• Communications for Statistical Applications and Methods
• /
• 제26권3호
• /
• pp.261-272
• /
• 2019

In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.

• 대한전자공학회논문지SP
• /
• 제47권6호
• /
• pp.28-38
• /
• 2010

녹화된 아날로그 영상에 내재하는 잡음을 효과적으로 제거하기 위해서는 잡음의 실제 특성과 정도를 정확히 파악하는 것이 매우 중요하다. 본 논문에서는 실제 방송되는 아날로그 영상을 녹화하여 잡음의 특성을 분석한 후, 녹화된 아날로그 영상을 위한 효과적인 학습기반 잡음개선 방법을 제안한다. 먼저 녹화된 아날로그 영상의 잡음을 분석하여 무시할 수 없는 잡음의 연관성이 존재하는 것을 보임으로써, 전통적인 부가 백색 가우시안 잡음 (AWGN) 모델에 기반을 둔 잡음의 추정과 잡음 제거 방법이 가지는 한계를 설명한다. 또한 잡음의 연관성을 고려한 자기회귀 모델을 이용해서 녹화된 아날로그 영상에 내재하는 잡음을 추정하고 합성할 수 있음을 보이며, 추정된 자기회귀 모델을 이용해 학습기반 잡음제거 기법에 적용함으로써 비디오 잡음을 제거한다. 실험결과는 제안된 방법이 무시할 수 없을 정도로 잡음 연관성을 가진 실제 녹화된 아날로그 영상의 잡음 제거에 효과적으로 활용될 수 있음을 보여준다.

• Journal of the Korean Data and Information Science Society
• /
• 제19권2호
• /
• pp.413-420
• /
• 2008

This paper suggests a marginal logit mixed-effects for analyzing repeated binary response data. Since binary repeated measures are obtained over time from each subject, observations will have a certain covariance structure among them. As a plausible covariance structure, 1st order auto-regressive correlation structure is assumed for analyzing data. Generalized estimating equations(GEE) method is used for estimating fixed effects in the model.

• Communications for Statistical Applications and Methods
• /
• 제14권1호
• /
• pp.205-213
• /
• 2007

In this paper, the normal mixture model subjected to general linear restriction for component-means based on linear regression is proposed, and its fitting method by EM algorithm and Lagrange multiplier is provided. This model is applied to gene clustering of microarray expression data, which demonstrates it has very good performances for real data set. This model also allows to obtain the clusters that an analyst wants to find out in the fashion that the hypothesis for component-means is represented by the design matrices and the linear restriction matrices.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2005년도 학술발표회 논문집
• /
• pp.867-872
• /
• 2005

This study introduces a method to evaluate the probability of a specific area to be affected by a drought of a given severity and shows its potential for investigating agricultural drought characteristics. The method is applied to Gyeonggi as a case study. The proposed procedure includes Standard Precipitation Index(SPI) time series, which are linearly transformed by the Empirical Orthogonal Functions(EOF) method, These EOFs are extended temporally with AutoRegressive Moving Average(ARMA) method and spatially with Kriging method. By performing these simulations, long time series of SPI can be simulated for each designed grid cell in whole Gyeonggi area. The probability distribution functions of the area covered by a drought and the drought severity are then derived and combined to produce drought severity-area-frequency(SAF) curves.

• 한국멀티미디어학회논문지
• /
• 제12권5호
• /
• pp.633-643
• /
• 2009

본 논문에서는 다양한 색상을 가지는 입력 영상의 화질올 잘 유지하면서, 객체들 간 시각적인 차이를 뚜렷하게 표현하기 위해 색의대비 기반 템플릿을 이용하는 색상 변환 알고리즘을 제안한다. 이 방법은 CIE $L^{\ast}a^{\ast}b^{\ast}$색상 공간 중 유채색의 $a^{\ast}b^{\ast}$평면상에 분포된 입력 영상파 템플릿의 색상 데이터를 이용한다. 템플릿은 색상간의 대비효과를 고려하여 만들어지며, 사용자가 임의로 지정한 가준 색상들을 기반한 그라데이션 영상의 색상 분포를 표시하는 칙선 또는 곡선의 형태를 가진다. 또한, 만들어진 템플릿을 스플라인 곡선으로 모델링하고, 모텔링된 곡선의 제어점을 변형함으로써 간단하게 다른 기준 색상을 가지는, 새로운 탱플릿을 만들 수도 있다. 탬플릿을 이용한 색상 변환은 회귀분석과 칼라 매칭을 통해 이루어지며, 입력 영상의 색상분포를 템플릿의 색상 분포와 유사하게 변형함으로써 입력 영상의 색상 일관성올 유지하였다.

