• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.43-56
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• 2005

In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.7
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• pp.72-85
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• 1998

In this paper, we propose a new method that sequentially estimates TDOA(Time Delay Of Arrival) and FDOA(Frequency Delay Of Arrival) for extracting the information about the bearing and relative velocity of a target in passive radar or sonar arrays. The objective is to efficiently estimate the TDOA and FDOA between two sensor signal measurements, corrupted by correlated Gaussian noise sources in an unknown way. The proposed method utilizes the one dimensional slice function of the third order cumulants between the two sensor measurements, by which the effect of correlated Gaussian measurement noises can be significantly suppressed for the estimation of TDOA. Because the proposed sequential algoritjhm uses the one dimensional complex ambiguity function based on the TDOA estimate from the first step, the amount of computations needed for accurate estimationof FDOA can be dramatically reduced, especially for the cases where high frequency resolution is required. It is demonstrated that the proposed algorithm outperforms existing TDOA/FDOA estimation algorithms based on the ML(maximum likelihood) criterionandthe complex ambiguity function of the third order cumulant as well, in the MSE(mean squared error) sense and computational burden. Various numerical resutls on the detection probability, MSE and the floatingpoint computational burden are presented via Monte-Carlo simulations for different types of noises, different lengths of data, and different signal-to-noise ratios.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.19-27
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• 1998

We considered the bandwidth selection method which has asymptotic optimal convergence rate $n^{-1/2}$ in kernel regression function estimation. For the proposed bandwidth selection, we considered Mean Averaged Squared Error as a performance criterion and its Taylor expansion to the fourth order. Then we estimate the bandwidth which minimizes the estimated approximate value of MASE. Finally we show the relative convergence rate between optimal bandwidth and proposed bandwidth.

• Journal of the military operations research society of Korea
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• v.33 no.1
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• pp.59-74
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• 2007

Computer simulation models are in general quite complex and time-consuming to run, and therefore, a simpler meta-model is usually constructed for further analysis. In this paper, JANUS, a war-game simulator, is used to describe a certain tank combat situation. Then, second-order response surface and artificial neural network meta-models are developed using the data from eight different experimental designs. Relative performances of the developed meta-models are compared in terms of the mean squared error of prediction. Computational results indicate that, for the given problem, the second-order response surface meta-model generally performs better than the neural network, and the orthogonal array-based Latin hypercube design(LHD) or LHD using maximin distance criterion may be recommended.

• Journal of Korea Water Resources Association
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• v.44 no.4
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• pp.275-283
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• 2011

A local or site-specific water temperature is downscaled from the nation-wide air temperature that represents simulation by General Circulation Model (GCM). Both two-step and one-step method are tested and compared in three sites: Masan Bay, Lake Sihwa, and Nakdong River Estuary. Two-step method uses a linear regression model as the first step that converts nation-wide air temperature into local air temperature, and the corresponding coefficient of determination is in the range of 0.98~0.99. The second step that converts air temperature into water temperature uses a nonlinear curve, so called S-curve, and the corresponding root mean squared error (RMSE) is 2.07 for rising limb in Masan Bay, 1.93 for falling limb in Masan Bay, 2.59 for Lake Sihwa, and 1.58 for Nakdong River Estuary. In a similar way, one-step method is performed to directly convert nation-wade air temperature into local water temperature, and the corresponding RMSE is 2.28 for rising limb in Masan Bay, 1.89 for falling limb in Masan Bay, 2.55 for Lake Sihwa, and 1.52 for Nakdong River Estuary. Consequently both methods show a similar level of performance, and one-step method is recommendable in that it is simple and practical in relative terms.

• Journal of Korea Port Economic Association
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• v.26 no.1
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• pp.222-233
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• 2010

This paper aims at predicting the BDI from Jan. to Dec. 2010 using such econometric techniues of the univariate time series as stochastic ARIMA-type models and Hodrick-Prescott filtering technique. The multivariate cause-effect econometric model is not employed for not assuring a higher degree of forecasting accuracy than the univariate variable model. Such a cause-effect econometric model also fails in adjusting itself for the post-sample. This article introduces the two ARIMA models and five Intervention-ARIMA models. The monthly data cover the period January 2000 through December 2009. The out-of-sample forecasting performance is compared between the ARIMA-type models and the random walk model. Forecasting performance is measured by three summary statistics: root mean squared error (RMSE), mean absolute error (MAE) and mean error (ME). The RMSE and MAE indicate that the ARIMA-type models outperform the random walk model And the mean errors for all models are small in magnitude relative to the MAE's, indicating that all models don't have a tendency of overpredicting or underpredicting systematically in forecasting. The pessimistic ex-ante forecasts are expected to be 2,820 at the end of 2010 compared with the optimistic forecasts of 4,230.

• Atmosphere
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• v.34 no.1
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• pp.23-34
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• 2024

The Korea Meteorological Administration has improved medium-range weather forecasts by implementing post-processing methods to minimize numerical model errors. In this study, we employ a statistical correction technique known as the minimum continuous ranked probability score (CRPS) to refine medium-range forecast guidance. This technique quantifies the similarity between the predicted values and the observed cumulative distribution function of the Unified Model Ensemble Prediction System for Global (UM EPSG). We evaluated the performance of the medium-range forecast guidance for surface air temperature and relative humidity, noting significant enhancements in seasonal bias and root mean squared error compared to observations. Notably, compared to the existing the medium-range forecast guidance, temperature forecasts exhibit 17.5% improvement in summer and 21.5% improvement in winter. Humidity forecasts also show 12% improvement in summer and 23% improvement in winter. The results indicate that utilizing the minimum CRPS for medium-range forecast guidance provide more reliable and improved performance than UM EPSG.

