• Journal of the Korea Safety Management & Science
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• v.13 no.4
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• pp.225-235
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• 2011

Autoregressed Controller, which have trend algorithm, seeks to minimize variability by transferring the output variable to the related process input variable, while multivariate process control techniques seek to reduce variability by detecting and eliminating assignable causes of variation. In the case of process control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We also investigate algorithm with relevant Shewhart chart, Theoretical control charts, precontrol and process capability. To help the people who want to make the theoretical system, we compare the main techniques in "a study on the relation between multivariate process control techniques and trend algorithms".

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.673-683
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• 2012

Cabral et al. (2012) defined a mixture model of multivariate skew t-distributions(STMM), and proposed the use of an ECME algorithm (a variation of a standard EM algorithm) to fit the model. Their estimation by the ECME algorithm is closely related to the estimation of the degree of freedoms in the STMM. With the ECME, their purpose is to escape from the calculation of a conditional expectation that is not provided by a closed form; however, their estimates are quite unstable during the procedure of the ECME algorithm. In this paper, we provide a conditional expectation as a closed form so that it can be easily calculated; in addition, we propose to use the ECM algorithm in order to stably fit the STMM.

• Proceedings of the Safety Management and Science Conference
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• 2011.04a
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• pp.675-693
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• 2011

We compare three Techniques control systems with The Investigate Study on the relation between Multivariate SPC and Autoregressed Algorithm. We also investigate Autoregressed Algorithm with relevant EWMA, CUSUM, Shewhart chart, Precontrol chart and Process Capacity.

• Journal of Preventive Medicine and Public Health
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• v.31 no.4 s.63
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• pp.875-884
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• 1998

Missing observations are common in medical research and health survey research. Several statistical methods to handle the missing data problem have been proposed. The EM algorithm (Expectation-Maximization algorithm) is one of the ways of efficiently handling the missing data problem based on sufficient statistics. In this paper, we developed statistical models and methods for survey data with multivariate missing observations. Especially, we adopted the EM algorithm to handle the multivariate missing observations. We assume that the multivariate observations follow a multivariate normal distribution, where the mean vector and the covariance matrix are primarily of interest. We applied the proposed statistical method to analyze data from a health survey. The data set we used came from a physician survey on Resource-Based Relative Value Scale(RBRVS). In addition to the EM algorithm, we applied the complete case analysis, which uses only completely observed cases, and the available case analysis, which utilizes all available information. The residual and normal probability plots were evaluated to access the assumption of normality. We found that the residual sum of squares from the EM algorithm was smaller than those of the complete-case and the available-case analyses.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.255-268
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• 2020

A mixture of multivariate canonical fundamental skew t-distribution (CFUST) has been of interest in various fields. In particular, interest in the unsupervised learning society is noteworthy. However, fitting the model via EM algorithm suffers from significant processing time. The main cause is due to the calculation of many multivariate t-cdfs (cumulative distribution functions) in E-step. In this article, we provide an approximate, but fast calculation method for the in univariate fashion, which is the product of successively conditional univariate t-cdfs with Taylor's first order approximation. By replacing all multivariate t-cdfs in E-step with the proposed approximate versions, we obtain the admissible results of fitting the model, where it gives 85% reduction time for the 5 dimensional skewness case of the Australian Institution Sport data set. For this approach, discussions about rough properties, advantages and limits are also presented.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.819-831
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• 2014

The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.953-961
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• 2006

Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.513-523
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• 2016

Fitting a mixture of multivariate skew normal distribution (MSNMix) with multiple skewness parameter vectors via EM algorithm often requires a highly expensive computational cost to calculate the moments and probabilities of multivariate truncated normal distribution in E-step. Subsequently, it is common to fit an asymmetric data set with MSNMix with a simple skewness parameter vector since it allows us to compute them in E-step in an univariate manner that guarantees a cheap computational cost. However, the adaptation of a simple skewness parameter is unrealistic in many situations. This paper proposes an approximate estimation for the MSNMix with multiple skewness parameter vectors that also allows us to treat them in an univariate manner. We additionally provide some experiments to show its effectiveness.

• Wind and Structures
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• v.31 no.6
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• pp.549-560
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• 2020

Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

• Journal of applied mathematics & informatics
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• v.32 no.5_6
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• pp.747-760
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• 2014

In this paper a higher order iterative algorithm is developed for an unconstrained multivariate optimization problem. Taylor expansion of matrix valued function is used to prove the cubic order convergence of the proposed algorithm. The methodology is supported with numerical and graphical illustration.