• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.461-471
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• 2017

In this paper we propose a feature selection method identifying important features in the semivarying coefficient model. One important issue in semivarying coefficient model is how to estimate the parametric and nonparametric components. Another issue is how to identify important features in the varying and the constant effects. We propose a feature selection method able to address this issue using generalized cross validation functions of the varying coefficient least squares support vector regression (LS-SVR) and the linear LS-SVR. Numerical studies indicate that the proposed method is quite effective in identifying important features in the varying and the constant effects in the semivarying coefficient model.

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.229-235
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• 2002

A generalized Stein-rule estimator of the vector of regression coefficients in linear regression model is considered and its properties are analyzed according to the criterion of Pitman nearness. A comparative study shows that the generalized Stein-rule estimator representing a class of estimators contains particular members which are better than the usual Stein-rule estimator according to the Pitman closeness.

• Journal of the Korean Data and Information Science Society
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• v.23 no.2
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• pp.393-401
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• 2012

This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.639-645
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• 2010

We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.227-237
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• 2011

This paper considers a generalized method of moments(GMM) estimation for seasonal cointegration as the extension of Kleibergen (1999). We propose two iterative methods for the estimation according to whether parameters in the model are simultaneously estimated or not. It is shown that the GMM estimator coincides in form to a maximum likelihood estimator or a feasible two-step estimator. In addition, we derive its asymptotic distribution that takes the same form as that in Ahn and Reinsel (1994).

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.615-624
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• 2015

We consider the estimation of seasonal cointegration in the presence of conditional heteroskedasticity (CH) using a feasible generalized least squares method. We capture cointegrating relationships and time-varying volatility for long-run and short-run dynamics in the same model. This procedure can be easily implemented using common methods such as ordinary least squares and generalized least squares. The maximum likelihood (ML) estimation method is computationally difficult and may not be feasible for larger models. The simulation results indicate that the proposed method is superior to the ML method when CH exists. In order to illustrate the proposed method, an empirical example is presented to model a seasonally cointegrated times series under CH.

• Journal of Biomedical Engineering Research
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• v.23 no.2
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• pp.101-107
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• 2002

This paper presents a segmentation algorithm to extract endocardial contour and epicardial contour of left ventricle in MR Cardiac images. The algorithm is based on a generalized gradient vector flow(GGVF) snake and a prediction of initial contour(PIC). Especially. the proposed algorithm uses physical characteristics of endocardial and epicardial contours, cross profile correlation matching(CPCM), and a mixed interpolation model. In the experiment, the proposed method is applied to short axis MR cardiac image set, which are obtained by Siemens, Medinus, and GE MRI Systems. The experimental results show that the proposed algorithm can extract acceptable epicardial and endocardial walls. We calculate quantitative parameters from the segmented results, which are displayed graphically. The segmented left vents role is visualized volumetrically by surface rendering. The proposed algorithm is implemented on Windows environment using Visual C ++.

• Proceedings of the KSRS Conference
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• v.1
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• pp.114-117
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• 2006

One of the most important tasks of ocean color observations is to determine the distribution of phytoplankton primary production. A variety of bio-optical algorithms have been developed estimate primary production from these parameters. In this communication, we investigated the possibility of using a novel universal approximator-support vector machines (SVMs)-as the nonlinear transfer function between oceanic primary production and the information that can be directly retrieved from satellite data. The VGPM (Vertically Generalized Production Model) dataset was used to evaluate the proposed approach. The PPARR2 (Primary Production Algorithm Round Robin 2) dataset was used to further compare the precision between the VGPM model and the SVM model. Using this SVM model to calculate the global ocean primary production, the result is 45.5 PgC $yr^{-1}$, which is a little higher than the VGPM result.

• 제어로봇시스템학회:학술대회논문집
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• 1991.10a
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• pp.174-178
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• 1991

In this paper, we present a unified approach for the control of manipulator motions and active forces based on the operational space formulation. The end-effector dynamic model is used in the development of a control system in which the generalized operational space end-effector forces are selected as the command vector. A "generalized position and force specification matrix" is used for the specification of space of motions and forces in which manipulator is to be controlled. Flexibility in the force sensor, end-effector, and environment are discussed.discussed.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.95-108
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• 2000

Consider the oblique factor model X=Af＋$\varepsilon$, with defining relation $\Sigma$=Λ$\Phi$Λ'＋Ψ. This paper is concerned with suggesting an optimal Bayes criterion for determining the number of factors in the model, i.e. dimension of the vector f. The use of marginal likelihood as a method for calculating posterior probability of each model with given dimension is developed under a generalized conjugate prior. Then based on an appropriate loss function, a Bayes rule is developed by use of the posterior probabilities. It is shown that the approach is straightforward to specify distributionally and to imploement computationally, with output readily adopted for constructing required cirterion.