• Asia pacific journal of information systems
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• v.4 no.2
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• pp.131-164
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• 1994

A contingency model of outsourcing is developed from the information systems (IS) literature and strategic management literature in order to assess the following question: What factors influence change in the extent to which an organization outsources IS functions? Based on the literature, this study identifies four IS factors-gaps in information quality, IS support quality, IS staff quality, and IS cost effectiveness-and three organizational factors-the gap in financial performance, strategic orientation, and the role of information technology in an organization-that influence the change in degree of outsourcing. These factors are hypothesized to influence the change in the extent of an organization's outsourcing of IS functions. From a mail survey of 188 top IS executives in U.S. companies, the results of analysis of covariance and bivariate correlational and multivariate regression analyses provide the following major findings: (a) This study found support for the proposed research model. (b) The change in the degree of IS outsourcing is determined by gaps in information quality, IS support quality, IS cost effectiveness, and financial performance and by the role of IT among IS and organizational factors.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Proceedings of the KIEE Conference
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• 1989.07a
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• pp.158-161
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• 1989

This paper describes the AR model of EMG signal during maximum voluntary contraction. By comparing the AR coefficients and the reflection coefficients of the AR model with the median frequency of power spectrum, it if proved that muscle fatigue can be measured by the AR and the reflection coefficients. In the estimation procedure of AR model parameter, the auto-correlation method is superior to the covariance method, and it is determined that the optimal order is six. As the muscle becomes fatigue, the median frequency of power spectrum is declined, and the AR coefficient [$a_1$ ] and the reflection coefficient [$k_1$ ] are also decreased. Therefore the muscle fatigue can be measured by the AR parameter.

• 한국공간정보시스템학회:학술대회논문집
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• 2004.05a
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• pp.190-196
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• 2004

Thick composite laminated plates is considered in 3D finite-element. To consider continuity of transverse stresses and displacement field, mixed finite-element has been developed by using layerwise theory and the minimum potential energy principle. Mixed finite-element has been enforced through the thick direction, Z, of a laminated plate by considering six degree-of-freedoms per node. Six degree-of-freedoms are three displacement components in the coordinate axes directions and three transverse stress components ${\sigma}_z,\;{\tau}_{xz},\;{\tau}_{yz}$. The model maintain the fundamental elasticity relations that are stress-strain relation and displacement-strain relation, because the transverse stress components invoked as nodal degrees of freedom by using the fundamental elasticity relationship between th components of stress and displacement. Random vibration analysis of the model is performed by computing consistent mass matrix and computing covariance in frequency domain technique.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.1711-1714
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• 2003

The noise in an image degrades image quality and deteriorates coding efficiency of compression. Recently, various edge-preserving noise filtering methods based on the nonstationary image model have been proposed to overcome this problem. In most conventional nonstationary image models, however, pixels are assumed to be uncorrelated to each other In order not to increase the computational burden too much. As a result, some detailed information is lost in the filtered results. In this paper, we propose a computationally feasible adaptive noise smoothing algorithm which considers the nonstationary correlation characteristics of images. We assume that an image has a nonstationary mean and can be segmented into subimages which have individually different stationary correlations. Taking advantage of the special structure of the covariance matrix that results from the proposed image model, we derive a computationally efficient FFT-based adaptive linear minimum mean square error filter. The justification for the proposed image model is presented and the effectiveness of the proposed algorithm is demonstrated experimentally.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.11
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• pp.1864-1872
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• 2003

Hidden Markov Model(HMM) has been widely used in speech recognition, however, its use in machine condition monitoring has been very limited despite its good potential. In this paper, HMM is used to recognize rotor fault pattern. First, we set up rotor kit under unbalance and oil whirl conditions. Time signals of two failure conditions were sampled and translated to auto power spectrums. Using filter bank, feature vectors were calculated from these auto power spectrums. Next, continuous HMM and discrete HMM were trained with scaled forward/backward variables and diagonal covariance matrix. Finally, each HMM was applied to all sampled data to prove fault recognition ability. It was found that HMM has good recognition ability despite of small number of training data set in rotor fault pattern recognition.

• Journal of Korea Multimedia Society
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• v.20 no.11
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• pp.1720-1728
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• 2017

Active shape model is widely used in the field of image processing especially on arbitrary meaningful shape extraction from single gray level image. Cootes et. al. showed efficient detection of variable shape from image by using covariance and mean shape from learning. There are two stages of learning and testing. Hahn applied enhanced shape alignment method rather than using Cootes's rotation and scale scheme. Hahn did not modified the profile itself. In this paper, the method using directional one dimensional profile is proposed to enhance Cootes's one dimensional profile and the shape alignment algorithm of Hahn is combined. The performance of the proposed method was superior to Cootes's and Hahn's. Average landmark estimation error for each image was 27.72 pixels and 39.46 for Cootes's and 33.73 for Hahn's each.

• Journal of Animal Science and Technology
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• v.48 no.2
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• pp.161-168
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• 2006

Genetic parameters for linear type and composite traits were estimated by using Bayesian inference via Gibbs sampling with a multiple threshold animal model in Holstein cows. Fifteen linear type traits and 5 composite traits were included to estimate genetic variance and covariance components in the model. In this study, 30,204 records were obtained in the cows from 305 sires. Heritability estimates for linear type traits had the estimates as high as 0.28~0.64. Heritability estimates for composite traits were also high, when the traits were assumed to be categorical traits. Final score was more correlated with the composite traits than with the linear type traits.

• East Asian mathematical journal
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• v.5 no.1
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• pp.95-110
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• 1989

In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

• Communications for Statistical Applications and Methods
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• v.23 no.3
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• pp.231-239
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• 2016

A graphical diagnostic method based on multiple case deletions in a regression context is introduced by using the sampling distribution of the difference between two least squares estimators with and without multiple cases. Principal components analysis plays a key role in deriving this diagnostic method. Multiple case deletions of test statistic are also considered when a new observation is fitted to a given regression model. The result is useful for detecting influential observations in econometric data analysis, for example in checking whether the consumption pattern at a later time is the same as the one found before or not, as well as for investigating the influence of cases in the usual regression model. An illustrative example is given.