• Communications for Statistical Applications and Methods
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• 제3권1호
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• pp.39-49
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• 1996

비모수적 커널 회귀함수 추정법에서 평활량(bandwidth of smoothing parameter)의 선택은 아주 중요한 문제이다. 교차타당성(cross-validation) 방법에 의한 평활량은 최적평활량으로의 상대적 수렴속도(relative convergence rate)가 $n^{-1/10}$로 상당히 느리다는 것을 알고 있다. 본 연구는 삽입방법(plug-in method)에 의해 선택된 평활량의 상대적 수렴속도가 교차타당성 방법보다 더 빠른 $n^{-2/7}$이 됨을 보였다. 그리고 모의실험을 통하여 소 표본에서도 삽입방법이 교차타당성 방법보다 우수함을 입증하였다.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.891-901
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• 1997

The objective of this research is to investigate the problem of goodness of fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large smaple properties of the proposed test statistic $Z_{mn}$ are investigated with the minimizer $\widehat{m}$ of the estimated mean integrated squared error by the Diggle and Hall (1986) method.

• Journal of applied mathematics & informatics
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• 제11권1_2호
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• pp.327-340
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• 2003

For motion analysis electromagnetic sensors are often used to measure positions and orientations of human subjects. It is observed from several experiments of the Ergonomics Research group that there exist systematic errors and unexpected serious distortions due to some metal masses in the test area. A calibration process is necessary to fix these errors. In this article three models are proposed to correct position measurement errors based on observations from calibration experiments.

• 제어로봇시스템학회논문지
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• 제11권6호
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• pp.502-509
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• 2005

In this paper, a 4-wheel vehicle model including the effects of tire slip was considered, along with variable parameter sliding control, in order to improve the performance of the vehicle longitudinal response. The variable sliding parameter is made to be proportional to the square root of the pressure derivative at the wheel, in order to compensate for large pressure changes in the brake cylinder. A typical tire force-relative slip curve for dry road conditions was used to generate an analytical tire force-relative slip function, and an antilock sliding control process based on the analytical tire force-relative slip function was used. A retrofitted brake system, with the pushrod force as the end control parameter, was employed, and an average decay function was used to suppress the simulation oscillations. The simulation results indicate that the velocity and spacing errors were slightly larger than those obtained when the wheel slip effect was not considered, that the spacing errors of the lead and follower were insensitive to the adhesion coefficient up to the critical wheel slip value, and that the limit for the antilock control under non-constant adhesion road conditions was determined by the minimum value of the equivalent adhesion coefficient.

• 산업경영시스템학회지
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• 제20권44호
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• pp.243-255
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• 1997

Forecasting the future values of an observed time series is an important problem in many areas, including economics, traffic engineering, production planning, sales forecasting, and stock control. The purpose of this paper is aimed to discover the more efficient forecasting model through the parameter estimation and residual analysis among the quantitative method such as Winters' exponential smoothing model, Box-Jenkins' model, and Kalman filtering model. The mean of the time series is assumed to be a linear combination of known functions. For a parameter estimation and residual analysis, Winters', Box-Jenkins' model use Statgrap and Timeslab software, and Kalman filtering utilizes Fortran language. Therefore, this paper can be used in real fields to obtain the most effective forecasting model.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2000년도 제13회 신호처리 합동 학술대회 논문집
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• pp.399-402
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• 2000

In this paper, we present a regularized mixed norm multichannel image restoration algorithm. The problem of multichannel restoration using both within- and between- channel deterministic information is considered. For each channel a functional which combines the least mean squares (LMS), the least mean fourth(LMF), and a smoothing functional is proposed, We introduce a mixed norm parameter that controls the relative contribution between the LMS and the LMF, and a regularization parameter that defines the degree of smoothness of the solution, both updated at each iteration according to the noise characteristics of each channel. The novelty of the proposed algorithm is that no knowledge of the noise distribution for each channel is required, and the parameters mentioned above are adjusted based on the partially restored image.

