• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.463-470
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• 2016

In analysing a time series on the frequency domain, the spectral estimator (or periodogram) is a very useful statistic to identify the periods of a time series. However, the spectral estimator is very sensitive in nature to outliers, so that the spectral estimator in terms of M-estimation has been studied by some researchers. Pak (2001) proposed an empirical method to choose a tuning parameter for the Huber's M-estimating function. In this article, we try to implement Pak's estimation proposal in the spectral estimator. We use the Korean housing price index as an example data set for comparing various M-estimating results.

• Journal of the Korean Association of Geographic Information Studies
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• v.15 no.3
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• pp.52-65
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• 2012

The net biomass accumulation (or net primary production, NPP) and gross primary production (GPP) have closely related with carbon accumulations(or carbon exchange) in vegetation. There are many approaches to estimate biomass using remote sensing techniques. The vegetation indices (VIs) can be a methodology to estimate biomass which assumes total chlorophyll contents. Various VIs were characterized with difference development conditions as vegetation species, input datasets. The hyperspectral data have also different spatial/spectral resolutions for aerial surveying. Additionally they need particular spectral bands selection difficulty to calculate the VIs. The objective of this study is to evaluate the correlations with airborne hyperspectral data (compact airborne spectrographic imager, CASI) and spectral unmixing model (or spectral mixture analysis, SMA) to characterize vegetation indices in forest area. The spectral mixture analysis was used to model the spectral purity of each pixel as an endmember. The endmembers are the fraction components derived from hyperspectral data through the SMA. In this study, we choose three endmembers represented vegetation pixels in the hyperspectral data. These endmembers were compared with 9 VIs by the Pearson's correlation coefficient. The results show MTVI1 and TVI have same correlation coefficient with 0.877. The MCARI, especially has very high relationship with vegetation endmembers as 0.9061 at less vegetation and soil distributed site. The MTVI1 and TVI have high correlations with the vegetation endmembers as 0.757 in whole test sites.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.877-888
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• 2017

Spectral analysis is used to determine the frequency of time series data. We first determine the frequency of the series through the power spectrum or the periodogram and then calculate the period of a cycle that may exist in a time series. Estimating the frequency using a Bayesian technique has been developed and proven to be useful; however, the Bayesian estimator for the frequency cannot be analytically solved through mathematical equations and may be handled numerically or computationally. In this paper, we make an inference on the Bayesian frequency through both resampling a parameter by Markov chain Monte Carlo (MCMC) methods and resampling data by bootstrap methods for a time series. We take the Korean real estate price index as an example for Bayesian frequency estimation. We have found a difference in the periods between the sale price index and the long term rental price index, but the difference is not statistically significant.