• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.1-9
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• 1998

In case of Zero-Inflated Poisson model with a change-point, likelihood ratio test statistic was used for testing hypothesis for a change-point. A change-point and several interesting parameters were estimated by using the method of moments and maximum likelihood. In order to compare the estimators, empirical mean-square-error was used. Real data for the Zero-Inflated Poisson model with a change-point and Poisson model without a change-point were examined.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.247-253
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• 1998

In ease of the epidemic Zero-Inflated Poisson model, likelihood ratio test was used for testing epidemic alternatives. Epidemic changepoints were estimated by the method of least squares. It were used for starting points to estimate the maximum likelihood estimators. And several parameters were compared through the Monte Carlo simulations. As a result, maximum likelihood estimators for the epidemic chaagepoints and several parameters are better than the least squares and moment estimators.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2011.07a
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• pp.222-225
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• 2011

영상 매칭은 컴퓨터 비전에서 중요한 기초 기술 중에 하나이다. 하지만 스케일, 회전, 조명, 시점변화에 강인한 대응점을 찾는 것은 쉬운 작업이 아니다. 이러한 문제점을 보안하기 위해서 스케일 불변 특징 변환(Scale Invariant Feature Transform) 고속의 강인한 특징 추출(Speeded up robust features) 알고리즘등에 제안되었지만, 시점 변화에 있어서 취약한 문제점을 나타냈다. 본 논문에서는 이런 문제점을 해결하기 위해서 시점 변화에 강인한 알고리즘을 제안하였다. 시점 변화에 강인한 영상매칭을 위해서 원본 영상과 질의 영상간 유사도 높은 특징점들의 호모그래피 변환을 이용해서 질의 영상을 원본 영상과 유사하게 보정한 뒤에 매칭을 통해서 시점 변화에 강인한 알고리즘을 구현하였다. 시점이 변화된 여러 영상을 통해서 기존 SIFT,SURF와 성능과 수행 시간을 비교 함으로서, 본 논문에서 제안한 알고리즘의 우수성을 입증 하였다.

• Journal of Korea Water Resources Association
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• v.43 no.7
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• pp.645-655
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• 2010

In this study, occurrences of relative probabilistic changing points between Chukwooki rainfall data (CWK) and modern rain gage data (MRG) were analyzed using Barry and Hartigan (BH) Bayesian changing points estimation method which estimated the changing points by calculation of change probabilities at each point. Since any natural phenomenon cannot be simulated identically and perfectly, a statistical method which can not consider the sequential order has its limitation on prediction of a specific time of occurrence. In this respect, Homogeneity analysis between CWK and MRG was performed through the occurrence investigation of relative probabilistic changing points for four rainfall characteristics of data sets using BH bayesian model which estimate the change point by calculating the relative probabilities in each data points. The results show that statistical characteristics of CWK are not different significantly from MRG, even though considered that there may be little quantitative difference CWK and MRG caused from limitation of measurement accuracy of CWK.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1197-1201
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• 2009

본 논문에서는 각각의 시점에서의 변화확률을 산정하여 변화시점을 추정하는 Barry와 Hartigan(BH)의 베이지안 변화시점 추정 방법(Bayesian changing points estimation method)을 이용하여 측우기 관측자료계열(CWK)과 근대우량계 관측자료계열(MRG)간의 변화에 대한 상대확률적 절점의 발생여부를 분석하였다. 각 강우특성별로 상대확률적인 변화시점 분석을 통하여 CWK와 MRG 간의 동질성 분석을 실시하였다. 분석 결과, CWK의 정성적인(본질적인) 통계적 특성은 MRG와 큰 차이가 없어 보인다. 다만, 관측정밀도의 한계로 인한 정량적인 차이가 존재하는 것으로 판단되었다.

• The Korean Journal of Applied Statistics
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• v.4 no.1
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• pp.33-45
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• 1991

In the analysis of changepoint model the situation where single observation is taken at each time point has been considered. In an effort to extend this to the general situation, we may consider the changepoint model with more than one observation at each time point. These tests are developed without assuming any particular form for the underlying distribution, we propose the one-sided and two-sided nonparametric tests by extending the tests that have been considered in the changepoint model with single observation at each time point and obtain their asymptotic null distributions. We compare the empirical powers among the extended changepoint tests under one-sided or two-sided alternatives. We also compare the powers of the extended changepoint tests with those of the original test via the Monte Carlo simulation.

• Journal of KIISE:Software and Applications
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• v.36 no.11
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• pp.960-966
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• 2009

A manifold is used to represent a relationship between high-dimensional data samples in low-dimensional space. In human pose estimation, it is created in low-dimensional space for processing image and 3D body configuration data. Manifold learning is to build a manifold. But it is vulnerable to silhouette variations. Such silhouette variations are occurred due to view-change, person-change, distance-change, and noises. Representing silhouette variations in a single manifold is impossible. In this paper, we focus a silhouette variation problem occurred by view-change. In previous view invariant pose estimation methods based on manifold learning, there were two ways. One is modeling manifolds for all view points. The other is to extract view factors from mapping functions. But these methods do not support one by one mapping for silhouettes and corresponding body configurations because of unsupervised learning. Modeling manifold and extracting view factors are very complex. So we propose a method based on triple manifolds. These are view manifold, pose manifold, and body configuration manifold. In order to build manifolds, we employ biased manifold learning. After building manifolds, we learn mapping functions among spaces (2D image space, pose manifold space, view manifold space, body configuration manifold space, 3D body configuration space). In our experiments, we could estimate various body poses from 24 view points.

• The Korean Journal of Financial Management
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• v.9 no.1
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• pp.111-133
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• 1992

본 연구는 미국과 일본의 주식시장(株式市場)을 연구대상으로 하여 주식시장에서의 분산성(分散性) 변화(變化)의 시점(時點)을 찾고 이 분산성 변화가 주가(株價)에 미치는 영향(影響)과 분산성의 평균회귀속도(平均回歸速度)에 대해 실증적으로 살펴보았다. 분산성(分散性)의 비교구간을 월 단위, 주 단위 및 하루 단위로 하여 분산성(分散性)이 변화(變化)한 시점을 찾고 이 변화 시점을 기준으로 하여 각 단위구간(單位區間)에서의 분산성(分散性) 변화(變化)에 대한 주가(株價)의 반응을 분석하였다. 또한 각 단위구간별로 분산성(分散性)이 변화(變化)한 시점(時點)이후로 이 분산성 변화 블럭 다음의 블럭에 대한 투자자의 반응도 살펴봄으로써 분산성(分散性) 변화(變化)의 평균회귀과정(平均回歸過程)(mean-reverting process) 및 평균으로의 회귀가 얼마나 빨리 되는가의 여부를 알아보았다. 분산성(分散性) 증가(增加)나 분산성(分散性) 감소(減少)와 같은 분산성 변화가 주가(株價)에 미치는 영향은 분산성(分散性) 비교 구간의 장단기(長短期)에 따라 다른 결과를 보였다.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.319-327
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• 1999

Zero-Inflated Poisson distributions have been widely used for defect-free products in manufacturing processes. It is very interesting to check the shift after the unknown changepoint. If the detectives are caused by the two different types of factor, we should use bivariate zero-inflated model. In this paper, likelihood ratio tests were used to detect the shift of changes after the changepoint. Some inferences for the parameters in this model were made.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.435-443
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• 2009

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the parameters of a process in which the observations can be modeled as a IMA(1,1).