• Title/Summary/Keyword: 성능 estimation

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Classical testing based on B-splines in functional linear models (함수형 선형모형에서의 B-스플라인에 기초한 검정)

  • Sohn, Jihoon;Lee, Eun Ryung
    • The Korean Journal of Applied Statistics
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    • v.32 no.4
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    • pp.607-618
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    • 2019
  • A new and interesting task in statistics is to effectively analyze functional data that frequently comes from advances in modern science and technology in areas such as meteorology and biomedical sciences. Functional linear regression with scalar response is a popular functional data analysis technique and it is often a common problem to determine a functional association if a functional predictor variable affects the scalar response in the models. Recently, Kong et al. (Journal of Nonparametric Statistics, 28, 813-838, 2016) established classical testing methods for this based on functional principal component analysis (of the functional predictor), that is, the resulting eigenfunctions (as a basis). However, the eigenbasis functions are not generally suitable for regression purpose because they are only concerned with the variability of the functional predictor, not the functional association of interest in testing problems. Additionally, eigenfunctions are to be estimated from data so that estimation errors might be involved in the performance of testing procedures. To circumvent these issues, we propose a testing method based on fixed basis such as B-splines and show that it works well via simulations. It is also illustrated via simulated and real data examples that the proposed testing method provides more effective and intuitive results due to the localization properties of B-splines.

Dense-Depth Map Estimation with LiDAR Depth Map and Optical Images based on Self-Organizing Map (라이다 깊이 맵과 이미지를 사용한 자기 조직화 지도 기반의 고밀도 깊이 맵 생성 방법)

  • Choi, Hansol;Lee, Jongseok;Sim, Donggyu
    • Journal of Broadcast Engineering
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    • v.26 no.3
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    • pp.283-295
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    • 2021
  • This paper proposes a method for generating dense depth map using information of color images and depth map generated based on lidar based on self-organizing map. The proposed depth map upsampling method consists of an initial depth prediction step for an area that has not been acquired from LiDAR and an initial depth filtering step. In the initial depth prediction step, stereo matching is performed on two color images to predict an initial depth value. In the depth map filtering step, in order to reduce the error of the predicted initial depth value, a self-organizing map technique is performed on the predicted depth pixel by using the measured depth pixel around the predicted depth pixel. In the process of self-organization map, a weight is determined according to a difference between a distance between a predicted depth pixel and an measured depth pixel and a color value corresponding to each pixel. In this paper, we compared the proposed method with the bilateral filter and k-nearest neighbor widely used as a depth map upsampling method for performance comparison. Compared to the bilateral filter and the k-nearest neighbor, the proposed method reduced by about 6.4% and 8.6% in terms of MAE, and about 10.8% and 14.3% in terms of RMSE.

Statistical Analysis of Extreme Values of Financial Ratios (재무비율의 극단치에 대한 통계적 분석)

  • Joo, Jihwan
    • Knowledge Management Research
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    • v.22 no.2
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    • pp.247-268
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    • 2021
  • Investors mainly use PER and PBR among financial ratios for valuation and investment decision-making. I conduct an analysis of two basic financial ratios from a statistical perspective. Financial ratios contain key accounting numbers which reflect firm fundamentals and are useful for valuation or risk analysis such as enterprise credit evaluation and default prediction. The distribution of financial data tends to be extremely heavy-tailed, and PER and PBR show exceedingly high level of kurtosis and their extreme cases often contain significant information on financial risk. In this respect, Extreme Value Theory is required to fit its right tail more precisely. I introduce not only GPD but exGPD. GPD is conventionally preferred model in Extreme Value Theory and exGPD is log-transformed distribution of GPD. exGPD has recently proposed as an alternative of GPD(Lee and Kim, 2019). First, I conduct a simulation for comparing performances of the two distributions using the goodness of fit measures and the estimation of 90-99% percentiles. I also conduct an empirical analysis of Information Technology firms in Korea. Finally, exGPD shows better performance especially for PBR, suggesting that exGPD could be an alternative for GPD for the analysis of financial ratios.

