many equipments like CCD cameras and sensors are mounted to cope with the automated terminal environment. In this paper, we try to support the development of more intelligent automated cranes which make the cargo handling be performed effectively in the yards. For this plant, the modelling, tracking control, anti-sway system design, skew motion suppressing and complicated motion control and suppressing problems must be considered. Especially, in this paper, the system modelling and tracking control approach are discussed. And, we design the tracking control system incorporating an observer based on the 2DOF servo system design approach to obtain the desired state informations. In the case of observer design, a weighted $H_{\infty}$ error bound approach for a state estimator is considered. Based on an algebraic Riccati equation(inequality) approach, a necessary and sufficient condition for the existence of a full-order estimator which satisfies the weighted $H_{\infty}$ error bound is introduced. Where, the condition for existence of the estimator is denoted by a Linear Matrix Inequality(LMI) which gives an optimized solution and observer gain. Based on this result, we apply it to the tracking control system design for the transfer crane.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.1 no.3
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• pp.69-76
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• 2008

This paper concerns Fuzzy Radial Basis Function Neural Network (FRBFNN) and automatic rule generation of extraction of the FRBFNN by means of mountain clustering. In the proposed network, the membership functions of the premise part of fuzzy rules do not assume any explicit functional forms such as Gaussian, ellipsoidal, triangular, etc., so its resulting fitness values (degree of membership) directly rely on the computation of the relevant distance between data points. Also, we consider high-order polynomial as the consequent part of fuzzy rules which represent input-output characteristic of sup-space. The number of clusters and the centers of clusters are automatically generated by using mountain clustering method based on the density of data. The centers of cluster which are obtained by using mountain clustering are used to determine a degree of membership and weighted least square estimator (WLSE) is adopted to estimate the coefficients of the consequent polynomial of fuzzy rules. The effectiveness of the proposed model have been investigated and analyzed in detail for the representative nonlinear function.

• Journal of the Korean Statistical Society
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• v.32 no.3
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• pp.289-298
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• 2003

We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R ＝ P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.569-575
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• 2018

Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.525-533
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• 2015

Modern production process is a very complex structure combined observations which are correlated with several factors. When the error signal occurs in the process, it is very difficult to know the root causes of an out-of-control signal because of insufficient information. However, if we know the time of the change, the system can be controlled more easily. To know it, we derive a maximum likelihood estimator (MLE) of the change point in a process when observations are from a multivariate IMA(1,1) process by monitoring residual vectors of the model. In this paper, numerical results show that the MLE of change point is effective in detecting changes in a process.