• 제목/요약/키워드: information criterion

검색결과 1,508건 처리시간 0.037초

Multiple Change-Point Estimation of Air Pollution Mean Vectors

  • Kim, Jae-Hee;Cheon, Sooy-Oung
    • 응용통계연구
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    • 제22권4호
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    • pp.687-695
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    • 2009
  • The Bayesian multiple change-point estimation has been applied to the daily means of ozone and PM10 data in Seoul for the period 1999. We focus on the detection of multiple change-points in the ozone and PM10 bivariate vectors by evaluating the posterior probabilities and Bayesian information criterion(BIC) using the stochastic approximation Monte Carlo(SAMC) algorithm. The result gives 5 change-points of mean vectors of ozone and PM10, which are related with the seasonal characteristics.

Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
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    • 제24권3호
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    • pp.193-209
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    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

GMDH를 이용한 비선형 시스템의 모델링 성능 개선 (Performance Improvement of Nonlinear System Modeling Using GMDH)

  • 홍연찬
    • 한국정보통신학회논문지
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    • 제14권7호
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    • pp.1544-1550
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    • 2010
  • 비선형 동적 시스템을 모델링하기 위해 GMDH(Group Method of Data Handling)를 적용한 많은 연구들이 수행되어 왔다. 그러나 모델링의 정확성을 위해서는 계산량이 크게 증가한다. 그러므로 본 논문에서는 입력 데이터를 취사선택하는 기준을 점감적으로 조정함으로써 적어도 정확성을 유지하면서 전형적인 GMDH의 단점인 과도한 계산을 피할 수 있는 방법을 제안한다. 컴퓨터 시뮬레이션 결과, GMDH 알고리듬의 계산량을 성공적으로 줄일 수 있었고 에러율도 소폭 줄일 수 있었다.

Location Template Matching(LTM) 방법에 사용되는 유사성 척도들의 비교 연구 (Comparative Study on the Measures of Similarity for the Location Template Matching(LTM) Method)

  • 신기홍
    • 한국소음진동공학회논문집
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    • 제24권4호
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    • pp.310-316
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    • 2014
  • The location template matching(LTM) method is a technique of identifying an impact location on a structure, and requires a certain measure of similarity between two time signals. In general, the correlation coefficient is widely used as the measure of similarity, while the group delay based method is recently proposed to improve the accuracy of the impact localization. Another possible measure is the frequency response assurance criterion(FRAC), though this has not been applied yet. In this paper, these three different measures of similarity are examined comparatively by using experimental data in order to understand the properties of these measures of similarity. The comparative study shows that the correlation coefficient and the FRAC give almost the same information while the group delay based method gives the shape oriented information that is best suitable for the location template matching method.

Location Template Matching(LTM) 방법에 사용되는 유사성 척도들의 비교 연구 (Comparative Study on the Measures of Similarity for the Location Template Matching (LTM) Method)

  • 신기홍
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2014년도 춘계학술대회 논문집
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    • pp.506-511
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    • 2014
  • The location template matching (LTM) method is a technique of identifying an impact location on a structure, and requires a certain measure of similarity between two time signals. In general, the correlation coefficient is widely used as the measure of similarity, while the group delay based method is recently proposed to improve the accuracy of the impact localization. Another possible measure is the frequency response assurance criterion (FRAC), though this has not been applied yet. In this paper, these three different measures of similarity are examined comparatively by using experimental data in order to understand the properties of these measures of similarity. The comparative study shows that the correlation coefficient and the FRAC give almost the same information while the group delay based method gives the shape oriented information that is best suitable for the location template matching method.

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다목적선형계획법을 이용한 한국 정보통신 기술분야별 R&D 투자규모결정 모형개발 및 사례연구 (R&D Investment Model for the Information and Telecommunications Technology by Multiple Objective Linear Programming)

  • 이동엽
    • 경영과학
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    • 제16권1호
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    • pp.63-74
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    • 1999
  • This paper presents a R&D investment model for the Information and telecommunications(l&T) technology using multiple objective linear programming(MOLP). The MOLP model involves the simultaneous maximization of three linear objective functions associated with three criteria, which are social, technological, and economic criterion. This model is different from the traditional one which only involves the maximization of economic criterion. It yields a suitable R&D investment ratio to each technology field. Its application to the National R&D Project in l&t Industry is also presented. In this application, the Analytic Hierarchy Process(AHP) is proposed to estimate the weights, which used as the coefficients in each objective function of the MOLP model. Then the problem is solved using the interactive method STEM. It is showed that with the aid of STEM, the MOLP model can be useful decision aid in formulation R&D investment plan in l&t industry. It is expected that the MOLP model works as the basis for planning R&D investment strategy in l&T industry.