Detection of Drought Stress in Soybean Plants using RGB-based Vegetation Indices (RGB 작물 생육지수를 활용한 콩 한발 스트레스 판별기술 평가)

  • Sang, Wan-Gyu;Kim, Jun-Hwan;Baek, Jae-Kyeong;Kwon, Dongwon;Ban, Ho-Young;Cho, Jung-Il;Seo, Myung-Chul
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.23 no.4
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    • pp.340-348
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    • 2021
  • Continuous monitoring of RGB (Red, Green, Blue) vegetation indices is important to apply remote sensing technology for the estimation of crop growth. In this study, we evaluated the performance of eight vegetation indices derived from soybean RGB images with various agronomic parameters under drought stress condition. Drought stress influenced the behavior of various RGB vegetation indices related soybean canopy architecture and leaf color. In particular, reported vegetation indices such as ExGR (Excessive green index minus excess red index), Ipca (Principal Component Analysis Index), NGRDI (Normalized Green Red Difference Index), VARI (Visible Atmospherically Resistance Index), SAVI (Soil Adjusted Vegetation Index) were effective tools in obtaining canopy coverage and leaf chlorophyll content in soybean field. In addition, the RGB vegetation indices related to leaf color responded more sensitively to drought stress than those related to canopy coverage. The PLS-DA (Partial Squares-Discriminant Analysis) results showed that the separation of RGB vegetation indices was distinct by drought stress. The results, yet preliminary, display the potential of applying vegetation indices based on RGB images as a tool for monitoring crop environmental stress.

Linear programming models using a Dantzig type risk for portfolio optimization (Dantzig 위험을 사용한 포트폴리오 최적화 선형계획법 모형)

  • Ahn, Dayoung;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.229-250
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    • 2022
  • Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

Comparison of Artificial Intelligence Multitask Performance using Object Detection and Foreground Image (물체탐색과 전경영상을 이용한 인공지능 멀티태스크 성능 비교)

  • Jeong, Min Hyuk;Kim, Sang-Kyun;Lee, Jin Young;Choo, Hyon-Gon;Lee, HeeKyung;Cheong, Won-Sik
    • Journal of Broadcast Engineering
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    • v.27 no.3
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    • pp.308-317
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    • 2022
  • Researches are underway to efficiently reduce the size of video data transmitted and stored in the image analysis process using deep learning-based machine vision technology. MPEG (Moving Picture Expert Group) has newly established a standardization project called VCM (Video Coding for Machine) and is conducting research on video encoding for machines rather than video encoding for humans. We are researching a multitask that performs various tasks with one image input. The proposed pipeline does not perform all object detection of each task that should precede object detection, but precedes it only once and uses the result as an input for each task. In this paper, we propose a pipeline for efficient multitasking and perform comparative experiments on compression efficiency, execution time, and result accuracy of the input image to check the efficiency. As a result of the experiment, the capacity of the input image decreased by more than 97.5%, while the accuracy of the result decreased slightly, confirming the possibility of efficient multitasking.

Learning Method for Regression Model by Analysis of Relationship Between Input and Output Data with Periodicity (주기성을 갖는 입출력 데이터의 연관성 분석을 통한 회귀 모델 학습 방법)

  • Kim, Hye-Jin;Park, Ye-Seul;Lee, Jung-Won
    • KIPS Transactions on Software and Data Engineering
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    • v.11 no.7
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    • pp.299-306
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    • 2022
  • In recent, sensors embedded in robots, equipment, and circuits have become common, and research for diagnosing device failures by learning measured sensor data is being actively conducted. This failure diagnosis study is divided into a classification model for predicting failure situations or types and a regression model for numerically predicting failure conditions. In the case of a classification model, it simply checks the presence or absence of a failure or defect (Class), whereas a regression model has a higher learning difficulty because it has to predict one value among countless numbers. So, the reason that regression modeling is more difficult is that there are many irregular situations in which it is difficult to determine one output from a similar input when predicting by matching input and output. Therefore, in this paper, we focus on input and output data with periodicity, analyze the input/output relationship, and secure regularity between input and output data by performing sliding window-based input data patterning. In order to apply the proposed method, in this study, current and temperature data with periodicity were collected from MMC(Modular Multilevel Converter) circuit system and learning was carried out using ANN. As a result of the experiment, it was confirmed that when a window of 2% or more of one cycle was applied, performance of 97% or more of fit could be secured.

