• Title/Summary/Keyword: Performance-based Statistics

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Penalized quantile regression tree (벌점화 분위수 회귀나무모형에 대한 연구)

  • Kim, Jaeoh;Cho, HyungJun;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1361-1371
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    • 2016
  • Quantile regression provides a variety of useful statistical information to examine how covariates influence the conditional quantile functions of a response variable. However, traditional quantile regression (which assume a linear model) is not appropriate when the relationship between the response and the covariates is a nonlinear. It is also necessary to conduct variable selection for high dimensional data or strongly correlated covariates. In this paper, we propose a penalized quantile regression tree model. The split rule of the proposed method is based on residual analysis, which has a negligible bias to select a split variable and reasonable computational cost. A simulation study and real data analysis are presented to demonstrate the satisfactory performance and usefulness of the proposed method.

Statistical Analysis of a Small Scale Time-Course Microarray Experiment (소규모 경시적 마이크로어레이 실험의 통계적 분석)

  • Lee, Keun-Young;Yang, Sang-Hwa;Kim, Byung-Soo
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.65-80
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    • 2008
  • Small scale time-course microarray experiments are those which have a small number of time points. They comprise about 80 percent of all time-course microarray experiments conducted up to 2005. Several statistical methods for the small scale time-course microarray experiments have been proposed. In this paper we applied three methods, namely, QR method, maSigPro method and STEM, to a real time-course microarray experiment which had six time points. We compared the performance of these three methods based on a simulation study and concluded that STEM outperformed, in general, in terms of power when the FDR was set to be 5%.

Analyzing Operation Deviation in the Deasphalting Process Using Multivariate Statistics Analysis Method

  • Park, Joo-Hwang;Kim, Jong-Soo;Kim, Tai-Suk
    • Journal of Korea Multimedia Society
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    • v.17 no.7
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    • pp.858-865
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    • 2014
  • In the case of system like MES, various sensors collect the data in real time and save it as a big data to monitor the process. However, if there is big data mining in distributed computing system, whole processing process can be improved. In this paper, system to analyze the cause of operation deviation was built using the big data which has been collected from deasphalting process at the two different plants. By applying multivariate statistical analysis to the big data which has been collected through MES(Manufacturing Execution System), main cause of operation deviation was analyzed. We present the example of analyzing the operation deviation of deasphalting process using the big data which collected from MES by using multivariate statistics analysis method. As a result of regression analysis of the forward stepwise method, regression equation has been found which can explain 52% increase of performance compare to existing model. Through this suggested method, the existing petrochemical process can be replaced which is manual analysis method and has the risk of being subjective according to the tester. The new method can provide the objective analysis method based on numbers and statistic.

Electricity Demand Forecasting for Daily Peak Load with Seasonality and Temperature Effects (계절성과 온도를 고려한 일별 최대 전력 수요 예측 연구)

  • Jung, Sang-Wook;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.843-853
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    • 2014
  • Accurate electricity demand forecasting for daily peak load is essential for management and planning at electrical facilities. In this paper, we rst, introduce the several time series models that forecast daily peak load and compare the forecasting performance of the models based on Mean Absolute Percentage Error(MAPE). The results show that the Reg-AR-GARCH model outperforms other competing models that consider Cooling Degree Day(CDD) and Heating Degree Day(HDD) as well as seasonal components.

Multivariate exponential smoothing models with application to exchange rates (다변량 지수평활모형을 이용한 환율 분석)

  • Lee, Yeonha;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.257-267
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    • 2020
  • We introduce multivariate exponential smoothing models based on a vector innovations structural time series framework. The models enable us to exploit potential inter-series dependencies to improve the fit and forecasts of multivariate (vector) time series. Models are applied to forecast the exchange rates of the UK pound (UKP) and US dollar (USD) against the Korean won (KRW) observed on monthly basis; subseqently, we compare their performance with alternative models. We observe that the multivariate exponential smoothing models are superior to alternatives.

Maritime Wireless Data Communications of Predictive Frequency Hopping Technique

  • Bae, Sang-Hyun;Lee, Kwang-Ok;Jang, Bong-Seog
    • Journal of Integrative Natural Science
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    • v.5 no.3
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    • pp.182-185
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    • 2012
  • In this paper, For 4th generation wireless communication systems, we propose a method to predict FH patterns in FH-OFDMA systems. OFDM is recognized as a promising modulation technique. Multi-user allocation in OFDM system can use FH that provides the spectrum-spread techniques. If one can generate more predictable FH sequences, then performance of the system can be easily improved. Current random FH and simple adaptive FH methods, however, are not considering predicting FH sequences. In this paper we show that the sampling of the wireless faded signal is not realized as a certain probability nature. With this regard, the proposed predictive FH allocation method is designed to embed the unknown probability models. Simulation study shows that the predictive FH method is more accurately predict FH sequences than the random or simple adaptive FH methods. We will further improve this proposed method to apply QoS control and MAC function development in OFDMA based wireless physical structures, especially maritime wireless data communications.

