• Communications for Statistical Applications and Methods
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• 제25권3호
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• pp.275-282
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• 2018

This paper discusses the use of projections for the sums of squares in the analyses of variance for two-way nested design data. The model for this data is assumed to only have random effects. Two different sizes of experimental units are required for a given experimental situation, since nesting is assumed to occur both in the treatment structure and in the design structure. So, variance components are coming from the sources of random effects of treatment factors and error terms in different sizes of experimental units. The model for this type of experimental situation is a random effects model with more than one error terms and therefore estimation of variance components are concerned. A projection method is used for the calculation of sums of squares due to random components. Squared distances of projections instead of using the usual reductions in sums of squares that show how to use projections to estimate the variance components associated with the random components in the assumed model. Expectations of quadratic forms are obtained by the Hartley's synthesis as a means of calculation.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.599-609
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• 2010

확산모형은 금융현상을 모형화하기 위한 방법으로 자주 사용된다. 다양한 확산모형들을 추론하기 위한 다양한 추론기법들이 제안되어져 왔다. 본 연구에서는 시뮬레이션 방법을 통하여 Shoji와 Ozaki (1998)에 의하여 제안된 NLL 방법의 성질을 검토하여 보고, 실제 자료에 적용하게 된다.

• 한국수자원학회논문집
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• 제32권4호
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• pp.437-445
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• 1999

비모수능형회귀분석법을 이용하여 수문응답을 추정하는 방안에 대하여 연구하였다. 응답을 추정하기 위하여 평균제곱예측오차에 대한 추정량인 CL 통계량을 최소화하는 방법을 적용하였으며 가중행렬은 전통적으로 이용도는 단위행렬과 특수한 형태인 행렬인 Laplacian 행렬을 각각 이용하여 비교하였다. 또한 추정응답의 오차분산을 추정하는 방안에 대한 검토도 실행하였다. 합성자료와 실제자료에 대한 분석 결과 가중행렬과 Laplacian 행렬을 오차분산은 편기 수정된 추정치를 이용하는 것이 좋은 결과를 보여 주었다. 본 연구에서 제시된 절차 및 방법은 수문응답 분리에 있어서 안정적이고 효율적으로 적용될 수 있을 것으로 판단된다.

• 대한전자공학회논문지SP
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• 제46권6호
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• pp.123-131
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• 2009

LCD(Liquid Crystal Display)의 발전은 이전에 사용하던 CRT를 대체하고 있다. 하지만 LCD와 같은 홀드 타입(Hold type)형 디스플레이의 구조적 특성으로 인해 동영상 재생 시 움직임 블러나 움직임 저더 등의 많은 문제점이 발생했다. 이를 해결하기 위해 화면 사이사이에 새로운 화면을 생성하여 화질을 개선하기 위한 화면 보간 기법을 사용하고 있다. 본 논문에서는 우세 움직임 벡터와 블럭간 분산값의 차이를 이용한 화면 보간 기법을 제안한다. 제안하는 알고리즘은 먼저 생성되는 프레임 전후의 프레임에 대하여 블록매칭을 이용한 단방향 움직임 추정을 통한 블록 움직임 예측을 하게 된다. 그리고 블록 움직임 예측에서 찾지 못한 부분을 비교 블록간 분산값을 통해 픽셀 평균값과 영향이 큰 모션 벡터를 선택하여 적용시키는 픽셀 움직임 예측으로 새로운 프레임을 생성한다. 제안하는 알고리즘을 이용하여 여러 실험영상의 프레임 보간 결과를 비교하였으며, 기존 알고리즘인 양방향 화면 보간 방법에 비하여 약 3dB 정도의 PSNR 증가를 얻을 수 있었고 단방향 화면 보간 방법에 비해 계산량을 줄일 수 있었다.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.175-191
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• 2003

An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1991년도 하계학술대회 논문집
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• pp.825-828
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• 1991

This paper addresses estimation of the relative shift vector from aerial image sequences. We perform similarity function tests and decide the most appropriate similarity function for the visual navigation system using aerial images. Finally, we propose the maximum variance reference line selection method for reducing the estimation error of the shift vector.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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• pp.224-228
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• 1994

This paper deals with a Batch processor application to determine orbit trajectories from satellite tracking data. The purpose of this paper is to find the initial state vectors. In order to determine the better estimation process, several different cases are compared. Here we adapt a minimum variance concept to develop estimation and prediction techniques. These results are compared with by SEP, Spherical Error Probable, values.

• International Journal of Control, Automation, and Systems
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• 제3권1호
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• pp.117-121
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• 2005

This paper deals with the state estimation of linear time-invariant discrete systems with unknown inputs. The forward sequences of the output are treated as additional outputs. In this case, the rank condition for designing the unknown input estimator is relaxed. The gain for minimal estimation error variance is presented, and a numerical example is given to verify the proposed unknown input estimator.

• Industrial Engineering and Management Systems
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• 제8권4호
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• pp.257-263
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• 2009

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

• 품질경영학회지
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• 제14권1호
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• pp.26-32
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• 1986

A class of multi-factor designs for estimating the slope of second order response surfaces is presented. For multi-factor designs the variance of the estimated slope at a point is a function of the direction of measurement of the slope and the design. If we average the variance over all possible directions, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the design origin. This property is called "slope-rotatability over all directions", and the necessary and sufficient conditions for a design to have this property are given and proved. The class of design with this property is mainly discussed.