• 한국지능시스템학회논문지
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• 제2권3호
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• pp.29-39
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• 1992

We investigate a systematic design procedure of automatic rule generation of fuzzy logic based controllers for highly nonlinear dynamic systems such as an engine dynamic modle. By "automatic rule generation" we mean autonomous clustering or collection of such meaningful transitional relations from one conditional subspace to another. During the design procedure, we also consider optimaly control strategies such as minimum squared error, near minimum time, minimum energy or combined performance critiera. Fuzzy feedback control systems designed by our method have the properties of closed-loop stability, robustness under parameter variabitions, and a certain degree of optimality. Most of all, the main advantage of the proposed approach is that reliability can be potentially increased even if a large grain of uncertainty is involved within the control system under consideration. A numerical example is shown in which we apply our strategic fuzzy controller dwsign to a highly nonlinear model of engine idling speed control.d control.

• Communications for Statistical Applications and Methods
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• 제26권5호
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• pp.519-526
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• 2019

Response dimension reduction in a sufficient dimension reduction (SDR) context has been widely ignored until Yoo and Cook (Computational Statistics and Data Analysis, 53, 334-343, 2008) founded theories for it and developed an estimation approach. Recent research in SDR shows that a semi-parametric approach can outperform conventional non-parametric SDR methods. Yoo (Statistics: A Journal of Theoretical and Applied Statistics, 52, 409-425, 2018) developed a semi-parametric approach for response reduction in Yoo and Cook (2008) context, and Yoo (Journal of the Korean Statistical Society, 2019) completes the semi-parametric approach by proposing an unstructured method. This paper theoretically discusses and provides insightful remarks on three versions of semi-parametric approaches that can be useful for statistical practitioners. It is also possible to avoid numerical instability by presenting the results for an orthogonal transformation of the response variables.

• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.389-402
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• 2023

Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

• Communications for Statistical Applications and Methods
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• 제30권6호
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• pp.631-652
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• 2023

In the two-condition within-subject mediation design, pairs of variables such as mediator and outcome are observed under two treatment conditions. The main objective of the design is to investigate the indirect effects of the condition difference (sum) on the outcome difference (sum) through the mediator difference (sum) for comparison of two treatment conditions. The natural condition variables mean the original variables, while the rotated condition variables mean the difference and the sum of two natural variables. The outcome difference (sum) is expressed as a linear model regressed on two natural (rotated) mediators as a parallel two-mediator design in two condition approaches: the natural condition approach uses regressors as the natural condition variables, while the rotated condition approach uses regressors as the rotated condition variables. In each condition approach, the total indirect effect on the outcome difference (sum) can be expressed as the sum of two individual indirect effects: within- and cross-condition indirect effects. The total indirect effects on the outcome difference (sum) for both condition approaches are the same. The invariance of the total indirect effect makes it possible to analyze the nature of two pairs of individual indirect effects induced from the natural conditions and the rotated conditions. The two-condition within-subject design is extended to the addition of a between-subject moderator. Probing of the conditional indirect effects given the moderator values is implemented by plotting the bootstrap confidence intervals of indirect effects against the moderator values. The expected indirect effect with respect to the moderator is derived to provide the overall effect of moderator on the indirect effect. The model coefficients are estimated by the structural equation modeling approach and their statistical significance is tested using the bias-corrected bootstrap confidence intervals. All procedures are evaluated using function lavaan() of package {lavaan} in R.

• 재무관리연구
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• 제27권1호
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• pp.1-30
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• 2010

본 연구는 영국 파운드, 캐나다 달러, 호주달러, 원달러 및 브라질 레알화 통화선물시장과 현물시장 수익률사이의 선도-지연관계, 변동성의 비대칭적 인과관계 및 시장효율성을 비교분석하였다. 각 통화현 선물시장 수익률간의 선도 지연관계 분석을 위하여 VAR(vector auto regressive)모형에 기초를 둔 Granger 인과관계분석을 실시하였으며 변동성의 비대칭적인 정보전달메커니즘 분석은 시간변동MA(1)-GJR-GARCH(1, 1)-M모형을 도입하였다. 주요 실증분석결과는 다음과 같다. 첫째, Granger 인과관계분석결과 각 통화선물 및 현물시장사이에는 피드백적인 인과관계가 존재하는 것으로 나타났다. 각 통화선물시장의 현물시장에 대한 가격발견기능이 통화현물시장의 선물시장에 대한 영향력보다 상대적으로 더 높은 것으로 나타났다. 둘째, MA(1)-GJR-GARCH(1, 1)-M모형을 추정한 결과, 각국 통화 현 선물시장사이에는 피드백적인 조건부평균이전효과(conditional mean spillovers)가 강하게 존재하는 것으로 나타났으며 전반적으로 선물시장의 현물시장에 대한 영향력이 그 반대의 경우보다 상대적으로 강한 것으로 나타났다. 셋째, 변동성의 비대칭적인 전이효과를 분석한 결과, 각국 모두 통화 선물시장에서 현물시장으로의 비대칭적인 변동성이전효과가 강하게 존재하고 있으며 통화현물시장에서 선물시장으로는 호주달러현물시장을 제외하고 나머지 시장에서는 정보의 비대칭적특성이 존재하는 것으로 나타났다. 이러한 각국 통화선물시장과 현물시장사이의 대칭적 비대칭적 정보이전효과로부터 통화 선물시장이 현물시장에 대한 가격발견기능이 지배적이며 각 통화 현 선물시장은 정보에 비효율적인 시장임을 추론해 볼 수 있다. 이는 주식시장을 연구한 Stoll and Whaley(1990), Abhyankar(1995), Brooks et al.(2001) 등의 연구와 일맥상통하는 것으로 나타났다.

