• Journal of applied mathematics & informatics
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• v.13 no.1_2
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• pp.479-485
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• 2003

The influence of observations on the Wilks' lambda test of a linear hypothesis in multivariate regression is investigated using the local influence method. The perturbation scheme of case-weights is considered. A numerical example is given to show the effectiveness of the local influence method in identifying the influential observations.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.267-272
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• 2006

A procedure for selecting regressors in the linear regression model is suggested using local influence approach. Under an appropriate perturbation scheme, the effect of perturbation of regressors on the profile log-likelihood displacement is assessed for variable selection. A numerical example is provided for illustration.

• Communications of the Korean Mathematical Society
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• v.20 no.2
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• pp.231-238
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• 2005

In this paper, we study the arithmetic properties of orders in a quaternion algebra over a dyadic local field and we find the mass formula of orders.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.369-375
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• 2009

The next local election for Jeollabuk-do will be held in 2010. In preparation for this, we conducted a study to observe whether or not if minute regionalism occurred during the fourth "Nationally coordinated local election" which was held on May 31st in 2006. This study is based on Jeollabuk-do provincial governor election data. For this, we introduced a RS index which is used to measure how evenly each candidate for governor of the province received votes, and chi-statistics that measure each candidate's local intimacy. Further more, we checked out whether minute regionalism occurred or not by putting to practical use correspondence analysis. As a result, we could confirm that minute regionalism occurred to a few candidates. After reviewing many measurements, we found that a RS index's validity is not high.

• Communications for Statistical Applications and Methods
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• v.19 no.4
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• pp.579-590
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• 2012

Local linear jump detection in a discontinuous regression function involves the choice of the bandwidth and the performance of a local linear jump detector depends heavily on the choice of the bandwidth. However, little attention has been paid to this important issue. In this paper we propose two fully data adaptive bandwidth selection methods for a local linear jump detector. The performance of the proposed methods are investigated through a simulation study.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.229-239
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• 2007

We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.48 no.3
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• pp.19-29
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• 2011

Until now, many face recognition methods have been proposed, most of them use a 1-dimensional feature vector which is vectorized the input image without feature extraction process or input image itself is used as a feature matrix. It is known that the face recognition methods using raw image yield deteriorated performance in databases whose have severe illumination changes. In this paper, we propose a face recognition method using local statistics of gradients and correlations which are good for illumination changes. BDIP (block difference of inverse probabilities) is chosen as a local statistics of gradients and two types of BVLC (block variation of local correlation coefficients) is chosen as local statistics of correlations. When a input image enters the system, it extracts the BDIP, BVLC1 and BVLC2 feature images, fuses them, obtaining feature matrix by $(2D)^2$ PCA transformation, and classifies it with training feature matrix by nearest classifier. From experiment results of four face databases, FERET, Weizmann, Yale B, Yale, we can see that the proposed method is more reliable than other six methods in lighting and facial expression.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.359-371
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• 2004

The goal of this article is to examine the problems and crisis of statistics departments, and to explore the means of settlement.

• Journal of Broadcast Engineering
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• v.13 no.1
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• pp.128-136
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• 2008

In this paper, we propose a variable step search fast motion estimation algorithm using local statistics of neighboring motion vectors. Using the degree of correlation between neighboring motion vectors, motion search range is adaptively adjusted to reduce unnecessary search points. Based on the adjusted search range, motion vector is obtained by variable search step. Experimental results show that the proposed algorithm has the capability to dramatically reduce the search points and computing cost for motion estimation, comparing to fast full spiral search motion estimation and other fast motion estimation.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.707-719
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• 2018

Various time series representation methods have been proposed for efficient time series clustering and classification. Lin et al. (DMKD, 15, 107-144, 2007) proposed a symbolic aggregate approximation (SAX) method based on symbolic representations after approximating the original time series using piecewise local mean. The performance of SAX therefore depends heavily on how well the piecewise local averages approximate original time series features. SAX equally divides the entire series into an arbitrary number of segments; however, it is not sufficient to capture key features from complex, large-scale time series data. Therefore, this paper considers data-adaptive local constant approximation of the time series using the unbalanced Haar wavelet transformation. The proposed method is shown to outperforms SAX in many real-world data applications.