• Title/Summary/Keyword: robust measures

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Impact of Outliers on the Statistical Measures of the Environmental Monitoring Data in Busan Coastal Sea (이상자료가 연안 환경자료의 통계 척도에 미치는 영향)

  • Cho, Hong-Yeon;Lee, Ki-Seop;Ahn, Soon-Mo
    • Ocean and Polar Research
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    • v.38 no.2
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    • pp.149-159
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    • 2016
  • The statistical measures of the coastal environmental data are used in a variety of statistical inferences, hypothesis tests, and data-driven modeling. If the measures are biased, then the statistical estimations and models may also be biased and this potential for bias is great when data contain some outliers defined as extraordinary large or small data values. This study aims to suggest more robust statistical measures as alternatives to more commonly used measures and to assess the performance these robust measures through a quantitative evaluation of more typical measures, such as in terms of locations, spreads, and shapes, with regard to environmental monitoring data in the Busan coastal sea. The detection of outliers within the data was carried out on the basis of Rosner's test. About 5-10% of the nutrient data were found to contain outliers based on Rosner's test. After removal (zero-weighting) of the outliers in the data sets, the relative change ratios of the mean and standard deviation between before and after outlier-removal conditions revealed the figures 13 and 33%, respectively. The variation magnitudes of skewness and kurtosis are 1.36 and 8.11 in a decreasing trend, respectively. On the other hand, the change ratios for more robust measures regarding the mean and standard deviation are 3.7-10.5%, and the variation magnitudes of robust skewness and kurtosis are about only 2-4% of the magnitude of the non-robust measures. The robust measures can be regarded as outlier-resistant statistical measures based on the relatively small changes in the scenarios before and after outlier removal conditions.

Object matching algorithms using robust hausdorff distance measure (Robust hausdorff 거리 척도를 이용한 물체 정합 알고리듬)

  • 권오규;심동규;박래홍
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.11
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    • pp.93-101
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    • 1997
  • A Hausdorff distance (HD) is one of commonly used measures for object matching. It calculates the distance between two point sets of edges in two-dimensional binary images without establishing correspondences. This paper proposes three object matching algorithm using robust HD measures based on M-estimation, least trimmed square (LTS), and .alpha.-trimmed mean methods, which are more efficient than the conventional HD measures. By computer simulation with synthetic and real images, the matching performance of the conventional HD smeasures and proposed' robust ones is compared.

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Test for Parameter Change based on the Estimator Minimizing Density-based Divergence Measures

  • Na, Ok-Young;Lee, Sang-Yeol;Park, Si-Yun
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.287-293
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    • 2003
  • In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

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A Feature-Based Robust Watermarking Scheme Using Circular Invariant Regions

  • Doyoddorj, Munkhbaatar;Rhee, Kyung-Hyung
    • Journal of Korea Multimedia Society
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    • v.16 no.5
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    • pp.591-600
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    • 2013
  • This paper addresses a feature-based robust watermarking scheme for digital images using a local invariant features of SURF (Speeded-Up Robust Feature) descriptor. In general, the feature invariance is exploited to achieve robustness in watermarking schemes, but the leakage of information about hidden watermarks from publicly known locations and sizes of features are not considered carefully in security perspective. We propose embedding and detection methods where the watermark is bound with circular areas and inserted into extracted circular feature regions. These methods enhance the robustness since the circular watermark is inserted into the selected non-overlapping feature regions instead of entire image contents. The evaluation results for repeatability measures of SURF descriptor and robustness measures present the proposed scheme can tolerate various attacks, including signal processing and geometric distortions.

ROBUST MEASURES OF LOCATION IN WATER-QUALITY DATA

  • Kim, Kyung-Sub;Kim, Bom-Chul;Kim, Jin-Hong
    • Water Engineering Research
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    • v.3 no.3
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    • pp.195-202
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    • 2002
  • The mean is generally used as a point estimator in water-quality data. Unfortunately, the nonnormal and skewed distributions of data hinder the direct application of the mean, which is inappropriate statistics in this case. The use of robust statistics such as L, M, and R-estimators are recommended and become more efficient. The median (L-estimator), the biweight (M-estimator), and the Hodges-Lehmann method (R-estimator) are briefly introduced and applied in this paper. From the actual data analyses, it is known that the median does not guarantee robustness for a small number of data sets, and robust measures of location or the arithmetic mean without outliers are highly recommended if the distribution has tails or outliers. Care must be taken to measure the location because water quality level within a water body can change depending on the selected point estimator.

