• 한국조사연구학회:학술대회논문집
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• 한국조사연구학회 2000년도 춘계학술대회 조사연구의 방법론적 쟁점
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• pp.1-14
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• 2000

사회.경제조사에서 흔히 발생하는 무응답에 대한 통계적 대처 방안을 고찰하였다. 항목 무응답이 발생했을 때 무응답 데이터를 포함하지 않는 완전 데이터를 만드는 방법으로 무응답 대체 방법이 널리 이용되고 있다. 본 논문에서는 여러 가지 대체 방법을 소개하고 각 방법의 장.단점을 비교.설명하였다. 또한 대체된 데이터를 응답 데이터인 것처럼 활용했을 때 발생하는 문제점들을 지적하였다. 무응답을 대체하면 대체된 값들 때문에 대체 후 추정량의 분산은 대체 분산만큼 증가하는 반면, 대체된 데이터에 기초한 통상적인 분산추정량은 대체 분산을 추정하지 못하므로 결과적으로 대체 후 추정량의 분산을 과소추정하게 된다. 이러한 분산의 과소추정의 원인을 이론적으로 고찰하였고, 모의실험을 통하여 그 결과의 심각성을 설명하였다. 마지막으로 분산의 과소 추정 문제를 해결하는 몇 가지 수정된 분산추정 방법을 소개하고 토의하였다.

• 품질경영학회지
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• 제41권1호
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• pp.119-134
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• 2013

Purpose: The purpose of this paper is to show whether the results are changed with respect to the variance of the data, by analysis of data obtained from the Taguchi experimental techniques and general experiment. Because which cannot be prove by mathematical Formula, through experimental examples will show. Methods: Taguchi experiments were carried out with paper Helicopter experiment. Experimental Data are obtained by special designed Drop Test Equipment. While Experimental value arbitrarily changed, we looked at how Significant control Factor of Taguchi Methods and Factor experiments are changed. This process cannot be expressed as a Mathematical formula, but showed as a numerical example. Results: Saw significant changes in the factors when data is outside a certain range of the experimental data. By Test of Equivalence Variance, Experiment data is verified reliability. To find the Control Factor, Taguchi Method is better than the general experiment. Conclusion: We know that a Significant Factor is changed with the range of Variance of Experiment Data. The value of this paper is verified change process with Numerical Data obtained Experiment.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• 간호행정학회지
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• 제19권4호
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• pp.480-490
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• 2013

Purpose: This descriptive study was done to identify effects of perceived organizational support (POS) on job involvement and organizational citizenship behavior (OCB) in hospital nurses. Methods: Data were collected from Oct. 1 to Nov. 15, 2011. Participants in this study were 324 nurses working in 6 general hospitals in S, K, and C cities. Data were analyzed using descriptive statistics, t-test, ANOVA, Scheff$\acute{e}$ test, Pearson correlation coefficients, and multiple regression. Results: POS was positively correlated with job involvement, and OCB (altruism, conscientiousness, courtesy, sportsmanship and civic virtue). Factors influencing job involvement were POS and marital status, which accounted for 15.7% of the variance, marital status influenced altruism, which accounted for 4% of the variance, POS influenced conscientiousness, which accounted for 10% of the variance, religion and marital status influenced courtesy, which accounted for 6.5% of the variance, age influenced sportsmanship, which accounted for 7.9% of the variance, and POS and clinical career influenced civic virtue, which accounted for 23.1% of the variance. Job involvement mediated on the relation between perceived organizational support and organizational citizenship behavior. Conclusion: The results of the study indicate that hospital administrators should explore ways of improve POS for better job involvement, conscientiousness, and civic virtue.

• 한국조사연구학회지:조사연구
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• 제1권2호
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• pp.1-14
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• 2000

사회${\cdot}$경제조사에서 흔히 발생하는 무응답에 대한 통계적 대처 방안을 고찰하였다. 항목 무응답이 발생했을 때 무응답 데이터를 포함하지 않는 완전 데이터를 만드는 방법으로 무응답 대체 방법이 널리 이용되고 있다. 본 논문에서는 여러 가지 대체 방법을 소개하고 각 방법의 장${\cdot}$단점을 비교${\cdot}$설명하였다. 또한 대체된 데이터를 응답 데이터인 것처럼 활용했을 때 발생하는 문제점들을 지적하였다. 무응답을 대체하면 대체된 값들 때문에 대체 후 추정량의 분산은 대체 분산만큼 증가하는 반면, 대체된 데이터에 기초한 통상적인 분산추정량은 대체 분산을 추정하지 못하므로 결과적으로 대체 후 추정량의 분산을 과소추정하게 된다. 이러한 분산의 과소추정의 원인을 이론적으로 고찰하였고, 모의실험을 통하여 그 결과의 심각성을 설명하였다. 마지막으로 분산의 과소추정 문제를 해결하는 몇 가지 수정된 분산추정 방법을 소개하고 토의하였다.

