• Title/Summary/Keyword: statistics based method

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Improved Minimum Statistics Based on Environment-Awareness for Noise Power Estimation (환경인식 기반의 향상된 Minimum Statistics 잡음전력 추정기법)

  • Son, Young-Ho;Choi, Jae-Hun;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • v.30 no.3
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    • pp.123-128
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    • 2011
  • In this paper, we propose the improved noise power estimation in speech enhancement under various noise environments. The previous MS algorithm tracking the minimum value of finite search window uses the optimal power spectrum of signal for smoothing and adopts minimum probability. From the investigation of the previous MS-based methods it can be seen that a fixed size of the minimum search window is assumed regardless of the various environment. To achieve the different search window size, we use the noise classification algorithm based on the Gaussian mixture model (GMM). Performance of the proposed enhancement algorithm is evaluated by ITU-T P.862 perceptual evaluation of speech quality (PESQ) under various noise environments. Based on this, we show that the proposed algorithm yields better result compared to the conventional MS method.

A study on bandwith selection based on ASE for nonparametric density estimators

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.307-313
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    • 2000
  • Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

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A Study on the Use of Cluster Analysis for Multivariate and Multipurpose Stratification (군집분석을 이용한 다목적 조사의 층화에 관한 연구)

  • Park, Jin-Woo;Yun, Seok-Hoon;Kim, Jin-Heum;Jeong, Hyeong-Chul
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.387-394
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    • 2007
  • This paper considers several stratification strategies for multivariate and multipurpose survey with several quantitative stratification variables. We propose three methods of stratification based on, respectively, the method of cumulative frequency square root which is the most popular one in univariate stratification, cluster analysis, and factor analysis followed by cluster analysis. We then compare the efficiency of those methods using the Dong-Eup-Myun data of the holding numbers of farming machines, extracted from the 2001 Agricultural Census. It turned out that the method based on cluster analysis with factor analysis would be a relatively satisfactory strategy.

Likelihood Based Inference for the Shape Parameter of the Inverse Gaussian Distribution

  • Lee, Woo-Dong;Kang, Sang-Gil;Kim, Dong-Seok
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.655-666
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    • 2008
  • Small sample likelihood based inference for the shape parameter of the inverse Gaussian distribution is the purpose of this paper. When shape parameter is of interest, the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic are derived. Hsieh (1990) gave a statistical inference for the shape parameter based on an exact method. Throughout simulation, we will compare the statistical properties of the proposed statistics to the statistic given by Hsieh (1990) in term of confidence interval and power of test. We also discuss a real data example.

Estimation based on lower record values from exponentiated Pareto distribution

  • Yoon, Sanggyeong;Cho, Youngseuk;Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1205-1215
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    • 2017
  • In this paper, we aim to estimate two scale-parameters of exponentiated Pareto distribution (EPD) based on lower record values. Record values arise naturally in many real life applications involving data relating to weather, sport, economics and life testing studies. We calculate the Bayesian estimators for the two parameters of EPD based on lower record values. The Bayes estimators of two parameters for the EPD with lower record values under the squared error loss (SEL), linex loss (LL) and entropy loss (EL) functions are provided. Lindley's approximate method is used to compute these estimators. We compare the Bayesian estimators in the sense of the bias and root mean squared estimates (RMSE).

An Agglomerative Hierarchical Variable-Clustering Method Based on a Correlation Matrix

  • Lee, Kwangjin
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.387-397
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    • 2003
  • Generally, most of researches that need a variable-clustering process use an exploratory factor analysis technique or a divisive hierarchical variable-clustering method based on a correlation matrix. And some researchers apply a object-clustering method to a distance matrix transformed from a correlation matrix, though this approach is known to be improper. On this paper an agglomerative hierarchical variable-clustering method based on a correlation matrix itself is suggested. It is derived from a geometric concept by using variate-spaces and a characterizing variate.

Categorical Variable Selection in Naïve Bayes Classification (단순 베이즈 분류에서의 범주형 변수의 선택)

  • Kim, Min-Sun;Choi, Hosik;Park, Changyi
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.407-415
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    • 2015
  • $Na{\ddot{i}}ve$ Bayes Classification is based on input variables that are a conditionally independent given output variable. The $Na{\ddot{i}}ve$ Bayes assumption is unrealistic but simplifies the problem of high dimensional joint probability estimation into a series of univariate probability estimations. Thus $Na{\ddot{i}}ve$ Bayes classier is often adopted in the analysis of massive data sets such as in spam e-mail filtering and recommendation systems. In this paper, we propose a variable selection method based on ${\chi}^2$ statistic on input and output variables. The proposed method retains the simplicity of $Na{\ddot{i}}ve$ Bayes classier in terms of data processing and computation; however, it can select relevant variables. It is expected that our method can be useful in classification problems for ultra-high dimensional or big data such as the classification of diseases based on single nucleotide polymorphisms(SNPs).

A study on electricity demand forecasting based on time series clustering in smart grid (스마트 그리드에서의 시계열 군집분석을 통한 전력수요 예측 연구)

  • Sohn, Hueng-Goo;Jung, Sang-Wook;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.193-203
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    • 2016
  • This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).

A Control Chart Method Using Quartiles for Asymmetric Distributed Processes (비대칭 분포를 따르는 공정에서 사분위수를 이용한 관리도법)

  • Park Sung-Hyun;Park Hee-Jin
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.81-96
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    • 2006
  • This paper proposes a simple control chart method which can be practically used for asymmetric process data where the distribution is unknown. If we use the Shewhart type control charts which are based on normality assumption for the asymmetric process data, the type I error could increase as the asymmetry increases and the effectiveness of control chart to control variation decreases. To solve such problems, this paper suggests to calculate the control limits based on the quartiles. If we obtain the control limits by such quartile method, the type I error could decrease and it looks much more practical for asymmetric distributed process data.

Image Segmentation based on Statistics of Sequential Frame Imagery of a Static Scene (정지장면의 연속 프레임 영상 간 통계에 기반한 영상분할)

  • Seo, Su-Young;Ko, In-Chul
    • Spatial Information Research
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    • v.18 no.3
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    • pp.73-83
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    • 2010
  • This study presents a method to segment an image, employing the statistics observed at each pixel location across sequential frame images. In the acquisition and analysis of spatial information, utilization of digital image processing technique has very important implications. Various image segmentation techniques have been presented to distinguish the area of digital images. In this study, based on the analysis of the spectroscopic characteristics of sequential frame images that had been previously researched, an image segmentation method was proposed by using the randomness occurring among a sequence of frame images for a same scene. First of all, we computed the mean and standard deviation values at each pixel and found reliable pixels to determine seed points using their standard deviation value. For segmenting an image into individual regions, we conducted region growing based on a T-test between reference and candidate sample sets. A comparative analysis was conducted to assure the performance of the proposed method with reference to a previous method. From a set of experimental results, it is confirmed that the proposed method using a sequence of frame images segments a scene better than a method using a single frame image.