• Title/Summary/Keyword: resampling method

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Confidence Interval for Capability Process Indices by the Resampling Method (재표집방법에 의한 공정관리지수의 신뢰구간)

  • 남경현
    • Journal of Applied Reliability
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    • v.1 no.1
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    • pp.55-63
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    • 2001
  • In this paper, we utilize the asymptotic variance of $C_{pk}$ to propose a two-sided confidence interval based on percentile-t bootstrap method. This confidence interval is compared with the ones based on the standard and percentile bootstrap methods. Simulation results show that percentile-t bootstrap method is preferred to other methods for constructing the confidence interval.l.

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A Comparison of Ensemble Methods Combining Resampling Techniques for Class Imbalanced Data (데이터 전처리와 앙상블 기법을 통한 불균형 데이터의 분류모형 비교 연구)

  • Leea, Hee-Jae;Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.357-371
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    • 2014
  • There are many studies related to imbalanced data in which the class distribution is highly skewed. To address the problem of imbalanced data, previous studies deal with resampling techniques which correct the skewness of the class distribution in each sampled subset by using under-sampling, over-sampling or hybrid-sampling such as SMOTE. Ensemble methods have also alleviated the problem of class imbalanced data. In this paper, we compare around a dozen algorithms that combine the ensemble methods and resampling techniques based on simulated data sets generated by the Backbone model, which can handle the imbalance rate. The results on various real imbalanced data sets are also presented to compare the effectiveness of algorithms. As a result, we highly recommend the resampling technique combining ensemble methods for imbalanced data in which the proportion of the minority class is less than 10%. We also find that each ensemble method has a well-matched sampling technique. The algorithms which combine bagging or random forest ensembles with random undersampling tend to perform well; however, the boosting ensemble appears to perform better with over-sampling. All ensemble methods combined with SMOTE outperform in most situations.

Unmasking Multiple Outliers in Multivariate Data

  • Yoo Jong-Young
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.29-38
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    • 2006
  • We proposed a procedure for detecting of multiple outliers in multivariate data. Rousseeuw and van Zomeren (1990) have suggested the robust distance $RD_i$ by using the Resampling Algorithm. But $RD_i$ are based on the assumption that X is in the general position.(X is said to be in the general position when every subsample of size p+1 has rank p) From the practical points of view, this is clearly unrealistic. In this paper, we proposed a computing method for approximating MVE, which is not subject to these problems. The procedure is easy to compute, and works well even if subsample is singular or nearly singular matrix.

Resampling-based Test of Hypothesis in L1-Regression

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.643-655
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    • 2004
  • L$_1$-estimator in the linear regression model is widely recognized to have superior robustness in the presence of vertical outliers. While the L$_1$-estimation procedures and algorithms have been developed quite well, less progress has been made with the hypothesis test in the multiple L$_1$-regression. This article suggests computer-intensive resampling approaches, jackknife and bootstrap methods, to estimating the variance of L$_1$-estimator and the scale parameter that are required to compute the test statistics. Monte Carlo simulation studies are performed to measure the power of tests in small samples. The simulation results indicate that bootstrap estimation method is the most powerful one when it is employed to the likelihood ratio test.

Improved Sampling Method For Volume Rendering (Volume Rendering를 위한 향상된 Sampling 방법)

  • 박재영;이병일;최흥국
    • Proceedings of the Korea Institute of Convergence Signal Processing
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    • 2000.08a
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    • pp.213-216
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    • 2000
  • 본 논문에서는 volume rendering 기법을 이용하여 2차원 MRI 영상들을 합성하여 3차원 영상 만들 때 보다 해상도를 높이기 위한 개선된 sampling방법을 소개한다 2차원 슬라이스 영상들이 3차원으로 재구성할 때 voxel 기반으로 렌더링을 하기 때문에 오브젝트의 내부 영역까지도 볼 수 있는 것이 volume rendering의 가장 큰 장점이다. 따라서 영상을 재구성하는 과정에서 보다 향상된 interpolation을 적용시켜서 공간 해상도를 향상시키면 보다 명확하게 오브젝트 내부 정보를 살펴 볼 수 있다. 본 논문에서는 nearest neighbor 이나 linear 같은 interpolation으로 sampling한 방법보다 cubic interpolation을 3차원 공간에서 적용 시켜서 보다 resampling이 잘 되도록 하여 해상도를 향상시켜 보았다. 이렇게 향상된 Interpolation 적용시켜서 렌더링할 때 얼마나 오브젝트 내부 영역이 잘 가시화가 되었는지 transfer function을 적용시켜서 오브젝트 내부 정보를 렌더링 해보았고, 임의의 축으로 오브젝트을 잘라서 2D 단면 영상으로 출력해 보았다. 보다 향상된 interpolation을 적용시켜서 resampling을 하면 영상 해상도가 개선되었음을 볼 수 있었다.

