• 응용통계연구
• /
• 제24권5호
• /
• pp.871-881
• /
• 2011

In this paper we propose a logistic regression method to estimate the survival function and the median survival time in interval-censored data. The proposed method is motivated by the data augmentation technique with no sacrifice in augmenting data. In addition, we develop a cross validation criterion to determine the size of data augmentation. We compare the proposed estimator with other existing methods such as the parametric method, the single point imputation method, and the nonparametric maximum likelihood estimator through extensive numerical studies to show that the proposed estimator performs better than others in the sense of the mean squared error. An illustrative example based on a real data set is given.

• 한국통신학회논문지
• /
• 제32권4C호
• /
• pp.401-410
• /
• 2007

본 논문에서는 비젼 카메라와 다중 객체 추적 방법을 이용한 실시간 수질 감시 시스템을 제안하였다. 제안된 시스템은 기존의 센서 방식의 감시 시스템과 달리 비젼 카메라를 이용해 객체를 개별적으로 분석한다. 비젼 카메라를 이용한 시스템은 영상에서 개별 객체를 분리해 내는 방법과, 연속하는 두 프레임간의 상관관계에 의해서 다수의 객체를 추적하는 방법으로 구성된다. 실시간 처리를 위해 비모수 예측을 사용하여 배경 영상을 생성하고 이를 이용해 객체를 추출한다. 비모수 예측을 이용하면 연산량을 줄이는 동시에 비교적 정확하게 객체를 추출 할 수 있다. 다중 객체 추적 방법은 개별 객체가 움직이는 방향, 속도 및 가속도를 이용해 다음 움직임을 예측하고 이를 기반으로 추적을 수행하였다. 또한 추적 성공률을 향상시키기 위해 예외처리 알고리즘을 적용하였다. 다양한 환경에서 실험한 결과 제안한 시스템은 처리 시간이 짧고 정확하게 다중 객체를 추적할 수 있어 실시간 수질 감시 시스템에 사용이 가능함을 확인하였다.

• 한국전산구조공학회논문집
• /
• 제30권1호
• /
• pp.87-94
• /
• 2017

신뢰성 해석 및 신뢰성기반 최적설계는 불확실성을 고려한 확률변수를 입력 값으로 요구하며, 확률변수는 모수적 비모수적 통계모델링 방법을 사용하여 확률분포함수의 형태로 정량화 된다. 신뢰성 해석과 같은 통계적 해석은 입력되는 확률분포함수의 특성이 결과값에 영향을 미치게 되며, 확률분포함수는 통계모델링 방법에 따라 다른 형태를 가지게 된다. 본 연구에서는 모수적 통계모델링 방법인 순차적 통계모델링 방법과 비모수적 방법인 커널밀도추정을 사용하여 데이터의 개수에 따른 통계모델링의 결과를 분석하였다. 또한 수치예제를 통해 두 가지 기법에 따른 신뢰성 해석의 결과를 분석하였고, 데이터의 개수에 따른 적절한 기법을 제안하였다.

• Journal of Electrical Engineering and Technology
• /
• 제13권4호
• /
• pp.1504-1514
• /
• 2018

The objective of this study is to compare the suitability of a non-parametric and 3 parametric distributions in the characterization of prediction intervals of photovoltaic power forecasts with high confidence levels. The prediction intervals of the forecasts are calculated using a method based on recent past data similar to the target forecast input data, and on a distribution assumption for the forecast error. To compare the suitability of the distributions, prediction intervals were calculated using the proposed method and each of the 4 distributions. The calculations were done for one year of day-ahead forecasts of hourly power generation of 432 PV systems. The systems have different sizes and specifications, and are installed in different locations in Japan. The results show that, in general, the non-parametric distribution assumption for the forecast error yielded the best prediction intervals. For example, with a confidence level of 85% the use of the non-parametric distribution assumption yielded a median annual forecast error coverage of 86.9%. This result was close to the one obtained with the Laplacian distribution assumption (87.8% of coverage for the same confidence level). Contrasting with that, using a Gaussian and Hyperbolic distributions yielded median annual forecast error coverage of 89.5% and 90.5%.

