• 대한전자공학회:학술대회논문집
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• 대한전자공학회 1999년도 하계종합학술대회 논문집
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• pp.601-604
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• 1999

We propose a new hierarchical motion estimator architecture that supports the advanced prediction mode of recent low bit-rate video coders such as H.263 and MPEG-4. In the proposed VLSI architecture, a basic searching unit (BSU) is commonly utilized for all hierarchical levels to make a systematic and small sized motion estimator. Since the memory bank of the proposed architecture provides scheduled data flow for calculating 8$\times$8 block-based sum of absolute difference (SAD), both a macroblock-based motion vector (MV) and four block-based MVs are simultaneously obtained for each macroblock in the advanced prediction mode. The proposed motion estimator gives similar coding performance compared with full search block matching algorithm (FSBMA) while achieving small size and satisfying the advanced prediction mode.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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• pp.419-424
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• 1992

A robust nonlinear predictive control strategy using a disturbance estimator is presented. The disturbance estimator is comprised of two parts: one is the disturbance model parameter adaptation and the other is future disturbance prediction. RLSM(recurrsive least square method) with a forgetting factor is used to de the uncertain distance model parameters and for the future disturbance prediction, future process outputs and inputs projected by the process model are used. The simulation results for chemical reactors indicate that a substantial improvement in nonlinear predictive control performance is possible using the disturbance estimator.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.1-10
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• 1999

When the component proportions in mixture experiments are restricted by lower and upper bounds multicollinearity appears all too frequently. The ridge regression can be used to stabilize the coefficient estimates in the fitted model. I propose a graphical method for evaluating the mixture component effects of ridge regression estimator with respect to the prediction variance and the prediction bias.

• 한국산림과학회지
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• 제79권3호
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• pp.260-268
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• 1990

수확(收穫) 예측(豫測) model이 multicollinearity 문제점(問題點) 가질때 보다 정확한 추정식(推定式)을 얻기 위하여 두 종류의 ridge estimator와 최소(最小) 자승법(自乘法)(OLS)의 추정치를 비교(比較)하였다. 본 연구(硏究)에서 사용(使用)된 ridge estmator는 Mallows's (1973)Cp-like statistic과 Allens's (1974) PRESS-like statistic 이었다. 위의 세가지 estimator 예측(豫測) 능력(能力) 평가(評賣)는 Matney 등(等)(1988)에 의하여 개발(開發)된 수확(收穫) model을 이용(利用)하여 비교(比較)하였다. 사용되어진 자료(資料)는 미국(美國) 남부(南部) 테에다 소나무 시험림(試驗林)의 총(總)522개(個) plot을 이용(利用)하였다. 두 개(個)의 ridge estimator가 최소(最小) 자승법(自乘法)에 의한 추정치 보다 수확(收穫) 예측(豫測) 능력(能力)이 우수(優秀)하였으며, 특히 Mallows's statistic에 의한 ridge estimator가 가장 우수(優秀)하였다. 따라서 ridge estimator는 수확(收穫) 예측(豫測) model의 독립(獨立) 변수(變數) 간(間)에 multicollinearity 문제점(問題點)이 있을 때 최소(最小) 자승법(自乘法)에 의 한 추정치를 대치(代置)할 수 있는 estimator로서 추천(推薦)할 수 있었다.

• ETRI Journal
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• 제33권1호
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• pp.27-31
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• 2011

This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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• pp.1041-1044
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• 1988

This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.241-253
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• 2015

In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.713-727
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• 2005

Among different regression approaches, nonparametric procedures perform well under different conditions. In practice it is very hard to identify which is the best procedure for the data at hand, thus model combination is of practical importance. In this paper, we focus on one dimensional regression with fixed design. Polynomial regression, local regression, and smoothing spline are considered. The data are split into two parts, one part is used for estimation and the other part is used for prediction. Prediction performances are used to assign weights to different regression procedures. Simulation results show that the combined estimator performs better or similarly compared with the estimator chosen by cross validation. The combined estimator generates a similar risk to the best candidate procedure for the data.

• 응용통계연구
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• 제24권3호
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• pp.445-453
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• 2011

Almost all small area estimations are obtained by minimizing the mean squared error. Recently relative error prediction methods have been developed and adapted to small area estimation. Usually the estimators obtained by using relative error prediction is called a shrinkage estimator. Especially when data set consists of large range values, the shrinkage estimator is known as having good statistical properties and an easy interpretation. In this paper we study the shrinkage estimators based on logistic regression type estimators for small area estimation. Some simulation studies are performed and the Economically Active Population Survey data of 2005 is used for comparison.