• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.567-578
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• 2017

Grouped multivariate data can be tested for differences between two or more groups using multivariate analysis of variance (MANOVA). However, this method cannot be used if several assumptions of MANOVA are violated. In this case, multidimensional scaling (MDS) and analysis of distance (AOD) can be applied to grouped dissimilarities based on the various distances. A permutation test is a non-parametric method that can also be used to test differences between groups. MDS is used to calculate the coordinates of observations from dissimilarities and AOD is useful for finding group structure using the coordinates. In particular, AOD is mathematically associated with MANOVA if using the Euclidean distance when computing dissimilarities. In this paper, we study the between and within group structure by applying MDS and AOD to the grouped dissimilarities. In addition, we propose a new test statistic using the group structure for the permutation test. Finally, we investigate the relationship between AOD and MANOVA from dissimilarities based on the Euclidean distance.

• Journal of Korean Society of Transportation
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• v.20 no.6
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• pp.81-98
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• 2002

본 연구는 Wilcoxon Rank Sum Test 기법을 이용한 자동 돌발상황 검지 모형을 개발하는 것이다. 본 연구의 수행을 위하여 고속도로에 설치된 루프 차량 검지기(Loop Vehicle Detection System)에서 수집된 점유율 데이터를 사용하였다. 기존의 검지모형은 산정하기가 까다로운 임계치에 의하여 돌발상황을 검지하는 방식이었다. 반면 본 연구 모델은 위치와 시간대 교통 패턴에 관계없이 모형을 일정하게 적용하며, 지속적으로 돌발상황 지점과 상·하류의 교통패턴을 비교 검정 기법인 Wilcoxon Rank Sum Test 기법을 사용하여 돌발상황 검지를 수행하도록 하였다. 연구모형의 검증을 위한 테스트 결과 시간과 위치에 관계없이 정확하고 빠른 검지시간(돌발 상황 발생 후 2∼3분)을 가짐을 알 수 있었다. 또한 기존의 모형인 APID, DES, DELOS모형과 비교검증을 위하여 검지율 및 오보율 테스트를 수행한 결과 향상된 검지 능력(검지율 : 89.01%, 오보율 : 0.97%)을 나타남을 알 수 있었다. 그러나 압축파와 같은 유사 돌발상황이 발생되면 제대로 검지를 하지 못하는 단점을 가지고 있으며 향후 이에 대한 연구가 추가된다면 더욱 신뢰성 있는 검지모형으로 발전할 것이다.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.139-151
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• 2002

This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

• Journal of Wetlands Research
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• v.21 no.1
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• pp.66-76
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• 2019

Recently, natural disasters such as floods and droughts are frequently occurred due to climate change and the damage is also increasing. Wetland is known to play an important role in reducing and minimizing the damage. In particular, water level variability needs to be analyzed in order to understand the various functions of wetland as well as the reduction of damage caused by natural disaster. Therefore, in this study, we fitted water level series of Upo wetland in Changnyeong, Gyeongnam province to a proper time series model and residual test was performed to confirm the appropriateness of the model. In other words, ARIMA model was constructed and its residual tests were performed using existing nonparametric statistics, BDS statistic, and Close Returns Histogram(CRH). The results of residual tests were compared and especially, we showed the applicability of CRH to analyze the residuals of time series model. As a result, CRH produced not only accurate randomness test result, but also produced result in a simple calculation process compared to the other methods. Therefore, we have shown that CRH and BDS statistic can be effective tools for analyzing residual in time series model.

• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.27-41
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• 2008

A graphical method of checking the adequacy of a generalized linear model is proposed. The graph helps to assess the assumption that the link function of mean can be expressed as a linear combination of explanatory variables in the generalized linear model. For the graph the boosting technique is applied to estimate nonparametrically the relationship between the link function of the mean and the explanatory variables, though any other nonparametric regression methods can be applied. Through simulation studies with normal and binary data, the effectiveness of the graph is demonstrated. And we list some limitations and technical details of the graph.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.5B
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• pp.599-607
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• 2001

이 논문에서는 부호와 순위를 바탕으로 한 비모수 검파기를 쓰는 직접수열 대역확산 시스템의 의사잡음 부호획득을 다루었다. 먼저 국소 최적 순위 검파기의 검정통계량을 얻고, 점근 점수 함수를 쓰는 국소 준최적 순위 검파기와 변형 부호순위 검파기의 검정통계량을 제외한다. 제안한 국소 준최적 순위 검파기와 변형 부호순위 검파기를 쓴 한 우물기법과 이제까지의 제곱합 검파기와 변형 부호 검파기를 쓴 것을 견주어 본다. 제안한 국소 준최적 순위 검파기와 변형 부호순위 검파기의 성능이 이제까지의 변형 부호 검파기의 성능보다 2-3dB쯤 낮고, 거의 최적임을 모의실험을 통해 확인하였다.

• The Korean Journal of Applied Statistics
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• v.9 no.1
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• pp.165-177
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• 1996

It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.1B
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• pp.37-45
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• 2011

We studied noise influence on nonlinear chaotic system by using Logistic data series which is known as a typical nonlinear chaotic system. We regenerated Logistic data series by the method of adding noise according to noise level. And, we performed some analyses such as phase space reconstruction, correlation dimension, BDS statistics, and DVS Algorithms which are known as the methods of nonlinear deterministic or chaotic analysis. If we see the results of analysis, the characteristics of data series are gradually changed from nonlinear chaotic data series to random stochastic data series according to increasing noise level. We applied Low Pass Filter (LPF) and Kalman Filter techniques for the investigation of removing effect of the added noise to data series. Typical nonparametric method cannot distinguish nonlinear random series but the BDS statistic can distinguish the nonlinear randomness of the time series. Therefore this study used the BDS statistic which is well known as nonlinear statistical method for the investigation of randomness of time series for the effect of removing noise of data series. We found that Kalman filter is better method to remove the noise of chaotic data series even for high noise level.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.447-455
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• 2000

We propose a weighted kernel pattern recognition method using the K -means clustering algorithm to reduce computation and storage required for the full kernel classifier. This technique finds a set of reference vectors and weights which are used to approximate the kernel classifier. Since the hierarchical clustering method implemented in the 'Weighted Parzen Window (WP\V) classifier is not able to rearrange the proper clusters, we adopt the K -means algorithm to find reference vectors and weights from the more properly rearranged clusters \Ve find that the proposed method outperforms the \VP\V method for the repre~entativeness of the reference vectors and the data reduction.

• Physical Therapy Korea
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• v.8 no.4
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• pp.31-43
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• 2001

19명의 건강한 성인 남자의 우세팔쪽 위팔두갈래근에서 피로가 생길 때까지 2.4초를 하나의 주기로 팔꿉을 반복적 등장성으로 굽히고 펴서 표면근전도 신호를 얻었다. 처리과정 A 중앙주파수(MDF )는 이 신호의 0.5초 구간을 power spectrum analy sis (PSA)로 계산하였는데 상당량의 잡음이 있었다. 중앙주파수의 잡음 양을 비교하기 위해, 동일한 표면근전도에서 3번까지 신호를 받았다 (2.4초 구간을 PSA로 계산한 처리과정 B, 13 point 로 moving averages한 처리과정 C, digital low pass filter한 처리과정 D). 그리고 나서 그 신호의 주요 주파수 성분을 뽑아내었다. 위의 중앙주파수 자료와 시간간의 회귀직선을 분석하면 초기 중앙주파수, 회귀기울기, 그리고 피로지수와 같은 모수를 얻을 수 있다. 비모수 검정의 하나인 Kendall 기법으로 네 개의 처리과정간의 모수를 비교하였다. 통계결과 잡음이 처리과정 A보다 B, C, D에서 적었고, D에서 가장 적게 나타났다. 중앙주파수를 digital low pass로 여과(filtering)함으로써 앞으로 있게 될 동적 운동 시 근피로 모니터기의 신뢰도를 높일 수 있다.