• Title/Summary/Keyword: 반복잔차

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An analysis of depression of the individuals with disabilities using repeated measurement data (반복 측정 자료를 이용한 장애인 우울에 대한 분석)

  • Hong, Haesun;Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1055-1067
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    • 2017
  • Most previous works to study for the depression of the disabilities in Korea have analyzed the repeated measured data of each individual under the mutually independent assumption. In this study, Korea Welfare Panel data of the disabilities surveyed additionally every three years are analyzed to detect the significant exploratory variables by the linear mixed models. A suitable correlation matrix is considered for the dependency of repeated measurement of each individual. The random effect to reflect the characteristics of the individuals as well as the fixed effect is included in the fitted linear mixed model. By the residual plot of the fixed effect model, the problem that the averages of residuals of each individual do not seem to be around zero is described. Further, the residual plot and the Q-Q plot coming from the selected final model are shown that the problem is modified well.

A CUSUM Chart for Detecting Mean Shifts of Oscillating Pattern (진동 패턴의 평균 변화 탐지를 위한 누적합 관리도)

  • Lee, Jae-June;Kim, Duk-Rae;Lee, Jong-Seon
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1191-1201
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    • 2009
  • The cumulative sum(CUSUM) control charts are typically used for detecting small level shifts in process control. To control an auto-correlated process, the model-based control methods can be employed, in which the residuals from fitting a time series model are applied to the CUSUM chart. However, the persistent level shifts in the original process may lead to varying mean shifts in residuals, which may deteriorate detection performance significantly. Therefore, in this paper, focussing on ARMA(1,1), we propose a new CUSUM type control method which can detect the dynamic mean shifts in residuals especially with oscillating pattern effectively and, through the simulation study, evaluate its performance by comparing with other various CUSUM type control methods introduced so far.

Analysis of Field Test Data using Robust Linear Mixed-Effects Model (로버스트 선형혼합모형을 이용한 필드시험 데이터 분석)

  • Hong, Eun Hee;Lee, Youngjo;Ok, You Jin;Na, Myung Hwan;Noh, Maengseok;Ha, Il Do
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.361-369
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    • 2015
  • A general linear mixed-effects model is often used to analyze repeated measurement experiment data of a continuous response variable. However, a general linear mixed-effects model can give improper analysis results when simultaneously detecting heteroscedasticity and the non-normality of population distribution. To achieve a more robust estimation, we used a heavy-tailed linear mixed-effects model for a more exact and reliable analysis conclusion than a general linear mixed-effects model. We also provide reliability analysis results for further research.

Impact of the Change in Market Conditions on a Test for Market Cointegration (시장여건의 변화가 시장통합의 검정에 미치는 영향)

  • Kim, Tae-Ho
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.103-114
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    • 2011
  • Current series for testing stock market cointegrations tend to be restricted to analyzing the relations between stock market prices and may not be able to understand the whole picture of the variations in the stock market system. The nature of the variations in the stock prices, between the countries that experienced economic crisis and those did not, are different for a certain period of time, and accordingly excluding the potentially important variables in the stock market system causes statistical bias. This study considers domestic foreign exchange markets and financial markets in testing for the cointegrating relations of the stock prices in Korea and major investing countries. The results demonstrate the possibility of specification errors unless those markets are included in the statistical modeling process.

Multiple Candidate Matching Pursuit (다중 후보 매칭 퍼슛)

  • Kwon, Seokbeop;Shim, Byonghyo
    • Journal of Broadcast Engineering
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    • v.17 no.6
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    • pp.954-963
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    • 2012
  • As a greedy algorithm reconstructing the sparse signal from underdetermined system, orthogonal matching pursuit (OMP) algorithm has received much attention. In this paper, we multiple candidate matching pursuit (MuCaMP), which builds up candidate support set in every iteration and uses the minimum residual at last iteration. Using the restricted isometry property (RIP), we derive the sufficient condition for MuCaMP to recover the sparse signal exactly. The MuCaMP guarantees to reconstruct the K-sparse signal when the sensing matrix satisfies the RIP constant ${\delta}_{N+K}<\frac{\sqrt{N}}{\sqrt{K}+3\sqrt{N}}$. In addition, we show a recovery performance both noiseless and noisy measurements.

A Study on Autonomous Update of Onboard Orbit Propagator (위성 탑재용 궤도전파기의 자동 갱신에 관한 연구)

  • Jeong,Ok-Cheol;No,Tae-Su;Lee,Sang-Ryul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.31 no.10
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    • pp.51-59
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    • 2003
  • A method of autonomous update is presented for onboard orbit propagator. On board propagator is an alternative means that could be used for navigation purpose in case of CPS receiver's failure. Although the ground station is not a able to upload a new propagator, the onboard propagator must be maintained most up-to-date. For this, a filtering technique is proposed wherein GPS data are effectively used to continuously update the on board propagator which was uploaded previously. Even if the ground station has generated the on board propagator based on the wrong information, the onboard propagator with updating scheme can automatically correct the errors in the coefficients of residual reconstruction function. Several scenarios were used to show the validity of the scheme for updating the onboard propagator using KOMPSAT-1 orbit data.

