• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.999-1008
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• 2012

A Bayesian multiple change-point model for small data is proposed for multivariate means and is an extension of the univariate case of Cheon and Yu (2012). The proposed model requires data from a multivariate noncentral $t$-distribution and conjugate priors for the distributional parameters. We apply the Metropolis-Hastings-within-Gibbs Sampling algorithm to the proposed model to detecte multiple change-points. The performance of our proposed algorithm has been investigated on simulated and real dataset, Hanwoo fat content bivariate data.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.625-632
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• 2001

Principal component analysis(PCA) is a multivariate technique falling under the general title of factor analysis. The purpose of PCA is to Identify the dependence structure behind a multivariate stochastic observation In order to obtain a compact description of it. In engineering field PCA is utilized mainly (or data compression and restoration. In this paper we propose a new robust Hebbian algorithm for robust PCA. This algorithm is based on a hyperbolic tangent function due to Hampel ef al.(1989) which is known to be robust in Statistics. We do two experiments to investigate the performance of the new robust Hebbian learning algorithm for robust PCA.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.11
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• pp.5476-5496
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• 2016

Energy efficiency of resource-constrained wireless sensor networks is critical in applications such as real-time monitoring/surveillance. To improve the energy efficiency and reduce the energy consumption, the time series data can be compressed before transmission. However, most of the compression algorithms for time series data were developed only for single variate scenarios, while in practice there are often multiple sensor nodes in one application and the collected data is actually multivariate time series. In this paper, we propose to compress the time series data by the Lasso (least absolute shrinkage and selection operator) approximation. We show that, our approach can be naturally extended for compressing the multivariate time series data. Our extension is novel since it constructs an optimal projection of the original multivariates where the best energy efficiency can be realized. The two algorithms are named by ULasso (Univariate Lasso) and MLasso (Multivariate Lasso), for which we also provide practical guidance for parameter selection. Finally, empirically evaluation is implemented with several publicly available real-world data sets from different application domains. We quantify the algorithm performance by measuring the approximation error, compression ratio, and computation complexity. The results show that ULasso and MLasso are superior to or at least equivalent to compression performance of LTC and PLAMlis. Particularly, MLasso can significantly reduce the smooth multivariate time series data, without breaking the major trends and important changes of the sensor network system.

• Korean Journal of Computational Design and Engineering
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• v.15 no.2
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• pp.115-123
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• 2010

We present an efficient algorithm for computing the Hausdorff distance between two planar curves. The algorithm is based on an efficient trimming technique that eliminates the curve domains that make no contribution to the final Hausdorff distance. The input curves are first approximated with biarcs within a given error bound in a pre-processing step. Using the biarc approximation, the distance map of an input curve is then approximated and stored into the graphics hardware depth-buffer by rendering the distance maps (represented as circular cones) of the biarcs. We repeat the same procedure for the other input curve. By sampling points on each input curve and reading the distance from the other curve (stored in the hardware depth-buffer), we can easily estimate a lower bound of the Hausdorff distance. Based on the lower bound, the algorithm eliminates redundant curve segments where the exact Hausdorff distance can never be obtained. Finally, we employ a multivariate equation solver to compute the Hausdorff distance efficiently using the remaining curve segments only.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.150-150
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• 2022

This study investigates the roles of decomposition methods on high accuracy in daily rainfall prediction from light gradient boosting machine (LightGBM) algorithm. Here, empirical mode decomposition (EMD) and singular spectrum analysis (SSA) methods were considered to decompose and reconstruct input time series into trend terms, fluctuating terms, and noise components. The decomposed time series from EMD and SSA methods were used as input data for LightGBM algorithm in two hybrid models, including empirical mode-based light gradient boosting machine (EMDGBM) and singular spectrum analysis-based light gradient boosting machine (SSAGBM), respectively. A total of four parameters (i.e., temperature, humidity, wind speed, and rainfall) at a daily scale from 2003 to 2017 is used as input data for daily rainfall prediction. As results from statistical performance indicators, it indicates that the SSAGBM model shows a better performance than the EMDGBM model and the original LightGBM algorithm with no decomposition methods. It represents that the accuracy of LightGBM algorithm in rainfall prediction was improved with the SSA method when using multivariate dataset.

• Spatial Information Research
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• v.19 no.4
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• pp.81-89
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• 2011

This paper presents a multivariate kriging algorithm that integrates categorical data as secondary data for spatial interpolation of sparsely sampled ground survey data. Instead of using constant mean values in each attribute of categorical data, disaggregated local mean values at target grid points are first estimated by area-to-point kriging and then are used as local mean values in simple kriging with local means. This algorithm is illustrated through a case study of spatial interpolation of a geochemical copper element with geological map data. Cross validation results indicates that the presented algorithm leads to significant respective improvement of 15% and 25% in prediction capability, compared with univariate ordinary kriging and conventional simple kriging with constant mean values. It is expected that the multivariate kriging algorithm applied in this study would be effectively applied for spatial interpolation with categorical data.

• The Journal of Korea Robotics Society
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• v.3 no.2
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• pp.81-90
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• 2008

While increasing demand of the service for the disabled and the elderly people, assistive technologies have been developed rapidly. The natural signal of human such as voice or gesture has been applied to the system for assisting the disabled and the elderly people. As an example of such kind of human robot interface, the Soft Remote Control System has been developed by HWRS-ERC in $KAIST^[1]$. This system is a vision-based hand gesture recognition system for controlling home appliances such as television, lamp and curtain. One of the most important technologies of the system is the hand gesture recognition algorithm. The frequently occurred problems which lower the recognition rate of hand gesture are inter-person variation and intra-person variation. Intra-person variation can be handled by inducing fuzzy concept. In this paper, we propose multivariate fuzzy decision tree(MFDT) learning and classification algorithm for hand motion recognition. To recognize hand gesture of a new user, the most proper recognition model among several well trained models is selected using model selection algorithm and incrementally adapted to the user's hand gesture. For the general performance of MFDT as a classifier, we show classification rate using the benchmark data of the UCI repository. For the performance of hand gesture recognition, we tested using hand gesture data which is collected from 10 people for 15 days. The experimental results show that the classification and user adaptation performance of proposed algorithm is better than general fuzzy decision tree.

• IEIE Transactions on Smart Processing and Computing
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• v.4 no.2
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• pp.89-96
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• 2015

In this paper, time-frequency analysis algorithms, empirical mode decomposition and local mean decomposition, are reviewed and their applications to nonlinear and nonstationary real-world data are discussed. In addition, their generic extensions to complex domain are addressed for the analysis of multichannel data. Simulations of these algorithms on synthetic data illustrate the fundamental structure of the algorithms and how they are designed for the analysis of nonlinear and nonstationary data. Applications of the complex version of the algorithms to the synthetic data also demonstrate the benefit of the algorithms for the accurate frequency decomposition of multichannel data.

• Korean Journal of Computational Design and Engineering
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• v.2 no.4
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• pp.215-221
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• 1997

A new approach in solving design centering problem is presented. Like most stochastic optimization problems, optimal design centering problems have intrinsic difficulties in multivariate intergration of probability density functions. In order to avoid to avoid those difficulties, genetic algorithm and very coarse Monte Carlo simulation are used in this research. The new algorithm performs robustly while producing improved yields. This result implies that the combination of robust optimization methods and approximated simulation schemes would give promising ways for many stochastic optimizations which are inappropriate for mathematical programming.