• 산업공학
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• 제18권3호
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• pp.343-349
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• 2005

This study presents the empirical results of comparing several demand forecasting methods for Supply Chain Management(SCM). Adaptive exponential smoothing using change detection statistics (Jun) is compared with Trigg and Leach's adaptive methods and SAS time series forecasting systems using weekly SCM demand data. The results show that Jun's method is superior to others in terms of one-step-ahead forecast error and eight-step-ahead forecast error. Based on the results, we conclude that the forecasting performance of SCM solution can be improved by the proposed adaptive forecasting method.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.265-277
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• 1999

Classical and inverse estimation methods are two well known methods in statistical calibration problems. When there are outliers, both methods have large MSE's and could not estimate the input value correctly. We suggest median calibration estimation based on the LD-statistics. To investigate the robust performances, the influence function of the median calibration estimator is calculated and compared with other methods. When there are outliers in the response variables, the influence function is found to be bounded. In simulation studies, the MSE's for each calibration methods are compared. The estimated inputs as well as the performance of the influence functions are calculated.

• Journal of the Korean Statistical Society
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• 제29권2호
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• pp.201-217
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• 2000

The method of generalized estimating equations (GEE) has become very popular for the analysis of longitudinal data. We extend this work to the use of M-estimators; the resultant regression estimates are robust to heavy tailed errors and to outliers. The proposed method does not require correct specification of the dependence structure between observation, and allows for heterogeneity of the error. However, an estimate of the dependence structure may be incorporated, and if it is correct this guarantees a higher efficiency for the regression estimators. A goodness-of-fit test for checking the adequacy of the assumed M-estimation regression model is also provided. Simulation studies are conducted to show the finite-sample performance of the new methods. The proposed methods are applied to a real-life data set.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.261-276
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• 1997

In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

• 한국자동차공학회논문집
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• 제7권5호
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• pp.268-277
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• 1999

Impulsive acoustic and vibration signals within gear are often induced by impacting of fault tooths in gear. Thus the detection of these impulses can be useful for fault diagnosis. Recently there is an increasing trend towards the use of higher order statistics for fault detection within mechanical systems based on the observation that impulsive signals then to increase the kurtosis values. We show that the fourth order Wigner Moment Spectrum, called the Wigner Trispectrum, has found superior detection performance to second order Wigner distribution for typical impulsive signals in a condition monitoring application. These methods are also applied to data sets measured within an industrial gear box.

• Journal of the Korean Data and Information Science Society
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• 제12권2호
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• pp.125-143
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• 2001

We, in this paper, propose a kernel estimator of hazard ratio with censored survival data. The uniform consistency and asymptotic normality of the proposed estimator are proved by using counting process approach. In order to assess the performance of the proposed estimator, we compare the kernel estimator with Cox estimator and the generalized rank estimators of hazard ratio in terms of MSE by Monte Carlo simulation. Two examples are illustrated for our results.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제5권4호
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• pp.281-285
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• 2005

Learning and evolving are two basics for data mining. As compared with classical learning theory based on objective function with minimizing training errors, the recently evolutionary computing has had an efficient approach for constructing optimal model without the minimizing training errors. The global search of evolutionary computing in solution space can settle the local optima problems of learning models. In this research, combining co-evolving algorithm into statistical learning theory, we propose an co-evolutionary computing for statistical learning theory for overcoming local optima problems of statistical learning theory. We apply proposed model to classification and prediction problems of the learning. In the experimental results, we verify the improved performance of our model using the data sets from UCI machine learning repository and KDD Cup 2000.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제8권2호
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• pp.116-120
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• 2008

Clustering is a method for unsupervised learning. General clustering tools have been depended on statistical methods and machine learning algorithms. One of the popular clustering algorithms based on machine learning is the self organizing map(SOM). SOM is a neural networks model for clustering. SOM and extended SOM have been used in diverse classification and clustering fields such as data mining. But, SOM has had a problem determining optimal number of clusters. In this paper, we propose an improvement of SOM using gap statistic and probability distribution. The gap statistic was introduced to estimate the number of clusters in a dataset. We use gap statistic for settling the problem of SOM. Also, in our research, weights of feature nodes are updated by probability distribution. After complete updating according to prior and posterior distributions, the weights of SOM have probability distributions for optima clustering. To verify improved performance of our work, we make experiments compared with other learning algorithms using simulation data sets.

• Industrial Engineering and Management Systems
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• 제15권1호
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• pp.41-48
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• 2016

In this manuscript, a modified single sampling plan is proposed for the inspection of products in which the nonconforming items can be classified in to two categories namely critical and non-critical; and explained with the help of industrial example. The operating procedure of this plan is also proposed and the performance measures such as the probability of acceptance, average sample number, average total inspection and average out going quality are also derived. The optimal parameters are determined which will have minimum sample size. The efficiency of the proposed plan is also discussed over the conventional single sampling plan. The extensive tables for selecting a modified single sampling plan based on AQL and LQL are provided for both Binomial and Poisson distributions and explained with the help of industrial data.

• 한국통신학회논문지
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• 제27권8A호
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• pp.753-762
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• 2002

Blind equalization of transmission channel is important in communication areas and signal processing applications because it does not need training sequences, nor dose it require a priori channel information. In this paper, an adaptive blind MMSE channel equalization technique based on second-order statistics in investigated. We present an adaptive blind MMSE channel equalization using multichannel linear prediction error method for estimating cross-correlation vector. They can be implemented as RLS or LMS algorithms to recursively update the cross-correlation vector. Once cross-correlation vector is available, it can be used for MMSE channel equalization. Unlike many known subspace methods, our proposed algorithms do not require channel order estimation. Therefore, our algorithms are robust to channel order mismatch. Performance of our algorithms and comparisons with existing algorithms are shown for real measured digital microwave channel.