• Journal of Information Processing Systems
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• 제16권4호
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• pp.832-844
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• 2020

The degree of dispersion of a random variable can be described by the variance, which reflects the distance of the random variable from its mean. However, the time complexity of the traditional variance calculation algorithm is O(n), which results from full calculation of all samples. When the number of samples increases or on the occasion of high speed signal processing, algorithms with O(n) time complexity will cost huge amount of time and that may results in performance degradation of the whole system. A novel multi-step recursive algorithm for variance calculation of the time-varying data series with O(1) time complexity (constant time) is proposed in this paper. Numerical simulation and experiments of the algorithm is presented and the results demonstrate that the proposed multi-step recursive algorithm can effectively decrease computing time and hence significantly improve the variance calculation efficiency for time-varying data, which demonstrates the potential value for time-consumption data analysis or high speed signal processing.

• The Journal of Asian Finance, Economics and Business
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• 제9권7호
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.

• 한국정보통신학회논문지
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• 제5권4호
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• pp.653-660
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• 2001

본 논문에서는 주파수합성기에서 가장 큰 잡음원인 VCO 및 각 단에서 발생하는 위상잡음 의 offset주파수에 따른 변화를 예측하기 위해 2303.15MHz의 주파수합성기를 설계하고 Lascari의 예측방법 을 이용하여 모델링 하였다. 또한, VCO에서 발생되는 여러 중첩 형태로 된 위상잡음중 저주파대역에서 문제가 되는 1/f noise를 3차 시스템에서 분석하였다. 3차 시스템에서는 해석이 복잡하므로 수학적인 분석을 통하여 1/f noise를 예측한다는 것이 어렵지만 pseudo-damping factor의 도입으로 3차 시스템에서의 1/f noise variance의 해석이 용이 하도록 시도하였고 이를 2차 시스템과 비교.분석하였다. 그 결과, tcxo의 경우 위상잡음이 루프 통과 전 10 kHz offset 주파수에서 -160dBc/Hz, 루프 통과 후 -162.6705dBc/Hz, 100 kHz offset 주파수에서 -180dBc/Hz, 루프 통과 후 -560dBc/Hz로 VCO의 위상잡음에 비해 offset주파수에 따라 루프 통과 후 급격히 감쇠 됨을 알 수 있었다. 2차와 3차 시스템에서의 잡음대역폭과 그 variance factor를 연관하여 3차 시스템에서 의 variance가 2차 시스템의 variance보다 크게 발생함을 알 수 있었다.

• 대한산업공학회지
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• 제29권2호
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• pp.179-189
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• 2003

Gate poly-silicon critical dimension is a prime characteristic of a metal-oxide-semiconductor field effect transistor. It is important to achieve the uniformity of gate poly-silicon critical dimension in order that a semiconductor device has acceptable electrical test characteristics as well as a semiconductor wafer fabrication process has a competitive net-die-per-wafer yield. However, on gate poly-silicon critical dimension, the complexity associated with a semiconductor wafer fabrication process entails hierarchical variance components according to run-to-run, wafer-to-wafer and even die-to-die production unit changes. Specifically, estimates of the hierarchical variance components are required not only for disclosing dominant sources of the variation but also for testing the wafer-level uniformity. In this paper, two experimental designs, a two-stage nested design and a randomized complete block design are considered in order to estimate the hierarchical variance components. Since gate poly-silicon critical dimensions are collected from fixed die positions within wafers, a factor representing die positions can be regarded as fixed in linear statistical models for the designs. In this context, the two-stage nested design also checks the wafer-level uniformity taking all sampled runs into account. In more detail, using variance estimates derived from randomized complete block designs, Duncan's multiple range test examines the wafer-level uniformity for each run. Consequently, a framework presented in this study could provide guidelines to practitioners on estimating the hierarchical variance components and testing the wafer-level uniformity in parallel for any characteristics concerned in semiconductor wafer fabrication processes. Statistical analysis is illustrated for an experimental dataset from a real pilot semiconductor wafer fabrication process.

• 대한전자공학회논문지SP
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• 제41권6호
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• pp.285-294
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• 2004

신호처리에서 메디안 필터는 임펄스 잡음을 제거하는 비선형 필터 중에서 가장 널리 사용되고, 가장 강력한 효과를 보이고 있다. 본 논문은 잡음 검출에 의한 적응형 메디안 필터를 제안한다. 제안한 필터의 기본 알고리즘은 잡음 여부를 각 판단기준에 의해서 판별한 후, 판별 결과에 따라 조건을 만족하면 메디안 필터를 취하고, 만족하지 않으면 원 영상(No Filter)으로 복원한다. 잡음 판별을 위해서 로컬 분산과 로컬 중간값 분산을 이용한 잡음 검출을 제시했고, 기존의 [5]∼[10] 필터와 특성 및 성능을 비교 분석하였다. 제안한 필터는 기존의 필터를 같은 조건에서 수행한 결과보다 대부분의 경우에서 개선을 보이고, 주관적인 육안으로 판별했을 경우에도, 그 이상의 효과를 보임을 입증하였다. 따라서 로컬 분산과 로컬 중간값 분산을 이용한 적응형 메디안 필터는 메디안 필터의 임펄스 잡음 제거 특성에 강한 장점을 살리고, 에지 보존 능력이 강화되었음을 증명 하였다.