• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 심포지엄 논문집 정보 및 제어부문
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• pp.41-43
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• 2004

This paper is concerned with attitude estimation using low cost, small-sized accelerometers and gyroscopes. A two step extended Kalman filter is proposed, which adaptively compensates external acceleration. External acceleration is the main source of estimation error. In the proposed filter, direction of external acceleration is estimated. According to the estimated direction, the accelerometer measurement covariance matrix of the two step extended Kalman filter is adjusted. The proposed algorithm is verified through experiments.

• 응용통계연구
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• 제29권4호
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• pp.741-752
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• 2016

금융자산의 수익률 분포를 잘 설명할 수 있는 것으로 알려진 normal inverse Gaussian(NIG)분포는 모수의 조건에 의해 세 배의 초과첨도가 왜도 제곱의 5배보다 커야 하는데, 만약 관측된 초과첨도와 왜도의 관계가 이를 만족하지 못하거나 두 값이 매우 비슷하다면 모수를 안정적으로 추정하기 어렵게 된다. 이 논문에서 우리는 NIG분포의 모수추정에서 발생하는 이러한 문제점을 살펴보고 모의실험을 통해 이를 보정하는 방법을 찾아보았다. KOSPI, S&P500, FTSE와 HANG SENG의 실제 주가지수 자료에 적용하여 보정의 효과를 비교하고 VaR를 이용한 사후검증으로 보정된 추정방법의 성능을 평가해 보았다. 보정 방법을 이용하였을 때, 모수추정의 문제가 있던 구간을 포함한 모든 구간에서 안정적인 모수추정이 가능하였고 VaR를 통한 사후 검증에서도 분포의 성능이 떨어지지 않음을 확인하였다.

• 대한기계학회논문집
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• 제17권9호
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• pp.2153-2161
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• 1993

Self-tuning control algorithms for an input-amplitude constrained system are developed and implemented. Magnitude of control input for small motors is generally restricted to narrow bound due to actuator saturation. The gain-adjusted control algorithm and the bounded-gain control algorithm proposed in this study yield smoother control input variations within the magnitude constraints comparing with the existing Clarke's suboptimal control algorithm. In the gain-adjusted control algorithm, the feedforward gain is adjusted using maximum gain, while in the bounded-gain control algorithm, the feedforward gain is bounded using weighting factor. For the DC servo motor control, the system performances of the proposed algorithms are compared with those of the existing algorithm by computer simulation and experiment. It is shown that the input variations of the proposed algorithms are smoother as compared with the existing algorithm.

• 보건행정학회지
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• 제18권1호
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• pp.108-126
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• 2008

Summary measures of population health or SMPH is an index which can describe morbidity as well as mortality. Summary measures of population health can be divided into health-adjusted life years which is a life expectancy measure and disability-adjusted life years which represents the gap between the ideal health status and the current health status. This study aims at estimating health-adjusted life expectancy(HALE) which is a measure of health-adjusted life years, by calculating life expectancy adjusted by health status using EQ-5D. The mortality data was obtained from the life table of 2005 which was published by the National Statistical Office and the health status by sex and age was obtained from the EQ-5D scores using the third National Health and Nutrition and Examination Survey in 2005. With these mortality and morbidity data, health-adjusted life expectancy was calculated using Sullivan's method. The study results showed that the health-adjusted life expectancy of males and females was 67.49 and 69.61, respectively, while the life expectancy of males and females was 75.14 and 81.89. In other words, Korean males and females lose 7.65 and 12.28, respectively, from the decrease of quality of life due to diseases and/or injuries. These results can further be interpreted that males lose 10.2% of their life expectancy and females 15.0%. This study suggests that it may be possible to monitor population's health-adjusted life expectancy by continuing to include health-related quality of life measures such as EQ-5D in national health surveys like the National Health and Nutrition and Examination Survey.

