• Communications for Statistical Applications and Methods
• /
• v.22 no.6
• /
• pp.543-556
• /
• 2015

We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

• Journal of the Korean Statistical Society
• /
• v.35 no.1
• /
• pp.37-47
• /
• 2006

Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

• International Journal of Control, Automation, and Systems
• /
• v.4 no.4
• /
• pp.428-437
• /
• 2006

Many physical systems are hybrid in the sense that they have continuous behaviors and discrete phenomena. In control system with multiple models, switching strategy and stability of the closed-loop system under switching are very important issues. In this paper, a novel adaptive control scheme based on multiple parameter models is proposed to cope with a change in Parameters. Switching strategy guarantees the non-increase in the global control Lyapunov function if the estimation of Lyapunov function value converges. Least-square estimation is used to find the estimated value of the Lyapunov function. Switching and adaptation law guarantees the stability of closed-loop system in the sense of Lyapunov. Simulation results on anti-lock brake system are shown to verify the effectiveness of the proposed controller in view of a large change in system parameters.

• Journal of information and communication convergence engineering
• /
• v.6 no.1
• /
• pp.59-63
• /
• 2008

The methods or algorithms which can accelerate simulation speed became of great importance, as the modeling and simulation methodology for discrete event systems is used in many areas such as model validation/verification and performance evaluation. This paper proposes a tool named, DEVSIF composer. The tool is made of an automated compiled simulation technology and it builds a new composed model which can be executed much fast by composing the component models together. Models are described by our new specification language DEVSIF, which is compatible with object-oriented language and supports representation of a hierarchical model structure. Experimental results demonstrates that DEVSIF composer enhances the simulation speed of a transformed DEVS model 5 times faster than that of the original ones in average.

• Journal of the Korea Society for Simulation
• /
• v.14 no.1
• /
• pp.9-18
• /
• 2005

Attempts to attack hosts in the network have become diverse, due to crackers developments of new creative attacking methods. Under these circumstances the role of intrusion detection system as a security system component gets considerably importance. Therefore, in this paper, we have suggested multiple intrusion detection system based on the contract net protocol which provides the communication among multiple agents. In this architecture, fuzzy rule based system has been applied for agent selection among agents competing for being activated. The simulation models are designed and implemented based on DEVS formalism which is theoretically well grounded means of expressing discrete event simulation models.

• Journal of the Korea Society for Simulation
• /
• v.8 no.4
• /
• pp.89-107
• /
• 1999

There are many issues in computer simulation such as verifying model code, validating models, understanding the dynamics of systems and training the personnel. The developers of simulation tool have been interested in the animation since it can help solve the problems related to the above listed issues. In practice, animation is one of the popular method for displaying the simulation output for solving these problems. Trying to display all the graphic objects representing the dynamics of the models being simulated, however, causes the distraction of focus, which results in solving the above listed problems difficult. The redundant graphic objects also Increase the computer computation overhead. This paper presents a hierarchical animation environment in which the users can have better focus on the dynamics of system components. In hierarchical animation environment the users can observe the dynamics of system by selectively choosing the hierarchical level and components with in a level of the hierarchically structured model. Especially when the model is large and complex the selection of observation level is needed. The design approach of the hierarchical animator is based on the DEVS(Discrete Event system Specification) formalism which is theoretically well grounded means of expressing modular and hierarchical models.

• Proceedings of the IEEK Conference
• /
• 2003.07e
• /
• pp.2036-2039
• /
• 2003

This paper focuses on the study of the robustness of face authentication methods under illumination changes. Four different face authentication methods are tried. These methods are as follows; Principal Component Analysis, Gaussian Mixture Models, 1-Dimensional Hidden Markov Models, 2-Dimensional Hidden Markov Models. Experiment results involving an artificial illumination change to face images are compared with each others. Face feature vector extraction method based on the 2-Dimensional Discrete Cosine Transform is used. Experiments to evaluate the above four different face authentication methods are carried out on the Olivetti Research Laboratory(ORL) face database. For the pseudo 2D HMM, the best EER (Equal Error Rate) performance is observed.

• Journal of Korea Multimedia Society
• /
• v.20 no.9
• /
• pp.1502-1508
• /
• 2017

A musical key is a fundamental concept in Western music theory. It is a collective characterization of pitches and chords that together create a musical perception of the entire piece. It is based on a group of pitches in a scale with which a music is constructed. Each key specifies the set of seven primary chromatic notes that are used out of the twelve possible notes. This paper presents a method that identifies the key of a song using Hidden Markov Models given a sequence of chroma features. Given an input song, a sequence of chroma features are computed. It is then classified into one of the 24 keys using a discrete Hidden Markov Models. The proposed method can help musicians and disc-jockeys in mixing a segment of tracks to create a medley. When tested on 120 songs, the success rate of the music key identification reached around 87.5%.

• Proceedings of the Korean Statistical Society Conference
• /
• 2005.11a
• /
• pp.159-165
• /
• 2005

Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of theses models is the integer-valued autoregressive(INAR) models. However, when modelling with integer-valued autoregressive processes, there is not yet distributional properties of forecasts, since INAR process contain an accrued level of complexity in using the Steutal and Van Harn(1979) thinning operator 'o'. In this study, a manageable expression for the asymptotic mean square error of predicting more than one-step ahead from an estimated poisson INAR(1) model is derived. And, we present a bootstrap methods developed for the calculation of forecast interval limits of INAR(p) model. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of the several bootstrap procedures.

• Journal of the Korea Society for Simulation
• /
• v.8 no.1
• /
• pp.113-138
• /
• 1999

Driven by the explosive expansion and acceptance of the Internet and its multimedia front-end, the Web, a new generation of the modeling and simulation tools have come up with the name of Web-Based Simulation (WBS). Most of WBS libraries inherit its powerful advantages from Java. However, there are cases where explicit specification of models or interface objects is more desirable than the black-box programs. This paper presents an XML-based DEVS (Discrete Event System Specification) markup language for sharing simulation models on the Web. DEVS provides a system-theoretic formalism for the language while XML supports platform-independent data access. This paper focuses on the design of such a language.