• Journal of the Korean Data and Information Science Society
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• 제25권1호
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• pp.211-218
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• 2014

Qu et. al. (2000) proposed the quadratic inference functions (QIF) method to marginal model analysis of longitudinal data to improve the generalized estimating equations (GEE). It yields a substantial improvement in efficiency for the estimators of regression parameters when the working correlation is misspecified. But for the longitudinal data with time-dependent covariates, when the implicit full covariates conditional mean (FCCM) assumption is violated, the QIF can not provide more consistent and efficient estimator than GEE (Cho and Dashnyam, 2013). Lai and Small (2007) divided time-dependent covariates into three types and proposed generalized method of moment (GMM) for longitudinal data with time-dependent covariates. They showed that their GMM type II and GMM moment selection methods can be more ecient than GEE with independence working correlation (GEE-ind) in the case of type II time-dependent covariates. We develop upgraded QIF method for type II time-dependent covariates. We show that this upgraded QIF method can provide substantial gains in efficiency over QIF and GEE-ind in the case of type II time-dependent covariates.

• 제어로봇시스템학회논문지
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• 제18권4호
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• pp.328-336
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• 2012

In this paper, we propose a robust fingertip extraction and extended Continuously Adaptive Mean Shift (CAMSHIFT) based robust hand gesture recognition for natural human-like HRI (Human-Robot Interaction). Firstly, for efficient and rapid hand detection, the hand candidate regions are segmented by the combination with robust $YC_bC_r$ skin color model and haar-like features based adaboost. Using the extracted hand candidate regions, we estimate the palm region and fingertip position from distance transformation based voting and geometrical feature of hands. From the hand orientation and palm center position, we find the optimal fingertip position and its orientation. Then using extended CAMSHIFT, we reliably track the 2D hand gesture trajectory with extracted fingertip. Finally, we applied the conditional density propagation (CONDENSATION) to recognize the pre-defined temporal motion trajectories. Experimental results show that the proposed algorithm not only rapidly extracts the hand region with accurately extracted fingertip and its angle but also robustly tracks the hand under different illumination, size and rotation conditions. Using these results, we successfully recognize the multiple hand gestures.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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• pp.651-658
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• 2013

For the marginal model and generalized estimating equations (GEE) method there is important full covariates conditional mean (FCCM) assumption which is pointed out by Pepe and Anderson (1994). With longitudinal data with time-varying stochastic covariates, this assumption may not necessarily hold. If this assumption is violated, the biased estimates of regression coefficients may result. But if a diagonal working correlation matrix is used, irrespective of whether the assumption is violated, the resulting estimates are (nearly) unbiased (Pan et al., 2000).The quadratic inference functions (QIF) method proposed by Qu et al. (2000) is the method based on generalized method of moment (GMM) using GEE. The QIF yields a substantial improvement in efficiency for the estimator of ${\beta}$ when the working correlation is misspecified, and equal efficiency to the GEE when the working correlation is correct (Qu et al., 2000).In this paper, we interest in whether the QIF can improve the results of the GEE method in the case of FCCM is violated. We show that the QIF with exchangeable and AR(1) working correlation matrix cannot be consistent and asymptotically normal in this case. Also it may not be efficient than GEE with independence working correlation. Our simulation studies verify the result.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.877-883
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• 2013

The quadratic inference functions (QIF) method proposed by Qu et al. (2000) and the generalized method of moments (GMM) for marginal regression analysis of longitudinal data with time-dependent covariates proposed by Lai and Small (2007) both are the methods based on generalized method of moment (GMM) introduced by Hansen (1982) and both use generalized estimating equations (GEE). Lai and Small (2007) divided time-dependent covariates into three types such as: Type I, Type II and Type III. In this paper, we compared these methods in the case of Type II and Type III in which full covariates conditional mean assumption (FCCM) is violated and interested in whether they can improve the results of GEE with independence working correlation. We show that in the marginal regression model with Type II time-dependent covariates, GMM Type II of Lai and Small (2007) provides more ecient result than QIF and for the Type III time-dependent covariates, QIF with independence working correlation and GMM Type III methods provide the same results. Our simulation study showed the same results.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송공학회 1999년도 KOBA 방송기술 워크샵 KOBA Broadcasting Technology Workshop
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• pp.83-88
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• 1999

In this paper, a novel gray-scale lossless image coder combining context-based minimum mean squared error (MMSE) prediction and entropy coding is proposed. To obtain context of prediction, this paper first defines directional difference according to sharpness of edge and gradients of localities of image data. Classification of 4 directional differences forms“geometry context”model which characterizes two-dimensional general image behaviors such as directional edge region, smooth region or texture. Based on this context model, adaptive DPCM prediction coefficients are calculated in MMSE sense and the prediction is performed. The MMSE method on context-by-context basis is more in accord with minimum entropy condition, which is one of the major objectives of the predictive coding. In entropy coding stage, context modeling method also gives useful performance. To reduce the statistical redundancy of the residual image, many contexts are preset to take full advantage of conditional probability in entropy coding and merged into small number of context in efficient way for complexity reduction. The proposed lossless coding scheme slightly outperforms the CALIC, which is the state-of-the-art, in compression ratio.