• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.29-39
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• 2009

Among others, ROC and CAP curves are used to explore the discriminatory power between the defaults and non-defaults, based on the distribution of the probability of default in credit rating works. ROC and CAP curves are plotted in terms of various ratios of the probability of default. Each point on ROC and CAP curves is calculated according to cutting points (scores) for classifying between defaults and non-defaults. In this paper, adjusted ROC and CAP curves are proposed by using functions of ratios of the probability of default. It is possible to recognize the score corresponding to a point oil these adjusted curves, and we can identify the best score to show the optimal discriminatory power. Moreover, we discuss the relationships between the best score obtained from the adjusted ROC and CAP curves and the score corresponding to Kolmogorov - Smirnov statistic to test the homogeneous distribution functions of the defaults and non-defaults.

• Proceedings of the Korean Information Science Society Conference
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• 2006.06a
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• pp.127-129
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• 2006

본 논문은 종양을 주입한 쥐의 FDG-PET영상에서 정상세포보다 포도당대사가 활발한 종양조직의 3차원적 위치를 파악하고 잔여암 전이여부를 판별하기 위한 3차원 볼륨 가시화기법을 제안한다. 종양조직과 주변조직의 시각적 대비를 크게 하기 위해 명암도 분포에 따라 조직을 여러 클러스터로 나눈 후, 적응적 투명도 전이함수를 사용하였다. 관심영역을 불투명하게 표현하고 조직간 투명도 변화량을 크게 줌으로써 잡음이 심한 PET 영상에서 전경영역과 배경영역을 구분할 수 있었고, 명확한 시각대비 결과를 얻을 수 있었다. 추후 명암도값 외에 영암도 기울기, 관심영역 우선순위 등을 고려한 다차원 전이함수기법으로 확장함으로써 종양영역의 경계를 더욱 강조할 수 있을 것으로 기대된다.

• Journal of the KSME
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• v.33 no.12
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• pp.1043-1051
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• 1993

Nd:Yag 레이저의 제2고조파와 광대역 모드 없는 레이저를 광원으로 사용하고 이중회절발분광 기에 설치된 다채널광검출기로 분광된 CARS 스펙트럼을 레이저 펄스마다 측정 할 수 있는 광 대역 CARS 분광기를 제작하였다. CARS 온도측정 불확정도는 300K에서 1300K까지는 1.5% 이내였다. CARS 기술을 이용하여 분젠버너의 화염면에서의 온도 분포를 측정하였으며, 대향류 버너의 화염내부의 온도 분포 및 CO 농도분포를 측정하였다. 이러한 CARS 기술은 정상상태의 연소진단에 응용할 수 있을 뿐만 아니라 레이저 펄스마다 측정되는 온도의 분포함수를 조사하면 앞으로 난류연소의 진단에도 응용이 가능하며, 내연기관 등과 같이 연속폭발연소 상태의 기체의 온도나 농도 측정이 가능하다. 본 연구에서 연구된 CARS 기술의 온도 측정정확도는 약 2% 이 내이고 농도 측정은 측정기체의 농도가 상온에서는 약 0.1% 이상, 1500K 이상의 고온에서는 0.3%이상이면 가능하다.

• Journal of rehabilitation welfare engineering & assistive technology
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• v.8 no.4
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• pp.305-312
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• 2014

In this study, in order to quantitatively confirm walking rehabilitation degree, we analyzed EMG pattern simulated abnormal gait and normal gait by applying a curve fitting. We calculated the suitable high-order function for EMG signal, and classified them into 5 groups by using cluster analysis. Depending on the distance from normal pattern group, we listed the pattern group and then the distribution of each variables were confirmed. The amplitude-decreased pattern was the most similar to the normal pattern, but the reversed pattern showed the lowest similarity. Due to the smaller overlapping range, the distribution of the groups were possible to classify using the value of variable. The standard deviation of each term coefficient was compared to indicate the quantitative rehabilitation extent, and the higher value was confirmed as the pattern is close to the normal pattern. Consequently, the representation of quantitative rehabilitation extent is expected to contribute to the more effective rehabilitation method study.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2007.06a
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• pp.241-247
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• 2007

