• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.141-146
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• 2007

In this paper, we consider a Box-Cox transformed threshold GARCH(1,1) process and find a sufficient condition under which the process is geometrically ergodic and has the ${\beta}$-mixing property with an exponential decay rate.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.2
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• pp.18-27
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• 2019

The process control methods based on the statistical analysis apply the analysis method or mathematical model under the assumption that the process characteristic is normally distributed. However, the distribution of data collected by the automatic measurement system in real time is often not followed by normal distribution. As the statistical analysis tools, the process capability index (PCI) has been used a lot as a measure of process capability analysis in the production site. However, PCI has been usually used without checking the normality test for the process data. Even though the normality assumption is violated, if the analysis method under the assumption of the normal distribution is performed, this will be an incorrect result and take a wrong action. When the normality assumption is violated, we can transform the non-normal data into the normal data by using an appropriate normal transformation method. There are various methods of the normal transformation. In this paper, we consider the Box-Cox transformation among them. Hence, the purpose of the study is to expand the analysis method for the multivariate process capability index using Box-Cox transformation. This study proposes the multivariate process capability index to be able to use according to both methodologies whether data is normally distributed or not. Through the computational examples, we compare and discuss the multivariate process capability index between before and after Box-Cox transformation when the process data is not normally distributed.

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.503-511
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• 2004

In Korea, OCR-based techniques have been developed for digital library construction of historical documents. In this paper, we propose the nonlinear transform of contour directional feature (CDF) vectors using log it and power transforms with skewness criterion to enhance the discriminant power. Experiments were conducted using samples from Seung-jung-won diaries (Diaries of King's Secretaries). Our results show that proposed method outperforms the others like Box-Cox transform in this database.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.193-203
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• 2016

This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).