• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.8C
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• pp.709-712
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• 2010

In this paper, the two sample locally optimum rank detector is obtained in the weakly dependent noise with non-zero temporal correlation between noise observations. The test statistic of the locally optimum rank detector is derived from the Neyman-Pearson lemma suitable for the two sample observation models, where it is assumed that reference observations are available in addition to regular observations. Two-sample locally optimum rank detecter shows the same performance with the one-sample locally optimum rank detector asymptotically. The structure of the two-sample rank detector is simpler than that of the one-sample rank detector because the sign statistic is not processed separately.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.719-726
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• 2008

In this paper we consider a joint test for seasonal cointegrating(CI) ranks that enables us to simultaneously model cointegrated structures across seasonal unit roots in seasonal cointegration. A CI rank test for a single seasonal unit root is constructed and extended to a joint test for multiple seasonal unit roots. Their asymptotic distributions and selected critical values for the joint test are obtained. Through a small Monte Carlo simulation study, we evaluate performances of the tests.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.695-703
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• 2005

This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.103-114
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• 1994

For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.791-797
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• 2011

This paper considers the issue of seasonal cointegrating rank selection by information criteria as the extension of Cheng and Phillips (2009). The method does not require the specification of lag length in vector autoregression, is convenient in empirical work, and is in a semiparametric context because it allows for a general short memory error component in the model with only lags related to error correction terms. Some limit properties of usual information criteria are given for the rank selection and small Monte Carlo simulations are conducted to evaluate the performances of the criteria.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.193-208
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• 2006

A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

• Proceedings of the Korea Concrete Institute Conference
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• 1998.10b
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• pp.656-661
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• 1998

This paper presents a method of statistical analysis and sensitivity analysis of creep and shrinkage effects in PSC box girder bridges. The statistical and sensitivity analyses are performed by using the numerical simulation of Latin Hypercube sampling. For each sample, the time-dependent structural analysis is performed to produce response data, which are then statistically analyzed. The probabilistic prediction of the confidence limits on long-term effects of creep and shrinkage is then expressed. Three measures are examined to quantify the sensitivity of the outputs to each of the input variables. These are rank correlation coefficient(RCC), partial rank correlation coefficient(PRCC) and standardized rank regression coefficient(SRRC) computed on the ranks of the observations. Probability band widens with time, which indicates an increase of prediction uncertainty with time. The creep model uncertainty factor and the relative humidity appear as the most dominant factors with regard to the model output uncertainty.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.12A
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• pp.1296-1302
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• 2007

In this paper, we propose joint estimation methods of carrier offset and channel estimation for MB-OFDM system with low complexity. The proposed methods estimate the channel by using low-rank LMMSE channel estimation which reduces the system complexity by applying the optimal number of rank to evaluate the frequency offset and additionally using the simple algorithm using the auto-correlation property of the estimated channel. We simulate the proposed algorithms under the IEEE 802.15 TG3a UWB channel model.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.11 no.5
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• pp.467-474
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• 2018

To organize and document the contents of meetings and discussions is very important in various tasks. However, in the past, people had to manually organize the contents themselves. In this paper, we describe the development of a system that generates the meeting minutes automatically using the TextRank algorithm. The proposed system records all the utterances of the speaker in real time and calculates the similarity based on the appearance frequency of the sentences. Then, to create the meeting minutes, it extracts important words or phrases through a non-supervised learning algorithm for finding the relation between the sentences in the document data. Especially, we improved the performance by introducing the keyword weighting technique for the TextRank algorithm which reconfigured the PageRank algorithm to fit words and sentences.

• The Korean Journal of Applied Statistics
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• v.37 no.2
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• pp.239-253
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• 2024

This research applies both point-wise and pair-wise learning strategies within the learning-to-rank (LTR) framework to predict horse race rankings in Seoul. Specifically, for point-wise learning, we employ a linear model and random forest. In contrast, for pair-wise learning, we utilize tools such as RankNet, and LambdaMART (XGBoost Ranker, LightGBM Ranker, and CatBoost Ranker). Furthermore, to enhance predictions, race records are standardized based on race distance, and we integrate various datasets, including race information, jockey information, horse training records, and trainer information. Our results empirically demonstrate that pair-wise learning approaches that can reflect the order information between items generally outperform point-wise learning approaches. Notably, CatBoost Ranker is the top performer. Through Shapley value analysis, we identified that the important variables for CatBoost Ranker include the performance of a horse, its previous race records, the count of its starting trainings, the total number of starting trainings, and the instances of disease diagnoses for the horse.