• 제목/요약/키워드: non parametric methods

검색결과 273건 처리시간 0.021초

품질경영학회 50주년 특별호: 통계적 기법 분야 연구 리뷰 (Literature Review on the Statistical Methods in KSQM for 50 Years)

  • 임용빈;김상익;이상복;장대흥
    • 품질경영학회지
    • /
    • 제44권2호
    • /
    • pp.221-244
    • /
    • 2016
  • Purpose: This research reviews the papers, published in the Journal of the Korean Society for Quality Control (KSQC) and the Journal of the Korean Society for Quality Management (KSQM) since 1965, in the area of statistical methods. The literature review is performed in the four fields of the statistical methods and we categorize the published articles into the several sub-areas in each field. Methods: The reviewed articles are classified into the four main categories: probability model and estimation, Bayesian analysis and non-parametric analysis, regression and time series analysis, and application of data analysis. We examine the contents and relationships of the published articles of the several sub-areas in each category. Results: We summarize the reviewed papers in the chronological road-maps for each sub-area, and outline the relations of the connected papers. Some comments on the contents and the contributions of the reviewed papers are also provided in this paper. Conclusion: Various issues are employed and published on the research of the application statistical methods for past 50 years, and many worthy works are achieved in the theory and application areas of statistical methods for improving quality in the manufacturing and service industries. The future direction of the research in the statistical quality management methods also can be explored by the contents of this research.

ON THE STUDY OF SOLUTION UNIQUENESS TO THE TASK OF DETERMINING UNKNOWN PARAMETERS OF MATHEMATICAL MODELS

  • Avdeenko, T.V.;Je, Hai-Gon
    • East Asian mathematical journal
    • /
    • 제16권2호
    • /
    • pp.251-266
    • /
    • 2000
  • The problem of solution uniqueness to the task of determining unknown parameters of mathematical models from input-output observations is studied. This problem is known as structural identifiability problem. We offer a new approach for testing structural identifiability of linear state space models. The approach compares favorably with numerous methods proposed by other authors for two main reasons. First, it is formulated in obvious mathematical form. Secondly, the method does not involve unfeasible symbolic computations and thus allows to test identifiability of large-scale models. In case of non-identifiability, when there is a set of solutions to the task, we offer a method of computing functions of the unknown parameters which can be determined uniquely from input-output observations and later used as new parameters of the model. Such functions are called parametric functions capable of estimation. To develop the method of computation of these functions we use Lie group transformation theory. Illustrative example is given to demonstrate applicability of presented methods.

  • PDF

Admissible Estimation for Parameters in a Family of Non-regular Densities

  • Byung Hwee Kim;In Hong Chang
    • Communications for Statistical Applications and Methods
    • /
    • 제2권2호
    • /
    • pp.52-62
    • /
    • 1995
  • Consider an estimation problem under squared error loss in a family of non-regular densities with both terminals of the support being decreasing functions of an unknown parameter. Using Karlin's(1958) technique, sufficient conditions are given for generalized Bayes estimators to be admissible for estimating an arbitrarily positive, monotone parametric function and then treat some examples which illustrate our results.

  • PDF

반복형 위너 필터 방법에 기반한 재귀적 완전 최소 제곱 방법을 사용한 시간 지연 추정 알고리즘 (Time delay estimation by iterative Wiener filter based recursive total least squares algorithm)

  • 임준석
    • 한국음향학회지
    • /
    • 제40권5호
    • /
    • pp.452-459
    • /
    • 2021
  • 서로 떨어져 설치된 두 개의 음향 수신기에 도달하는 신호의 상호 지연 시간을 추정하는 것은 실내 음향과 소나 등에서 목표물 위치 추정 문제나 추적 등 여러 방면에서 쓰이고 있다. 시간 지연을 구하는 방법에서는 두 수신 신호 사이의 상호 상관을 이용한 방법으로 대표되는 비 파라메트릭 방법과 시스템 인식을 기반으로 하는 파라메트릭 방법이 있다. 본 논문에서는 파라메트릭 방법에 기반을 둔 시간 지연 추정 방법을 제안한다. 특히 음향 수신기에 잡음이 부과되는 것을 고려한 방법을 제안한다. 그리고 백색 잡음 및 잔향 환경에서 기존의 일반 상호 상관법과 적응 고유치 분석법과 비교를 통해서 새로 제안한 알고리즘이 더 우수함을 확인한다.

모의실험에 의한 리커트형 설문분석 방법의 비교 (A simulation comparison on the analysing methods of Likert type data)

  • 김현철;최승경;최동호
    • Journal of the Korean Data and Information Science Society
    • /
    • 제27권2호
    • /
    • pp.373-380
    • /
    • 2016
  • 리커트형 데이터가 순서척도임에도 불구하고 많은 연구자들이 구간척도로 간주하여 모수 방법을 적용하고 있다. 본 연구에서는 리커트형 데이터를 어떻게 분석하는 것이 적절한지 모의 실험을 통하여 알아본다. 다양한 분포를 갖는 5점 리커트형 표본을 추출하여 위치를 비교하고, 순서척도의 경우 위치비교 보다 응답분포를 살펴보는 것이 더 타당하므로 응답분포 검정을 실시한다. 위치를 비교하는 방법으로는 구간척도로 생각하고 분석하는 모수 방법인 t-검정과 순서척도로 생각하는 비모수 방법인 만- 휘트니검정 (M-W검정)을 적용하고, 응답분포를 검정하기 위해서는 카이제곱 검정과 콜모고로프 - 스미르노프검정 (K-S검정)을 실시한다. 네 가지 방법의 효율성을 비교하기 위하여 제 1종 오류 (Type I error)의 비율과 검정력 (power)을 구한다.

