• 제어로봇시스템학회:학술대회논문집
• /
• 1989.10a
• /
• pp.109-112
• /
• 1989

Gun system operation is represented as a first-order Markov process, and an optimum linear filter is derived for closed-loop control of mean square error. Potential improvement is then estimated by contrasting the variance in performance and the auto correlation for open-loop system with that for the optimum linearly corrected process.

• Journal of the Korean Data and Information Science Society
• /
• v.19 no.4
• /
• pp.1281-1288
• /
• 2008

The purpose of this study is to consider the efficient methods for introducing the confidence interval. We explain various concepts and approaches about the confidence interval estimation. Computing methods for calculating the efficient confidence interval are suggested.

• Water for future
• /
• v.28 no.5
• /
• pp.219-233
• /
• 1995

A non-stationary multivariate model is selected in which the mean and variance of rainfall are not temporally or spatially constant. And the rainfall prediction system is constructed which uses the recursive estimation algorithm, Kalman filter, to estimate system states and parameters of rainfall model simulataneously. The on-line, real-time, multivariate short-term, rainfall prediction for multi-stations and lead-times is carried out through the estimation of non-stationary mean and variance by the storm counter method, the normalized residual covariance and rainfall speed. The results of rainfall prediction system model agree with those generated by non-stationary multivariate model. The longer the lead time is, the larger the root mean square error becomes and the further the model efficiency decreases form 1. Thus, the accuracy of the rainfall prediction decreases as the lead time gets longer. Also it shows that the mean obtained by storm counter method constitutes the most significant part of the rainfall structure.

• The Korean Journal of Financial Management
• /
• v.24 no.3
• /
• pp.133-152
• /
• 2007

In this paper, we examine a portfolio selection model in which a safety-first investor maximizes expected return subject to a downside risk constraint. We use the Value-at-Risk as the downside risk measure. We exploit the fact that returns are fat-tailed, and use a semi-parametric method suggested by Jansen, Koedijk and de Vries(2000). We find a more realistic asset allocation than the one suggested by the literature based on the traditional mean-variance framework. For the robustness check, we provide empirical analyses using empirical quantiles. The results highlight that for optimal portfolio selection involving downside risks that are far in the tails of the distribution, our mean-VaR model with a fat-tailed distribution is superior.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.44 no.1
• /
• pp.45-50
• /
• 2021

Machines and facilities are physically or chemically degenerated by continuous usage. The representative type of the degeneration is the wearing of tools, which results in the process mean shift. According to the increasing wear level, non-conforming products cost and quality loss cost are increasing simultaneously. Therefore, a preventive maintenance is necessary at some point. The problem of determining the maintenance period (or wear limit) which minimizes the total cost is called the 'process mean shift problem'. The total cost includes three items: maintenance cost (or adjustment cost), non-conforming cost due to the non-conforming products, and quality loss cost due to the difference between the process target value and the product characteristic value among the conforming products. In this study, we set the production volume as a decreasing function rather than a constant. Also we treat the process variance as a function to the increasing wear rather than a constant. To the quality loss function, we adopted the Cpm+, which is the left and right asymmetric process capability index based on the process target value. These can more reflect the production site. In this study, we presented a more extensive maintenance model compared to previous studies, by integrating the items mentioned above. The objective equation of this model is the total cost per unit wear. The determining variables are the wear limit and the initial process setting position that minimize the objective equation.

• Journal of the Korea Society of Computer and Information
• /
• v.14 no.5
• /
• pp.45-54
• /
• 2009

In this paper, we propose an adult images detection algorithm using a mean intensity filter and an improved 2D Hough Transform. This paper is composed of three major steps including a training step, a recognition step, and a verification step. The training step generates a mean nipple variance filter that will be used for detecting nipple candidate regions in the recognition step. To make the mean variance filter, we converts an input color image into a gray scale image and normalize it, and make an average intensity filter for nipple areas. The recognition step first extracts edge images and finds connected components, and decides nipple candidate regions by considering the ratio of width and height of a connected component. It then decides final nipple candidates by calculating the similarity between the learned nipple average intensity filter and the nipple candidate areas. Also, it detects breast lines of an input image through the improved 2D Hough transform. The verification step detects breast areas and identifies adult images by considering the relations between nipple candidate regions and locations of breast lines.

• Journal of Korean Institute of Industrial Engineers
• /
• v.25 no.3
• /
• pp.336-341
• /
• 1999

The problem of jointly determining the optimum process mean and screening limits for each market is considered in situations where there are several markets with different price/cost structures. The quality characteristic is assumed to be a normal distribution with unknown mean and known variance. A quadratic loss function is utilized for developing the economic model. Methods of finding the optimum process mean and screening limits are presented and a numerical example is given.

• Proceedings of the Korean Society of Computer Information Conference
• /
• 2009.01a
• /
• pp.207-210
• /
• 2009

Edge detection is an important process in low level image processing. But many proposed methods for edge detection are not very robust to the image noise and are not flexible for different images. To solve the both problems, an algorithm is proposed which eliminate the noise by mean shift algorithm in advance, and then adaptively determine the double thresholds based on gradient histogram and minimum interclass variance, With this algorithm, it can fade out almost all the sensitive noise and calculate the both thresholds for different images without necessity to setup any parameter artificially, and choose edge pixels by fuzzy algorithm.

• Honam Mathematical Journal
• /
• v.25 no.1
• /
• pp.95-115
• /
• 2003

Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p{\geq}4)$ under the quadratic loss, based on a sample $X_1,\;{\cdots}X_n$. We find an optimal decision rule within the class of Lindley type decision rules which shrink the usual one toward the mean of observations when the underlying distribution is that of a variance mixture of normals and when the norm $||{\theta}-{\bar{\theta}}1||$ is known, where ${\bar{\theta}}=(1/p)\sum_{i=1}^p{\theta}_i$ and 1 is the column vector of ones. When the norm is restricted to a known interval, typically no optimal Lindley type rule exists but we characterize a minimal complete class within the class of Lindley type decision rules. We also characterize the subclass of Lindley type decision rules that dominate the sample mean.

• Journal of Integrative Natural Science
• /
• v.11 no.3
• /
• pp.154-160
• /
• 2018

Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p-r{\geq}3)$, r = rank(K) with a projection matrix K under the quadratic loss, based on a sample $Y_1$, $Y_2$, ${\cdots}$, $Y_n$. In this paper a James-Stein type estimator with shrinkage form is given when it's variance distribution is specified and when the norm ${\parallel}{\theta}-K{\theta}{\parallel}$ is constrain, where K is an idempotent and symmetric matrix and rank(K) = r. It is characterized a minimal complete class of James-Stein type estimators in this case. And the subclass of James-Stein type estimators that dominate the sample mean is derived.