• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.471-479
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• 2003

Moving averages are the most popular statistics in analyzing time-series data like stock indices. However, moving averages are quite sensitive to unusual observations. In other words, they are not robust against unusual observations. We introduce the moving averages in terms of an M-estimator, and show how we can take advantages of using the proposed moving averages in fitting the data more than usual moving averages.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.507-518
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• 1995

The ordinary least squares based estiamte $S^2$ of the disturbance variance is considered in the linear regression model when the disturbances follow the first-order moving-average process. It is shown that $S^2$ is weakly consistent estimate for the disturbance varaince without any restriction on the regressor matrix X. Also, simple exact bounds on the relative bias of $S^2$ are given in finite sample sizes.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.44 no.3
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• pp.97-104
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• 2007

Adaptive echo canceller(AEC) has become an important component in speech communication systems, including mobile phones and speech recognition. In these applications, the acoustic echo path has a long impulse response. We propose a moving-averge least mean square(MVLMS) algorithm with a detection method for acoustic echo cancellation. Using, the result of the tests that used colored input models clearly shows that the MVLMS detection algorithm has convergence performance superior to the least mean square(LMS) detection algorithm alone. Although the computational complexity of the new MVLMS algorithm is only slightly greater than that of the standard LMS detection algorithm, the new algorithm confers a significant improvement in stability.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.33-38
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• 1994

The OLS-estimator of the distribance variance in the linear regression model is shown to be asymptotically unbiased when the disturbances are MA(1)-process or particular s-th autocorrelated AR(s)-process.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.66 no.5
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• pp.843-850
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• 2017

The EMG amplitude estimator, which has been investigated as an indicator of muscle force, is utilized as the control input to artificial prosthetic limbs. This paper describes an application of the optimal EMG amplitude estimator to the surface EMG signals recorded during constant isometric %MVC (maximum voluntary contraction) for 30 seconds and reports on assessing performance of the amplitude estimator from the application. Surface EMG signals, a total of 198 signals, were recorded from biceps brachii muscle over the range of 20-80%MVC isometric contraction. To examine the estimator performance, a SNR(signal-to-noise ratio) was computed from each amplitude estimate. The results of the study indicate that ARV(average rectified value) and RMS(root mean square) amplitude estimation with forth order whitening filter and 250[ms] moving average window length are optimal and showed the mean SNR improvement of about 50%, 40% and 20% for each 20%MVC, 50%MVC and 80%MVC surface EMG signals, respectively.

• Proceedings of the IEEK Conference
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• 2000.11a
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• pp.287-290
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• 2000

This paper analyze link-sharing mechanisms in packet networks based on the hierarchical class based queueing. The CBQ outlines a set of flexible, efficiently implemented gateway mechanisms that can meet a range of service and link-sharing requirements. We have analyzed the Class level(B, C, D) using the EWMA (Exponential Weighted Moving Average) weight value and EWMA average limit value.

• ETRI Journal
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• v.37 no.1
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• pp.1-10
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• 2015

A blind hopping phase estimator is proposed for the demodulation of received signals in frequency-hopping spread spectrum systems. The received signals are assumed to be bandwidth limited with a shaping filter, modulated as frequency modulation (FM) or binary frequency shift keying (BFSK), and hopped by predetermined random frequency sequences. In the demodulation procedure in this paper, the hopping frequency tracking is accomplished by choosing a frequency component with maximum amplitude after taking a discrete Fourier transform, and the hopping phase estimator performs the conjugated product of two consecutive signals and moving-average filtering. The probability density function and Cramer-Rao low bound (CRLB) of the proposed estimator are evaluated. The proposed scheme not only is very simple to implement but also performs close to the CRLB in demodulating hopped FM/BFSK signals.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.233-241
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• 1999

Control chart is a very extensively used tool in testing whether a process is in a state of statistical control or not. In this paper, we propose a robust EWMA(exponentially weighted moving averages) control chart for variables, which is based on the Huber's M-estimator. The Huber's M-estimator is a well-known robust estimator in sense of distributional robustness. In the proposed chart, the estimation of the process deviation is modified to have a s table level and high power. To compare the performances of the proposed control chart with other charts, some Monte Carlo simulations we performed. The simulation results show that the robust EWMA control chart has good performance.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.271-282
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• 1993

Unit root test for temporally aggregated first order autoregressive process is considered. The temporal aggregate of fist order autoregression is an autoregressive moving average of order (1,1) with moving average parameter being function of the autoregressive parameter. One-step Gauss-Newton estimators are proposed and are shown to have the same limiting distribution as the ordinary least squares estimator for unit root when complete observations are available. A Monte-Carlo simulation shows that the temporal aggregation have no effect on the size. The power of the suggested test are nearly the same as the powers of the test based on complete observations.

• Proceedings of the IEEK Conference
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• 2000.07b
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• pp.982-985
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• 2000

This paper presents channel estimation of an asynchronous W-CDMA reverse link using the interpolation and moving average algorithm in frequency-selective Rayleigh fading channel. The proposed algorithm is an interpolated decision-directed (IDD) block-wise moving average (BWMA) algorithm. The IDD-BWMA algorithm performs two- stage processes. The first stage performs data decision to make a virtual pilot channel by using linear interpolation channel estimation scheme. Then, the second stage performs the channel estimation of the “block-wise moving average” type by using a virtual pilot channel obtained in the first stage. By using Monte-Carlo computer simulations, we show that the proposed channel estimator is superior to other estimation schemes such as the WMSA(K=1) and DD-RAKE at higher Doppler frequencies, especially.