자궁 경부 세포진 영상의 핵 추출을 위해서는 영상의 배경과 핵 그리고 세포질 영역의 구분이 중요하다. 또한 정상 세포핵과 암종 세포핵의 구분 및 인식을 위해서는 세포핵들의 형태학적 특징을 이용한 분류 기준을 세워야한다. 본 논문에서는 자궁 경부 세포진 영상에서 세포핵의 후보 영역과 핵을 추출하기 위해 현미경 400배율 확대 사진을 획득하는 과정에서 훼손된 컬러 영상을 복원하기 위한 방법으로 Lighting Compensation을 적용하여 영상을 보정한다. 그리고 배경 영역과 세포핵 영역을 구분하기 위해 영상의 R,G,B 영역의 히스토그램의 분포를 이용하여 배경을 제거한다. 배경이 제거된 영상을 그레이 영상으로 변환 한 후, 히스토그램 명암도의 값을 이용하여 세포핵 영역과 세포질을 분류하여 세포핵 영역을 추출한다. 그리고 Kapur 방법을 적용하여 세포핵 영역의 엔트로피 누적확률을 구한 후, 영상을 이진화 한다. Kapur 방법이 적용된 이진화 영상에서 세포핵 영역의 중심과 주위 화소를 비교하는 $3\times3$ 마스크를 적용하여 영상의 미세한 잡음을 제거 한 후, 8방향 윤곽선 추적 알고리즘을 적용하여 최종적으로 세포핵 영역을 추출한다. 추출된 세포핵의 영역을 분류 및 인식하는 과정으로 세포의 외각의 방향성 정보, 핵의 크기, 그리고 면적 비율의 특징을 이용하여 퍼지 소속 함수를 설계한 후, 소속 함수의 소속도를 구하고 퍼지 추론 규칙을 적용하여 자궁 경부 세포진 영상에서 정상 세포핵 및 암종 세포핵을 인식한다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.4
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• pp.53-66
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• 1990

Rainfall is a phenomenon that shows a high variability both in space and time, Hy drologists are usually interested in the description of spatial distribution of rainfall over watershed. The theory of Kriging, generalized covariance technique using nonstationary mean in the regions under orographic effect, was chosen to construct random surface of total storm depth. For the constructed random surface, the double Fourier analysis of the total storm depths was performed, and the principal harmonics of storm were determined. The local component, or storm residuals was obtained by subtracting the periodic component of the storm from total storm depths. It is assumed that the residuals are a sample function of a homogeneous random field. This random field can be characterized by an isotropic one dimensional autocorrelation function or its corresponding spectral density function. Under this assumption, this study proposed a theorectical model for spectral density function adapted to two watersheds.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.511-527
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• 2015

For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.

• Electrical & Electronic Materials
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• v.10 no.4
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• pp.342-348
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• 1997

In this paper, the behavior of electron swarm parameters and energy distribution function of the discharge under high E/N condition in e$^{-10}$ -CF$_{4}$ gas have been analysed over the E/N range from 1-300(Td) by the MCS and BEq methods using set of electron collision cross section determined by the authors. The swarm parameters and energy distribution function have been calculated for the pulsed Townsend, steady-state Townsend and Time of Flight methods. The results gained that the value of electron swarm parameters such as the electron drift velocity, the electron ionization and attachment coefficients and longitudinal diffusion coefficients in agreement with the experimental and theoretical data for a range of E/N. The electron energy distribution function has been explained and analysed in e$^{-10}$ -CF$_{4}$ at E/N : 5, 10, 100, 200, 300(Td) for a case of the equilibrium region in the mean electron energy and respective set of electron collision cross sections. The validity of the results has been confirmed by TOF and SST methods.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.615-621
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• 2009

TFT-LCD image consists of ununiform background, random noises and target defect signal components. Defects in TFT-LCD have some intensity variations compared to background region. It is sometimes difficult for human inspectors to figure out. In this paper, we propose multi-level threshold scheme for detection of the real defect using probability density function with Parzen Window. The experimental results show that the proposed algorithms produce promising results and can be applied to automated inspection systems for finding defects in the TFT-LCD image.