• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.261-269
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• 2015

Nowadays the application of change point analysis has been indispensable in a wide range of areas such as quality control, finance, environmetrics, medicine, geographics, and engineering. Identification of times where process changes would help minimize the consequences that might happen afterwards. The main objective of this paper is to compare the change-point detection capabilities of Bayesian estimate and maximum likelihood estimate. We applied Bayesian and maximum likelihood techniques to formulate change points having a step change and multiple number of change points in a Poisson rate. After a signal from c-chart and Poisson cumulative sum control charts have been detected, Monte Carlo simulation has been applied to investigate the performance of Bayesian and maximum likelihood estimation. Change point detection capacities of Bayesian and maximum likelihood estimation techniques have been investigated through simulation. It has been found that the Bayesian estimates outperforms standard control charts well specially when there exists a small to medium size of step change. Moreover, it performs convincingly well in comparison with the maximum like-lihood estimator and remains good choice specially in confidence interval statistical inference.

• The KIPS Transactions:PartD
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• v.10D no.7
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• pp.1137-1144
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• 2003

The existing Function Point method to estimate the software size has been utilized frequently with the management information system. Due to the expanding usage of the real-time and embedded system, the Full Function Point method is being proposed. However, despite many research is being carried out relation to the software size, the research on the model to estimate the development cost from the measured software size is inadequate. This paper analyzed the linear regression model and power regression model which estimate the development cost from the software FFP The power model is selected, which shows its estimation is most adequate.

• Proceedings of the KIEE Conference
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• 2004.11c
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• pp.511-513
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• 2004

Camera Calibration should certain)y be achieved to take an accurate measurement using image system. Calibration is to prove the relation between an measurement object and camera and to estimate twelve internal and external parameters. In this paper, we suggest that an algorithm should estimate the external parameters from the road image and use a vanishing point's character from parallel straight lines in a space. also, we use Hough Transform to estimate an accurate vanishing point. Hough Transform has one of the advantages which is an application for each road environment. we assume a variety of environments to prove the usability of a suggested algorithm and show simulation results with a computer.

• Proceedings of the KSEEG Conference
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• 2001.04a
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• pp.206-207
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• 2001

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.423-432
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• 2003

The data observed at different positions are called the estimate of interested variable at new observation point on the Kriging utilize the space estimate technique, in which case there is correlation spatially. In this paper we provide the estimate for Variogram and Kriging methods as a field of kriging theory and dealt with actually measured data. And at the same time we forecast the amount of ozone that was not measured at this point by Kriging method and compared Ordinary Kriging method with Inverse Distance Kriging method.

• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.289-300
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• 2007

The stock return is changed by factors of inside and outside or is changed by factor of market system. But most studies have not considered the changes of stock return distribution when estimate the VaR. Such study may lead us to wrong conclusion. In this paper we calculate the VaR of price-to-earnings ratios by the distribution that have considered the change point and used transformation to satisfy normal distribution.

• Journal of KSNVE
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• v.10 no.3
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• pp.474-479
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• 2000

Piston slap is not only one of the major sources of noise and vibration in internal combustion engines but also a cause of the deterioration of engine performance. The basic mechanism associated with the piston slap seems to be quite simple but the phenomenon is in fact complicated with regard to many mechanical elements associated, First of all the impact force of piston slap must be identified to estimate engine block surface vibration, In this paper model of collision point is proposed to calculate the impact force when slap surface vibration. In this paper model of collision point is proposed to calculate the impact force when slap occurs. The parameters of the model are estimated by employing the concept of point mobility, . The predicted and experimentally observed vibration results confirm that the proposed method is practically useful.

• The KIPS Transactions:PartD
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• v.11D no.1
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• pp.163-172
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• 2004

In the software development project applying object-oriented development methodology, the research on the UCP(Use Case Point) as a method to estimate development effort is being carried on. The existing research proposes the linear model calculating the development effort that multiplies an invariant on AUCP(Adjusted Use Case Point) which applied technical and environmental factors. However, the statistical model that estimates the development effort using AUCP and UUCP(Unadjusted Use Case Point) is not being studied. The irrelevant relationship of the linear regression model, whose development period is increasing tremendously as the software size increases, is confirmed. Moreover, during the UCP calculating process, there can be errors in FP by applying the TCF(Technical Complexity Factor) and EF(Environmental Factor). This paper presents a non-linear regression model, that does not consider the TCF and EF, and that estimate the development effort from UUCP directly by utilizing the exponential function. An exponential function is selected among the linear, logarithm, polynomial, power, and exponential model via statistical evaluations of the models mentioned above.

• Proceedings of the KIEE Conference
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• 1993.07a
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• pp.134-136
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• 1993

This paper presents a novel and efficient method to calculate the critical point of voltage collapse. Conjugate gradient and modified Newton-Raphson methods are employed to calculate two pairs of multiple load flow solutions for two operating conditions, i.e., both +mode and -mode voltages for two loading conditions respectively. Then these four voltage magnitude-load data sets of the bus which is most susceptible to voltage collapse, are fitted to third order polynomial using Lagrangian interpolation in order to represent approximate nose curve (P-V curve). This nose curve locates first estimate of the critical point of voltage collapse. The procedure described above is repeated near the critical point and the new estimate will be very close to the critical point. The proposed method is tested for the eleven bus Klos-Kerner system, with good accuracy and fast computation time.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.39-46
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• 2005

We propose an equivariant and robust estimator in multivariate regression model based on the least quartile difference (LQD) estimator in univariate regression. We call this estimator as the multivariate least quartile difference (MLQD) estimator. The MLQD estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regressions. The MLQD estimator has high breakdown point as does the univariate LQD estimator. We develop an algorithm for MLQD estimate. Simulations are performed to compare the efficiencies of MLQD estimate with coordinatewise LQD estimate and the multivariate least trimmed squares estimate.