• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.89-100
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• 1994

In this paper we consider a new estimator of mean residual life (MRL), based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for certain parametric families. Numerical summaries of the mean squared errors of the new estimator are presented.

• The KIPS Transactions:PartB
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• v.8B no.4
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• pp.389-394
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• 2001

본 논문에서는 독립 성분 해석(Independent Component Analysis, ICA) 기법과 인근 평균 및 정규화를 이용한 영상 분류 방법을 제안하였다. ICA에 잡음을 주어 영상을 분류하였을 때, 잡음에 대한 강인성을 증가시키기 위하여, 제안된 인근 평균 및 정규화를 전처리로 적용하였다. 제안된 방법은 전처리 없이 ICA에 주성분 해석(Principal Component Analysis, PCA)을 이용한 것에 비해 잡음에 대한 강인성을 증가시키는 것을 모의 실험을 통하여 확인하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.701-705
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• 2006

강우자료는 수문 모델링 작업에서 가장 기초적인 수문학적 입력자료로 시간과 공간에 따른 변동성이 크므로 규명하기 복잡한 수문현상 중의 하나이다. 산악지역이 많은 우리나라의 지형학적 특성과 태풍, 장마 및 특히, 최근의 게릴라성 집중호우 등으로 인하여 이러한 변동성이 더욱 커지고 있는 실정이다. 장기간 실측된 수문기상 기초 자료가 부족한 우리나라의 실정상 홍수예보 및 수공구조물 설계를 위해 정확한 강우량 자료의 취득이 선행돼야 한다. 따라서 적절한 장소에 수문관측소 설치 및 관리를 통해 양호한 강우량 자료를 획득해야 하지만, 현장 여건상 등의 이유로 미계측 및 결측, 이상자료가 발생하고 있다. 따라서 이러한 미계측 혹은 결측지점의 우량을 추정할 수 있는 방법을 비교, 분석하여 적절한 보정과정을 수행할 필요가 있다. 그간의 연구에서는 미계측 지점 혹은 산악지역에서의 점 강우량 보정방법에 대한 연구가 진행되었지만, 본 연구에서는 '도시홍수재해관리기술연구사업단'에서 운영 중인 도시하천 유역 특히 소배수구역에서의 결측 자료에 대해 여러 추정 방법을 비교, 분석하여 적절한 방안을 찾고자 한다. 이를 위하여 중랑천 유역의 3개 소배수 구역(월계1 배수구역, 군자 배수구역, 어린이대공원 배수구역)에 설치된 3개 우량관측소와 건설교통부 관할 우량관측소 2개소의 우량자료를 사용하였다. 본 연구에서는 결측치 보간을 위하여 널리 이용되고 있는 산술평균법(Arithmetic Average method), 역거리법(Reciprocal Distance Squared method), 거리고도비율법(Ratio of Distance and Elevation method), 인근관측소와의 관계식 이용, 크리깅방법(Simple Kriging method)을 비교, 검토 적용하였다. 중랑천 유역의 소배수구역을 대상으로 연중 발생하는 큰 호우사상에 대해 임의의 강우관측소를 결측지점으로 가정하고 주변의 강우관측소로부터 각각의 방법을 이용해 가중치들을 산정하여 결측지점의 강우량 값을 보정하고자 하였다. 또한 각각의 방법을 이용하여 얻어진 결과에 대해 실측값과 보정값의 오차정도를 평균절대오차법(Mean Absolute Error)과 제곱평균제곱근오차법(Root Mean Squared Error)에 의해 산정하여 보정 방법간의 효율성을 검토하고자 하였다.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.513-522
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• 2014

Using the assumption that the price of a stock follows a geometric Brownian motion with constant volatility, Black and Scholes (BS) derived a formula that gives the price of a European call option on the stock as a function of the stock price, the strike price, the time to maturity, the risk-free interest rate, the dividend rate paid by the stock, and the volatility of the stock's return. However, implied volatilities of BS method tend to depend on the stock prices and the time to maturity in practice. To address this shortcoming, we estimate the implied volatility function as a function of the strike priceand the time to maturity for data consisting of the daily prices for KOSPI200 call options from January 2007 to May 2009 using support vector regression (SVR), the multiple additive regression trees (MART) algorithm, and ordinary least squaress (OLS) regression. In conclusion, use of MART or SVR in the BS pricing model reduced both RMSE and MAE, compared to the OLS-based BS pricing model.

