• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.149-156
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• 2007

This study suggests a new method for testing seasonal unit roots in a momentum threshold autoregressive (MTAR) process. This sign test is robust against heteroscedastic or heavy tailed errors and is invariant to monotone data transformation. The proposed test is a seasonal extension of the sign test of Park and Shin (2006). In the case of partial seasonal unit root in an MTAR model, a Monte-Carlo study shows that the proposed test has better power than the seasonal sign test developed for AR model.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.149-157
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• 2004

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive processes to determine whether or not a time series is stationary. The proposed tests are robust to the outliers and the heteroscedastic errors, and they have an exact binomial null distribution regardless of the period of seasonality and types of median adjustments. A Monte-Carlo simulation shows that the sign test is locally more powerful than the tests based on ordinary least squares estimator (OLSE) for heavy-tailed and/or heteroscedastic error distributions.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.281-286
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• 2003

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.

• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• Journal of Broadcast Engineering
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• v.21 no.4
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• pp.562-568
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• 2016

In this paper, we focus on recognition of speed-limit signs among a few types of traffic signs because speed-limit sign is closely related to safe driving of drivers. Although histogram of oriented gradient (HOG) and local binary patterns (LBP) are representative features for object recognition, these features have a weakness with respect to rotation, in that it does not consider the rotation of the target object when generating patterns. Therefore, this paper propose the fast rotation-invariant binary patterns (FRIBP) algorithm to generate a binary pattern that is robust against rotation. The proposed FRIBP algorithm deletes an unused layer of the histogram, and eliminates the shift and comparison operations in order to quickly extract the desired feature. The proposed FRIBP algorithm is successfully applied to German Traffic Sign Recognition Benchmark (GTSRB) datasets, and the results show that the recognition capabilities of the proposed method are similar to those of other methods. Moreover, its recognition speed is considerably enhanced than related works as approximately 0.47second for 12,630 test data.

• Proceedings of the Korea Information Processing Society Conference
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• 2010.04a
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• pp.377-380
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• 2010

This paper proposes texture descriptor for texture classification called Local Neighbor Differences (LND). LND is a high discriminating texture descriptor and also robust to illumination changes. The proposed descriptor utilizes the sign of differences between surrounding pixels in a local neighborhood. The differences of those pixels are thresholded to form an 8-bit binary codeword. The decimal values of these 8-bit code words are computed and they are called LND values. A histogram of the resulting LND values is created and used as feature to describe the texture information of an image. Experimental results, with respect to texture classification accuracies using OUTEX_TC_00001 test suite has been performed. The results show that LND outperforms LBP method, with average classification accuracies of 92.3% whereas that of local binary patterns (LBP) is 90.7%.