• Communications for Statistical Applications and Methods
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• 제22권2호
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• pp.159-172
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• 2015

This paper considers the problem of reconstructing an underlying signal from noisy data. This paper presents a reconstruction method based on synchrosqueezed wavelet transform recently developed for multiscale representation. Synchrosqueezed wavelet transform based on continuous wavelet transform is efficient to estimate the instantaneous frequency of each component that consist of a signal and to reconstruct components. However, an objective selection method for the optimal number of intrinsic mode type functions is required. The proposed method is obtained by coupling the synchrosqueezed wavelet transform with cross-validation scheme. Simulation studies and musical instrument sounds are used to compare the empirical performance of the proposed method with existing methods.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.41-52
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• 2013

The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.128-138
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• 1990

In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

• Journal of the Korean Statistical Society
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• 제3권1호
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• pp.13-16
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• 1974

In my former paper [3] I defined an almost periodicity of weakly sationary random processes (a.p.w.s.p.) and presented some basic results of it. In this paper I shall present some notes on the Fourier series of an a.p.w.s.p., resulting from [3]. All the conditions at the introduction of [3] are assumed to hold without repreating them here. The essential facts are as follows : The weakly stationary process $X(t,\omega), t\in(-\infty,\infty), \omega\in\Omega$, defined on a probability space $(\Omega,a,P)$, has a spectral representation $$X(t,\omega)=\int_{-\infty}^{infty}{e^{it\lambda\xi}(d\lambda,\omega)},$$ where $\xi(\lambda)$ is a random measure. Then, the continuous covariance $\rho(\mu) = E(X(t+u) X(t))$ has the form $$\rho(u)=\int_{-\infty}^{infty}{e^{iu\lambda}F(d\lambda)},$$ $E$\mid$\xi(\lambda+0)-\xi(\lambda-0)$\mid$^2 = F(\lambda+0) - F(\lambda-0) \lambda\in(-\infty,\infty)$, assumimg that $\rho(u)$ is a uniformly almost periodic function.

• Communications for Statistical Applications and Methods
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• 제22권5호
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• pp.487-494
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• 2015

A calculation of the Kullback-Leibler information of consecutive order statistics is complicated because it depends on a multi-dimensional integral. Park (2014) discussed a representation of the Kullback-Leibler information of the first r order statistics in terms of the hazard function and simplified the r-fold integral to a single integral. In this paper, we first express the Kullback-Leibler information in terms of the reversed hazard function. Then we establish a generalized result of Park (2014) to an arbitrary consecutive order statistics. We derive a single integral form of the Kullback-Leibler information of an arbitrary block of order statistics; in addition, its relation to the Fisher information of order statistics is discussed with numerical examples provided.

• Communications for Statistical Applications and Methods
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• 제29권1호
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• pp.127-150
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• 2022

We discuss multiple change-point estimation as edge detection in piecewise smooth functions with finitely many jump discontinuities. In this paper we propose change-point estimators using concentration kernels with Fourier coefficients. The change-points can be located via the signal based on Fourier transformation system. This method yields location and amplitude of the change-points with refinement via concentration kernels. We prove that, in an appropriate asymptotic framework, this method provides consistent estimators of change-points with an almost optimal rate. In a simulation study the proposed change-point estimators are compared and discussed. Applications of the proposed methods are provided with Nile flow data and daily won-dollar exchange rate data.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제9권6호
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• pp.187-194
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• 2020

본 논문은 클라이언트의 익명성과 개인 정보를 보장하는 토르 네트워크에서 앙상블 학습을 이용한 웹사이트 핑거프린팅 방법을 제안한다. 토르네트워크에서 수집된 트래픽 패킷들로부터 웹사이트 핑거프린팅을 위한 훈련 문제를 구성하며, 트리 기반 앙상블 모델을 적용한 웹사이트 핑거프린팅 시스템의 성능을 비교한다. 훈련 특징 벡터는 트래픽 시퀀스에서 추출된 범용 정보, 버스트, 셀 시퀀스 길이, 그리고 셀 순서로부터 준비하며, 각 웹사이트의 특징은 고정 길이로 표현된다. 실험 평가를 위해 웹사이트 핑거프린팅의 사용에 따른 4가지 학습 문제(Wang14, BW, CW_T, CW_H)를 정의하고, CUMUL 특징 벡터를 사용한 지지 벡터 기계 모델과 성능을 비교한다. 실험 평가에서, BW 경우를 제외하고 제안하는 통계 기반 훈련 특징 표현이 CUMUL 특징 표현보다 우수하다.