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Empirical Mode Decomposition (EMD) and Nonstationary Oscillation Resampling (NSOR): I. their background and model description

  • Lee, Tae-Sam;Ouarda, TahaB.M.J.;Kim, Byung-Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.90-90
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    • 2011
  • Long-term nonstationary oscillations (NSOs) are commonly observed in hydrological and climatological data series such as low-frequency climate oscillation indices and precipitation dataset. In this work, we present a stochastic model that captures NSOs within a given variable. The model employs a data-adaptive decomposition method named empirical mode decomposition (EMD). Irregular oscillatory processes in a given variable can be extracted into a finite number of intrinsic mode functions with the EMD approach. A unique data-adaptive algorithm is proposed in the present paper in order to study the future evolution of the NSO components extracted from EMD.

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Stormwater Quality simulation with KNNR Method based on Depth function

  • Lee, Taesam;Park, Daeryong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.557-557
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    • 2015
  • To overcome main drawbacks of parametric models, k-nearest neighbor resampling (KNNR) is suggested for water quality analysis involving geographic information. However, with KNNR nonparametric model, Geographic information is not properly handled. In the current study, to manipulate geographic information properly, we introduce a depth function which is a novel statistical concept in the classical KNNR model for stormwater quality simulation. An application is presented for a case study of the total suspended solids throughout the entire United States. Total suspended solids concentration data of stormwater demonstrated that the proposed model significantly improves the simulation performance rather than the existing KNNR model.

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Resampling Methods on Frequency Domains for Time Series (시계열분석을 위한 주파수 공간상에서의 재표집 기법)

  • Yeo In-Kwon;Yoon Wha-Hyung;Cho Sin-Sup
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.121-134
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    • 2006
  • This paper presents the resampling method for time series data in the frequency domain obtained by using discrete cosine transforms(DCT) The advantage of the proposed method is to generate bootstrap samples in time domain comparing with existing bootstrapping method. When time series are stationary, statistical properties of DCT coefficients are investigated and provide the verification of the proposed procedure.

A New Method of Simulation Output Analysis : Threshold Bootstrap

  • Kim, Yun-Bae-
    • Proceedings of the Korea Society for Simulation Conference
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    • 1993.10a
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    • pp.2-2
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    • 1993
  • Inference for discrete event simulations usually relies on either independent replications or, if each simulation run is expensive, the method of batch means applied to a single replications. We present a new method, threshold bootstrap, which equals or exceeds the performance of independent replications or batch means. The method works by resampling runs of data created when a stationary time series crosses a threshold level, such as the sample mean of series. Computational results show that the threshold bootstrap matches or exceeds the performance of these alternative methods in estimating the standard deviation of the sample mean and producing valid confidence intervals.

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A Study on Image Interpolation Using SOFM and LAM (SOFM과 LAM을 이용한 영상 보간에 관한 연구)

  • Chang, Dong-Eon;Chung, Tae-Sang
    • Proceedings of the KIEE Conference
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    • 1998.11b
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    • pp.640-642
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    • 1998
  • When resampling an image to a new set of coordinates, there is often a noticeable loss in image quality. The interpolation kernel determines the quality of interpolation. In this paper, We think two interpolation methods: cubic-spline method, neural net method, at first study given interpolation method using spline and then present new interpolation methon using SOFM and LAM(neural net method), finally compare the performance of several interpolation methods including replication, bilinear, spline and new methods.

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