• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.303-312
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• 1995

We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

• Communications for Statistical Applications and Methods
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• v.30 no.3
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• pp.273-289
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• 2023

In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.36 no.6
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• pp.621-628
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• 2018

More than four visible GPS (Global Positioning System) satellites are required to obtain absolute positioning. However, it is not easy to satisfy this condition when a rover is in such unfavorable condition as an urban area. As a consequence, clock-aided positioning has been used as an alternative method especially when the number of visible satellites is three providing that receive clock error information is available. In this study, LSC (Least-Squares Collocation) method is proposed to interpolate clock errors for clock-aided positioning after analyzing the characteristics of receiver clock errors. Numerical tests are performed by using GPS data collected at one of Korean CORS (Continuously Operating Reference Station) and a nearby GPS station. The receiver clock errors are obtained through the DGPS (Differential GPS) positioning technique and segmentation procedures are applied for efficient interpolation. Then, LSC is applied to predicted clock error at epoch which clock information is not available. The numerical test results are analyzed by examining the differences between the original and interpolated clock errors. The mean and standard deviation of the residuals are 0.24m and 0.49m, respectively. Therefore, it can be concluded that sufficient accuracy can be obtained by using the proposed method in this study.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38C no.3
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• pp.288-295
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• 2013

In this paper, we compare the existing channel estimation technique for 4S (Ship to Ship, Ship to Shore) maritime communications under AWGN channel model, Rician fading channel model, and Rayleigh fading channel model respectively. In general, the received signal is corrupted by multipath and ISI (Inter Symbol Interference). The estimation of a time-varying multipath fading channel is a difficult task for the receiver. Its performance can be improved if an appropriate channel estimation filter is used. The simulation is performed in MATLAB. In this simulation, we use the popular estimation algorithms, LMS (Least Mean Square) and RLS (Recursive Least-Squares) are compared with respect to AWGN, Rician and Rayleigh channels.

• Journal of information and communication convergence engineering
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• v.14 no.2
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• pp.78-83
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• 2016

In underwater acoustic communication, the transmitted signals are severely influenced by the reflections from both the sea surface and the sea bottom. As very large reflection signals from these boundaries cause an inter-symbol interference (ISI) effect, the communication quality worsens. A channel estimation-based equalizer is usually adopted to compensate for the reflected signals under the acoustic communication channel. In this study, a feed-forward equalizer (FFE) with the least mean squares (LMS) algorithm was applied to a quadrature phase-shift keying (QPSK) transmission system. Two different types of equalizers were adopted in the QPSK system, namely a real-coefficient equalizer and a complex-coefficient equalizer. The performance of the complex-coefficient equalizer was better than that of two real-coefficient equalizers. Therefore, a Hilbert transform was applied to the real-coefficient binary phase-shift keying (BPSK) system to obtain a complex-coefficient BPSK system. Consequently, we obtained better results than those of a real-coefficient equalizer.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.5
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• pp.939-951
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• 1994

In adaptive equalizers based on least mean squares (LMS) algorithms, the convergence rate is determined by the convariance matrix of an input signal. When the eigenvalue spread of the convariance matrix is close to unity, the convergence rate is quite fast. In this paper, for fast convergence of LMS-based adaptive equalizers we propose a modified reference signal pertinent to the statistical channel. From the theoretical analysis and computer simulation, it is shown that the proposed modification method is quite effective for fast convergence of LMS-based adaptive equalizers.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.376-386
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• 1995

Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.62 no.12
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• pp.1744-1749
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• 2013

Acoustic feedback is perceived as whistling or howling, which is a major complaint of hearing-aids users. Acoustic feedback cancellation is important in hearing-aids because acoustic feedback degrades performance of the hearing aid device by reducing maximum insertion gain. Adaptive systems for estimate acoustic feedback path and feedback suppression algorithms have been proposed in order to solve this problem. A typical feedback cancellation algorithm is LMS(least mean squares) because of its computational efficiency. However it has problem of convergence performance in high correlated input signal. In this paper, we propose a new variable step-size normalized LMS(least mean squares) algorithm using VAD(voice activity detection) to overcome the limitation of the LMS algorithm. The VAD algorithm is GSAP(global speech absence probability) and the feedback cancellation algorithm is normalized LMS. The proposed algorithm applies different step-size between voice and non-voice using VAD, for high stability, fast convergence speed and low misalignment when correlated inputs, such as speech. The result of simulation with white noise mixed speech signal, the proposed algorithm shows high performance then traditional algorithm in terms of stability, convergence speed and misalignment.

• Wind and Structures
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• v.19 no.4
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• pp.371-387
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• 2014

Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.24 no.3
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• pp.271-279
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• 2006

Acoustic Emission (AE) technology is an effective nondestructive testing for continuous monitoring of defect formation and failures in structural materials. This paper presents a source location model using Acoustic Emission (AE) sensors in a Pre-Stressed Concrete (PSC) beam and the evaluation of the model was performed through lab experiments. 54 AE events were made on the surface of the 5m-PSC beam using a Schmidt Hammer and arrival times were measured with 7AE sensors. The source location f3r each event was estimated using least squares. The results were compared with actual positions and the RMSE (Root Mean Square Errors) was about 2cm.