• Journal of the Korean Institute of Intelligent Systems
• /
• v.2 no.3
• /
• pp.29-39
• /
• 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
• /
• v.26 no.5
• /
• pp.519-526
• /
• 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
• /
• v.30 no.4
• /
• pp.389-402
• /
• 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
• /
• v.30 no.6
• /
• pp.631-652
• /
• 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.

• The Korean Journal of Financial Management
• /
• v.27 no.1
• /
• pp.1-30
• /
• 2010

This paper tested the lead-lag relationship as well as the symmetric and asymmetric volatility spillover effects between international currency futures markets and cash markets. We use five kinds of currency spot and futures markets such as British pound, Australian and Canadian dollar, Brasilian Real and won/dollar spot and futures markets. daily closing prices covering from September 15, 2003 to July 30, 2009. For this purpose we employed dynamic time series models such as the Granger causality based on VAR and time-varying MA(1)-GJR-GARCH(1, 1)-M. The main empirical results are as follows; First, according to Granger causality test, we find that the bilateral lead-lag relationship between the five countries' currency spot and futures market. The price discover effect from currency futures markets to spot market is relatively stronger than that from currency spot to futures markets. Second, based on the time varying GARCH model, we find that there is a bilateral conditional mean spillover effects between the five currency spot and futures markets. Third, we also find that there is a bilateral asymmetric volatility spillover effects between British pound, Canadian dollar, Brasilian Real and won/dollar spot and futures market. However there is a unilateral asymmetric volatility spillover effect from Australian dollar futures to cash market, not vice versa. From these empirical results we infer that most of currency futures markets have a much better price discovery function than currency cash market and are inefficient to the information.

• Journal of the Korean Data and Information Science Society
• /
• v.25 no.1
• /
• pp.211-218
• /
• 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.

• Journal of Institute of Control, Robotics and Systems
• /
• v.18 no.4
• /
• pp.328-336
• /
• 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
• /
• v.24 no.3
• /
• pp.651-658
• /
• 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
• /
• v.24 no.4
• /
• pp.877-883
• /
• 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.

• Proceedings of the Korean Society of Broadcast Engineers Conference
• /
• 1999.06a
• /
• pp.83-88
• /
• 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.