• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.219-225
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• 1998

The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.

• The Journal of the Acoustical Society of Korea
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• v.25 no.2E
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• pp.43-48
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• 2006

Abstract-Using the recursive generalized eigendecomposition method, we develop a recursive form solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. Simulations demonstrate that DLS outperforms ordinary least square for certain types of deconvolution problems.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.97-105
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• 2007

We consider a nonparametric additive risk model that is based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huller and Mckeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

• Proceedings of the KIEE Conference
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• 2006.11a
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• pp.279-281
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• 2006

A Voltage Instability Predictor(VIP) estimates the proximity of a power system to voltage collapse in real time. Voltage Instability Index(Z-index) from VIP algorithm is estimated using LS(Least Square) method. But this method has oscillations and noise of result due to the system's changing conditions. To suppress oscillations, a larger data window needs to be used. In this paper. I propose the new other method which improves that weakness. It uses RLS(Recursive Least Square) to estimate voltage instability index without a large moving data window so this method is suitable for on-line monitor and control in real time. In order to verify effectiveness of the algorithm using RLS method, the method is tested on HydroQuebec system in real time digital simulator(HYPERSIM).

• The Journal of the Acoustical Society of Korea
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• v.26 no.2E
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• pp.63-68
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• 2007

Using the neural network model for oriented principal component analysis (OPCA), we propose a solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. In this paper, we applied this neural network model to channel equalization. Simulations show that the neural network based DLS outperforms ordinary least squares in channel equalization problems.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.1
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• pp.11-16
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• 2018

This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

• 한국데이터정보과학회:학술대회논문집
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• 2006.11a
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• pp.49-50
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• 2006

We consider a nonparametric additive risk model that are based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

• Proceedings of the KIEE Conference
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• 1998.11a
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• pp.208-210
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• 1998

A high speed digital distance relaying algorithm based on a modified least square error method is proposed. To obtain stable phasor values very Quickly, first, a lowpass filter which has very short transient period and no overshoot is used. Secondly, the conventional least square error method is modified to the one having the data window of 3 samples by applying a FIR filter which removes the DC-offset component in current relaying signals.

• Journal of the Korean Data and Information Science Society
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• v.25 no.5
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• pp.1151-1160
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• 2014

In DNA microarray studies, the number of genes far exceeds the number of samples and the gene expression measures are highly correlated. Partial least squares regression (PLSR) is one of the popular methods for dimensional reduction and known to be useful for the classifications of microarray data by several studies. In this study, we suggest a modified version of the partial least squares regression to analyze gene expression data with survival information. The method is designed as a new gene selection method using PLSR with an iterative procedure of imputing censored survival time. Mean square error of prediction criterion is used to determine the dimension of the model. To visualize the data, plot for variables superimposed with samples are used. The method is applied to two microarray data sets, both containing survival time. The results show that the proposed method works well for interpreting gene expression microarray data.

• Journal of the Korean Data and Information Science Society
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• v.19 no.2
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• pp.421-429
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• 2008

We consider a general semiparametric additive risk model that consists of three components. They are parametric, purely and smoothly nonparametric components. In parametric component, time dependent term is known up to proportional constant. In purely nonparametric component, time dependent term is an unknown function, and time dependent term in smoothly nonparametric component is an unknown but smoothly function. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.