• 제목/요약/키워드: 부트스트랩

Search Result 99, Processing Time 0.028 seconds

Applying Bootstrap to Time Series Data Having Trend (추세 시계열 자료의 부트스트랩 적용)

  • Park, Jinsoo;Kim, Yun Bae;Song, Kiburm
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.38 no.2
    • /
    • pp.65-73
    • /
    • 2013
  • In the simulation output analysis, bootstrap method is an applicable resampling technique to insufficient data which are not significant statistically. The moving block bootstrap, the stationary bootstrap, and the threshold bootstrap are typical bootstrap methods to be used for autocorrelated time series data. They are nonparametric methods for stationary time series data, which correctly describe the original data. In the simulation output analysis, however, we may not use them because of the non-stationarity in the data set caused by the trend such as increasing or decreasing. In these cases, we can get rid of the trend by differencing the data, which guarantees the stationarity. We can get the bootstrapped data from the differenced stationary data. Taking a reverse transform to the bootstrapped data, finally, we get the pseudo-samples for the original data. In this paper, we introduce the applicability of bootstrap methods to the time series data having trend, and then verify it through the statistical analyses.

Trends of Terrestrial Transmission Technology for Digital Television Broadcasting (지상파 디지털방송 전송기술 동향)

  • Lee, Y.S.;Ryu, K.W.;Kim, Y.M.;Seo, J.H.;Kim, H.M.
    • Electronics and Telecommunications Trends
    • /
    • v.31 no.3
    • /
    • pp.60-69
    • /
    • 2016
  • 대용량 콘텐츠에 대한 관심이 증가함에 따라 지상파 방송의 전송용량을 증가시키기 위한 다양한 노력들이 시도되고 있다. 미국의 표준화 단체인 Advance Television Systems Committee(ATSC)에서는 초고화질의 데이터 전송이 가능하고 동시에 HD급 이동방송 서비스가 가능한 차세대 방송방식인 ATSC 3.0의 표준화 완료를 목표로 현재 막바지 작업을 진행하고 있다. 본고에서는 ATSC 3.0으로 불리는 ATSC 차세대 방송방식의 물리계층에 대한 표준화 동향과 ATSC 3.0 물리계층의 한 축을 담당하고 있는 프레임 동기를 위한 부트스트랩, Constellation 및 Layered Division Multiplexing(LDM) 기술에 대해 살펴보고, 물리계층의 획기적인 전송용량 증대 기법인 Multiple Input Multiple Output(MIMO) 기술에 대해 정리하고자 한다.

  • PDF

Improving the Performance of Threshold Bootstrap for Simulation Output Analysis (시뮬레이션 출력분석을 위한 임계값 부트스트랩의 성능개선)

  • Kim, Yun-Bae
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.23 no.4
    • /
    • pp.755-767
    • /
    • 1997
  • Analyzing autocorrelated data set is still an open problem. Developing on easy and efficient method for severe positive correlated data set, which is common in simulation output, is vital for the simulation society. Bootstrap is on easy and powerful tool for constructing non-parametric inferential procedures in modern statistical data analysis. Conventional bootstrap algorithm requires iid assumption in the original data set. Proper choice of resampling units for generating replicates has much to do with the structure of the original data set, iid data or autocorrelated. In this paper, a new bootstrap resampling scheme is proposed to analyze the autocorrelated data set : the Threshold Bootstrap. A thorough literature search of bootstrap method focusing on the case of autocorrelated data set is also provided. Theoretical foundations of Threshold Bootstrap is studied and compared with other leading bootstrap sampling techniques for autocorrelated data sets. The performance of TB is reported using M/M/1 queueing model, else the comparison of other resampling techniques of ARMA data set is also reported.

  • PDF

A Nonparametric Test on Mean Difference of DEA Efficiency Estimates - Bootstrapping Approach- (DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법-)

  • 민재형;김진한
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.24 no.2
    • /
    • pp.53-68
    • /
    • 1999
  • This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

  • PDF

Comparison of Synchronous Rectification Cascade Buck-Boost Converter Control for Stable Operation Mode Changes (안정적인 동작 모드 변경을 위한 동기정류방식 Cascade Buck-Boost 컨버터 제어 비교)

  • Lee, Hee-Seo;Kim, Dong-Hee;Kim, Og-Jin;Lee, Byoung-Kuk
    • Proceedings of the KIPE Conference
    • /
    • 2012.11a
    • /
    • pp.175-176
    • /
    • 2012
  • 본 논문에서는 동기정류 및 부트스트랩 회로를 이용한 Cascade Buck-Boost 컨버터의 전압 제어 및 동작 모드 변경 기법을 제안한다. 제안한 방법은 기존의 제어 방법에 비해 모든 전압 영역에서 안정적으로 승 강압 모드 변경이 가능하며 높은 효율을 갖는다. 이의 검증을 위해 우선 다양한 제어 기법을 소개하고, 각각을 전압 제어 특성 및 효율 측면에서 실험적으로 비교한다.

  • PDF

A critrion for identification of the mixture normal distribution (정규 분포의 혼합성 판단기준)

  • 홍종선;최병수;엄종석
    • The Korean Journal of Applied Statistics
    • /
    • v.7 no.1
    • /
    • pp.131-140
    • /
    • 1994
  • In order to find the identification function from data and to apply the identification function for the pattern classification, we consider the existing problem of the number of patterns in such data. In this paper, a new criteria for the identification of Gaussaian mixture distribution could be established as a charateristic of the sample variance, which is a bootstrap estimate of the sample variance. We examine the properties and fittness of the criteria through a large scale of computer simulations.