• 한국수학교육학회지시리즈A:수학교육
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• 제55권3호
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• pp.317-334
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• 2016

Knowledge and data interpretation on statistical estimation was important to have statistical literacy that current curriculum was said not to satisfy. The author investigated mathematics teachers' MKT on statistical estimation concerning interpretation of confidence interval by using questionnaire and interview. SMK of teachers' confidence was limited to the area of textbooks to be difficult to interpret data of real life context. Most of teachers wrongly understood SMK of interpretation of confidence interval to have influence upon PCK making correction of students' wrong concept. SMK of samples and sampling distribution that were basic concept of reliability and confidence interval cognized representation of samples rather exactly not to understand importance and value of not only variability but also size of the sample exactly, and not to cognize appropriateness and needs of each stage from sampling to confidence interval estimation to have great difficulty at proper teaching of statistical estimation. PCK that had teaching method had problem of a lot of misconception. MKT of sample and sampling distribution that interpreted confidence interval had almost no relation with teachers' experience to require opportunity for development of teacher professionalism. Therefore, teachers were asked to estimate statistic and to get confidence interval and to understand concept of the sample and think much of not only relationship of each concept but also validity of estimated values, and to have knowledge enough to interpret data of real life contexts, and to think and discuss students' concepts. So, textbooks should introduce actual concepts at real life context to make use of exact orthography and to let teachers be reeducated for development of professionalism.

• Interaction and multiscale mechanics
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• 제1권2호
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• pp.231-250
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• 2008

The statistical two-order and two-scale method is developed for predicting the mechanics parameters, such as stiffness and strength of core-shell particle-filled polymer composites. The representation and simulation on meso-configuration of random particle-filled polymers are stated. And the major statistical two-order and two-scale analysis formulation is briefly given. The two-order and two-scale expressions for the strains and stresses of conventionally strength experimental components, including the tensional or compressive column, the twist bar and the bending beam, are developed by means of their classical solutions with orthogonal-anisotropic coefficients. Then a new effective mesh generation algorithm is presented. The mechanics parameters of core-shell particle-filled polymer composites, including the expected stiffness parameters, minimum stiffness parameters, and the expected elasticity limit strength and the minimum elasticity limit strength, are defined by means of the stiffness coefficients and elasticity strength criterions for core, shell and matrix. Finally, the numerical results for predicting both stiffness and elasticity limit strength parameters are compared with the experimental data.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.231-243
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• 1997

In this paper we investigate weak convergence of the intergral processes whose index set is the non-compact infinite time interval. Our first goal is to develop the empirical central limit theorem as random elements of [0, .infty.) for an integral process which is constructed from iid variables. In developing the weak convergence as random elements of D[0, .infty.), we will use a result of Ossiander(4) whose proof heavily depends on the total boundedness of the index set. Our next goal is to establish the empirical central limit theorem for the Kaplan-Meier integral process as random elements of D[0, .infty.). In achieving the the goal, we will use the above iid result, a representation of State(6) on the Kaplan-Meier integral, and a lemma on the uniform order of convergence. The first result, in some sense, generalizes the result of empirical central limit therem of Pollard(5) where the process is regarded as random elements of D[-.infty., .infty.] and the sample paths of limiting Gaussian process may jump. The second result generalizes the first result to random censorship model. The later also generalizes one dimensional central limit theorem of Stute(6) to a process version. These results may be used in the nonparametric statistical inference.