Estimation of Onion Leaf Appearance by Beta Distribution (Beta 함수 기반 기온에 따른 양파의 잎 수 증가 예측)

  • Lee, Seong Eun;Moon, Kyung Hwan;Shin, Min Ji;Kim, Byeong Hyeok
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.24 no.2
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    • pp.78-82
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    • 2022
  • Phenology determines the timing of crop development, and the timing of phenological events is strongly influenced by the temperature during the growing season. In process-based model, leaf area is simulated dynamically by coupling of morphology and phenology module. Therefore, the prediction of leaf appearance rate and final leaf number affects the performance of whole crop model. The dataset for the model equation was collected from SPA R chambers with five different temperature treatments. Beta distribution function (proposed by Yan and Hunt (1999)) was used for describing the leaf appearance rate as a function of temperature. The optimum temperature and the critical value were estimated to be 26.0℃ and 35.3℃, respectively. For evaluation of the model, the accumulated number of onion leaves observed in a temperature gradient chamber was compared with model estimates. The model estimate is the result of accumulating the daily increase in the number of onion leaves obtained by inputting the daily mean temperature during the growing season into the temperature model. In this study, the coefficient of determination (R2) and RMSE value of the model were 0.95 and 0.89, respectively.

Analysis of statistical characteristics of bistatic reverberation in the east sea (동해 해역에서 양상태 잔향음 통계적 특징 분석)

  • Yeom, Su-Hyeon;Yoon, Seunghyun;Yang, Haesang;Seong, Woojae
    • The Journal of the Acoustical Society of Korea
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    • v.41 no.4
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    • pp.435-445
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    • 2022
  • In this study, the reverberation of a bistatic sonar operated in southeastern coast in the East Sea in July 2020 was analyzed. The reverberation sensor data were collected through an LFM sound source towed by a research vessel and a horizontal line array receiver 1 km to 5 km away from it. The reverberation sensor data was analyzed by various methods including geo-plot after signal processing. Through this, it was confirmed that the angle reflected from the sound source through the scatterer to the receiver has a dominant influence on the distribution of the reverberation sound, and the probability distribution characteristics of bistatic sonar reverberation varies for each beam. In addition, parametric factors of K distribution and Rayleigh distribution were estimated from the sample through moment method estimation. Using the Kolmogorov-Smirnov test at the confidence level of 0.05, the distribution probability of the data was analyzed. As a result, it could be observed that the reverberation follows a Rayleigh probability distribution, and it could be estimated that this was the effect of a low reverberation to noise ratio.

The Estimation of Appropriate Mixing Amount of Cement-Bentonite Cutoff Walls for Repair and Reinforcement of Reservoir Embankments (저수지 제체의 보수·보강용 Cement-Bentonite 벽체의 적정혼합량 산정)

  • Kim, Taeyeon;Lee, Bongjik
    • Journal of the Korean GEO-environmental Society
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    • v.22 no.6
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    • pp.27-32
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    • 2021
  • Due to heavy rainfall and typhoons caused by climate change, it has become common to witness heavy rain that exceeds the design frequency of agricultural reservoirs. This has brought greater attention to the safety of irrigation facilities including agricultural reservoirs. Out of approximately 17,740 reservoirs available in Korea, 83.87% were built before 1970. To ensure the safety of these old reservoirs, their embankments are being repaired and reinforced using various techniques. Among these techniques, using the cement-bentonite cutoff wall makes it possible to construct diaphragm walls with slurry composed of cement and bentonite, while excavation. The advantages of this technique include that it is simple and fast, and ensures the uniformity of cutoff walls by enabling the immediate application of the replacement method to excavation areas; thus excellent performance is guaranteed. However, despite these advantages, the technique is not commonly used in Korea. Thus, this study investigated the changes in strength and permeability by varying the mix ratio of cement and bentonite. As a major experimental results, when the cement of 200 kg/m3 and the bentonite of 60 to 80 kg/m3 is most suitable for the repair and reinforcement of the reservoir embankments.