• Journal of the Korean Data and Information Science Society
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• 제26권1호
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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.

• 정보처리학회논문지D
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• 제10D권7호
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• pp.1137-1144
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• 2003

소프트웨어 규모를 측정하기 위한 기존의 기능점수 기법은 관리정보 시스템에 적합하도록 구성되어 있으나 최근의 실시간 및 내장형 시스템의 적용성 확장에 따라 완전기능점수(FFP, Full Function Point) 기법이 제안되었다. 그러나, FFP 기반의 소프트웨어 규모 측정 방법에 관한 많은 연구는 이루어지고 있으나, FFP로 측정된 소프트웨어 규모에 대한 개발비용을 추정할 수 있는 모델 연구는 미흡한 실정이다. 본 논문은 FFP로 실제 개발된 소프트웨어의 완전기능점수를 기반으로 소프트웨어 개발에 투입될 노력을 추정하는 선형 회귀분석 모델과 거듭제곱 회귀분석 모델을 평가하여 가장 적합한 모델로써 거듭제곱 모델을 선정하였다. 선정된 거듭제곱 모델을 적용할 경우 가장 근사치의 소프트웨어 개발비용을 추정할 수 있음을 보였다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 학술대회 논문집 정보 및 제어부문
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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.

• 대한자원환경지질학회:학술대회논문집
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• 대한자원환경지질학회 2001년도 춘계 공동학술발표회
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• pp.206-207
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• 2001

• Communications for Statistical Applications and Methods
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• 제10권2호
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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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• 제18권2호
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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.

• 소음진동
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• 제10권3호
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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.

• 정보처리학회논문지D
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• 제11D권1호
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• pp.163-172
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• 2004

객체지향 개발 방법론을 적용하는 소프트웨어 개발 프로젝트에서 개발 노력 추정 기법으로 사용사례점수(UCP, Use Case Point)에 대한 연구가 계속되고 있다. 기존의 연구는 기술적 요인과 환경적 요인을 적용한 AUCP(Adjusted Use Case Point)에 상수를 곱하여 개발 노력을 계산하는 선형모델을 제시하고 있으나, AUCP와 UUCP(Unadjusted Use Case Point)를 이용하여 개발노력을 추정하는 통계적인 모델은 제시되지 않고 있다. 소프트웨어 규모가 증가함에 따라 개발 기간이 기하급수적으로 증가하는 선형 회귀모델이 부적합하다는 사실과 UCP 계산과정에서 TCF(Technical Complexity Factor)와 EF(Environmental Factor)를 적용에 따른 FP(Function Point) 오차 발생 문제점을 확인하였다. 이 논문은 사용사례점수를 기반으로 하여 기존 연구의 문제점인 TCF와 EF를 고려하지 않고 직접 UUCP로부터 개발 노력을 추정한 수 있는 선형, 로그형, 다항식, 거듭제곱 및 지수함수 회귀모델의 성능을 평가한 결과, 가장 적합한 모델로 지수형태의 비선형 회귀모델을 도출하였다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1993년도 하계학술대회 논문집 A
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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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• 제12권1호
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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.