2004.04a
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In this paper, we calculate the premium rate of reliability insurance policy for T11 composite metreial under the assumption of Weibull physics of failure and Arrhenius law. We also describe the performance factors which have an effect on failure characteristics of wiper motors. The maximum likelihood estimates of shape parameter and scale parameter are obtained by using interval censored real data of sample sizes 6 using MINITAB.
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In this paper, we present an effective method for process control using the Demerit-EWMA control chart in the process where nonconforming units or nonconformities are occurred by various types. We compare performance of Demerit control chart, Demerit-CUSUM control chart and Demerit-EWMA control chart based on the average run length.
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When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. Under the noninformative prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.
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Association rule mining searches for interesting relationships among items in a given database. Association rules are frequently used by retail stores to assist in marketing, advertising, floor placement, and inventory control. There are three primary quality measures for association rule, support and confidence and lift. In this paper we present the relation between the measure of association based on chi square statistic and the criteria of association rule for nominal database and propose the objective criteria for association.
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The decision tree approach is most useful in classification problems and to divide the search space into rectangular regions. Decision tree algorithms are used extensively for data mining in many domains such as retail target marketing, fraud dection, data reduction and variable screening, category merging, etc. CHAID(Chi-square Automatic Interaction Detector) uses the chi-squired statistic to determine splitting and is an exploratory method used to study the relationship between a dependent variable and a series of predictor variables. In this paper we propose CHAID algorithm by cube-based proportional sampling and explore CHAID algorithm in view of accuracy and speed by the number of variables.
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K-means clustering is an iterative algorithm in which items are moved among sets of clusters until the desired set is reached. K-means clustering has been widely used in many applications, such as market research, pattern analysis or recognition, image processing, etc. It can identify dense and sparse regions among data attributes or object attributes. But k-means algorithm requires many hours to get k clusters that we want, because it is more primitive, explorative. In this paper we propose a new method of k-means clustering using a center of gravity for grid-based sample. It is more fast than any traditional clustering method and maintains its accuracy.
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본 논문에서는 한방병원에서 사상체질분류검사설문지를 이용하여 사상체질을 진단할 때 진단의 정확도를 향상시키기 위한 사상체질분류함수를 개발하기 위하여 데이터마이닝에서의 판별분석모형을 이용한다. 데이터 정제 과정에서 불성실한 응답자를 제거시키기 위한 기준은 상반되는 설문의 응답 패턴과 체질별 설문의 응답 비율을 이용하며, 변수선택의 기준은 상관분석의 크론박 알파 계수와 선형판별함수의 계수를 이용한다.
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본 논문에서는 한방병원에서 사상체질분류검사설문지를 이용하여 사상체질을 진단할 때 진단의 정확도를 향상시키기 위한 사상체질분류함수를 개발하기 위하여 데이터마이닝에서의 판별분석모형을 이용한다. 데이터 정제 과정에서 양질의 데이터를 확보하기 위한 기준은 상반되는 설문의 응답 패턴과 체질별 설문의 응답 비율을 이용하며, 변수선택의 기준은 도수분석의 비율차이검정과 선형판별함수의 계수를 이용한다.
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본 발표에서는 1998년 서울대학교 통계학과에서 개발한 KESS(Korean Educational Statistical System; http://stats.snu.ac.kr/time)의 추가로 개발된 내용을 소개하기로 한다 (조신섭 외, 1999). 추가로 개발된 모듈(module)들은 통계교육에서 필요로 하는 분석법들 중에서 회귀분석, 시계열분석과 연관된 내용들이다. 기존의 여러 가지 통계패키지와 비교해 보아 효율적인 통계교육을 위한 필수적인 옵션 및 분석 결과를 제공하도록 하였다.
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We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.
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The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.
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본 논문에서 한국선물시장의 변동성과 수익률에 대한 장기기억의 경험적 근거를 보이기 위해 일별 수익률과 변동성에 대하여 장기기억성의 추정과 검정을 실시하였다. Geweke and Porter-Hudak(1983)의 반비모수적 추정법을 이용하여 장기기억모수를 추정하였으며 추정결과 수익률은 장기기억효과가 없었으며, 변동성에서 장기기억효과가 유의한 것으로 나타났다.
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유사이항분포와 유사다항분포를 소개하고 베타분포와 Dirichlet 분포와의 관계를 밝힘으로써 심플렉스상에서 정의되는 성분데이터의 분석을 위한 새로운 방법을 제시하는 토대를 마련하고자 한다.
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This paper discusses about how to build up a mixed-effects model using cumulative logits when there are some factors are fixed and others are random. Random factors are assumed to be coming from a two-way nested design for choosing individuals or experimental units to apply treatments. Estimation procedure for the unknown parameters in a suggested model is also discussed by an illustrated example.
