• 제어로봇시스템학회논문지
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• 제13권7호
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• pp.688-693
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• 2007

The INS/GPS integration system is designed by employing an adaptive filter that can estimate the measurement noise variance using the residual of the filter. To verify the efficiency of the proposed loosely-coupled INS/GPS integration system, simulation is performed by assuming that GPS information has large position errors. Simulation results show that the proposed integration system with the adaptive filter is more effective in estimating the position and attitude errors than those with the Extended Kalman Filter.

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.233-237
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• 2003

An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 춘계 학술발표회 논문집
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• pp.95-100
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• 2005

In this paper a class of multifactor designs for estimating the slope of second order response surface regression models with correlated errors is considered. General conditions for second order slope rotatability over all directions and also with respect to the maximum directional variance in case of k=2 have been derived assuming errors have a general correlated error structure. And we consider the measures for evaluating slope rotatability with correlated errors similar to in case of uncorrelated error structures.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• 한국군사과학기술학회지
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• 제15권4호
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• pp.435-441
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• 2012

This paper provides simulation-based results of effect analysis of sample size and sampling periods on accuracy of reliability estimation methods using multiple comparisons with analysis of variance. Sum of squared errors in estimated reliability measures were evaluated through applying seven estimation methods for one-shot systems to simulated quantal-response data. Analysis of variance was implemented to investigate change in these errors according to variations of sample size and sampling periods for each estimation method, and then the effect analysis on accuracy in reliability estimation was performed using multiple comparisons based on sample size and sampling periods. An efficient way to allocate both sample size and sampling periods for reliability estimation tests of one-shot systems is proposed in this paper from the effect analysis results.

• 전자공학회논문지B
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• 제31B권5호
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• pp.117-122
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• 1994

Well-trained neural networks have low sensitivity to input errors. Also, the sensitivity to weigh errors must be considered when implementing neural networks with hardware of limited precision. In this paper, we derive the sensitivity of the Madaline to weight perturbation or input errors in terms of the trained weights, the input pattern, and the variance of weight perturbation or the probability of input errors. The result is verified with a simulation of the Madaline recognizing handwritten digits.

• 한국엔터테인먼트산업학회논문지
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• 제14권8호
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• pp.213-219
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• 2020

본 연구는 치매의심군 8명, 치매확정군 9명 및 정상군 10명을 대상으로 명명하기 과제에서 오류 유형의 특성을 탐색하는 데 그 목적이 있다. 명명하기의 오류 분석 항목은 시지각적 오류, 의미적 연관 오류, 의미적 비연관 오류, 음소적 오류, 모름, 무반응으로 구분하여 분석하였다. 분석을 위해 SPSS 21.0을 활용하여, 기술통계분석, 분산분석, 다변량분산분석을 실시하였다. 연구결과, 오류유형에 따라 집단 간 오류율에는 유의한 차이는 있는 것으로 나타났다. 정상군이 다른 두 집단과 유의한 차이를 보인 오류는 시지각 오류와 의미적 비연관 오류이며, 무응답 오류는 치매확정군과는 차이가 있었으나, 치매의심군과는 유의한 차이가 없는 것으로 나타났다. 이러한 연구 결과, 알츠하이머성 치매 환자들이 그림 명명하기 능력에 결함이 있음을 확인하였다. 또한 정보처리과정 중 특정 단계의 퇴행으로 인한 결함이 심해지면 다른 단서를 제공하는 것이 적절하다는 것을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.603-613
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• 2001

A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2008년도 춘계종합학술대회 A
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• pp.197-200
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• 2008

위성항법보강시스템은 위성항법시스템 (GNSS : Global Navigation Satellite System)의 측정값에 오차 성분을 제거하여 정밀한 항법 정보를 제공한다. 하지만 기준국과 이동국 사이의 공통오차는 제거할 수 있지만 전리층, 대류층, 신호잡음 등에 의해 발생하는 노이즈 성분의 비 공통오차는 제거할 수 없다. 본 논문에서는 다중 기준국을 사용하여 유동적인 전리층 및 대류층 습윤 증기량에 따라 비공통오차의 증가를 위치 오차 분산 변화를 통해 확인하였다.

• 대한기계학회논문집A
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• 제36권2호
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• pp.165-171
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• 2012

본 연구는 3 축 공작기계에 있어 기하학적 오차가 체적 오차에 미치는 영향을 해석적 방법으로 분석하는데 목적이 있다. 먼저 기하학적 오차가 공작기계의 체적 오차에 미치는 영향을 제시하는 수학적 모델인 오차합성모델에 대해 분석한다. 민감도 분석은 분산 기반의 방법(Variance based method)을 사용하였으며 해석적 방법으로 분석하기 위해 평균 및 분산에 대해 목적 함수의 유형별로 그 해를 제시한다. 마지막으로 3 축 공작기계의 예를 들어 민감도 분석을 하였다.