• 품질경영학회지
• /
• 제21권1호
• /
• pp.171-180
• /
• 1993

Variables, x and y are said to have a linear relation if $y={\beta}_0+{\beta}_1\;x$, and ${\beta}_0$ and ${\beta}_1$ are constants. The relationship is called a structural relationship if x has positive variance (i.e., x is not fixed) and only error-prone measurements of x and y can be obtained. This paper derives (to order $n^{+1/2}$) an approximate distribution of the Studentized test statistic for testing hypotheses about the slope parameter, ${\beta}_1$ in a simple linear structural model. A simulation study suggests our approximate distribution is more accurate approximation to the exact distributions of the Studentized statistic than is the limiting distribution.

• 한국정보통신학회논문지
• /
• 제10권3호
• /
• pp.542-548
• /
• 2006

본 논문에서는 컬러 정지 영상을 대상으로 상반신 인물 영상이 입력되었을 때, 얼굴 영역을 추출하고 검증하는 방법을 제안한다. 본 논문의 얼굴 추출과정은 1단계로 영상 내 피부색 영역을 추출한 다음, 후보 영역들에 대한 공간적 제한조건을 이용하여 1차 얼굴 후보 영역을 결정한다. 2단계에서는 얼굴 구성 요소 중 가장 두드러진 특징으로서 눈 영역을 탐색하고, 눈 영역을 기준으로 한국인의 얼굴에 대한 구조적 통계값을 적용한다. 이로서 얼굴 포함 최소 사각형 후보 영역을 결정한다. 마지막 3단계에서는 영상 내 색상 정보와 공간 정보 그리고 구조적 통계치로부터 결정된 얼굴 후보 영역에 대하여 얼굴 영역의 텍스춰(texture)를 Wavelet Packet Analysis를 이 용해 조사함으로써 얼굴 영역을 확정하게 된다.

• 디지털융복합연구
• /
• 제14권6호
• /
• pp.167-175
• /
• 2016

본 연구는 인과관계 분석에서 주로 활용되는 SPSS statistic(회귀분석)과 구조방정식모델을 구현하는 프로그램 중 하나인 AMOS 프로그램을 각각 활용하여 동일한 데이터에 대하여 실증분석을 실시하였다. 실증분석 결과, 회귀계수 및 유의확률에서 서로 다른 결과값이 나왔으며, 특히 매개효과 검정에서 귀무가설 기각역 근처의 유의확률값(즉, t값 및 C.R.값의 절대값이 1.96 근처)을 보이는 상황에서 SPSS statistic(회귀분석)에서는 매개효과가 있는 반면, AMOS 프로그램(구조방정식)에서는 매개효과가 없는 것으로 나타났다. 결국, 동일한 데이터임에도 불구하고 어떤 통계프로그램을 활용하느냐에 따라 다른 결과값(특히, 측정오차가 클수록 결과값이 크게 달라짐)이 나올 수 있음을 알 수 있다.

• 품질경영학회지
• /
• 제21권2호
• /
• pp.156-161
• /
• 1993

Limiting distributions of Studentized test statistics have been shown for testing the slope parameter in a simple linear structural model. Since the limiting distribution of Studentized one appears to yield inaccurate inference, this paper suggests adjustment of critical value and normalization of the Studentized one. As results, we can have procedures for refined inference based on our approximate distrbution instead of the limiting distribution.

• Geosystem Engineering
• /
• 제21권5호
• /
• pp.262-272
• /
• 2018

The U-statistic method is one of the most important structural methods to separate the anomaly from background. It considers the location of samples and carries out the statistical analysis of the data without judging from a geochemical point of view and tries to separate subpopulations and determine anomalous areas. In the present study, 3D U-statistic method has been applied for the first time through the three-dimensional (3D) modeling of an ore deposit. In order to achieve this purpose, 3D U-statistic is applied on the data (Fe grade) resulted from the drilling network in Baghak mine, central part of the Sangan iron mines (in Khorassan Razavi Province, Iran). Afterward, results from applying 3D U-statistic method are used for 3D modeling of the iron mineralization. Results show that the anomalous values are well separated from background so that the determined samples as anomalous are not dispersed and according to their positioning, denser areas of anomalous samples could be considered as anomaly areas. And also, final results (3D model of iron mineralization) show that output model using this method is compatible with designed model for mining operation. Moreover, seen that U-statistic method in addition for separating anomaly from background, could be very efficient for the 3D modeling of different ore type.

• Smart Structures and Systems
• /
• 제29권4호
• /
• pp.589-598
• /
• 2022

Timber structures are susceptible to structural damages caused by variations in moisture content (MC), inducing severe durability deterioration and safety issues. Therefore, it is of great significance to detect MC levels in timber structures. Compared to current methods for timber MC detection, which are time-consuming and require bulky equipment deployment, Lead Zirconate Titanate (PZT)-enabled stress wave sensing combined with statistic machine learning classification proposed in this paper show the advantage of the portable device and ease of operation. First, stress wave signals from different MC cases are excited and received by PZT sensors through active sensing. Subsequently, two non-baseline features are extracted from these stress wave signals. Finally, these features are fed to a statistic machine learning classifier (i.e., naïve Bayesian classification) to achieve MC detection of timber structures. Numerical simulations validate the feasibility of PZT-enabled sensing to perceive MC variations. Tests referring to five MC cases are conducted to verify the effectiveness of the proposed method. Results present high accuracy for timber MC detection, showing a great potential to conduct rapid and long-term monitoring of the MC level of timber structures in future field applications.

• 응용통계연구
• /
• 제28권6호
• /
• pp.1191-1208
• /
• 2015

대부분의 통계분석방법은 요약통계량에 의존하지만 그래픽적 방법을 이용하면 자료의 특성을 파악하기 쉽고 통계량만으로는 알아낼 수 없는 부분까지도 접근이 가능하다. 그래프를 통한 로지스틱회귀모형의 평가 방법으로 로그-밀도비를 통한 검토, 차원 검토, 주변모형산점도, 카이잔차산점도, CERES 그림을 알아보고 모의자료들을 통해 다양한 상황에서 그래픽적 방법들 어떠한 결과를 나타내지를 비교 검토한다.

• 유통과학연구
• /
• 제14권1호
• /
• pp.93-102
• /
• 2016

Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

• 디지털융복합연구
• /
• 제15권2호
• /
• pp.89-98
• /
• 2017

본 연구는 인과관계 분석에서 주로 활용되는 SPSS statistics(회귀분석)과 구조방정식모델을 구현하는 프로그램 중 하나인 AMOS 프로그램을 각각 활용하여 동일한 데이터에 대하여 조절효과 검정을 위한 실증분석을 실시하였다. 실증분석 결과, SPSS statistics을 활용한 회귀분석에서 상황변수가 범주형데이터인 성별과 연속형데이터인 컨설팅만족도 모두에서 조절효과가 없는 것으로 나타난 반면, AMOS 프로그램을 활용한 구조방정식모델에서는 10% 유의수준에서 컨설턴트의 능력 및 태도가 컨설팅재구매에 미치는 영향관계를 컨설팅만족도가 부분적으로 조절하고 있는 것으로 나타났다. 결국, 조절효과 분석은 AMOS 프로그램을 활용한 구조방정식모델과 SPSS statistics을 활용한 회귀분석모델이 전혀 다른 접근방법을 사용하고 있어 얼마든지 상이한 결과가 나올 수 있음을 보여준다.

• Communications for Statistical Applications and Methods
• /
• 제19권1호
• /
• pp.177-182
• /
• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.