Transform-domain Wyner-Ziv Residual Coding using Temporal Correlation (시간적 상관도를 활용한 변환 영역 잔차 신호 Wyner-Ziv 부호화)

  • Cho, Hyon-Myong;Eun, Hyun;Shim, Hiuk-Jae;Jeon, Byeung-Woo
    • Journal of Broadcast Engineering
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    • v.17 no.1
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    • pp.140-151
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    • 2012
  • In Wyner-Ziv coding, key picture is encoded by conventional H.264/AVC intra coding which has low complexity. Although inter coding is more efficient than intra coding, its complexity is much higher than intra coding due to its motion estimation. Since the main feature of Wyner-Ziv coding is low complexity of encoder, inter coding is not suitable to encode key picture in Wyner-Ziv coding. However, inter picture coding with zero motion vector can be usable for Wyner-Ziv key picture coding instead of intra coding. Moreover, while current transform-domain Wyner-Ziv residual coding only utilizes temporal correlation of WZ picture, if zero motion coding is jointly used to encode key picture in transform-domain Wyner-Ziv residual coding, there will be a significant improvement in R-D performance. Experimental results show that the complexity of Wyner-Ziv coding with the proposed zero motion key picture coding is higher than conventional Wyner-Ziv coding with intra key picture coding by about 9%, however, there are BDBR gains up to 54%. Additionally, if the proposed zero motion key coding is implemented on top of the transform-domain Wyner-Ziv residual coding, the result shows rate gains up to 70% in BDBR compared to conventional Wyner-Ziv coding with intra key picture coding.

Validation of GPS Based Precise Orbits Using SLR Observations (레이저 거리측정(SLR) 데이터를 사용한 GPS 기반 정밀궤도결정 시스템 결과의 검증)

  • Kim, Young-Rok;Park, Eun-Seo;Park, Sang-Young;Choi, Kyu-Hong;Hwang, Yoo-La;Kim, Hae-Yeon;Lee, Byoung-Sun;Kim, Jae-Hoon
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.89-98
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    • 2009
  • In this study, the YLPODS (Yonsei Laser-ranging Precision Orbit Determination System) is developed for POD using SLR (Satellite Laser Ranging) NP (Normal Point) observations. The performance of YLPODS is tested using SLR NP observations of TOPEX/POSEIDON and CHAMP satellite. JPL's POE (Precision Orbit Ephemeris) is assumed to be true orbit, the measurement residual RMS (Root Mean Square) and the orbit accuracy (radial, along-track, cross-track) are investigated. The validation of POD using GPS (Global Positioning System) raw data is achieved by YLPODS performance and highly accurate SLR NP observations. YGPODS (Yonsei GPS-based Precision Orbit Determination System) is used for generating GPS based precise orbits for TOPEX/POSEIDON. The initial orbit for YLPODS is derived from the YGPODS results. To validate the YGPODS results the range residual of the first adjustment of YLPODS is investigated. The YLPODS results using SLR NP observations of TOPEX/POSEIDON and CHAMP satellite show that the range residual is less than 10 cm and the orbit accuracy is about 1 m level. The validation results of the YGPODS orbits using SLR NP observations of the TOPEX/POSEIDON satellite show that the range residual is less than 10 cm. This result predicts that the accuracy of this GPS based orbits is about 1m level and it is compared with JPL's POE. Thus this result presents that the YLPODS can be used for POD validation using SLR NP observations such as STSAT-2 and KOMPSAT-5.

An Analysis for the Structural Variation in the Unemployment Rate and the Test for the Turning Point (실업률 변동구조의 분석과 전환점 진단)

  • Kim, Tae-Ho;Hwang, Sung-Hye;Lee, Young-Hoon
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.253-269
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    • 2005
  • One of the basic assumptions of the regression models is that the parameter vector does not vary across sample observations. If the parameter vector is not constant for all observations in the sample, the statistical model is changed and the usual least squares estimators do not yield unbiased, consistent and efficient estimates. This study investigates the regression model with some or all parameters vary across partitions of the whole sample data when the model permits different response coefficients during unusual time periods. Since the usual test for overall homogeneity of regressions across partitions of the sample data does not explicitly identify the break points between the partitions, the testing the equality between subsets of coefficients in two or more linear regressions is generalized and combined with the test procedure to search the break point. The method is applied to find the possibility and the turning point of the structural change in the long-run unemployment rate in the usual static framework by using the regression model. The relationships between the variables included in the model are reexamined in the dynamic framework by using Vector Autoregression.

Sparse Signal Recovery with Parallel Orthogonal Matching Pursuit for Multiple Measurement Vectors (병렬OMP 기법을 통한 복수 측정 벡터기반 성긴 신호의 복원)

  • Park, Jeonghong;Ban, Tae Won;Jung, Bang Chul
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.17 no.10
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    • pp.2252-2258
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    • 2013
  • In this paper, parallel orthogonal matching pursuit (POMP) is proposed to supplement the simultaneous orthogonal matching pursuit (S-OMP) which has been widely used as a greedy algorithm for sparse signal recovery for multiple measurement vector (MMV) problem. The process of POMP is simple but effective: (1) multiple indexes maximally correlated with the observation vector are chosen at the first iteration, (2) the conventional S-OMP process is carried out in parallel for each selected index, (3) the index set which yields the minimum residual is selected for reconstructing the original sparse signal. Empirical simulations show that POMP for MMV outperforms than the conventional S-OMP both in terms of exact recovery ratio (ERR) and mean-squared error (MSE).