• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.389-407
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• 2006

Extreme value theory has been used widely in many areas of science and engineering to deal with the assessment of extreme events which are rare but have catastrophic consequences. The potential of extreme value theory has only been recognized recently in finance area. In this paper, we provide an overview of extreme value theory for estimating and assessing value at risk and expected shortfall which are the methods for modelling and measuring the extreme financial risks. We illustrate that the approach based on extreme value theory is very useful for estimating tail related risk measures through backtesting of an empirical data.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.11 no.3
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• pp.471-478
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• 2007

The SA fillers encompass a large class of filters based on order statistics as veil as linear FIR filters. Using SA later structure, it is possible to design linear and non-linear filters under a unified framework. In this paper SA filters are applied to an image smoothing problem for mixed noise. Original image is contaminated by Gaussian and impulsive noise. Optimal SA filters are designed and applied to contaminated image. The experimental result shows that SA filters outperform linear FIR and ordering-based nonlinear filters.

• Structural Engineering and Mechanics
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• v.57 no.1
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• pp.21-43
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• 2016

A conditional probability based approach known as Particle Filter Method (PFM) is a powerful tool for system parameter identification. In this paper, PFM has been applied to identify the vehicle parameters based on response statistics of the bridge. The flexibility of vehicle model has been considered in the formulation of bridge-vehicle interaction dynamics. The random unevenness of bridge has been idealized as non homogeneous random process in space. The simulated response has been contaminated with artificial noise to reflect the field condition. The performance of the identification system has been examined for various measurement location, vehicle velocity, bridge surface roughness factor, noise level and assumption of prior probability density. Identified vehicle parameters are found reasonably accurate and reconstructed interactive force time history with identified parameters closely matches with the simulated results. The study also reveals that crude assumption of prior probability density function does not end up with an incorrect estimate of parameters except requiring longer time for the iterative process to converge.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.11
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• pp.5382-5403
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• 2018

In this paper, for a spectrum sensing purpose, we heuristically established a test statistic (TS) from a sample covariance matrix (SCM) for multiple antennas based cognitive radio. The TS is formulated as a scaled-energy which is calculated as a sum of scaled diagonal entries of a SCM; each of the diagonal entries of a SCM scaled by corresponding row's Euclidean norm. On the top of that, by combining theoretical results together with simulation observations, we have approximated a decision threshold of the TS which does not need prior knowledge of noise power and primary user signal. Furthermore, simulation results - which are obtained in a fading environment and in a spatially correlating channel model - show that the proposed method stands effect of noise power mismatch (non-uniform noise power) and has significant performance improvement compared with state-of-the-art test statistics.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.733-745
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• 2017

Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.685-696
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• 2021

The Korean Economically Active Population Survey (KEAPS) is a national survey that produces employment-related statistics. The main purpose of the survey is to find out the economic activity status (employed/ unemployed/ non-employed) of the people. KEAPS has a unique characteristics caused by the survey method. In this study, through understanding of structural non-response and utilization of past data, we would like to present an improved imputation model. The performance of the proposed model is compared with the existing model through simulation. The performance of the imputation models is evaluated based on the degree of mathing/nonmatching rates. For this, we employ the KEAPS data in November 2019. For the randomly selected ones among the total 59,996 respondents, the six explanatory variables, which are critical in determining the economic activity states, are treated as non-response. The proposed model includes industry variable and job status variable in addition to the explanatory variables used in the precedent research. This is based on the linkage and utilization of past data. The simulation results confirm that the proposed model with additional variables outperforms the existing model in the precedent research. In addition, we consider various scenarios for the number of non-responders by the economic activity status.

• Journal of Korean Clinical Health Science
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• v.8 no.2
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• pp.1398-1407
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• 2020

Purpose: The purpose of this study is a technical study to understand the relationship between the recognition and performance of core basic nursing skills of nursing college students who are ahead of clinical practice, and satisfaction with their major. Method: The subjects were 208 second-year students enrolled in the four-year nursing department located in J City and C City. General characteristics, characteristics of clinical practice, and recognition of the importance of core basic nursing skills, performance, and satisfaction with majors were investigated. Descriptive statistics, t-test, analysis of variance, multiple regression analysis and IPA are performed for data analysis Results: The results are follows. The results are follows. First, the performance was lower than that of the core basic nursing skills (p<.001). As a result of comparing the importance recognition and performance of the core basic nursing items, the importance recognition was significantly compared to the performance level in all 20 items. It showed high results. Second, it was found that there was a significant positive correlation (r=.40, p<.01) with major satisfaction in core basic nursing performance. Conclusion: These results highlight the need to develop education. It is necessary to establish a learning strategy through various learning guidance methods and self-directed learning that can improve the performance of items with low performance, although recognized as important through the Core Basic Nursing IPA for nursing students who are about to practice clinical practice. It is suggested to do repeated research applied.

• Journal of the Institute of Convergence Signal Processing
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• v.6 no.4
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• pp.176-181
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• 2005

This paper presents an equal bit rate control algorithm utilizing the statistical change between the previous frame and the current frame. The previous studies on the model-based rate control have focused on the models of bit rate and distortion in types of coders, in terms of the quantization parameter. The proposed algorithm improves the typical model-based rate control by updating a model parameter instead of modeling a better model of the rate and distortion. The proposed algorithm updates this model parameter by recognizing the change in statistics between the previous frame and the current frame. We implement the proposed algorithm in MPEG-4 coders and verify its performance while comparing it to the TMN8's approach (up to 0.6dB of improvement).

• Journal of the Korea Society of Computer and Information
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• v.27 no.8
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• pp.143-149
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• 2022

Since patent documents contain detailed results of research and development technologies, many studies on various patent analysis methods for effective technology analysis have been conducted. In particular, research on quantitative patent analysis by statistics and machine learning algorithms has been actively conducted recently. The most used patent data in quantitative patent analysis is technology keywords. Most of the existing methods for analyzing the keyword data were models based on the Gaussian probability distribution with random variable on real space from negative infinity to positive infinity. In this paper, we propose a model using gamma probability distribution to analyze the frequency data of patent keywords that can theoretically have values from zero to positive infinity. In addition, in order to determine the regression equation of the gamma-based regression model, two-mode network is constructed to visualize the technological association between keywords. Practical patent data is collected and analyzed for performance evaluation between the proposed method and the existing Gaussian-based analysis models.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.5A
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• pp.447-456
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• 2009

The design comparison and flexural reliability analysis of continuous span composite plate girder bridges are performed. The girders are designed by the methods of allowable stress design (ASD) and load and resistance factor design (LRFD). For the LRFD design, the design specification under development mainly by KBRC, based on AASHTO-LRFD specification in case of steel structures, is applied with the newly proposed design live load which has been developed by analyzing domestic traffic statistics from highways and local roads. For the ASD based design, the current KHBDC code with DB-24 and DL-24 live loads is used. The longest span length for the 3-span continuous bridges with span arrangement ratio of 4:5:4 is assumed to be from 30 m to 80 m. The amount of steel, performance ratios, and governing design factors for the sections designed by the ASD and LRFD methods are compared. In the reliability analysis for the flexural failure of the sections designed by two methods, the statistical properties on flexural resistance based on the yield strength statistics for over 16,000 domestic structural steel samples are applied.