• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1163-1170
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• 2014

The concepts and structure of intermittent panel time series data are introduced. We suggest a Wald test statistic for the test of homogeneity for intermittent panel first order autoregressive model and its limit distribution is derived. We consider the fitting the model with pooling data using sample mean at the time point if homogeneity for intermittent panel AR(1) is satisfied. We performed simulations to examine the limit distribution of the homogeneity test statistic for intermittent panel AR(1). In application, we fit the intermittent panel AR(1) for panel Mumps data and investigate the test of homogeneity.

• Journal of the Korean Statistical Society
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• v.22 no.1
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• pp.125-132
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• 1993

Large sample test of homogeneity for a panel of more than two seasonal autoregressive processes is derived and its limiting distribution is found. Detailed results are shown for the important special case that the seasonal and nonseasonal autoregressive components are both of order one.

• Proceedings of the IEEK Conference
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• 2000.11a
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• pp.217-220
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• 2000

This paper studies a real-time VBR traffic characterization. There are two big approaches to determine traffic. One is a statistic approach and the other is a deterministic approach. This paper proposes a new constraint function, what we called “Sub-Sum Constraint Function”(SSCF). This function is mainly based on a deterministic approach and uses a statistic approach. It predicts and calculates the next rate with a present information about the stream. SSCF captures the intuitive bounded by a rate lower than its peak rate and closer to its long-term average rate. This model makes a order of the constraint function much less than any other works (O(n)). It can also be mapped on a token bucket algorithm which consists of r (token rate) and b (token depth). We use a concept, EB(effective bandwidth) for a utility of our function and comparing with other techniques such as CBR, average VBR. We simulated 21 multimedia sources for verifying the utility of our function.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.1
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• pp.37-41
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• 2014

Recently, a lot of research efforts has been directed toward spectrum sensing techniques exploiting the some characteristics of power spectrum. Among them, a sensing technique employing the maximum of power spectrum as a test statistic has appeared in the literature and its false alarm probability was also derived under the assumption that the test statistic follows the Gaussian distribution. This paper provides an exact form of the false alarm probability without using the assumption and compares it with the previous work.

• Journal of Korea Multimedia Society
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• v.9 no.12
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• pp.1572-1579
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• 2006

An usual acoustic emission(AE) event has two widely characterized parameters in time domain, peak amplitude and event duration. But noise in AE measuring may disturb the signals with its parameters and aggrandize the signal incertitude. Experiment activity of detection of the nick inside of porcelain with AE was made and study on AE signal processing with statistic be presented in this paper in order to pick-up information expected from the signal with noise. Effort is concentrated on developing a novel arithmetic to improve extraction of the characteristic from stochastic signal and to enhance the voracity of detection. The main purpose discussed in this paper is to treat with signals on amplitudes with statistic mutuality and power density spectrum in frequency domain, and farther more to select samples for neural networks training by means of least-squares algorithm between real measuring signal and deterministic signals under laboratory condition. By seeking optimization with the algorithm, the parameters representing characteristic of the porcelain object are selected, while the stochastic interfere be weakened, then study for detection on neural networks is developed based on processing above.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.407-416
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• 1997

Suppose that { $X_{i}$ } is a stationary AR(1) process and { $Y_{j}$ } is an ARX process with { $X_{i}$ } as exogeneous variables. Let $Y_{j}$ $^{*}$ be the stochastic process which is the sum of $Y_{j}$ and a nonstochastic trend. In this paper we consider the problem of estimating the conditional probability that $Y_{{n+1}}$$^{*}$ is bigger than $X_{{n+1}}$, given $X_{1}$, $Y_{1}$$^{*}$,..., $X_{n}$ , $Y_{n}$ $^{*}$. As an estimator for the tolerance probability, an Mann-Whitney statistic based on least squares residuars is suggested. It is shown that the deviations between the estimator and true probability are stochatically bounded with $n^{{-1}$2}/ order. The result may be applied to the stress-strength reliability theory when the stress and strength variables violate the classical iid assumption.umption.n.

• Management Science and Financial Engineering
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• v.5 no.1
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• pp.51-71
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• 1999

Performance of the group cumulative sum (CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control (QC) characteristics than the control chart schemes based on the Hotelling statistic We vexamine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the original measurement vectors, the scaled residual vectors from the re-gression of each variable on all others and the principal component vectors respectively to calculat-ing the CUSUM statistics. They are also compared to the multivariate QC charts based on the Ho-telling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.229-240
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• 2002

Whether to use linear or quadratic model in the analysis of regression data is one of the important problems in classical regression model and measurement error model (MEM). In MEM, four goodness of fit test statistics are available In solving that problem. Two are from the derivation of estimators of quadratic MEM, and one is from that of the general $k^{th}$-order polynomial MEM. The fourth one is derived as a variation of goodness of fit test statistic used in linear MEM. The purpose of this paper is to find the most powerful test statistic among them through the small-scale simulation.

• Proceedings of the Korean Society for Language and Information Conference
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• 2007.11a
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• pp.508-514
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• 2007

In order to extract some important information of a person from text, an extracting model was proposed. The person's name is recognized based on the maximal entropy statistic model and the training corpus. The sentences surrounding the person's name are analyzed according to the conceptual knowledge base. The three main elements of events, domain, situation and background, are also extracted from the sentences to construct the structure of events about the person.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.33 no.3
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• pp.145-153
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• 2015

This study aims to accurately estimate population distribution more specifically than administrative unites using a RK (Regression-Kriging) model. The RK model is the areal interpolation technique that involves linear regression and the Kriging model. In order to estimate a population’s distribution using a sample region, four different models were used, namely; a regression model, RK model, OK (Ordinary Kriging) model and CK (Co-Kriging) model. The results were then compared with each other. Evaluation of the accuracy and validity of evaluation analysis results were the basis RMSE (Root Mean Square Error), MAE (Mean Absolute Error), G statistic and correlation coefficient (ρ). In the sample regions, every statistic value of the RK model showed better results than other models. The results of this comparative study will be useful to estimate a population distribution of the metropolitan areas with high population density