• Title/Summary/Keyword: Performance-based Statistics

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A Combination and Calibration of Multi-Model Ensemble of PyeongChang Area Using Ensemble Model Output Statistics (Ensemble Model Output Statistics를 이용한 평창지역 다중 모델 앙상블 결합 및 보정)

  • Hwang, Yuseon;Kim, Chansoo
    • Atmosphere
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    • v.28 no.3
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    • pp.247-261
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    • 2018
  • The objective of this paper is to compare probabilistic temperature forecasts from different regional and global ensemble prediction systems over PyeongChang area. A statistical post-processing method is used to take into account combination and calibration of forecasts from different numerical prediction systems, laying greater weight on ensemble model that exhibits the best performance. Observations for temperature were obtained from the 30 stations in PyeongChang and three different ensemble forecasts derived from the European Centre for Medium-Range Weather Forecasts, Ensemble Prediction System for Global and Limited Area Ensemble Prediction System that were obtained between 1 May 2014 and 18 March 2017. Prior to applying to the post-processing methods, reliability analysis was conducted to identify the statistical consistency of ensemble forecasts and corresponding observations. Then, ensemble model output statistics and bias-corrected methods were applied to each raw ensemble model and then proposed weighted combination of ensembles. The results showed that the proposed methods provide improved performances than raw ensemble mean. In particular, multi-model forecast based on ensemble model output statistics was superior to the bias-corrected forecast in terms of deterministic prediction.

Big Data Analysis Using Principal Component Analysis (주성분 분석을 이용한 빅데이터 분석)

  • Lee, Seung-Joo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.25 no.6
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    • pp.592-599
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    • 2015
  • In big data environment, we need new approach for big data analysis, because the characteristics of big data, such as volume, variety, and velocity, can analyze entire data for inferring population. But traditional methods of statistics were focused on small data called random sample extracted from population. So, the classical analyses based on statistics are not suitable to big data analysis. To solve this problem, we propose an approach to efficient big data analysis. In this paper, we consider a big data analysis using principal component analysis, which is popular method in multivariate statistics. To verify the performance of our research, we carry out diverse simulation studies.

A social network monitoring procedure based on community statistics (커뮤니티 통계량에 기반한 사회 연결망 모니터링 절차)

  • Joo Weon Lee;Jaeheon Lee
    • The Korean Journal of Applied Statistics
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    • v.36 no.5
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    • pp.399-413
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    • 2023
  • Recently, monitoring and detecting anomalies in social networks have become an interesting research topic. In this study, we investigate the detection of abnormal changes in a network modeled by the DCSBM (degree corrected stochastic block model), which reflects the propensity of both individuals and communities. To this end, we propose three methods for anomaly detection in the DCSBM networks: One method for monitoring the entire network, and two methods for dividing and monitoring the network in consideration of communities. To compare these anomaly detection methods, we design and perform simulations. The simulation results show that the method for monitoring networks divided by communities has good performance.

A Probabilistic Combination Method of Minimum Statistics and Soft Decision for Robust Noise Power Estimation in Speech Enhancement (강인한 음성향상을 위한 Minimum Statistics와 Soft Decision의 확률적 결합의 새로운 잡음전력 추정기법)

  • Park, Yun-Sik;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.4
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    • pp.153-158
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    • 2007
  • This paper presents a new approach to noise estimation to improve speech enhancement in non-stationary noisy environments. The proposed method combines the two separate noise power estimates provided by the minimum statistics (MS) for speech presence and soft decision (SD) for speech absence in accordance with SAP (Speech Absence Probability) on a separate frequency bin. The performance of the proposed algorithm is evaluated by the subjective test under various noise environments and yields better results compared with the conventional MS or SD-based schemes.

A Study on the Relationship between Company Performance and Production Management in Apparel Manufacture

  • Lee, Sun-Hee;Suh, Mi-A
    • The International Journal of Costume Culture
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    • v.3 no.3
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    • pp.235-245
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    • 2000
  • The purposes of this study were 1) to investigate usage level of production strategies based on group of production environment, 2) to investigate usage level of production systems based on group of production strategy, and 3) to analyze each of company performance based on group of production strategy and system. For this study, the questionnaires were administered to 215 apparel manufactures in metropolitan area from Feb. to Mar. 1998. Employing a sample of 201, data were analyzed by factor analysis, descriptive statistics, cluster analysis, discriminant analysis, and multivariate analysis of variance. The following are the results of this study. 1. Concerning production strategy due to group of production environment, the stable group and the complicated group prefer to rice/quality centered strategy but the level of usage for strategies is so pretty that it is not significant to carry out them. 2. Concerning production system due to group of production strategy, the workers centered group is occupied high in the price/quality centered group & the complex group. And also the product centered system is occupied high in the flexibility centered group. 3. Concerning company performance due to group of production strategy and system, the price/quality centered group holds low position of performance comparing to another groups. And the performance of the managers centered group is higher than that of the workers.

