• 제목/요약/키워드: univariate method

검색결과 268건 처리시간 0.024초

On Adaptation to Sparse Design in Bivariate Local Linear Regression

  • Hall, Peter;Seifert, Burkhardt;Turlach, Berwin A.
    • Journal of the Korean Statistical Society
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    • 제30권2호
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    • pp.231-246
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    • 2001
  • Local linear smoothing enjoys several excellent theoretical and numerical properties, an in a range of applications is the method most frequently chosen for fitting curves to noisy data. Nevertheless, it suffers numerical problems in places where the distribution of design points(often called predictors, or explanatory variables) is spares. In the case of univariate design, several remedies have been proposed for overcoming this problem, of which one involves adding additional ″pseudo″ design points in places where the orignal design points were too widely separated. This approach is particularly well suited to treating sparse bivariate design problem, and in fact attractive, elegant geometric analogues of unvariate imputation and interpolation rules are appropriate for that case. In the present paper we introduce and develop pseudo dta rules for bivariate design, and apply them to real data.

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Analysis on Decomposition Models of Univariate Hydrologic Time Series for Multi-Scale Approach

  • Kwon, Hyun-Han;Moon, Young-Il;Shin, Dong-Jun
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2006년도 학술발표회 논문집
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    • pp.1450-1454
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    • 2006
  • Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.

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유도된 이진난수 생성법을 이용한 uDEAS의 Multi-start 성능 개선 (Performance Improvement of Multi-Start in uDEAS Using Guided Random Bit Generation)

  • 김은숙;김만석;김종욱
    • 전기학회논문지
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    • 제58권4호
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    • pp.840-848
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    • 2009
  • This paper proposes a new multi-start scheme that generates guided random bits in selecting initial search points for global optimization with univariate dynamic encoding algorithm for searches (uDEAS). The proposed method counts the number of 1 in each bit position from all the previously generated initial search matrices and, based on this information, generates 0 in proportion with the probability of selecting 1. This rule is simple and effective for improving diversity of initial search points. The performance improvement of the proposed multi-start is validated through implementation in uDEAS and function optimization experiments.

단기 시계열 제품의 전이함수를 이용한 수요예측과 마케팅 정책에 미치는 영향에 관한 연구 (A Study on the Demand Forecasting by using Transfer Function with the Short Term Time Series and Analyzing the Effect of Marketing Policy)

  • 서명율;이종태
    • 산업공학
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    • 제16권4호
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    • pp.400-410
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    • 2003
  • Most of the demand forecasting which have been studied is about long-term time series over 15 years demand forecasting. In this paper, we set up the most optimal ARIMA model for the short-term time series demand forecasting and suggest demand forecasting system for short-term time series by appraising suitability and predictability. We are going to use the univariate ARIMA model in parallel with the bivariate transfer function model to improve the accuracy of forecasting. We also analyze the effect of advertisement cost, scale of branch stores, and number of clerk on the establishment of marketing policy by applying statistical methods. After then we are going to show you customer's needs, which are number of buying products. We have applied this method to forecast the annual sales of refrigerator in four branch stores of A company.

A Review of the Statistical Analysis used in Clinical Articles Published on Journal of Korean Neurosurgical Society

  • Kang, Wee-Chang
    • Journal of Korean Neurosurgical Society
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    • 제40권4호
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    • pp.304-308
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    • 2006
  • Statistical analyses used in clinical articles published on the Journal of Korean Neurosurgical Society were identified and appropriateness of statistical aspects in reporting results was assessed. Forty seven clinical articles were selected in this study, which were published from February, 2005 to February, 2006 on the journal. The frequency of statistical analysis was as follows : descriptive statistics only 24 [51.1%]. one type of statistical method 10 [21.3%], two or more methods 13 [27.6%]. An assessment of statistical aspects was performed in 24 clinical articles reporting inferential statistics. Ten articles [41.7%] did not adequately describe or reference all statistical methods used. There were six articles [25.0%] not reporting the confidence level used as the critical criteria of the statistical significance. In thirteen articles [54.2%] it seems more appropriate to implement multivariate analyses in addition to univariate analyses. We recommend that the journal readers should concentrate on improving their knowledge of basic statistics and statistical review for manuscripts submitted should be sought from professionals in the fields of biostatistics and epidemiology.

