• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.103-125
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• 2001

The Box-Cox transformation is a well known family of power transformation that brings a set of data into agreement with the normality assumption of the residuals and hence the response variable of a postulated model in regression analysis. This paper proposes a new method for estimating the Box-Cox transformation using maximization of the Sample Entropy statistic which forces the data to get closer to normal as much as possible. A comparative study of the proposed procedure with the maximum likelihood procedure, the procedure via artificial regression estimation, and the recently introduced maximization of the Shapiro-Francia W' statistic procedure is given. In addition, we generate a table for the optimal spacings parameter in computing the Sample Entropy statistic.

• The KIPS Transactions:PartA
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• v.9A no.1
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• pp.37-44
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• 2002

Most researches of transforming sequential programs into parallel programs have been based on the loop structure transformation method. However, most programs have implicit interprocedure parallelism. This paper suggests a way of extracting parallelism from the loops with procedure calls using the data dependency elimination method. Most parallelization of the loop with procedure calls have been conducted for extracting parallelism from the uniform code. In this paper, we propose interprocedural transformation, which can be apply to both uniform and nonuniform code. We show the examples of uniform, nonuniform, and complex code parallelization. We then evaluated the performance of the various transformation methods using the CRAY-T3E system. The comparison results show that the proposed algorithm out-performs other conventional methods.

• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.463-471
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• 2019

The variable transformations are useful ways to guarantee the functional relationships in the model. However, the presence of outliers may undermine the accuracy of transformation. This paper deals with response transformations in the partial linear models under the existence of outliers. A new procedure for response transformation and outliers detection is proposed. The procedure uses a sequential method for identifying outliers and dynamic graphical methods for an appropriate transformation. The graphical tools make it possible to catch diagnostic information by monitoring the movement of points in the data. The procedure is illustrated with several examples. Examples show that visual clues regarding the optimal transformation, the fittness of the model and the outlyness of the observations can be checked from the series of plots.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.574-574
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.575-583
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.541-547
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• 2006

A procedure for investigating the influence of observations in choosing Box-Cox transformation for multivariate data is suggested. It is effective in spotting influential observations. A numerical example is provided for illustration.

• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.1-10
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• 2020

We propose a unified approach to variable selection, transformation and outliers in the linear model. The procedure includes a sequential method for outlier detection and a least trimmed squares estimator for variable transformation. It uses all possible subsets regressions for model selection. Some real data analyses and the simulation results are provided to show the efficiency of the methods in the context of the correct variable selection and the fitness of the estimated model.

• Elastomers and Composites
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• v.53 no.2
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• pp.52-56
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• 2018

The present study examines the transformation of dynamic DSC data into the equivalent isothermal data for the formation kinetics of a polyurethane elastomer. The reaction of 2'-dichloro-4,4'-methylenedianiline (MOCA) with a PTMG/TDI-based isocyanate prepolymer was evaluated. DSC measurement was performed in the dynamic scanning mode with several different heating rates to obtain the reaction thermograms. Then, the data was transformed into the isothermal data through a procedure based on Ozawa analysis. The main feature of this procedure was the transformation of $({\alpha}-T)_{\beta}$ curves from dynamic DSC into $({\alpha}-t)_T$ curves using the isoconversional $(t-T)_{\alpha}$ diagram. Validity was discussed for the relationship between the dynamic DSC data and the transformed isothermal results.

• Proceedings of the KIEE Conference
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• 2001.07e
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• pp.7-12
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• 2001

A large number of methods for the design optimization have been proposed in recent years. However, it is not easy to apply these methods to practical use because of many iterations. So, in the design optimization, physical and engineering investigation of the given model are very important, which results in an overall increase in the optimization speed. This paper describes a novel optimization procedure utilizing the conformal transformation method. This approach consists of two phases and has the advantage of grasping the physical phenomena of the model easily. Some numerical results that demonstrate the validity of the proposed method are also presented.

• Journal for History of Mathematics
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• v.11 no.2
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• pp.63-76
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• 1998

When teaching the linear regression analysis in the class, the power transformation must be introduced to fit the linear regression model for nonlinear data. Box and Cox (1964) proposed the attractive power transformation technique which is so called Box-Cox transformation. In this paper, an effective algorithm selecting an appropriate value for Box-Cox transformation is developed which is considered to find a value minimizing error sum of squares. When the proposed algorithm is used to find a value for transformation, the number of iterations needs to be considered. Thus, the number of iterations is examined through simulation study. Since SAS is one of most widely used packages and does not provide the procedure that performs iterative Box-Cox transformation, a SAS program automatically choosing the value for transformation is developed. Hence, the students could learn how the Box-Cox transformation works, moreover, researchers can use this for analysis of data.