• Communications for Statistical Applications and Methods
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• 제30권6호
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• pp.531-550
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• 2023

The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

• 제어로봇시스템학회논문지
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• 제11권7호
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• pp.565-571
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• 2005

We present a novel speed estimation of a Permanent Magnet Synchronous Motor(PMSM) based on Support Vector Regression(SVR). The proposed method can estimate wide speed range, including 0.33Hz with full load, accurately in the steady and transient states where motor parameters variations are known without parameter estimator. Moreover, the method does not need offline training previously but is trained on-line. The training starts with the PMSM operation simultaneously and estimates the speed in real time. The experimental results shows the validity and the usefulness of the proposed algorithm for the 0.4Kw PMSM DSP(TMS320VC33) drive system.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2011년도 춘계 학술논문 발표대회 1부
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• pp.191-192
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• 2011

The construction projects contain a lot of variables and risk affecting productivity. The duration of the project must be recognized important as for quality, unit cost and safety. There is need for improving work efficiency by investigating relationship of works to prevent delay. This study focuses on analysing the delay factors of steel staircase system to suggest regression model that enables construction productivity estimation. The position of the observers and construction delay factors were expressed by the independent variable of the regression model and productivity was expressed by a dependent variable. This paper suggests quantitative productivity and it is expected that will be helpful estimating application in construction new technologies.

• 정보처리학회논문지D
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• 제16D권5호
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• pp.729-736
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• 2009

소프트웨어 공학에서 정확한 개발 비용 예측은 성공적인 개발 프로젝트를 위한 필수적인 요소로, 현재까지 많은 소프트웨어 비용산정을 위한 모델들이 개발되어 왔다. 전통적인 통계적 기법부터 기계학습을 적용한 알고리즘까지 다양한 분야의 아이디어를 접목하고 있다. 본 논문에서는 소프트웨어 개발 비용 예측을 위한 방법으로 유전 알고리즘과 서포트 벡터 머신의 회귀모델인 서포트 벡터 회귀를 결합한 GA-SVR 모델을 제안한다. 제안된 모델은 기존의 연구에 비해 향상된 결과를 보이고 있다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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• pp.73-77
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• 1986

Optimal input design problem for linear regression model with constrained output variance has been considered. It is shown that the optimal input signal for the linear regression model can also be realized as an ARMA process. Monte-Carlo simulation results show that the optimal stochastic input leads to comparatively better estimation accuracy than white input signal.

• Communications for Statistical Applications and Methods
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• 제1권1호
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• pp.33-40
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• 1994

The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

• 한국해양공학회지
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• 제23권6호
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• pp.71-76
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• 2009

This paper describes a statistical analysis method for predicting a coast fishing boat's effective horsepower. The EHP estimation method for small coast fishing boats was developed, based on a statistical regression analysis of model test results in a circulating water channel. The statistical regression formula of a fishing boat's effective horsepower is determined from the regression analysis of the resistance test results for 15 actual coast fishing boats. This method was applied to the effective horsepower prediction of a G/T 4 ton class coast fishing boat. From the estimation of the effective horsepower using this regression formula and the experimental model test of the G/T 4 ton class coast fishing boat, the estimation accuracy was verified under 10 percent of the design speed. However, the effective horsepower prediction method for coast fishing boats using the regression formula will be used at the initial design and hull-form development stage.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.15-27
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• 2001

One proposal is made for constructing nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of idea of Johns for estimating the center of the symmetric distribution together with the idea of regression quantiles and regression trimmed mean. This nonparametric estimator and some other L-estimators are studied by Monte Carlo.

• 한국콘텐츠학회논문지
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• 제15권1호
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• pp.475-481
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• 2015

종속변수와 설명변수 사이의 관계가 선형이 아닌 경우에는 비선형 관계를 반영할 수 있는 다항회귀분석을 이용하여 회귀분석을 수행한다. 한편, 다항회귀분석에는 설명변수의 거듭제곱항들이 설명변수에 추가되므로 설명변수들 사이에 상관관계가 발생하여 다항회귀모형의 성능 저하 문제가 발생할 수 있다. 본 논문에서는 PGF 수치역변환 문제를 사례로 하여 주성분회귀분석을 통해 다항회귀분석의 성능을 극적으로 향상시킬 수 있음을 보인다. 본 논문에서는 PGF의 정의를 이용하여 PGF를 다항회귀분석으로 모형화한다. 다항회귀분석을 이용하여 PGF 전개식의 회귀계수를 추정하면 회귀계수의 추정 자체가 불가능하거나 계수 추정의 정확성이 저하되는 문제가 발생한다. 이 경우 다항회귀분석에 주성분회귀분석을 적용하면 계수 추정의 정확도가 극적으로 향상되어 다항회귀분석의 계수 추정 시 발생하는 문제를 해결할 수 있음을 밝힌다.