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Automatic order selection procedure for count time series models (계수형 시계열 모형을 위한 자동화 차수 선택 알고리즘)

  • Ji, Yunmi;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.33 no.2
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    • pp.147-160
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    • 2020
  • In this paper, we study an algorithm that automatically determines the orders of past observations and conditional mean values that play an important role in count time series models. Based on the orders of the ARIMA model, the algorithm constitutes the order candidates group for time series generalized linear models and selects the final model based on information criterion among the combinations of the order candidates group. To evaluate the proposed algorithm, we perform small simulations and empirical analysis according to underlying models and time series as well as compare forecasting performances with the ARIMA model. The results of the comparison confirm that the time series generalized linear model offers better performance than the ARIMA model for the count time series analysis. In addition, the empirical analysis shows better performance in mid and long term forecasting than the ARIMA model.

Image Noise Reduction Filter Based on Robust Regression Model (로버스트 회귀모형에 근거한 영상 잡음 제거 필터)

  • Kim, Yeong-Hwa;Park, Youngho
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.991-1001
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    • 2015
  • Digital images acquired by digital devices are used in many fields. Applying statistical methods to the processing of images will increase speed and efficiency. Methods to remove noise and image quality have been researched as a basic operation of image processing. This paper proposes a novel reduction method that considers the direction and magnitude of the edge to remove image noise effectively using statistical methods. The proposed method estimates the brightness of pixels relative to pixels in the same direction based on a robust regression model. An estimate of pixel brightness is obtained by weighting the magnitude of the edge that improves the performance of the average filter. As a result of the simulation study, the proposed method retains pixels that are well-characterized and confirms that noise reduction performance is improved over conventional methods.

CUSUM charts for monitoring type I right-censored lognormal lifetime data (제1형 우측중도절단된 로그정규 수명 자료를 모니터링하는 누적합 관리도)

  • Choi, Minjae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.735-744
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    • 2021
  • Maintaining the lifetime of a product is one of the objectives of quality control. In real processes, most samples are constructed with censored data because, in many situations, we cannot measure the lifetime of all samples due to time or cost problems. In this paper, we propose two cumulative sum (CUSUM) control charting procedures to monitor the mean of type I right-censored lognormal lifetime data. One of them is based on the likelihood ratio, and the other is based on the binomial distribution. Through simulations, we evaluate the performance of the two proposed procedures by comparing the average run length (ARL). The overall performance of the likelihood ratio CUSUM chart is better, especially this chart performs better when the censoring rate is low and the shape parameter value is small. Conversely, the binomial CUSUM chart is shown to perform better when the censoring rate is high, the shape parameter value is large, and the change in the mean is small.

Prediction of spatio-temporal AQI data

  • KyeongEun Kim;MiRu Ma;KyeongWon Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.2
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    • pp.119-133
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    • 2023
  • With the rapid growth of the economy and fossil fuel consumption, the concentration of air pollutants has increased significantly and the air pollution problem is no longer limited to small areas. We conduct statistical analysis with the actual data related to air quality that covers the entire of South Korea using R and Python. Some factors such as SO2, CO, O3, NO2, PM10, precipitation, wind speed, wind direction, vapor pressure, local pressure, sea level pressure, temperature, humidity, and others are used as covariates. The main goal of this paper is to predict air quality index (AQI) spatio-temporal data. The observations of spatio-temporal big datasets like AQI data are correlated both spatially and temporally, and computation of the prediction or forecasting with dependence structure is often infeasible. As such, the likelihood function based on the spatio-temporal model may be complicated and some special modelings are useful for statistically reliable predictions. In this paper, we propose several methods for this big spatio-temporal AQI data. First, random effects with spatio-temporal basis functions model, a classical statistical analysis, is proposed. Next, neural networks model, a deep learning method based on artificial neural networks, is applied. Finally, random forest model, a machine learning method that is closer to computational science, will be introduced. Then we compare the forecasting performance of each other in terms of predictive diagnostics. As a result of the analysis, all three methods predicted the normal level of PM2.5 well, but the performance seems to be poor at the extreme value.

Procedure for monitoring autocorrelated processes using LSTM Autoencoder (LSTM Autoencoder를 이용한 자기상관 공정의 모니터링 절차)

  • Pyoungjin Ji;Jaeheon Lee
    • The Korean Journal of Applied Statistics
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    • v.37 no.2
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    • pp.191-207
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    • 2024
  • Many studies have been conducted to quickly detect out-of-control situations in autocorrelated processes. The most traditionally used method is a residual control chart, which uses residuals calculated from a fitted time series model. However, many procedures for monitoring autocorrelated processes using statistical learning methods have recently been proposed. In this paper, we propose a monitoring procedure using the latent vector of LSTM Autoencoder, a deep learning-based unsupervised learning method. We compare the performance of this procedure with the LSTM Autoencoder procedure based on the reconstruction error, the RNN classification procedure, and the residual charting procedure through simulation studies. Simulation results show that the performance of the proposed procedure and the RNN classification procedure are similar, but the proposed procedure has the advantage of being useful in processes where sufficient out-of-control data cannot be obtained, because it does not require out-of-control data for training.