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혼합정규분포에서 얻어진 히스토그램 자료에서 모수의 추정은 EM 알고리즘 혹은 스프라인 방법이 흔히 이용되고 있다. 본 논문에서는 히스토그램 자료를 비선형회귀모형으로 적합하는 방법을 제시하고, 시뮬레이션으로 제시된 방법과 EM 알고리즘 방법을 비교하였다.
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Robust parameter design is to identify appropriate settings of control factors that make the system's performance robust to changes in the noise factors that represent the source of variation. In this paper, we introduce a factor analysis approach to simultaneously optimize multiple quality characteristics in the robust parameter design. An example is illustrated to compare it with already proposed method.
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The various methods have been studied to develop discriminant model for Pregnancy Induced Hypertension(PIH) as high risk pregnant. In this study, we adapt the approximate entropy which is the non-linear chaotic measuring method. Then, we develop the system to discriminant PIH pregnant using QUEST with S-PLUS.
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Properties of the variable sampling interval(VSI) control charts for monitoring dispersion matrix of related quality characteristics are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval(FSI) and VSI charts in terms of average time to signal(ATS) and average number of samples to signal (ANSS). Average number of swiches(ANSW) of the proposed VSI charts are also investigated.
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Zadeh(1965)에 의하여 도입된 퍼지이론은 최근 컴퓨터공학이나 산업공학에 응용되기 시작하면서 그 유용성이 확인된 후 여러 분야에서 관심을 갖기 시작한 새로운 이론이다. 특히 제 산업분야에서 나타나는 통계모델의 정확한 분석을 위한 퍼지이론의 이용은 그들 분야의 발전은 물론 새로운 통계분석 방법을 제시하는데 큰 의의가 있다하겠다. 이와 같은 중요성에 비추어 퍼지이론을 이용한 통계 분석을 학생들에게 효과적으로 학습시키는 것은 매우 중요한 일로서 이 연구는 통계분석방법을 퍼지이론으로 이해하고 또한 새로운 통계적 퍼지 모델을 어떻게 개발하고 응용할 것인가를 제시하고자 하는 교과목 연구이다. 이 연구가 향후 다양한 시대적 요구에 부응하는 새로운 교과목 개발의 전기가 되기를 기대한다.
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본 강좌는 수학과, 통계학과 학생들을 대상으로 개발한 연계전공 과목이다. 본 강좌의 개발 목적은 인턴쉽을 통해 대학에서 배운 전공지식을 실무에 적용할 수 있는 능력을 배양하고, 현업에서 활용되고 있는 최신 이론들을 접하는 기회를 부여하는데 있다. 수강자는 이러한 경험으로 응용학문에 대한 이해를 증진시키고, 경쟁력 있는 실무능력 및 경험을 갖추어 졸업 후 진로 결정에 많은 도움을 받을 것이다. 이를 위해 수리과학 전공자를 대상으로 한 인턴쉽프로그램을 제안하고, 이를 성공적으로 실행할 수 있는 교과목을 개발하였다.
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본 연구에서는 공간 검색 통계량(spatial scan statistics)과 에셜론 해석법을 이용한 범주형 자료분석을 다룬다. 이를 위해 우선, 에셜론 덴드로그램을 이용하여 주어진 분활표의 계층적 구조(hierarchical structure)를 결정하고서 이로부터 핫스팟(hotspot)의 후보를 검출한다. 다음으로 우도비(likelihood ratio)를 기초로 유의하게 높거나 낮게 나타나는 지역에 대한 공간 검색 통계량을 산출한다. 마지막으로, 이 통계량을 바탕으로 핫스팟을 검출한다.
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We describe a new edge detector based on the robust rank-order (RRO) test which is a useful alternative to Wilcoxon test, using
$r{\times}r$ window for detecting edges of all possible orientations in noisy images. Some experiments of statistical edge detectors based on the Wilcoxon test and T test with our RRO detector are carried out on synthetic and real images corrupted by both Gaussian and impulse noise. We also implement these edge detectors using Java on the Web. -
When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.
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Distributing information on the internet is common in our daily life. In the past, e-mail has been the primary choice of exchanging information, but instant messengers are gaining popularity abroad and domestically because of their immediate responses. Instant messaging has become the fastest growing communication technology in recent years. Instant messaging is effectively a chat room for two people. Users that have accounts with the same provider are able to send messages via computer in real time. Instant messaging has exploded into the business world as companies now utilize the technology for everything from interoffice communication to client/customer communication. In this paper, we propose a method of instant messenger system design for effective collaboration of statistical data collection.
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Every web server comprises a repository of all actions and events that occur on the server. Server logs can be used to quantify user traffic. Intelligent analysis of this data provides a statistical baseline that can be used to determine server load, failed requests and other events that throw light on site usage patterns. This information provides valuable leads on marketing and site management activities. In this paper, we propose a method of design for log analysis system using RTMA(realtime monitoring and analysis) technique.