• Journal of the Korean Data and Information Science Society
• /
• v.15 no.2
• /
• pp.441-447
• /
• 2004

Li and Mak (1994) developed a test statistic for detecting the non-linearity and the heteroscedasticity of the time series data. But it is well known that the test statistic may be very sensitive in case of heavy-tailed distributions of the errors. Jiang et al.(2001) suggested the robust method for ARCH models but the calculation procedures for the estimation are very complicated. We suggested the robust method based on Huber's function and our method works quite well rater than the Li and Mak(1994). Also our method is relatively easy to calculate the test statistic.

• Communications for Statistical Applications and Methods
• /
• v.11 no.2
• /
• pp.247-254
• /
• 2004

Tusher, Tibshirani and Chu (2001) suggested SAM (Significance Analysis of Microarrays) to compare two groups under different conditions for each gene, using microarray data. They used two sample t-statistic adding fudge factor in the denominator to prevent the value of statistic from being inflated by large sample variance, which might result in significant difference despite of a small value in the numerator. This paper aims at finding robust fudge factor and replacing it in two-sample t-statistic used in SAM, which we call Modified SAM (MSAM). Using the simulated data and data used in Dudoit et al.(2002), it is shown that MSAM find significant genes better and has less error rate than SAM.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.35 no.3
• /
• pp.52-61
• /
• 2012

The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.05a
• /
• pp.287-293
• /
• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.11 no.3
• /
• pp.23-30
• /
• 2011

In the wireless sensor network(WSN), the detection of precise location of sensor nodes is essential for efficiently utilizing the sensing data acquired from sensor nodes. Among various location methods, the received signal strength (RSS) based localization scheme is mostly preferable in many applications since it can be easily implemented without any additional hardware cost. Since the RSS localization method is mainly effected by radio channel between two nodes, outlier data can be included in the received signal strength measurement specially when some obstacles move around the link between nodes. The outlier data can have bad effect on estimating the distance between two nodes such that it can cause location errors. In this paper, we propose a RSS-based localization method using Robust Statistic and Gaussian filter algorithm for enhancing the accuracy of RSS-based localization. In the proposed algorithm, the outlier data can be eliminated from samples by using the Robust Statistics as well as the Gaussian filter such that the accuracy of localization can be achieved. Through simulation, it is shown that the proposed algorithm can increase the accuracy of localization and is more robust to non gaussian noise channels.

• Journal of the Korean Statistical Society
• /
• v.25 no.3
• /
• pp.419-432
• /
• 1996

When interactions are not present in a three-way layout, the lim-iting null distribution of the F statistic for testing main effects when applied to the rank-score transformed data is the same as the limiting null distribution of the usual F statistic when applied to the normal data. The simulation results exhibit that the rank transform test is robust with respect to significance level and powerful for testing main effects in a three-way factorial experiment.

• Communications for Statistical Applications and Methods
• /
• v.25 no.5
• /
• pp.559-568
• /
• 2018

Gene classification can involve complex order-restricted inference. Examining gene expression pattern across groups with order-restriction makes standard statistical inference ineffective and thus, requires different methods. For this problem, Roy's union-intersection principle has some merit. The M-estimator adjusting for outlier arrays in a microarray study produces a robust test statistic with distribution-insensitive clustering of genes. The M-estimator in conjunction with a union-intersection principle provides a nonstandard robust procedure. By exact permutation distribution theory, a conditionally distribution-free test based on the proposed test statistic generates corresponding p-values in a small sample size setup. We apply a false discovery rate (FDR) as a multiple testing procedure to p-values in simulated data and real microarray data. FDR procedure for proposed test statistics controls the FDR at all levels of ${\alpha}$ and ${\pi}_0$ (the proportion of true null); however, the FDR procedure for test statistics based upon normal theory (ANOVA) fails to control FDR.

• The Journal of the Korea Contents Association
• /
• v.12 no.5
• /
• pp.1-9
• /
• 2012

The popularity of digital music and smart phones led to develope noise-robust real-time audio fingerprinting system in various ways. In particular, The Multiple Hashing(MLH) of fingerprint algorithms is robust to noise and has an elaborate structure. In this paper, we propose a filter engine based on MLH to achieve better performance. In this approach, we compose a energy-intensive filter to improve the accuracy of Q/R from music database and a statistic filter to remove continuity and redundancy. The energy-intensive filter uses the Discrite Cosine Transform(DCT)'s feature gathering energy to low-order bits and the statistic filters use the correlation between searched fingerprint's information. Experimental results show that the superiority of proposed algorithm consists of the energy and statistical filtering in noise environment. It is found that the proposed filter engine achieves more robust to noise than Philips Robust Hash(PRH), and a more compact way than MLH.

• International Journal of Control, Automation, and Systems
• /
• v.4 no.4
• /
• pp.495-505
• /
• 2006

A class of robust control for flexible joint manipulators with nonlinearity mismatched uncertainty is designed based on Lyapunov approach. The uncertainties are unknown but their values are within certain prescribed sets. No statistic information of the uncertainties is imposed. The control which utilizes state transformation via virtual control is proposed. The resulting robust control guarantees practical stability for the transformed system and later the stability for the original system is proved. The designed robust control is implemented by experiments in a 2-link flexible joint manipulator.

• Proceedings of the KIEE Conference
• /
• 1992.07a
• /
• pp.434-436
• /
• 1992

In this paper, we propose a new multilevel nonlinear filter for simultaneous edge detection and noise suppression, which we call a order statistic-median hybrid(OMH) filler. The median-related filters cause an edge shift in the presence of an impulse near the edge. The proposed filter reduces such edge shifting while suppressing impulsive as well as nonimpulsive noise. We show that at the noisy edge point the OMH filter is substantially superior to the median filter, the $\alpha$-TM filter and the STM filter[I] in two respects: (a) the output bias error and (b) the output mean square error. Test results confirm that the OMH filter is robust in preserving sharp edges, inhibiting edge shifting, and suppressing a wide variety of noise. The structure for the OMH filter integrated circuit is also described.