• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.463-470
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• 2016

In analysing a time series on the frequency domain, the spectral estimator (or periodogram) is a very useful statistic to identify the periods of a time series. However, the spectral estimator is very sensitive in nature to outliers, so that the spectral estimator in terms of M-estimation has been studied by some researchers. Pak (2001) proposed an empirical method to choose a tuning parameter for the Huber's M-estimating function. In this article, we try to implement Pak's estimation proposal in the spectral estimator. We use the Korean housing price index as an example data set for comparing various M-estimating results.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.871-881
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• 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.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.1404-1407
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• 1996

A quality monitoring system in butt welding process is proposed to estimate weld pool sizes. The geometrical parameters of the weld pool such as the top bead width and the penetration depth plus half back width are utilized to prove the integrity of the weld quality. The monitoring variables used are the surface temperatures measured at three points on the top surface of the weldment. The temperature profile is assumed that it has a gaussian distribution in vertical direction of torch movement and verify this assumption through temperature analysis. A neural network estimator is designed to estimate weld pool size from temperature informations. The experimental results show that the proposed neural network estimator which used gaussian distribution as temperature information can estimate the weld pool sizes accurately than used three point temperatures as temperature information. Considering the change of gap size in butt welding, the experiment were performed on various gap size.

• Journal of Korean Society for Quality Management
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• v.23 no.3
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• pp.113-125
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• 1995

This paper describes the 2-stage randomized response model in the Bayesian view point. The classical Bayesian analysis needs the complete information for a prior density, but the Bayes linear estimator needs only the first and second moments. Therefore, it is convenient to find the estimator and this estimator robusts to a prior density. We show that MSE's of the Bayes linear estimators for the 2-stage randomized response models are smaller than those of the MLE's for the 2-stage randomized response models.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.63-73
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• 2002

The one of analytic imputation technique involving conditional means was mentioned by Schafer and Schenker(2000). And their derivations are based on asymptotic expansions of point estimator and their associated variance estimator, and the result of imputation can be thought of as first-order approximations to the estimators. Specially in this paper, we are presenting the method of estimating a Binomial proportion with Bayesian approach of imputed conditional means. That is, instead of using maximum likelihood(ML) estimator to estimate a Binomial proportion, in general, we use the Bayesian estimators and will show the result of estimated Imputed conditional means.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.277-287
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• 1995

It is well kmown that the $L_1$-estimator is robust with respect to vertical outliers in regression data, even if it is susceptible to bad leverage points. This article is concerned with the robustness of the $L_1$-estimator. To investigate its robustness against vertical outliers we may find intervals for the value of the response variable within which the $L_1$-estimates do not shange. A procedure for constructing those intervals in multiple limear regression is illustrated in the sensitivity analysis context. And then vertical breakdown point of the $L_1$-estimator is defined on the basis of properties related to those intervals.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.9 no.1
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• pp.75-82
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• 1991

The objective of this paper is to investigate the optimal Robust estimation and scale estimator that could be used to treat the gross errors in a self calibrating bundle adjustment. In order to test the variability in performance of the different weighting schemes in accurately detecting gross error, five robust estimation methods and three types of scale estimators were used. And also, two difference control point patterns(high density control, sparse density control) and three types of gross errors(4$\sigma o$, 20$\sigma o$, 50$\sigma o$) were used for comparison analysis. As a result, Anscombe's robust estimation produced the best results in accuracy among the robust estimation methods considered. when considering the scale estimator about control point patterns, It can be seen that Type II scale estimator provided the best accuracy in high density control pattern. On the other hand, In the case of sparse density control pattern, Type III scale estimator showed the best results in accuracy. Therefore it is expected to apply to robustified bundle adjustment using the optimal scale estimator which can be used for eliminating the gross error in precise structure analysis.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.3
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• pp.283-289
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• 2011

In this research a controller based on velocity estimator for a Wheeled Inverted Pendulum (WIP) is designed and various numerical simulation studies are carried out. The WIP has stable and unstable equivalent points. To Keep the unstable equilibrium point, a controller should control carefully the wheels persistently. There are angle, angular velocity, displacement, and velocity of the WIP for controller inputs. The velocity is obtained by differentiating the encoder signals from the motor and is subject to the resolution of the encoder. An improved velocity detection method is proposed based on low resolution encoder and velocity estimator. Various numerical simulations are carried out for showing the validation of the velocity estimator in case of the inclined road condition.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.359-370
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• 1999

We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

• Communications for Statistical Applications and Methods
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• v.15 no.3
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• pp.421-427
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• 2008

This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.