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약한 다진 신호에 알맞은 결정 기준: 2부. 초광대역 다중접속 시스템에의 응용 (Decision Criterion for Weak M-ary Signals: Part 2. Application to UWB Multiple Access Systems)

  • 오종호;이주미;배진수;구진규;송익호
    • 한국통신학회논문지
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    • 제31권1C호
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    • pp.1-7
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    • 2006
  • 이 논문에서는, 약한 다진 신호에 알맞도록 1부에서 제안한 검파기준을 바탕으로 간섭이 충격성일 때 초광대역 다중접속 시스템에 알맞은 검파 기법을 살펴본다. 제안한 검파기는 최대 비슷함 검파기준을 바탕으로 한 최적 검파기와 견주어 볼 때 얼개가 더 간단하고 성능이 거의 같다. 한편, 간섭이 충격성일 때, 제안한 검파기는 정규 환경에 최적화된 검파기보다 성능이 더 좋다는 것도 보인다.

Binary Segmentation Procedure for Detecting Change Points in a DNA Sequence

  • Yang Tae Young;Kim Jeongjin
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.139-147
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    • 2005
  • It is interesting to locate homogeneous segments within a DNA sequence. Suppose that the DNA sequence has segments within which the observations follow the same residue frequency distribution, and between which observations have different distributions. In this setting, change points correspond to the end points of these segments. This article explores the use of a binary segmentation procedure in detecting the change points in the DNA sequence. The change points are determined using a sequence of nested hypothesis tests of whether a change point exists. At each test, we compare no change-point model with a single change-point model by using the Bayesian information criterion. Thus, the method circumvents the computational complexity one would normally face in problems with an unknown number of change points. We illustrate the procedure by analyzing the genome of the bacteriophage lambda.

이상행위 탐지를 위한 프로파일링 기준 (A Criterion on Profiling for Anomaly Detection)

  • 조혁현;정희택;김민수;노봉남
    • 한국정보통신학회논문지
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    • 제7권3호
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    • pp.544-551
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    • 2003
  • 인터넷이 일반화되면서, 컴퓨터 시스템을 침입으로부터 효과적이면서 종합적으로 보호하기 위해 침입탐지 시스템이 필요하게 되었다. 본 연구에서는 이상행위 탐지를 기반으로 한 침입 탐지 시스템을 위한, 정상행위 프로파일링 기준을 제시한다. 프로파일링 과정에서 내재하고 있는 과탐지의 원인을 제시하고 이를 제어할 수 있는 침입 탐지 방안을 제안한다. 마지막으로, 사용자의 행위 패턴에 대해 정상행위 패턴 데이터베이스로부터 이상행위 여부를 판단할 수 있는 유사도 함수를 제안한다.

새로운 결합척도를 이용한 동영상 분할 (Video Segmentation Using New Combined Measure)

  • 최재각;이시웅;남재열
    • 대한전자공학회논문지SP
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    • 제40권1호
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    • pp.51-62
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    • 2003
  • 본 논문에서는 분할기반 영상 부호화를 위한 새로운 영상 분할 알고리즘을 제안한다. 제안된 방법은 움직임과 밝기 정보에 기반한 새로운 유사성 척도를 사용한다. 그리고 하나의 분할 단계 내에 밝기와 움직임 정보가 함께 결합된다. 영상 분할은 분수령 알고리즘에 기반한 영역 확장법을 통해 이루처지며, 연속된 프레임에 대한 분할은 분할결과가 시간축으로 일관성을 유지하도록 추적방법을 통해 이루어진다. 모의실험결과, 제안된 방법이 통계적 척도만을 사용한 방법과는 달리, 물체의 경계를 결정하는데 효과적임을 보였다.