Minimum Disparity Estimation for Normal Models: Small Sample Efficiency

  • Cho M. J.;Hong C. S.;Jeong D. B.
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.149-167
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    • 2005
  • The minimum disparity estimators introduced by Lindsay and Basu (1994) are studied empirically. An extensive simulation in this paper provides a location estimate of the small sample and supplies empirical evidence of the estimator performance for the univariate contaminated normal model. Empirical results show that the minimum generalized negative exponential disparity estimator (MGNEDE) obtains high efficiency for small sample sizes and dominates the maximum likelihood estimator (MLE) and the minimum blended weight Hellinger distance estimator (MBWHDE) with respect to efficiency at the contaminated model.

Kernel Regression Estimation for Permutation Fixed Design Additive Models

  • Baek, Jangsun;Wehrly, Thomas E.
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.499-514
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    • 1996
  • Consider an additive regression model of Y on X = (X$_1$,X$_2$,. . .,$X_p$), Y = $sum_{j=1}^pf_j(X_j) + $\varepsilon$$, where $f_j$s are smooth functions to be estimated and $\varepsilon$ is a random error. If $X_j$s are fixed design points, we call it the fixed design additive model. Since the response variable Y is observed at fixed p-dimensional design points, the behavior of the nonparametric regression estimator depends on the design. We propose a fixed design called permutation fixed design, and fit the regression function by the kernel method. The estimator in the permutation fixed design achieves the univariate optimal rate of convergence in mean squared error for any p $\geq$ 2.

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An Estimation of a Billet Temperature during Reheating Furnace Operation

  • Jang, Yu-Jin;Kim, Sang-Woo
    • International Journal of Control, Automation, and Systems
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    • 제5권1호
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    • pp.43-50
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    • 2007
  • Reheating furnace is an essential facility of a rod mill plant where a billet is heated to the required rolling temperature so that it can be milled to produce wire. Although it is very important to obtain information on billet temperatures, it is not feasible during furnace operation. Consequently, a billet temperature profile should be estimated. Moreover, this estimation should be done within an appropriate time interval for an on-line application. In this paper, a billet heat transfer model based on 2D FEM(Finite Element Method) with spatially distributed emission factors is proposed for an on-line billet temperature estimation and also a measurement is carried out for two extremely different furnace operation patterns. Finally, the difference between the model outputs and the measurements is minimized by using a new optimization algorithm named uDEAS(Univariate Dynamic Encoding Algorithm for Searches) with multi-step tuning strategy. The obtained emission factors are applied to a simulation for the data which are not used in the model tuning for validation.

연구개발에 대한 회계정책 결정요인 분석 (Determinants of Accounting Policy for R&D Costs)

  • 조성표
    • 기술혁신연구
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    • 제5권1호
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    • pp.67-89
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    • 1997
  • This study investigates the factors determining accounting method for R&D costs (capitalizevs. expense) in Korea. Using agency theory and other economic factors, probit and regression model have been developed to distinguish between firms choosing different accounting alternatives for R&D costs. The results are consistent to debt contract, R&D burden and regulation hypotheses both in probit and regression analysis. The size variable has opposite sign in univariate t-test and probit analysis, which may be due to the differences of political environment between Korea and the US. Generally, the results are consistent to those of previous research. The evidence suggests that larger firms with higher leverage and larger burden of R&D costs are more likely to capitalize R&D costs, while regulated firms are more likely to expense R&D costs.

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전문가 의견을 고려한 다특성치 파라미터 설계에 관한 연구 (The Parameter Design of Multiple Characteristics with Engineer's Opinions)

  • 조용욱;박명규
    • 품질경영학회지
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    • 제27권2호
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    • pp.218-236
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    • 1999
  • The purpose of parameter design is to determine optimal settings of design parameters of a product or a process such that the performance characteristics of a product exhibit small variabilities around their target values. Taguchi made significant contributions in this area. However, his analysis of the problem focused on only one performance characteristic or response, although in product and process design, multiple characteristics are more common. The critical problem in dealing with multiple characteristics is how to compromise the conflict among the selected levels of the design parameters for each individual characteristic. In this paper, Methodology using SN ratio optimized by univariate technique is proposed and a parameter design procedure to achieve the optimal balance among several different response variables is developed. Existing case studies are solved by the proposed method and the results are compared with ones by the sum of SN ratios, the expected weighted loss, the desirability function, and EXTOPSIS model.

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