• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.309-316
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• 2017

In baseball, estimation of winning percentage is critical and many studies for this topic have been actively performed. Pairwise winning percentage estimation using Pythagorean winning percentages of individual teams against other individual teams has the property that the sum of estimated winning percentage totals must be a constant. In this paper, we consider two types of pairwise estimation including linear formula and Pythagorean formula to the Korean baseball data of seasons from 2013 to 2016 under the criterions of RMSE and MAD. In conclusion, pairwise Pythagorean methods have the smaller RMSE and MAD than traditional Pythagorean methods. We suggest the optimal pairwise Pythagorean formula with a fixed exponent. Also we show that there are very little differences of RMSE and MAD between variation in exponent values.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.1013-1024
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• 2015

We compare the performance of two representative estimation methods for the dynamic conditional correlation (DCC) GARCH model. The first method is the pairwise estimation which exploits partial information from the paired series, irrespective to the time series dimension. The second is the multi-dimensional estimation that uses full information of the time series. As a simulation for the comparison, we generate a multivariate time series similar to those observed in real markets and construct a DCC GARCH model. As an empirical example, we constitute various portfolios using real KOSPI 200 sector indices and estimate volatility and VaR of the portfolios. Through the estimated dynamic correlations from the simulation and the estimated volatility and value at risk (VaR) of the portfolios, we evaluate the performance of the estimations. We observe that the multi-dimensional estimation tends to be superior to pairwise estimation; in addition, relatively-uncorrelated series can improve the performance of the multi-dimensional estimation.

• The Korean Journal of Applied Statistics
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• v.33 no.4
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• pp.439-449
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• 2020

Meta-analysis provides a way of integrating several independent studies of interest. Since small studies with statistically significant results are more likely to be published, publication bias, which is a special case of selection bias, often occurs in meta analysis. Conditional likelihood and weighted estimating equation have been proposed to deal with publication bias, but they require to specify a correct selection probability model. In contrast, the pairwise pseudolikelihood approach can correct publication bias without fully specifying the correct selection probability model, but its performance in meta-analysis was not investigated. In this paper, we perform a numerical study about whether the pairwise pseudolikelihood approach is effective for solving publication bias arising from typical meta-analysis settings.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.10
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• pp.2562-2570
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• 2014

One of the important hints for inferring the function of unknown proteins is the knowledge about protein subcellular localization. Recently, there are considerable researches on the prediction of subcellular localization of proteins which simultaneously exist at multiple subcellular localization. In this paper, label power-set classification is improved for the accurate prediction of multiple subcellular localization. The predicted multi-labels from the label power-set classifier are combined with their prediction probability to give the final result. To find the accurate probability estimates of multi-classes, this paper employs pair-wise comparison and error-correcting output codes frameworks. Prediction experiments on protein subcellular localization show significant performance improvement.

• The Journal of the Acoustical Society of Korea
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• v.39 no.2
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• pp.120-130
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• 2020

This paper solves the problem in underdetermined convolutive mixture by improving the disadvantages of the multichannel nonnegative matrix factorization technique widely used in blind source separation. In conventional researches based on Spatial Covariance Matrix (SCM), each element composed of values such as power gain of single channel and correlation tends to degrade the quality of the separated sources due to high variance. In this paper, level and frequency normalization is performed to effectively cluster the estimated sources. Therefore, we propose a novel SCM and an effective distance function for cluster pairs. In this paper, the proposed SCM is used for the initialization of the spatial model and used for hierarchical agglomerative clustering in the bottom-up approach. The proposed algorithm was experimented using the 'Signal Separation Evaluation Campaign 2008 development dataset'. As a result, the improvement in most of the performance indicators was confirmed by utilizing the 'Blind Source Separation Eval toolbox', an objective source separation quality verification tool, and especially the performance superiority of the typical SDR of 1 dB to 3.5 dB was verified.