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A Study on Robust Design of JIT System in Uncertain Environment (불확실한 환경에서의 JIT시스템 강건설계에 관한 연구)

  • 조용욱;박명규
    • Journal of the Korea Safety Management & Science
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    • v.2 no.2
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    • pp.29-40
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    • 2000
  • In this paper, under JIT kanban system designed by Moeeni, each performance measures (service level, inventory level) identify the robust optimal level at a uncertain environment, and when there are multiple performance characteristics, it propose the optimal design-method and the optimal level decision-method, which consider multiple performance characteristics.

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Robust Reliability Analysis of Vibration Components

  • Huang, Hong-Zhong;Li, Yong-Hua;Ming J. Zuo
    • International Journal of Reliability and Applications
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    • v.5 no.2
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    • pp.59-74
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    • 2004
  • There are many uncertain parameters associated with vibration components. Their physical parameters, the machining quality of vibration components, and the applied load acting on them are all uncertain. As a result, the natural frequency and the fatigue limits are also uncertain variables. In this paper, we express these parameters of vibration components and the frequency zone of resonance through interval models; this way, the robust reliability of the vibration components is defined. The robust reliability model measures and assesses the reliability of vibration components. The robust reliability of a cantilever beam is evaluated as an example. The results show that this method is reasonable for robust reliability analysis of vibration components because it does not require a large amount of failure data, it avoids the evaluation of the probability density function, and the computation is simple.

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Deriving Robust Reservoir Operation Policy under Changing Climate: Use of Robust Optimiziation with Stochastic Dynamic Programming

  • Kim, Gi Joo;Kim, Young-Oh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.171-171
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    • 2020
  • Decision making strategies should consider both adaptiveness and robustness in order to deal with two main characteristics of climate change: non-stationarity and deep uncertainty. Especially, robust strategies are different from traditional optimal strategies in the sense that they are satisfactory over a wider range of uncertainty and may act as a key when confronting climate change. In this study, a new framework named Robust Stochastic Dynamic Programming (R-SDP) is proposed, which couples previously developed robust optimization (RO) into the objective function and constraint of SDP. Two main approaches of RO, feasibility robustness and solution robustness, are considered in the optimization algorithm and consequently, three models to be tested are developed: conventional-SDP (CSDP), R-SDP-Feasibility (RSDP-F), and R-SDP-Solution (RSDP-S). The developed models were used to derive optimal monthly release rules in a single reservoir, and multiple simulations of the derived monthly policy under inflow scenarios with varying mean and standard deviations are undergone. Simulation results were then evaluated with a wide range of evaluation metrics from reliability, resiliency, vulnerability to additional robustness measures. Evaluation results were finally visualized with advanced visualization tools that are used in multi-objective robust decision making (MORDM) framework. As a result, RSDP-F and RSDP-S models yielded more risk averse, or conservative, results than the CSDP model, and a trade-off relationship between traditional and robustness metrics was discovered.

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A Robust Eigenstructure Assignment Method with Application to EMRAAT Missile Control Design (견실성을 고려한 고유구조 지정기법 및 EMRAAT 미사일 제어에의 응용)

  • Kim, Joo-Ho;Park, Jae-Weon
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.10
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    • pp.845-853
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    • 2000
  • In this paper, we introduce a relationship between the sensitivity and the robustness of a system, and we propose a robust eigenstructure assignment scheme using a novel performance index which can consider the performance and the robustness of the system simultaneously. We also propose an assignment accuracy measure and a robustness measure which are used for the performance examination of the proposed robust eigenstructure assignment scheme. The usefulness of the proposed algorithm and the measures are verified by applying to controller design of a simple numerical example and the EMRAAT missile.

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Minimum Distance Estimation Based On The Kernels For U-Statistics

  • Park, Hyo-Il
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.113-132
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    • 1998
  • In this paper, we consider a minimum distance (M.D.) estimation based on kernels for U-statistics. We use Cramer-von Mises type distance function which measures the discrepancy between U-empirical distribution function(d.f.) and modeled d.f. of kernel. In the distance function, we allow various integrating measures, which can be finite, $\sigma$-finite or discrete. Then we derive the asymptotic normality and study the qualitative robustness of M. D. estimates.

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