• 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.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.365-379
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• 2005

Balanced Repeated Replication(BRR) is widely used to estimate the variance of linear or nonlinear estimators from complex sampling surveys. Most of survey data sets include imputed missing values and treat the imputed values as observed data. But applying the standard BRR variance estimation formula for imputed data does not produce valid variance estimators. Shao, Chen and Chen(1998) proposed an adjusted BRR method by adjusting the imputed data to produce more accurate variance estimators. In this paper, another adjusted BRR method is proposed with examples of real data.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.999-1007
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• 2006

The semiparametric gamma frailty models have been often used for multivariate survival analysis because they give an explicit marginal likelihood. The commonly used estimation procedure is the profile likelihood method based on marginal likelihood, which provides the same parameter estimates as the EM algorithm. In this paper we show in finite samples the standard profile-likelihood method can lead to an underestimation of parameters, particularly for the frailty parameter. To overcome this problem, we propose an adjusted profile-likelihood method. For the illustration a numerical example and a small-sample simulation study are presented.

• Journal of Preventive Medicine and Public Health
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• 제55권1호
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• pp.10-18
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• 2022

Disability-adjusted life-year (DALY) estimates may vary according to factors such as the standard life expectancy, age weighting, time preference and discount rate, calculation of disability weights, and selection of the estimation method. DALY estimation methods are divided into the following 3 approaches: the incidence-based approach, the pure prevalence-based approach, and the hybrid approach. These 3 DALY estimation approaches each reflect different perspectives on the burden of disease using unique characteristics, based on which the selection of a suitable approach may vary by the purpose of the study. The Global Burden of Disease studies, which previously estimated DALYs using the incidence-based approach, switched to using the hybrid approach in 2010, while the National Burden of Disease studies in Korea still mainly apply the incidence-based approach. In order to increase comparability with other international burden of disease studies, more DALY studies using the prevalence-based approach need to be conducted in Korea. However, with the limitations of the hybrid approach in mind, it is necessary to conduct more research using a disease classification system suitable for Korea. Furthermore, more detailed and valid data sources should be established before conducting studies using a broader variety of DALY estimation approaches. This review study will help researchers on burden of disease use an appropriate DALY estimation approach and will contribute to enhancing researchers' ability to critically interpret burden of disease studies.

• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1085-1091
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• 2012

제 1상 임상시험의 주목적은 신약 후보 물질의 독성을 평가하여 부작용 및 안전하게 투여할 수 있는 약물의 적정한 용량인 최대허용용량의 추정이다. 기존에 최대허용용량을 추정하는 방법에는 표준방법 (Storer, 1989; Korn 등, 1994) 그리고 NM방법 (Lee와 Kim, 2012) 등이 있다. 본 연구에서는 많은 피험자들이 낮은 용량에 많이 할당되는 점을 보완하고 기존의 최대허용용량 추정법보다 적은 수의 피험자로 실험하기 위해서 기존 최대허용용량 추정법을 수정한 멈춤 규칙을 적용시킨 추정법을 제안하였다. 기존의 방법들과 새롭게 제시한 방법을 모의실험을 통하여 비교하였다.

• 한국음향학회지
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• 제38권3호
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• pp.283-289
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• 2019

RLS(Recursive-least-squares) 알고리즘은 수렴성이 좋고, 수렴 후 오차 수준도 우수한 것으로 알려져 있다. 그러나 알고리즘 내에 역행렬 계산이 포함되어 수치적 불안정성을 나타내는 단점도 있다. 본 논문에서는 언급한 불안정성을 회피하기 위해서 역행렬이 없지만 수렴성이 유사한 알고리즘을 제안한다. 이를 위해서 기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘을 사용한다. 또 시변 채널 추정에 우수한 성능을 내기 위해서 계산량이 적은 가변 망각인자를 도입한다. 시뮬레이션을 통해서 기존 RLS와의 성능을 비교하고 그 유사성을 보인다. 또 시변 채널에서 가변 망각인자의 우수성도 보인다.