파라메트릭 배열을 이용한 해저지층 탐사 알고리즘 (Sub-bottom Profiling Algorithm using Parametric Array)

  • 이종현;이재일;배진호
    • 한국해양공학회지
    • /
    • 제28권1호
    • /
    • pp.55-63
    • /
    • 2014
  • In this paper, we propose an threshold-based Schur algorithm for estimating the media characteristics of sub-bottom multi-layers by using the signal generated by a parametric array transducer. We use the KZK model to generate a parametric array signal, and use the proposed threshold-based Schur algorithm for estimating the reflection coefficients of multiple sea bottom layers. Using computer simulation, we verify that the difference frequency component generated by the KZK model prevails over the signals of primary frequencies at long range. For the simulation, we use the transmit signal generated by the KZK and the reflected signal obtained from a lattice filter model for the seawater and sub-bottom of multi-level non-homogeneous layers. Through the simulation, we verify that the proposed threshold-based Schur algorithm can give much more accurate and efficient estimates of the reflection coefficients than methods using received signal, matched filter output signal, and normal Schur algorithm output.

제주도 지하수 관측망 수위에 대한 모수 및 비모수 변동경향 분석 (Parametric and Non-parametric Trend Analyses for Water Levels of Groundwater Monitoring Wells in Jeju Island)

  • 최현미;이진용
    • 한국지하수토양환경학회지:지하수토양환경
    • /
    • 제14권5호
    • /
    • pp.41-50
    • /
    • 2009
  • 제주도 지하수관측망의 지하수위 측정 자료에 대하여 모수 및 비모수 경향분석을 수행하였다. 분석대상은 2001년부터 1년 이상 관측된 관측정으로 총 106개 관측정 중 94개가 이에 해당된다. 모수분석은 일평균 및 월중앙값을 이용한 선형회귀분석을 실시하였으며 비모수분석은 월중앙값에 대해 Mann-Kendall trend test와 Sen's trend test를 적용하였다. 선형회귀분석 결과 일평균값에 대하여 58.5%가 감소경향을 나타났으며 월중앙간에 대해서는 79.8%가 감소하는 경향을 보였다. Mann-Kendall trend test와 Sen's trend test를 신뢰수준 95%와 99%로 실시한 결과 두 분석 모두 일치하는 결과를 보였다. 95% 신뢰수준에서는 32%가 감소경향을 보였으며 3%가 증가경향을 나타냈고, 나머지 65%는 경향성이 나타나지 않았다. 또 99%신뢰수준에서는 16%가 감소경향을 보였으며 2%가 증가경향을 나타냈고 그리고 나머지 82%에서는 경향성이 없는 것으로 나타났다. 수위하강이 우세하게 나타난 지역은 제주도 북서부 및 남서부의 해안지역으로 도시 및 관광지에서의 다량의 지하수 양수와 관련 있는 것으로 사료된다.

The Rank Transform Method in Nonparametric Fuzzy Regression Model

  • Choi, Seung-Hoe;Lee, Myung-Sook
    • Journal of the Korean Data and Information Science Society
    • /
    • 제15권3호
    • /
    • pp.617-624
    • /
    • 2004
  • In this article the fuzzy number rank and the fuzzy rank transformation method are introduced in order to analyse the non-parametric fuzzy regression model which cannot be described as a specific functional form such as the crisp data and fuzzy data as a independent and dependent variables respectively. The effectiveness of fuzzy rank transformation methods is compared with other methods through the numerical examples.

  • PDF

A comparison of tests for homoscedasticity using simulation and empirical data

  • Anastasios Katsileros;Nikolaos Antonetsis;Paschalis Mouzaidis;Eleni Tani;Penelope J. Bebeli;Alex Karagrigoriou
    • Communications for Statistical Applications and Methods
    • /
    • 제31권1호
    • /
    • pp.1-35
    • /
    • 2024
  • The assumption of homoscedasticity is one of the most crucial assumptions for many parametric tests used in the biological sciences. The aim of this paper is to compare the empirical probability of type I error and the power of ten parametric and two non-parametric tests for homoscedasticity with simulations under different types of distributions, number of groups, number of samples per group, variance ratio and significance levels, as well as through empirical data from an agricultural experiment. According to the findings of the simulation study, when there is no violation of the assumption of normality and the groups have equal variances and equal number of samples, the Bhandary-Dai, Cochran's C, Hartley's Fmax, Levene (trimmed mean) and Bartlett tests are considered robust. The Levene (absolute and square deviations) tests show a high probability of type I error in a small number of samples, which increases as the number of groups rises. When data groups display a nonnormal distribution, researchers should utilize the Levene (trimmed mean), O'Brien and Brown-Forsythe tests. On the other hand, if the assumption of normality is not violated but diagnostic plots indicate unequal variances between groups, researchers are advised to use the Bartlett, Z-variance, Bhandary-Dai and Levene (trimmed mean) tests. Assessing the tests being considered, the test that stands out as the most well-rounded choice is the Levene's test (trimmed mean), which provides satisfactory type I error control and relatively high power. According to the findings of the study and for the scenarios considered, the two non-parametric tests are not recommended. In conclusion, it is suggested to initially check for normality and consider the number of samples per group before choosing the most appropriate test for homoscedasticity.