• Journal of the Korean Data and Information Science Society
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• v.23 no.1
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• pp.25-37
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• 2012

Many statistics, such as Cohen's (1960) ${\kappa}$, Scott's (1955) ${\pi}$, and Park and Park's (2007) H have been proposed as measures of agreement to represent inter-rater reliability. This study compared bias, SE, MSE, and CV of the measures of agreement with nominal and ordinal categories in the balanced marginal distributions, and those with nominal categories in the two paradoxical situations. As a result, in all cases, AC1and Hhad smaller SE and CV.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.293-299
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• 2009

In this article, we consider linear models such as regression, ARIMA (autoregressive integrated moving average), and regression+ARIMA (regression with ARIMA errors) for predicting hourly ozone concentration level in two areas of Daegu. Based on RASE(root average squared error), it is shown that the ARIMA is the best model in one area and that the regression+ARIMA model is the best in the other area. We further analyze the residuals from the optimal models, so that we might predict the ozone warning days where at least one of the hourly ozone concentration levels is over 120 ppb. Based on the training data in the years from 2000 to 2003, it is found that 35 ppb is a good cutoff value of residulas for predicting the ozone warning days. In on area of Daegu, our method predicts correctly one of two ozone warning days of 2004 as well as all of the remaining 364 non-warning days. In the other area, our methods predicts correctly all of one ozone warning days and 365 non-warning days of 2004.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.10B
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• pp.1210-1215
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• 2011

In this paper, a supervised adaptive equalization algorithm based on probability density function (PDF) matching method is introduced and its decision-feedback version is proposed for underwater communication channels with strong impulsive noise and severe multipath characteristics. The conventional least mean square (LMS) algorithm based on mean squared error (MSE) criterion has shown to be incapable of coping with impulsive noise and multipath effects commonly shown in underwater communications. The linear PDF matching algorithm, which shows immunity to impulsive noise, however, has revealed to yield unsatisfying performance under severe multipath environments with impulsive noise. On the other hand, the proposed nonlinear PDF matching algorithm with decision feedback proves in the simulation to possess superior robustness against impulsive noise and multipath characteristics of underwater communication channels.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.9 no.6
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• pp.163-168
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• 2009

In this paper, We proposed the efficient method of cleaning impulse noise using mean shift segmentation. This method do its job for the pixel which is identified as impulse noise using mean shift segmentation instead of all pixel of image by the existing method. we found that the quality of image is improved by measuring the sum of square error in result image and impulse noise is cleaned efficiently by doing experiment.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.10
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• pp.2252-2258
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• 2013

In this paper, parallel orthogonal matching pursuit (POMP) is proposed to supplement the simultaneous orthogonal matching pursuit (S-OMP) which has been widely used as a greedy algorithm for sparse signal recovery for multiple measurement vector (MMV) problem. The process of POMP is simple but effective: (1) multiple indexes maximally correlated with the observation vector are chosen at the first iteration, (2) the conventional S-OMP process is carried out in parallel for each selected index, (3) the index set which yields the minimum residual is selected for reconstructing the original sparse signal. Empirical simulations show that POMP for MMV outperforms than the conventional S-OMP both in terms of exact recovery ratio (ERR) and mean-squared error (MSE).

• The Journal of the Acoustical Society of Korea
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• v.14 no.2
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• pp.40-49
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• 1995

Application of the filtered-x LMS adaptive filter to active noise cancellation requires to estimate the transfer charactersitics between the output and the error signal of the adaptive canceler. In this paper, we derive the filtered-x adaptive noise cancellation algorithm and analyze its convergence behavior when the acoustic noise consists of multiple sinusoids. The results of the convergence analysis of the filtered-x LMS algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components : Phase estimation error and estimated gain. In particular, the convergence is shown to strongly affected by the accuracy of the phase response estimate. Simulation results are presented to support the theoretical convergence analysis.