• 한국군사과학기술학회지
• /
• 제13권6호
• /
• pp.982-989
• /
• 2010

This paper shows accuracy comparison results of reliability estimation methods for one-shot systems such as ammunitions. Quantal-response data, following a binomial distribution at each sampling time, characterizes lifetimes of one-shot systems. Various quantal-response data of different sample sizes are simulated using lifetime data randomly sampled from assumed weibull distributions with different shape parameters but the identical scale parameter in this paper. Then, reliability estimation methods in open literature are applied to the simulated quantal-response data to estimate true reliability over time. Rankings in estimation accuracy for different sample sizes are determined using t-test of SSE. Furthermore, MSE at each time, including both bias and variance of estimated reliability metrics for each method are analyzed to investigate how much both bias and variance contribute the SSE. From the MSE analysis, MSE provides reliability estimation trend for each method. Parametric estimation method provides more accurate reliability estimation results than the other methods for most of sample sizes.

• 한국기계가공학회지
• /
• 제5권3호
• /
• pp.36-42
• /
• 2006

The analytical realization of uncoupled system was introduced in this study using times series and its spectrum analysis. The ARMAX spectra of time series methods were compared with the conventional FFT spectrum. Also, the response of second order system uncoupled was solved using the Runge-Kutta Gill method. In this numerical analysis, the displacement, velocity and acceleration were calculated. The displacement response among them was used for the power spectrum analysis. The ARMAX algorithm in time series was proved to be appropriate for the mode estimation and spectrum analysis. Using the separate response of first and second mode, each modes were calculated separately and the response of mixed modes was also analyzed for the mode estimation using several time series methods.

• Journal of the Korean Statistical Society
• /
• 제30권3호
• /
• pp.453-465
• /
• 2001

It is often the case that one wants to estimate parameters of the distribution which follows certain parametric model, while the dta are contaminated. it is well known that the maximum likelihood estimators are not robust to contamination. Basuet al.(1998) proposed a robust method called the minimum density power divergence estimation. In this paper, we investigate data-driven selection of the tuning parameter $\alpha$ in the minimum density power divergence estimation. A criterion is proposed and its performance is studied through the simulation. The simulation includes three cases of estimation problem.

• The Journal of the Acoustical Society of Korea
• /
• 제15권3E호
• /
• pp.27-30
• /
• 1996

A recursive estimation for the enhancement of white noise contaminated speech is proposed. This method is based on the Kalman filter with time-varying parametric model for the clean speech signal. Then, hidden filter model are used to model the clean speech signal. An approximation improvement of 4-5 dB in SNR is achieved at 5 and 10 dB input SNR, respectively.

• Journal of Electrical Engineering and Technology
• /
• 제13권3호
• /
• pp.1363-1370
• /
• 2018

In visible light (VL) positioning based on angle of arrival (AOA) estimation for smart indoor service, the AOA parameters obtained at the receiver has sometimes a random and distributed angle form instead of a point angle form due to the multipath transfer of the actual visible light and short positioning distance. The AOA estimation of a VL signal with a random and parametric distributed angle form may give incorrect AOA parameter estimates, which may result in poor VL positioning performance. In this paper, we classify the AOA parameters of the received VL signal into three forms according to the actual positioning channel environment and consider the short-range VL positioning method. We propose a subspace-based AOA parameter estimation technique and a data fusion method, and analyzed the proposed method by simulation and the measurement of the real VL channel characteristics.

• Journal of the Korean Data and Information Science Society
• /
• 제15권2호
• /
• pp.485-493
• /
• 2004

This paper considers the test of money and income causality. Jeong (1991, 2003) developed a nonparametric causality test based on the kernel estimation method. We apply the nonparametric test to USA data of money and income. We also compare the test results with ones of the conventional parametric test.