• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.119-133
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• 2017

Corrected Akaike's information criterion (AICc) is known to have better finite sample properties. However, Akaike's information criterion (AIC) is still widely used to select an optimal prediction model among several candidate models due to of a lack of research on benefits obtained using AICc. In this paper, we compare the performance of AIC and AICc through numerical simulations and confirm the advantage of using AICc. In addition, we also consider the performance of quasi Akaike's information criterion (QAIC) and the corrected quasi Akaike's information criterion (QAICc) for binomial and Poisson data under overdispersion phenomenon.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.655-665
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• 2000

Several information criterions, Schwarz information criterion (SIC), Akaike information criterion (AIC), and the modified Akaike information criterion ($AIC_c$), are proposed to locate a change point in the multiple linear regression model. These methods are applied to a stock Exchange data set and compared to the results.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.197-204
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• 2009

In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.827-832
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• 1997

Statistical relations between a system and empirical distribution are studied in terms of the concept of Akaike's Information Criterion. From this consideration we derive a bootstrap criterion for determining the optimal number of hidden units in nerual networks.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1387-1395
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• 2006

This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

• Journal of Forest and Environmental Science
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• v.24 no.3
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• pp.137-142
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• 2008

In this paper, we apply a logistic regression model to the data of snow damage on sugi (Cryptomeria japonica) occurred in Toyama prefecture (in Japan) in 2004 for estimating the risk probability. In order to specify the factors effecting snow damage, we apply a model selection procedure determining optimal subset of explanatory variables. In this process we consider the following 3 information criteria, 1) Akaike's information criterion, 2) Baysian information criterion, 3) Bias-corrected Akaike's information criterion. For the selected variables, we give a proper interpretation from the viewpoint of natural disaster.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.40 no.10
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• pp.1865-1870
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• 2015

In signal processing, the zero-error probability (ZEP) criterion and related algorithm (MZEP) outperforms MSE-based algorithms and yields superior and stable convergence in impulsive noise environment. In this paper, the analysis of the relationship with MSE criterion proves that ZEP criterion has equivalent optimum solution of MSE criterion. Also this work reveals that the magnitude controlled input of MZEP algorithm plays the role in keeping the optimum solution undisturbed from impulsive noise.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.301-317
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• 2022

In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.30 no.9A
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• pp.705-713
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• 2005

A novel decision criterion for weak M-ary signals is proposed in this paper. In the sense of minimizing the error probability, the proposed decision criterion is optimum when the signal strength approaches zero. In Part 1, the proposed detection criterion is proposed and investigated in detail, some interesting properties of the proposed decision criterion are described, and examples of decision regions are obtained. Based on the proposed detection criterion, a detection scheme for ultra wideband multiple access systems is investigated in the presence of impulsive interference in Part 2.

• Tunnel and Underground Space
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• v.21 no.5
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• pp.349-358
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• 2011

This paper introduces a new P wave arrival time determination algorithm of acoustic emission (AE) suitable to identify P waves with low signal-to-noise ratio generated in rock masses around the high-level radioactive waste disposal repositories. The algorithms adopted for this paper were amplitude threshold picker, Akaike Information Criterion (AIC), two step AIC, and Hinkley criterion. The elastic waves were generated by Pencil Lead Break test on a granite sample, then mixed with white noise to make it difficult to distinguish P wave artificially. The results obtained from amplitude threshold picker, AIC, and Hinkley criterion produced relatively large error due to the low signal-to-noise ratio. On the other hand, two step AIC algorithm provided the correct results regardless of white noise so that the accuracy of source localization was more improved and could be satisfied with the error range.