• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.371-381
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• 1993

When the multicollinearity presents in the standard linear regression model, ridge regression might be used to mitigate the effects of collinearity. As the prediction-oriented criterion, the integrated mean sqare error criterion $J_w(k)$ was introduced by Lim, Choi & Park(1980). By noting the equivalent relationship between the $C_k$ criterion and $J_w(k)$ with a special choice of weight function $W(x)$, we propose a more reasonable selection rule of k w.r.t. the $C_k$ criterion than that given in Myers(1986). Next, to find the $\beta(k)$ which behaves reasonably well w.r.t. competing criteria, we adopt the minimax principle in the sense of maximizing the worst relative efficiency of k among competing criteria.

• IE interfaces
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• v.17 no.1
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• pp.78-83
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• 2004

We consider the sensitivity of average inventory cost rate when true values of the parameters in the EOQ model are unknown over known ranges. In particular, in the case that the valid range on the true economic lot size are known, we provide a formula for estimating the lot size under minimax criterion. Moreover, to estimate the valid range, we apply the propagation of errors technique. Then, we present a scheme to find a (valid) lot size, based on the estimated range of the true lot size from the propagation of errors technique.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.1028-1034
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• 2003

We consider the sensitivity of average inventory cost rate when true values of the parameters In the EOQ model are unknown over known ranges. In particular, In the case that the valid range on the true economic lot size are known. we provide a formula for estimating the lot size under minimax criterion. Moreover, to estimate the valid range, we apply the propagation of errors technique. Then, we present a scheme to find a (valid) lot size. based on the estimated range of the true lot size from the propagation or errors technique.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.162-165
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• 1995

For an accurate on-line measurement of the ship's attitude the paper develops an intelligent sensing system which uses one servo-type accelerometer and two servo-type inclinometers appropriately located on the ship. By considering the dynamics of the servo-controlled rigid pendulums of the inclinometers, linear equations for the rolling and pitching of the ship are derived separately from each other. Moreover, one accelerometer is used for extracting the heaving signal. Through the introduction of linear dynamic models and the linear observation equations for the heaving, rolling and pitching, the on-line measurement of the three signals can be reduced to the state estimation of the linear dynamic systems. A bank of Kalman filters is adaptively used to achieve the on-line accurate state estimation and to overcome changes in parameters in the linear dynamic models.

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.453-470
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• 2018

We study how to distinguish the parameters of the sparse autoregressive (AR) process from zero using a non-convex penalized estimation. A class of non-convex penalties are considered that include the smoothly clipped absolute deviation and minimax concave penalties as special examples. We prove that the penalized estimators achieve some standard theoretical properties such as weak and strong oracle properties which have been proved in sparse linear regression framework. The results hold when the maximal order of the AR process increases to infinity and the minimal size of true non-zero parameters decreases toward zero as the sample size increases. Further, we construct a practical method to select tuning parameters using generalized information criterion, of which the minimizer asymptotically recovers the best theoretical non-penalized estimator of the sparse AR process. Simulation studies are given to confirm the theoretical results.

• Journal of the Korean Institute of Telematics and Electronics
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• v.24 no.3
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• pp.504-509
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• 1987

In this paper a characteristics of image which can be segmented based on the thresholding technique using a histogram was investigated employing 3 parameters: the variance of pixel value, the average mean difference between target and background and the target size. The threshold value for the histogram segmentation was determined by applying the hypothesis testing theory. The performance of the selected threshold was evaluated by computing a probability of error. Since a priori probability can be easily obtained from the histogram, it was found that the Bayes decision rule which theoretically guarantees the minimum probability of error works better than the minimax criterion rule.

• Journal of Satellite, Information and Communications
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• v.3 no.2
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• pp.48-53
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• 2008

In the future, satellite communication systems, such as ISDB in Japan and DVB in Europe, are required to support higher transmission date rate for providing multimedia services including HDTV, high rate data communication etc. Considering the effectiveness of OFDM technique in efficient usage of frequency bandwidth and its robustness to the multi-path fading, several OFDM based standards have been proposed for satellite communication. However, the problem of high Peak to Average Power Ratio is one of the main obstacles for the implementation of OFDM based system. Many PAPR reduction schemes have been proposed for OFDM systems. Among these, the partial transmit sequences (PTS) is attractive as they obtain better PAPR property by modifying OFDM signals without distortion. In this paper, considering the complexity issue, we present a simplified minimum maximum (minimax) criterion and Sub-Optimal PTS algorithm to optimize the phase factor. This algorithm can be dynamically made tradeoff`f between performance and complexity on demand. In addition, we integrate guided scrambling (GS) with this method. Simulation in multiple antenna based OFDM system proves that the proposed Hybrid schemes can get much more PAPR reduction and do not require transmission of side information (SI). Thus it is helpful when implementing OFDM technique in satellite communication system.