• Journal of Biomedical Engineering Research
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• v.28 no.1
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• pp.8-16
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• 2007

Finite element analysis (FEA) is an effective means for the analysis of bioelectromagnetism. It has been successfully applied to various problems over conventional methods such as boundary element analysis and finite difference analysis. However, its utilization has been limited due to the overwhelming computational load despite of its analytical power. We have previously developed a novel mesh generation scheme that produces FE meshes that are content-adaptive to given MR images. MRI content-adaptive FE meshes (cMeshes) represent the electrically conducting domain more effectively with far less number of nodes and elements, thus lessen the computational load. In general, the cMesh generation is affected by the quality of feature maps derived from MRI. In this study, we have tested various feature maps created based on the improved differential geometry measures for more effective cMesh head models. As performance indices, correlation coefficient (CC), root mean squared error (RMSE), relative error (RE), and the quality of cMesh triangle elements are used. The results show that there is a significant variation according to the characteristics of specific feature maps on cMesh generation, and offer additional choices of feature maps to yield more effective and efficient generation of cMeshes. We believe that cMeshes with specific and improved feature map generation schemes should be useful in the FEA of bioelectromagnetic problems.

• Korean Journal of Remote Sensing
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• v.39 no.5_1
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• pp.669-681
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• 2023

Studies have tried to apply remote sensing technology, a non-destructive survey method, instead of the existing destructive survey, which requires relatively large labor input and a long time to estimate chlorophyll content, which is an important indicator for evaluating the growth of fruit trees. This study was conducted to non-destructively evaluate the chlorophyll content of pear tree leaves using unmanned aerial vehicle-based hyperspectral imagery for two years(2021, 2022). The reflectance of the single bands of the pear tree canopy extracted through image processing was band rationed to minimize unstable radiation effects depending on time changes. The estimation (calibration and validation) models were developed using machine learning algorithms of elastic-net, k-nearest neighbors(KNN), and support vector machine with band ratios as input variables. By comparing the performance of estimation models based on full band ratios, key band ratios that are advantageous for reducing computational costs and improving reproducibility were selected. As a result, for all machine learning models, when calibration of coefficient of determination (R²)≥0.67, root mean squared error (RMSE)≤1.22 ㎍/cm², relative error (RE)≤17.9% and validation of R²≥0.56, RMSE≤1.41 ㎍/cm², RE≤20.7% using full band ratios were compared, four key band ratios were selected. There was relatively no significant difference in validation performance between machine learning models. Therefore, the KNN model with the highest calibration performance was used as the standard, and its key band ratios were 710/714, 718/722, 754/758, and 758/762 nm. The performance of calibration showed R²=0.80, RMSE=0.94 ㎍/cm², RE=13.9%, and validation showed R²=0.57, RMSE=1.40 ㎍/cm², RE=20.5%. Although the performance results based on validation were not sufficient to estimate the chlorophyll content of pear tree leaves, it is meaningful that key band ratios were selected as a standard for future research. To improve estimation performance, it is necessary to continuously secure additional datasets and improve the estimation model by reproducing it in actual orchards. In future research, it is necessary to continuously secure additional datasets to improve estimation performance, verify the reliability of the selected key band ratios, and upgrade the estimation model to be reproducible in actual orchards.

• Journal of the Korean Society for Marine Environment & Energy
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• v.14 no.2
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• pp.107-113
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• 2011

To evaluate the performance of the hydrodynamic model, we introduced 10 skill assessments that are assorted by two groups: quantitative skill assessments (Absolute Average Error or AAE, Root Mean Squared Error or RMSE, Relative Absolute Average Error or RAAE, Percentage Model Error or PME) and qualitative skill assessments (Correlation Coefficient or CC, Reliability Index or RI, Index of Agreement or IA, Modeling Efficiency or MEF, Cost Function or CF, Coefficient of Residual Mass or CRM). These skill assessments were applied and calculated to evaluate the hydrodynamic modeling at one of Florida estuaries for water level, current, and salinity as comparing measured and simulated values. We found that AAE, RMSE, RAAE, CC, IA, MEF, CF, and CRM are suitable for the error assessment of water level and current, and AAE, RMSE, RAAE, PME, CC, RI, IA, CF, and CRM are good at the salinity error assessment. Quantitative and qualitative skill assessments showed the similar trend in terms of the classification for good and bad performance of model. Furthermore, this paper suggested the criteria of the "good" model performance for water level, current, and salinity. The criteria are RAAE < 10%, CC > 0.95, IA > 0.98, MEF > 0.93, CF < 0.21 for water level, RAAE < 20%, CC > 0.7, IA > 0.8, MEF > 0.5, CF < 0.5 for current, and RAAE < 10%, PME < 10%, CC > 0.9, RI < 1.15, CF < 0.1 for salinity.