• Title/Summary/Keyword: Statistical Technique

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Optimization Methodology Integrated Data Mining and Statistical Method (데이터 마이닝과 통계적 기법을 통합한 최적화 기법)

  • Song, Suh-Ill;Shin, Sang-Mun;Jung, Hey-Jin
    • Journal of Korean Society for Quality Management
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    • v.34 no.4
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    • pp.33-39
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    • 2006
  • These days manufacture technology and manufacture environment are changing rapidly. By development of computer and enlargement of technique, most of manufacture field are computerized. In order to win international competition, it is important for companies how fast get the useful information from vast data. Statistical process control(SPC) techniques have been used as a problem solution tool at manufacturing process until present. However, these statistical methods are not applied more extensively because it has much restrictions in realistic problems. These statistical techniques have lots of problems when much data and factors are analyzed. In this paper, we proposed more practical and efficient a new statistical design technique which integrated data mining (DM) and statistical methods as alternative of problems. First step is selecting significant factor using DM feature selection algorithm from data of manufacturing process including many factors. Second step is finding optimum of process after estimating response function through response surface methodology(RSM) that is a statistical techniques

Semi closed-form pricing autocallable ELS using Brownian Bridge

  • Lee, Minha;Hong, Jimin
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.251-265
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    • 2021
  • This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

A Study on the Data Fusion Method using Decision Rule for Data Enrichment (의사결정 규칙을 이용한 데이터 통합에 관한 연구)

  • Kim S.Y.;Chung S.S.
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.291-303
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    • 2006
  • Data mining is the work to extract information from existing data file. So, the one of best important thing in data mining process is the quality of data to be used. In this thesis, we propose the data fusion technique using decision rule for data enrichment that one phase to improve data quality in KDD process. Simulations were performed to compare the proposed data fusion technique with the existing techniques. As a result, our data fusion technique using decision rule is characterized with low MSE or misclassification rate in fusion variables.

A Study on DDoS(Distributed Denial of Service) Attack Detection Model Based on Statistical (통계 기반 분산서비스거부(DDoS)공격 탐지 모델에 관한 연구)

  • Kook, Yoon-Ju;Kim, Yong-Ho;Kim, Jeom-Goo;Kim, Kiu-Nam
    • Convergence Security Journal
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    • v.9 no.2
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    • pp.41-48
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    • 2009
  • Distributed denial of service attack detection for more development and research is underway. The method of using statistical techniques, the normal packets and abnormal packets to identify efficient. In this paper several statistical techniques, using a mix of various offers a way to detect the attack. To verify the effectiveness of the proposed technique, it set packet filtering on router and the proposed DDoS attacks detection method on a Linux router. In result, the proposed technique was detect various attacks and provide normal service mostly.

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Comparative Study on Statistical Packages for using Multivariate Q-technique

  • Choi, Yong-Seok;Moon, Hee-jung
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.433-443
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    • 2003
  • In this study, we provide a comparison of multivariate Q-techniques in the up-to-date versions of SAS, SPSS, Minitab and S-plus well known to those who study statistics. We can analyze data through the direct Input method(command) in SAS and use of menu method in SPSS, Minitab and S-plus. The analysis performance method is chosen by the high frequency of use. Widely we compare with each Q-techniques form according to input data, input option, statistical chart and statistical output.

Diagnostics for Heteroscedasticity in Mixed Linear Models

  • Ahn, Chul-Hwan
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.171-175
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    • 1990
  • A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.

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False Paths Elimination in Statistical Static Timing Analysis

  • Uehata, Masaki;Tanaka, Masakazu;Fukui, Masahiro;Tsukiyama, Shuji
    • Proceedings of the IEEK Conference
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    • 2002.07a
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    • pp.357-360
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    • 2002
  • In this paper, we propose a technique to eliminate 1,he effect of false paths in the calculation of the distribution of the maximum delay of a given CMOS combinatorial circuit, when distributions of interconnect delays and gate switching delays of the circuit are given. The technique can be incorporated into our algorithm for the statistical static timing analysis, which can take correlations of the delays into account.

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回歸分析에 있어서의 多共線性과 名稱을 保全시키는 資料變換 技法

  • 兪浣
    • Journal of the Korean Statistical Society
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    • v.8 no.2
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    • pp.109-116
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    • 1979
  • 두 개의 변수의 대체효과(substitution effect)를 연구하기 위하여 수요 또는 공급의 모형을 만들었을 경우 이에 관련된 변수들의 이름이 중요시 된다. 실제 관측 자료를 사용하였을 경우 흔히 일어나는 다공선성(multicollinearity) 문제를 다루기 위한 대안으로써 선형회귀선을 예로 들어 능형회귀기법(ridge regression technique)과 요인분석기법(factor analytic technique)을 소개하였으며 이에서 얻어지는 계수(coefficient)를 OLS 추정치로 설명하기 위하여 원래의 자료를 변환하였다. 실지 수요와 공급의 모형이 비선형일 경우 일반적으로 능형회귀나 요인분석을 쓰지 못한다는 점을 감안, 이러한 방법을 자료의 변환방법으로 설명함으로써 비선형모형에서도 다공선성문제를 위하여 능형회귀분석법이나 요인분석기법을 사용할 수 있도록 하였다.

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Probability Integral of the Inverted Dirichlet Distribution with Application

  • Kim, Kee-Young
    • Journal of the Korean Statistical Society
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    • v.13 no.1
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    • pp.25-31
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    • 1984
  • A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

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A Technique and software of analysis and control for measurement process

  • Zhao, Fengyu;Xu, Jichao;Bergman, Bo
    • International Journal of Quality Innovation
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    • v.1 no.1
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    • pp.97-105
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    • 2000
  • In this paper, a two-section method for measuring is introduced and the variation sources of measurement process are analysed. Measuring is a special process in general process. Various variation source must be firstly decomposed so that the statistical distribution law of measuring process can be established, and then implement monitoring control of the measuring process. A special method to obtain the measuring variation is discussed, and a monitoring control technique for measuring process is studied based statistical distribution. Towards the end, we briefly introduce software design for the analysis and control of a measurement process.

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