Variable selection in partial linear regression using the least angle regression (부분선형모형에서 LARS를 이용한 변수선택)

  • Seo, Han Son;Yoon, Min;Lee, Hakbae
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.937-944
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    • 2021
  • The problem of selecting variables is addressed in partial linear regression. Model selection for partial linear models is not easy since it involves nonparametric estimation such as smoothing parameter selection and estimation for linear explanatory variables. In this work, several approaches for variable selection are proposed using a fast forward selection algorithm, least angle regression (LARS). The proposed procedures use t-test, all possible regressions comparisons or stepwise selection process with variables selected by LARS. An example based on real data and a simulation study on the performance of the suggested procedures are presented.

Review on LTE-Advanced Mobile Technology

  • Seo, Dae-woong;Kim, Yoon-Hwan;Song, Jeong-Sang;Jang, Bongseog;Bae, Sang-Hyun
    • Journal of Integrative Natural Science
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    • v.11 no.4
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    • pp.197-203
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    • 2018
  • Long Term Evolution-Advanced (LTE-A) is the next drive in the broadband mobile communication, which allows operators to improve networks performance and service capabilities. LTE-A targets the peak data rates of 1Gbps in the downlink and 500Mbps in the uplink. This requirement is only fulfilled by a transmission bandwidth of up to 100MHz. However the accessibility of such large part of the contiguous spectrum is uncommon in practice. Therefore LTE-A uses some new features on top of the existing LTE standards to provide very high data rate transmission. Some of the most significant features introduced in LTE-A are carrier aggregation, heterogeneous network enhancement, coordinated multipoint transmission and reception, enhanced multiple input and multiple output, and development relay nodes with universal frequency reuse. This review paper presents an overview of the above mentioned LTE-A key features and functionalities. Based on this review, in the conclusion we discuss the current technical challenges for future broadband mobile communication systems.

Time series representation for clustering using unbalanced Haar wavelet transformation (불균형 Haar 웨이블릿 변환을 이용한 군집화를 위한 시계열 표현)

  • Lee, Sehun;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.707-719
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    • 2018
  • Various time series representation methods have been proposed for efficient time series clustering and classification. Lin et al. (DMKD, 15, 107-144, 2007) proposed a symbolic aggregate approximation (SAX) method based on symbolic representations after approximating the original time series using piecewise local mean. The performance of SAX therefore depends heavily on how well the piecewise local averages approximate original time series features. SAX equally divides the entire series into an arbitrary number of segments; however, it is not sufficient to capture key features from complex, large-scale time series data. Therefore, this paper considers data-adaptive local constant approximation of the time series using the unbalanced Haar wavelet transformation. The proposed method is shown to outperforms SAX in many real-world data applications.

Robust spectrum sensing under noise uncertainty for spectrum sharing

  • Kim, Chang-Joo;Jin, Eun Sook;Cheon, Kyung-yul;Kim, Seon-Hwan
    • ETRI Journal
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    • v.41 no.2
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    • pp.176-183
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    • 2019
  • Spectrum sensing plays an important role in spectrum sharing. Energy detection is generally used because it does not require a priori knowledge of primary user (PU) signals; however, it is sensitive to noise uncertainty. An order statistics (OS) detector provides inherent protection against nonhomogeneous background signals. However, no analysis has been conducted yet to apply OS detection to spectrum sensing in a wireless channel to solve noise uncertainty. In this paper, we propose a robust spectrum sensing scheme based on generalized order statistics (GOS) and analyze the exact false alarm and detection probabilities under noise uncertainty. From the equation of the exact false alarm probability, the threshold value is calculated to maintain a constant false alarm rate. The detection probability is obtained from the calculated threshold under noise uncertainty. As a fusion rule for cooperative spectrum sensing, we adopt an OR rule, that is, a 1-out-of-N rule, and we call the proposed scheme GOS-OR. The analytical results show that the GOS-OR scheme can achieve optimum performance and maintain the desired false alarm rates if the coefficients of the GOS-OR detector can be correctly selected.