• 한국음향학회:학술대회논문집
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• 한국음향학회 2002년도 하계학술발표대회 논문집 제21권 1호
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• pp.41-44
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• 2002

Blind source separation (BSS) is a fundamental problem that is encountered in many practical applications. In most existing methods, stationary sources are considered higher-order statistics is necessary either explicitly or implicitly. But, many natural signals are nonstationary, and it is possible to perform BSS using only second-order statistics. Our method is based on only second order statistics. The algorithms are developed using the gradient descent method in orthogonality constraint and their performance is confirmed by numerical experiments.

• 품질경영학회지
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• 제27권1호
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• pp.91-100
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• 1999

In this paper we propose a smooth nonparametric estimator of mean residual life based on a complete sample. This estimator is constructed using the maximum likelihood estimate of cumulative failure rate in the class of distributions which have piecewise linear failure rate functions between each pair of observations. We derive the asymptotic properties of our estimator. Examples using simulated data are used to illustrate the performance of this estimation.

• 통합자연과학논문집
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• 제4권2호
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• pp.158-165
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• 2011

Statistics by structural equation modeling techniques were used to assess a model of chemistry learning strategy based on performance goal orientation. In the optimal Model III of this research, Performance-approach goal was positively related to the use of learning strategy(p<.05) and achievement need(p<.05). Performance-avoidance goal was negatively related to learning strategy(p<.05) and was positively related to self-handicapping tendency(p<.15). Performance-approach goal affected learning strategy indirectly through achievement need(p<.05). Use of achievement need was positively related to learning strategy(p<.05) and self-handicapping tendency(p<.35). Self-handicapping tendency affected learning strategy negatively(p<.05). Implications of these findings for learning strategy in chemistry education are discussed.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.231-242
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• 1995

In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

• Wind and Structures
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• 제2권2호
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• pp.85-94
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• 1999

The EARPG(1)/UPS was first developed by Seong (1993) and has been tested for wind pressure time series simulations (Seong and Peterka 1993, 1997, 1998) to prove its excellent performance for generating non-Gaussian time series, in particular, with large amplitude sharp peaks. This paper presents a parametric study focused on simulation of extreme value statistics based on the synthetic realizations of the EARPG(1)/UPS. The method is shown to have a great capability to simulate a wide range of non-Gaussian statistic values and extreme value statistics with exact target sample power spectrum. The variation of skewed long tail in PDF and extreme value distribution are illustrated as function of relevant parameters.

• Journal of the Korean Data and Information Science Society
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• 제6권2호
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• pp.1-7
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• 1995

This paper considers the reliability estimation of a two-component shared-load system based on Freund model. Maximum likelihood estimator, order restricted maximum likelihood estimator and uniformly minimum variance unbiased estimator of the reliability function for the system are obtained. Performance of three estimators for moderate sample sizes is studied by simulation.

• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.465-472
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• 1999

We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

• 응용통계연구
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• 제28권3호
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• pp.467-475
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• 2015

정확한 수요예측은 수입관리(RM)에서 중요한 요소이다. 기 출발편 예약 데이터는 미래 출발편의 수요를 예측하는데 이용되는데, 이 중 일부 데이터에는 예약 요청이 거부된 경우가 포함된다. 거부된 예약 요청은 통계학적 관점에서 중도절단된 것으로 해석될 수 있으며, 이러한 중도절단된 수요를 복원하는 것은 미래 출발편의 참수요 예측을 위해 중요한 사안이다. 현재까지 여러 복원방법들이 소개되었으며, Expectation Maximization 방법이 가장 우수하다고 알려져있다. 본 연구에서는 중도절단된 자료를 복원할 수 있는 회귀모형 기반의 새로운 수요복원 방법을 제시하였다. 그리고 모의실험을 통해 제안된 새로운 방법의 성능을 RM에서 대표적으로 사용되는 두 가지 복원방법들과 비교하였다.

• 응용통계연구
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• 제31권4호
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• pp.475-484
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• 2018

감마 일반화 선형모형은 음이 아니며 치우침이 있는 반응변수에 유용한 모형으로 알려져 있다. 그러나 포아송 분포 또는 이항 분포에 기반한 일반화 선형모형에 비해 적은 관심을 받아왔다. 특히, 회귀계수의 유의성 검정에 대해서는 연구가 면밀히 되어 있지 않다. 본 논문에서는 감마 일반화 선형 모형의 검정에 대해 다양한 통계량들을 알아보고 수치 연구를 통해 그들의 성능을 비교한다. 수치 실험의 결과 부분 이탈도 검정 방법의 문제점이 나타났으며, 가능도비 검정 방법과 F-검정 방법이 좋은 성능을 보임을 확인하였다.

• 응용통계연구
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• 제21권5호
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• pp.835-843
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• 2008

In this paper, we investigate a Bayesian inference for software reliability models based on mean value functions which take the form of the mixture of beta distribution functions. The posterior simulation via the Markov chain Monte Carlo approach is used to produce estimates of posterior properties. Its applicability is illustrated with two real data sets. We compute the predictive distribution and the marginal likelihood of various models to compare the performance of them. The model comparison results show that the model based on the beta-mixture performs better than other models.