• 해양환경안전학회지
• /
• 제26권4호
• /
• pp.382-391
• /
• 2020

본 연구에서는 인공지능기법을 이용하여 진동만의 용존산소량 예측을 하였다. 관측자료에 존재하는 결측 구간을 보간하기 위해 양방향재귀신경망(BRITS, Bidirectional Recurrent Imputation for Time Series) 딥러닝 알고리즘을 이용하였고, 대표적 시계열 예측 선형모델인 ARIMA(Auto-Regressive Integrated Moving Average)과 비선형모델 중 가장 많이 이용되고 있는 LSTM(Long Short-Term Memory) 모델을 이용하여 진동만의 용존산소량을 예측하고 그 성능을 평가했다. 결측 구간 보정 실험은 표층에서 높은 정확도로 보정이 가능했으나, 저층에서는 그 정확도가 낮았으며, 중층에서는 실험조건에 따라 정확도가 불안정하게 나타났다. 실험조건에 따라 정확도가 불안정하게 나타났다. 결과로부터 LSTM 모델이 중층과 저층에서 ARIMA 모델보다 우세한 정확도를 보였으나, 표층에서는 ARIMA모델의 정확도가 약간 높은 것으로 나타났다.

• 전력전자학회:학술대회논문집
• /
• 전력전자학회 2016년도 전력전자학술대회 논문집
• /
• pp.309-310
• /
• 2016

Sealed flooded lead acid batteries are becoming popular in the industry because of their low cost as compared to their counterparts. State of Charge (SOC) estimation has always been an important factor in battery management systems. For the accurate SOC estimation, open circuit voltage (OCV) hysteresis should be modelled accurately. The hysteresis phenomenon of the sealed flooded lead acid battery is discussed in detail and its ultimate modeling is proposed based on the conventional parallelogram method. The SOC estimation is performed by using Unscented Kalman Filter (UKF) while the parameters of the battery are estimated using Auto Regressive with external input (ARX) method. The validity of the proposed method is verified by the experimental results. The SOC estimation error by the proposed method is less than 3 % all wing the 125hr test.

• 동력기계공학회지
• /
• 제2권2호
• /
• pp.73-80
• /
• 1998

The identification of drilling joint dynamics which consists of drilling and structural dynamics and the on-line time series detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics but also for the analytic realization of diagnostic and control systems in drilling. Therefore, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the drilling operation and detect the abnormal geometric behaviors in precision roundshape machining such as turning, drilling and boring in precision diemaking. For this purpose, simulation and experimental work were performed to show the malfunctional behaviors for drilling operation. For this purpose, a new two recursive approach (Recursive Extended Instrument Variable Method : REIVM, Recursive Least Square Method : RLSM) may be adopted for the on-line system identification and monitoring of a malfunction behavior of drilling process, such as chipping, wear, chatter and hole lobe waviness.

• Structural Engineering and Mechanics
• /
• 제46권3호
• /
• pp.433-445
• /
• 2013

Vibration-based structural identification has become an important tool for structural health monitoring and safety evaluation. However, various kinds of uncertainties (e.g., observation noise) involved in the field test data obstruct automation system identification for accurate and fast structural safety evaluation. A practical way including a data preprocessing procedure and a vector backward auto-regressive (VBAR) method has been investigated for practical bridge identification. The data preprocessing procedure serves to improve the data quality, which consists of multi-level uncertainty mitigation techniques. The VBAR method provides a determinative way to automatically distinguish structural modes from extraneous modes arising from uncertainty. Ambient test data of a cantilever beam is investigated to demonstrate how the proposed method automatically interprets vibration data for structural modal estimation. Especially, structural identification of a truss bridge using field test data is also performed to study the effectiveness of the proposed method for real bridge identification.