• The Korean Journal of Applied Statistics
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• v.34 no.2
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• pp.205-223
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• 2021

In this paper, we study a method to determine the existence of unit roots by using the adaptive lasso. The previously proposed method that applied the adaptive lasso to the original time series has low power when there is an unknown trend. Therefore, we propose a modified version that fits the ADF regression model without deterministic component using the adaptive lasso to the detrended series instead of the original series. Our Monte Carlo simulation experiments show that the modified method improves the power over the original method and works well in large samples.

• KIPS Transactions on Software and Data Engineering
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• v.4 no.9
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• pp.377-384
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• 2015

In this paper we propose a visualization tool for distortion-free time-series matching. Supporting distortion-free is a very important factor in time-series matching to get more accurate matching results. In this paper, we visualize the result of time-series matching, which removes various time-series distortions such as noise, offset translation, amplitude scaling, and linear trend by using moving average, normalization, linear detrending transformations, respectively. The proposed visualization tool works as a client-server model. The client sends a user-selected time-series, of which distortions are removed, to the server and visualizes the matching results. The server efficiently performs the distortion-free time-series matching on the multi-dimensional R*-tree index. By visualizing the matching result as five different charts, we can more easily and more intuitively understand the matching result.

• Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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• 2001.06a
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• pp.1242-1242
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• 2001

The use of fibre optic probes for NIR quality control in the industry is becoming very important, as it provides a powerful tool to reduce sample analysis time and it facilitates the implementation of on-line analyses. However, most of the applications of fibre optics and probes have been done on suspensions, clear liquids and films, chemical and pharmaceutical products and also on fruits and animal products. Traditional applications of near infrared spectroscopy in agriculture have been developed in reflectance mode and calibration transfer could be an interesting way to reduce efforts. Classical methods for calibration transfer between different instruments involve the use of sealed reference cups, but, as fibre optic analysis does not use cups, it is necessary to develop new methods for calibration transfer without standards (Blank et al., 1996). In this paper, we have studied how the most used mathematical pretreatments (three methods of Multiplicative Scatter Correction, Standard Normal Variate, Detrending and derivatives) and their combinations applied to calibration development can contribute to reduce spectral differences between instruments. Calibration equations were obtained for three sets of cereals (barley, wheat and maize) scanned in reflectance mode and then they were validated with samples analysed in reflectance and interactance-reflectance mode (fibre optic). Preliminary results show how some combination of pretreatments reduce the differences in the predicted values, measured as standard error of differences, facilitating the use of calibrations obtained in reflectance for samples analysed by interactance-reflectance. However, the application of pretreatments is not enough to satisfy the control limits for calibration transfer suggested by Shenk et al. (1992), and it should be necessary to combine them with a specific algorithm for instruments standardization.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.531-542
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• 2008

The unit root test is the major tool for determining whether we use differencing or detrending to eliminate the trend from time series data. Dickey-Fuller test (Dickey and Fuller, 1979) has the low power of test when the sample size is small or the true coefficient of AR(1) process is almost unit root and the Bayesian unit root test has complicated testing procedure. We propose a new unit root testing procedure, which mixed Bayesian approach with the traditional testing procedure. Using simulation studies, our approach showed locally higher powers than Dickey-Fuller test when the sample size is small or the time series has almost unit root and simpler procedure than Bayesian unit root test procedure. Proposed testing procedure can be applied to the time series data that are not observed as process with unit root.

• Journal of Cadastre & Land InformatiX
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• v.51 no.1
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• pp.23-38
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• 2021

In this paper, we analyzed the possibility of utilizing LX-PPS GNSS permanent stations whose antennas are installed on the building rooftop for the purpose of high-precision GNSS positioning services. We picked 15 pairs of adjacent GNSS permanent stations operated by LX-PPS and NGII, and then produced 3-year-long time series using the high-precision data processing software called GIPSY. Patterns and trends of position estimates were compared and analyzed. Horizontal and vertical deviations including the linear velocities coincide with the well-known crustal deformation rates of the Korean peninsula. We also observed almost the same annual or seasonal patterns from those nearby sites. After detrending the linear velocity, the amplitude and phase of annual signals almost perfectly match each other within the baseline length of 2 km. By subtracting seasonal signals, the RMS and standard deviations in LX-PPS PPGR with respect to NGII KANR are about 1, 2, and 5 mm in the north-south, east-west, and vertical directions, respectively. From this analysis it can be concluded that the rooftop-installed LX-PPS sites show similar level of stability and positioning performance comparable to those ground-mounted NGII stations.