  • PDF

A Comparative Study on Productivity of the Single PPM Quality Certification Company by using the Bootstrapped Malmquist Productivity Indices (부트스트랩 맘퀴스트 생산성지수를 이용한 Single PPM 인증기업의 생산성 비교 연구)

  • Song, Gwang-Seok;Yoo, Han-Joo
    • Proceedings of the Korean Society for Quality Management Conference
    • /
    • 2010.04a
    • /
    • pp.33-48
    • /
    • 2010
  • The purpose of this study is to empirically analyze the productivity change of the 10 Single PPM Certification Company in the 3 Industry(Electronics, Motor-Parts, Machines). In this study, Productivity change over the time in Korean small and medium sized firms in the 3 industries by the bootstrapped Malmquist Productivity Index(MPI). The traditional Malmquist Productivity Index(MPI) and Data Envelopment they could lead to wrong evaluations of the efficiency and productivity scores. In this paper, DEA and a MPI are combined with a bootstrap method in order to provide statistical inferences that analyze the performance of the Single PPM Certification Company. The data cover the period between 2004 and 2007. The result of this paper reveals : 1) The electronic industries(Motor-Parts, Machines). 2) average productivity Progress of the 7DMU(Electronics), 1DMU(Motor-Parts) and none(Machines).

  • PDF

P300-based concealed information test in three stimulus and two stimulus paradigms (P300에 기초한 숨긴정보검사에서 세 자극 방안과 두 자극 방안의 정확도 비교)

  • Eom, Jin-Seop;Han, Yu-Hwa;Park, Gwang-Bae;Son, Jin-Hun
    • Proceedings of the Korean Society for Emotion and Sensibility Conference
    • /
    • 2008.10a
    • /
    • pp.50-53
    • /
    • 2008
  • 본 연구에서는 목표자극을 포함한 P300 숨긴 정보 검사와 목표자극을 제거한 P300 숨긴 정보 검사의 정확도를 비교하였다. 목표자극을 제거한 경우에는 피검사자의 주의를 검사상황에 집중하도록 하기 위하여, 1) 검사자극이 속한 범주에 대한 판단을 하도록 하거나, 2) 검사자극이 제시된 지 1.5초 후에 재인검사를 실시하였다. 16명의 피검사자에게 반복측정 설계를 이용하여 실험한 결과, 세조건 모두에서 에서 관련자극의 P300이 무관련자극의 P300보다 통계적으로 유의하게 큰 것으로 나타났다. 부트스트랩 방법을 이용한 개인별 판단 결과, 세 자극 방안의 정확도가 93.8%로 가장 높은 것으로 나타났으며 재인검사를 이용한 두 자극 방안의 정확도는 81.3%였으며, 범주판단을 이용한 두 자극 방안의 정확도가 62.5%로 가장 낮았다.

  • PDF

Comparison and Evaluation of Performance for Standard Control Limits and Bootstrap Percentile Control Limits in $\bar{x}$ Control Chart ($\bar{x}$ 관리도의 표준관리한계와 부트스트랩 백분률 관리한계의 수행도 비교평가)

  • 송서일;이만웅
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.22 no.52
    • /
    • pp.347-354
    • /
    • 1999
  • Statistical Process Control(SPC) which uses control charts is widely used to inspect and improve manufacturing process as a effective method. A parametric method is the most common in statistical process control. Shewhart chart was made under the assumption that measurements are independent and normal distribution. In practice, this assumption is often excluded, for example, in case of (equation omitted) chart, when the subgroup sample is small or correlation, it happens that measured data have bias or rejection of the normality test. A bootstrap method can be used in such a situation, which is calculated by resampling procedure without pre-distribution assumption. In this study, applying bootstrap percentile method to (equation omitted) chart, it is compared and evaluated standard process control limit with bootstrap percentile control limit. Also, under the normal and non-normal distributions, where parameter is 0.5, using computer simulation, it is compared standard parametric with bootstrap method which is used to decide process control limits in process quality.

  • PDF

List-event Data Resampling for Quantitative Improvement of PET Image (PET 영상의 정량적 개선을 위한 리스트-이벤트 데이터 재추출)

  • Woo, Sang-Keun;Ju, Jung Woo;Kim, Ji Min;Kang, Joo Hyun;Lim, Sang Moo;Kim, Kyeong Min
    • Progress in Medical Physics
    • /
    • v.23 no.4
    • /
    • pp.309-316
    • /
    • 2012
  • Multimodal-imaging technique has been rapidly developed for improvement of diagnosis and evaluation of therapeutic effects. In despite of integrated hardware, registration accuracy was decreased due to a discrepancy between multimodal image and insufficiency of count in accordance with different acquisition method of each modality. The purpose of this study was to improve the PET image by event data resampling through analysis of data format, noise and statistical properties of small animal PET list data. Inveon PET listmode data was acquired as static data for 10 min after 60 min of 37 MBq/0.1 ml $^{18}F$-FDG injection via tail vein. Listmode data format was consist of packet containing 48 bit in which divided 8 bit header and 40 bit payload space. Realigned sinogram was generated from resampled event data of original listmode by using adjustment of LOR location, simple event magnification and nonparametric bootstrap. Sinogram was reconstructed for imaging using OSEM 2D algorithm with 16 subset and 4 iterations. Prompt coincidence was 13,940,707 count measured from PET data header and 13,936,687 count measured from analysis of list-event data. In simple event magnification of PET data, maximum was improved from 1.336 to 1.743, but noise was also increased. Resampling efficiency of PET data was assessed from de-noised and improved image by shift operation of payload value of sequential packet. Bootstrap resampling technique provides the PET image which noise and statistical properties was improved. List-event data resampling method would be aid to improve registration accuracy and early diagnosis efficiency.