• 전자공학회논문지
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• 제49권9호
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• pp.164-171
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• 2012

센서 어레이(sensor array)가 천이불변(shift invariance) 성질을 가질 때, ESPRIT(Estimation of Signal Parameter via Rotational Invariance Techniques) 방식은 이를 이용하여 어레이에 도래하는 신호의 도래각을 추정한다. 본 논문에서는 ESPRIT 방식을 적용하여 코히런트 신호의 도래각을 효과적으로 추정하는 방법을 제시한다. ESPRIT 방식은 신호부공간(signal subspace)을 이용한다. 코히런트 신호가 존재할 때, 신호부공간을 구하는 방법으로 SS(spatial smoothing) 방식이 널리 알려져 있으나 계산이 매우 복잡하다. 최근에 발표된 CV(correlation vector)에 기초한 방식은 계산은 간단하지만 SS 방식보다 작은 수의 신호를 분해한다. 제안 방식은 상관행렬의 일부를 이용하여 신호부공간을 구성하여 도래각을 추정한다. SS 방식과 비교하여, 제안 방식에서는 분해 가능한 신호의 수는 동일하면서 계산량을 크게 줄일 수 있다.

• 한국음향학회지
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• 제30권7호
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• pp.383-389
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• 2011

본 논문에서는 음성향상을 위하여 환경잡음분류를 적용한 향상된 음성부재확률 추정방법을 제안한다. 기존의 음성부재확률 추정방법에서는 마이크로폰 입력신호와 추정된 잡음신호 기반의 a posteriori SNR값에 문턱값을 적용하여 음성부재확률을 구하는데 필요한 음성부재의 a priori 확률을 도출하였다. 본 논문에서 제안된 알고리즘은 보다 효과적인 음성부재확률 추정을 위하여 고정된 문턱값과 스무딩 (smoothing)파라미터를 사용하는 기존의 방법과는 달리 잡음분류 알고리즘인 가우시안 혼합 모델 (Gaussian mixture model)을 사용하여 잡음마다 최적화된 파라미터를 적용한다. 제안된 음성 향상 기법은 ITU-T P.862 PESQ (perceptual evaluation of speech quality)와 composite measure를 이용하여 다양한 환경에서 평가하였으며, 제안된 알고리즘이 기존의 음성부재확률 추정방법보다 향상된 결과를 보였다.

• 한국정보통신학회논문지
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• 제12권12호
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• pp.2337-2342
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• 2008

본 논문에서는 디지털 영상의 화질 개선을 위해 선명화와 잡음제거를 동시에 수행하는 새로운 알고리즘을 제안한다. 제안하는 방법은 영상 화소들에 대하여 계산된 활동도의 통계적 정보를 활용하여 평탄영역과 평탄하지 않은 영역을 구분하고 각 영역에 대해 저주파 통과 필터와 고주파 통과필터를 각기 다르게 적용하여 화질을 개선한다. 각 필터의 적용 강도는 활동도의 히스토그램을 바탕으로 하는 사상함수에 의해 결정되므로 기존의 잡음제거 필터와 샤프닝 필터가 가지고 있던 복잡한 파라메터의 설정과정이 필요 없이 평탄영역에서의 잡음제거 및 블러링 효과와 활동성이 높은 영역에서의 선명화 효과를 동시에 얻을 수 있다. 또한 화질개선에 필요한 파라메터가 통계적 정보를 이용하여 자동으로 얻어지므로 많은 양의 화질개선 작업을 일괄적으로 수행하는 경우에도 최적의 결과물을 기대할 수 있다.

• 산업경영시스템학회지
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• 제41권1호
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• pp.50-58
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• 2018

Intermittent demand is a demand with a pattern in which zero demands occur frequently and non-zero demands occur sporadically. This type of demand mainly appears in spare parts with very low demand. Croston's method, which is an initiative intermittent demand forecasting method, estimates the average demand by separately estimating the size of non-zero demands and the interval between non-zero demands. Such smoothing type of forecasting methods can be suitable for mid-term or long-term demand forecasting because those provides the same demand forecasts during the forecasting horizon. However, the smoothing type of forecasting methods aims at short-term forecasting, so the estimated average forecast is a factor to decrease accuracy. In this paper, we propose a forecasting method to improve short-term accuracy by improving Croston's method for intermittent demand forecasting. The proposed forecasting method estimates both the non-zero demand size and the zero demands' interval separately, as in Croston's method, but the forecast at a future period adjusted by binomial weight according to occurrence probability. This serves to improve the accuracy of short-term forecasts. In this paper, we first prove the unbiasedness of the proposed method as an important attribute in forecasting. The performance of the proposed method is compared with those of five existing forecasting methods via eight evaluation criteria. The simulation results show that the proposed forecasting method is superior to other methods in terms of all evaluation criteria in short-term forecasting regardless of average size and dispersion parameter of demands. However, the larger the average demand size and dispersion are, that is, the closer to continuous demand, the less the performance gap with other forecasting methods.