• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.253-256
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• 2003

In ecological studies, animal science, or entomology, the variance of count is considered to have the power of the mean relationship with the mean count as Taylor (1961) presented his famous 'Taylor's Power Law'. In this talk, we are going to review the development of TPL and its extension toward pest management sampling scheme. Different estimation methods are compared. Quasilikelihood approach is suggested to incorporate covariate information. Possible extensions will be discussed.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.4
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• pp.675-684
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• 1997

The bit rate control algorithm which is capable of handing scene change is proposed. In MPEG-2 TM5, block variance is used to measure block activity. But block variance is not consistent with human visual system and does not differenciate the distribution of pixel values within the block. In target bit allocation process of TM5, global complexity, obtained by results of previous coded pictures, is used. Since I pictures are spaced relatively far apart, their complexity estimate is not very accurate. In the proposed algorithm local variance is used to measure block activity and detect scene change. Local variance, using deviation from the mean of neighboring pixels, well represents the distribution of pixel values within the block. If scene change is detected, the local variance information is used for target bit allocation process. Allocating target bits for I picture, the average local variance difference between previous and current I picture is considered. The experimental results show that the proposed algorithm can detect scene change very precisely and gives better picture quality and higher PSNR values than MPEG-2 TM5.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.4
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• pp.145-152
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• 2019

All machines deteriorate in performance over time. The phenomenon that causes such performance degradation is called deterioration. Due to the deterioration, the process mean of the machine shifts, process variance increases due to the expansion of separate interval, and the failure rate of the machine increases. The maintenance model is a matter of determining the timing of preventive maintenance that minimizes the total cost per wear between the relation to the increasing production cost and the decreasing maintenance cost. The essential requirement of this model is that the preventive maintenance cost is less than the failure maintenance cost. In the process mean shift model, determining the resetting timing due to increasing production costs is the same as the maintenance model. In determining the timing of machine adjustments, there are two differences between the models. First, the process mean shift model excludes failure from the model. This model is limited to the period during the operation of the machine. Second, in the maintenance model, the production cost is set as a general function of the operating time. But in the process mean shift model, the production cost is set as a probability functions associated with the product. In the production system, the maintenance cost of the equipment and the production cost due to the non-confirming items and the quality loss cost are always occurring simultaneously. So it is reasonable that the failure and process mean shift should be dealt with at the same time in determining the maintenance time. This study proposes a model that integrates both of them. In order to reflect the actual production system more accurately, this integrated model includes the items of process variance function and the loss function according to wear level.

• The Korean Journal of Nuclear Medicine
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• v.21 no.2
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• pp.143-150
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• 1987

To assess the analytic performance of immunoradiometric TSH assay (IRMA TSH), assay precision determined by intra and interassay variance, assay accuracy determined by dilution and recovery study, were evaluated by using two commercial kit $(Abott^{(R)}\;and\;Daichi^{(R)})$. Normal range of basal serum TSH and TRH stimulated TSH increment were also determined in 234 healthy subjects (male 110, female 124; age 20-70) and 30 voluteers (male 10, female 20; age 21-26). In addition, basal TSH levels of 70 patients with untreated hyperthyroidism, 50 untreated hypothyroidism, and 60 euthyroidism were measured to assess the clinical utility of IRMA TSH. The detection limit of IRMA TSH was 0.04 mU/l and 0.08 mU/l by Abott Kit and Daichi kit respectively. Using Abott kit, intra assay variance were 2.0, 3.1 and 1.4% in mean TSH concentration 2.4, 31.6 and 98.2 mU/l repectively and interassay variance were 2.0 and 3.2% in mean TSH concentration 2.3 and 31.3 mU/l. Mean recovery rate was 92.5% and dilution study showed nearly straight line. When Daichi kit was used, intrasssay variance were 5.6, 5.2 and 6.2% in mean TSH concentration of 2.4, 31.6 and 98.2 mU/l respectively and interassay variance were 7.1 and 7.4% in mean TSH of 2.3 and 31.3 mU/l. Mean recoveray rate was 89.9%. Normal range of basal TSH and TRH stimulated peak TSH were 0.38-4.02 mU/l and 2.85-30.8 mU/l repectively (95% confidence interval, Abott kit used). Sensitivity and specificity of basal TSH levels for diagnosing hypothyroidism as well as specificity for diagnosing hyperthyroidism were 100% by using both kit. Sensitivity of basal TSH level for diagnosing hyperthyroidism was 100% when TSH levels were measured by Abott kit while that was 80.9% when measured by Daichi kit. These results suggest that IRMA TSH was very precise and accurate method and might be used as a first line test in the evaluation of thyroid function.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.05a
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• pp.294-297
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• 2004

Mean squared error (MSE) is an effective criterion to combine the mean and the standard deviation responses in dual response surface optimization. The bias and variance components of MSE need to be weighted properly in the given problem situation. This paper proposes a systematic method to determine the relative weights of bias and variance in accordance with a decision maker's prior and posterior preference structure.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.2307-2310
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• 2003

In this paper, a method for face recognition based on the wavelet packet decomposition is proposed. In the proposed method, the input image is decomposed by the 2-level wavelet packet transformation and then the face areas are defined by the Integral Projection technique applied to each of the 1-level subband images, HL and LH. After the defined face areas are divided into three areas, called top, bottom, and border, the mean and the variance of the three areas of the approximation image are computed, and the variance of the single predetermined face area for the rest of 15 detail images, from which the feature vectors of statistical measure are extracted. In this paper we use the wavelet packet decomposition, a generalization of the classical wavelet decomposition, to obtain its richer signal analysis features such as discontinuity in higher derivatives, self-similarity, etc. And we have shown that even with very simple statistical features such as mean values and variance we can make an excellent basis for face classification, if an appropriate probability distance is used.

• Industrial Engineering and Management Systems
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• v.16 no.1
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• pp.118-128
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• 2017

Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.4
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• pp.137-152
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• 2014

In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

• The Korean Journal of Applied Statistics
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• v.25 no.4
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• pp.681-695
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• 2012

In this paper, a family of estimators for the finite population variance investigated by Srivastava and Jhajj (1980) is studied under two different situations of random non-response considered by Tracy and Osahan (1994). Asymptotic expressions for the biases and mean squared errors of members of the proposed family are obtained; in addition, an asymptotic optimum estimator(AOE) is also identified. Estimators suggested by Singh and Joarder (1998) are shown to be members of the proposed family. A correction to the Singh and Joarder (1998) results is also presented.