• Communications for Statistical Applications and Methods
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• 제30권3호
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• pp.273-289
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• 2023

In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

• 대한전자공학회논문지SP
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• 제42권3호
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• pp.115-120
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• 2005

본 논문에서는 multi-feature clustering(MFC) 방법을 이용한 강인한 내용 기반 음악 장르 분류 알고리즘을 제안한다. 기존 연구와 비교하여 본 논문에서는 입력 질의 패턴(또는 구간)과 입력 질의 길이의 변화에 따라 나타나는 불안정한 시스템 성능을 개선하는데 노력하였고, k-means clustering 기법에 기반한 multi-feature clustering(MFC)이라는 새로운 알고리즘을 제안하였다. 제안된 시스템의 성능을 검증하기 위해 질의 음악 파일의 서로 다른 여러 구간에서 질의 길이를 다변화하여 음악 특징 계수를 추출하였고, MFC 방법을 사용한 시스템과 MFC 방법을 사용하지 않은 시스템에 대한 장르 분류 성공률을 비교하여 제안 알고리즘의 성능을 비교${\cdot}$분석하였다. 모의실험 결과 MFC 방법을 사용한 시스템의 장르 분류 성공률이 높게 나타났고, 시스템의 안정성 역시 높게 나타났다.

• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.309-322
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• 2024

Identifying algae in water is important for managing algal blooms which have great impact on drinking water supply systems. There have been various microscopic approaches developed for algae classification. Many of them are based on the morphological features of algae. However, there have seldom been mathematical frameworks for comparing the shape of algae, represented as a planar continuous curve obtained from an image. In this work, we describe a recent framework for computing shape distance between two different algae based on the elastic metric and a novel functional representation called the square root velocity function (SRVF). We further introduce statistical procedures for multiple shapes of algae including computing the sample mean, the sample covariance, and performing the principal component analysis (PCA). Based on the shape distance, we classify six algal species in watersheds experiencing algal blooms, including three cyanobacteria (Microcystis, Oscillatoria, and Anabaena), two diatoms (Fragilaria and Synedra), and one green algae (Pediastrum). We provide and compare the classification performance of various distance-based and model-based methods. We additionally compare elastic shape distance to non-elastic distance using the nearest neighbor classifiers.

• 품질경영학회지
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• 제40권4호
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• pp.631-640
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• 2012

Purpose: This empirical study is focused on the relationship between innovation capability (R&D and Human Resource innovation) and performance in knowledge-based service firms. Methods: We build research model to test how each of innovation capability on technology and human resource is influenced on their financial and non-financial performance in the knowledge-based service industries. Based on the previous research, we hypothesized the factors are regarded innovation capabilities of the firms as the scale of R&D and human resources. Because this study is especially targeted to the performance of knowledge-based service firms. With the survey on 424 main knowledge-based service firms, the multi-regression analysis was performed. Results: The result showed that the scale of R&D and human resources capabilities are main factors for knowledge-based service firms' performance, which reflects the current industrial structure. Conclusion: This study empirically demonstrated that human resources are most important to the growth of knowledge-based service firms.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 하계종합학술대회 논문집(4)
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• pp.319-322
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• 2002

In this paper, we present a digital authentication technique using content-based watermarking in digital images. To digest the image contents, Hopfield network is employed on the block-based edge image. The Hopfield function extracts the same tit fur similarly looking blocks so that the values are unlikely to change to the innocuous manipulations while being changed far malicious manipulations. By inputting the extracted bit sequence with secret key to the cryptographic hash function, we generate a watermark for each block by seeding a pseudo random number generator with a hash output Therefore, the proposed authentication technique can distinguish between malicious attacks and innocuous attacks. Watermark embedding is based on the block-based spread spectrum method in DCT domain and the strength of watermark is adjusted according to the local statistics of DCT coefficients in a zig-zag scan line in AC subband. The numerical experiments show that the proposed technique is very efficient in the performance of robust authentication.

• Communications for Statistical Applications and Methods
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• 제30권3호
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• pp.227-244
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• 2023

In this paper, a depth-based nonparametric test for a multivariate two-sample scale problem is proposed. The proposed test statistic is based on the depth-induced ranks and is thus distribution-free. In this article, the depth values of data points of one sample are calculated with respect to the other sample or distribution and vice versa. A comprehensive simulation study is used to examine the performance of the proposed test for symmetric as well as skewed distributions. Comparison of the proposed test with the existing depth-based nonparametric tests is accomplished through empirical powers over different depth functions. The simulation study admits that the proposed test outperforms existing nonparametric depth-based tests for symmetric and skewed distributions. Finally, an actual life data set is used to demonstrate the applicability of the proposed test.

• Communications for Statistical Applications and Methods
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• 제30권5호
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• pp.453-465
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• 2023

The prediction problem of univariate records, though not addressed in multivariate records, has been discussed by many authors based on records values. There are various definitions for multivariate records among which depth-based records have been selected for the aim of this paper. In this paper, by means of the maximum likelihood and conditional median methods, point and interval predictions of depth values which are related to the future depth-based multivariate records are considered on the basis of the observed ones. The observations derived from some elements of the elliptical distributions are the main reason of studying this problem. Finally, the satisfactory performance of the prediction methods is illustrated via some simulation studies and a real dataset about Kermanshah city drought.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.195-203
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• 2007

In this paper we propose support vector quantile regression (SVQR) for randomly right censored data. The proposed procedure basically utilizes iterative method based on the empirical distribution functions of the censored times and the sample quantiles of the observed variables, and applies support vector regression for the estimation of the quantile function. Experimental results we then presented to indicate the performance of the proposed procedure.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.299-320
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• 2007

We introduce a high breakdown point estimator referred to as data partitioning robust regression estimator (DPR). Since the DPR is obtained by partitioning observations into a finite number of subsets, it has no computational problem unlike the previous robust regression estimators. Empirical and extensive simulation studies show that the DPR is superior to the previous robust estimators. This is much so in large samples.

• 품질경영학회지
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• 제23권4호
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• pp.1-12
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• 1995

Sample skewness has not received much attention from researchers to design a control chart. In this paper, control charts based on two skewness measures are studied to control a manufacturing process. One skewness measure is the third central moment about mean, the other is the third L-moment which is a linear combination of order statistics. Since the exact sampling distributions of two skewness measures are unknown, empirical sampling distributions are studied using simulation. The sampling distributions are used to design control charts for skewness and performance of two skewness measures is compared.