• 응용통계연구
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• 제6권2호
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• pp.371-381
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• 1993

표준화된 중회귀모형에서 다중공선성(multicollinearity)이 존재할 때, 공선성(collinearity)의 영향을 완화하기 위해서 능형회귀가 사용된다. 반응변수의 예측을 위한 기준으로서 반응변 수의 예측치의 평균제곱합(MSE)을 설명변수의 관심영역 R에서 적분한(IMSE) $J_w(k)$ 기 준이 Lim, Choi & Park(1980)에 의해 소개되었다. $C_k$기준이 설명변수의 관심영역 R상 에서의 가중치 함수인 w(x)가 각각의 자료점에서 등확률 1/n을 갖는 경우의 IMSE 기준인 $J_n(k)$ 기준과 동치라는 관계를 이용함으로 $C_k$ 기준에 대해서 Myers(1986)에 의해 주어진 k의 선택방법 보다 더 합리적이라 기대되는 k의 선택방법이 제시되었다. 다음으로 관심이 있는 모든 기준들에 대해서 상대적으로 효율이 좋은 능형회귀추정량 $\beta(k)$를 선택하기 위해서, 관심이 있는 기준들 간의 가장 나쁜 효율을 최대화한다는 의미에서 MiniMax 원칙을 채택하여 관심이 있는 기준들에 대해서 로버스트한 k의 선택방법을 제시 하였다.

• 산업공학
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• 제17권1호
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• pp.78-83
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• 2004

We consider the sensitivity of average inventory cost rate when true values of the parameters in the EOQ model are unknown over known ranges. In particular, in the case that the valid range on the true economic lot size are known, we provide a formula for estimating the lot size under minimax criterion. Moreover, to estimate the valid range, we apply the propagation of errors technique. Then, we present a scheme to find a (valid) lot size, based on the estimated range of the true lot size from the propagation of errors technique.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2003년도 춘계공동학술대회
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• pp.1028-1034
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• 2003

We consider the sensitivity of average inventory cost rate when true values of the parameters In the EOQ model are unknown over known ranges. In particular, In the case that the valid range on the true economic lot size are known. we provide a formula for estimating the lot size under minimax criterion. Moreover, to estimate the valid range, we apply the propagation of errors technique. Then, we present a scheme to find a (valid) lot size. based on the estimated range of the true lot size from the propagation or errors technique.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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• pp.162-165
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• 1995

For an accurate on-line measurement of the ship's attitude the paper develops an intelligent sensing system which uses one servo-type accelerometer and two servo-type inclinometers appropriately located on the ship. By considering the dynamics of the servo-controlled rigid pendulums of the inclinometers, linear equations for the rolling and pitching of the ship are derived separately from each other. Moreover, one accelerometer is used for extracting the heaving signal. Through the introduction of linear dynamic models and the linear observation equations for the heaving, rolling and pitching, the on-line measurement of the three signals can be reduced to the state estimation of the linear dynamic systems. A bank of Kalman filters is adaptively used to achieve the on-line accurate state estimation and to overcome changes in parameters in the linear dynamic models.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.453-470
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• 2018

We study how to distinguish the parameters of the sparse autoregressive (AR) process from zero using a non-convex penalized estimation. A class of non-convex penalties are considered that include the smoothly clipped absolute deviation and minimax concave penalties as special examples. We prove that the penalized estimators achieve some standard theoretical properties such as weak and strong oracle properties which have been proved in sparse linear regression framework. The results hold when the maximal order of the AR process increases to infinity and the minimal size of true non-zero parameters decreases toward zero as the sample size increases. Further, we construct a practical method to select tuning parameters using generalized information criterion, of which the minimizer asymptotically recovers the best theoretical non-penalized estimator of the sparse AR process. Simulation studies are given to confirm the theoretical results.

• 대한전자공학회논문지
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• 제24권3호
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• pp.504-509
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• 1987

In this paper a characteristics of image which can be segmented based on the thresholding technique using a histogram was investigated employing 3 parameters: the variance of pixel value, the average mean difference between target and background and the target size. The threshold value for the histogram segmentation was determined by applying the hypothesis testing theory. The performance of the selected threshold was evaluated by computing a probability of error. Since a priori probability can be easily obtained from the histogram, it was found that the Bayes decision rule which theoretically guarantees the minimum probability of error works better than the minimax criterion rule.

• 한국위성정보통신학회논문지
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• 제3권2호
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• pp.48-53
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• 2008

In the future, satellite communication systems, such as ISDB in Japan and DVB in Europe, are required to support higher transmission date rate for providing multimedia services including HDTV, high rate data communication etc. Considering the effectiveness of OFDM technique in efficient usage of frequency bandwidth and its robustness to the multi-path fading, several OFDM based standards have been proposed for satellite communication. However, the problem of high Peak to Average Power Ratio is one of the main obstacles for the implementation of OFDM based system. Many PAPR reduction schemes have been proposed for OFDM systems. Among these, the partial transmit sequences (PTS) is attractive as they obtain better PAPR property by modifying OFDM signals without distortion. In this paper, considering the complexity issue, we present a simplified minimum maximum (minimax) criterion and Sub-Optimal PTS algorithm to optimize the phase factor. This algorithm can be dynamically made tradeoff`f between performance and complexity on demand. In addition, we integrate guided scrambling (GS) with this method. Simulation in multiple antenna based OFDM system proves that the proposed Hybrid schemes can get much more PAPR reduction and do not require transmission of side information (SI). Thus it is helpful when implementing OFDM technique in satellite communication system.