• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.369-370
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• 2012

일반적으로 회귀분석의 최적화는 평균적인 개념을 확장하여 사용되어지고 있다. 평균은 관찰값들에 관한 모든 정보와 관련된 통계량으로써 많은 연구에 이용되어지고 있다. 정규분포를 이루는 모집단의 경우 평균을 사용한 추정이 바람직하지만, 이상치로 인한 분포의 꼬리가 두꺼워지는 경우 중위수(median)를 사용하는 것이 바람직하다고 알려져 있다. 강수량의 분포형태는 꼬리(tail)가 두꺼운 왜곡된 형태를 갖고 있으므로 robust 통계량인 Quantile을 이용한 강수량의 분석 및 평가를 실시하였다. 본 연구에서는 Quantile에 따른 회귀선의 변화를 이용하여 강수량의 경향성을 평가하고, 극치강수량의 변화를 보여줄 수 있는 Quantle값을 추출해 보고자 한다. 또한 bootstrap 방법을 이용하여 Quantile에 따른 회귀계수의 신뢰구간을 분석하여 회귀인자의 신뢰성을 평가하였다. 본 연구에서 적용한 Quantile Regression 기법은 회귀계수의 추정에 있어서 회귀인자의 신뢰성을 Quantile-회귀계수 그래프를 통해 분석할 수 있으며, 이상값의 영향을 저감시키는 평균과 달리 이상값의 영향을 효과적으로 분리 및 재현시킬 수 있어 극치값에 따른 변화를 효과적으로 평가할 수 있으며, robust 통계량의 특징인 분산이 적은 안정적인 추정량을 확보할 수 있다.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.3
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• pp.147-153
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• 2004

This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.92-100
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• 2006

In many common control charting situations, the statistic to be charted can be viewed as the output of a linear filter applied to the sequence of process measurement data. In recent work that has generalized this concept, the charted statistic is the output of a general linear filter in impulse response form, and the filter is designed by selecting its impulse response coefficients in order to optimize its average run length performance. In this work, we restrict attention to the class of all second-order linear filters applied to the residuals of a time series model of the process data. We present an algorithm for optimizing the design of the second-order filter that is more computationally efficient and robust than the algorithm for optimizing the general linear filter. We demonstrate that the optimal second-order filter performs almost as well as the optimal general linear filter in many situations. Both methods share a number of interesting characteristics and are tuned to detect any distinct features of the process mean shift, as it manifests itself in the residuals.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.6B
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• pp.1015-1023
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• 1999

We propose nonlinear processing schemes for robust acquisition of direct-sequence spread spectrum (DS/SS) signals in wideband pulse jamming. To mitigate the interference effect due to impulse-like wideband jamming signals, the received signal is preprocessed by using the median filter, a simple order statistic filter Since only parts of the PN sequence are used for rapid acquisition, it is indispensable for analytic design of an acquisition scheme to have an appropriate model of the partial PN signal. The partial correlation of the median filtered PN signal is approximated by a two-piecewise linear model using an approximate upper bound. The acquisition performance of the proposed schemes is compared to that of other schemes. Finally, the analytic design is verified by computer simulation.

• Interdisciplinary Bio Central
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• v.2 no.2
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• pp.4.1-4.6
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• 2010

The most common type of microarray experiment has a simple design using microarray data obtained from two different groups or conditions. A typical method to identify differentially expressed genes (DEGs) between two conditions is the conventional Student's t-test. The t-test is based on the simple estimation of the population variance for a gene using the sample variance of its expression levels. Although empirical Bayes approach improves on the t-statistic by not giving a high rank to genes only because they have a small sample variance, the basic assumption for this is same as the ordinary t-test which is the equality of variances across experimental groups. The t-test and empirical Bayes approach suffer from low statistical power because of the assumption of normal and unimodal distributions for the microarray data analysis. We propose a method to address these problems that is robust to outliers or skewed data, while maintaining the advantages of the classical t-test or modified t-statistics. The resulting data transformation to fit the normality assumption increases the statistical power for identifying DEGs using these statistics.

• The Mathematical Education
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• v.45 no.2 s.113
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• pp.145-154
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• 2006

The main purpose of this study is to investigate the effect of departures from normality and equal variance on the two-sample test when the variances are unknown. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. But the change of type I error was mainly based on the skewness of the parent population. In introductory statistics classes where data analysis includes techniques for detecting skewness of two populations, we recommend the two-sample t-test when maximal skewness of two populations is smalter than the value 4 when the variances seem equal. Furthermore, our simulations reveal that the two-sample t-test appears somewhat more robust than that of z-test if the assumption of equal variance is satisfied. In the case of unequal variance, the two-sample t-test appears somewhat more robust provided the t-statistic using Satterthwaite's approximate degrees of freedom.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.2C
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• pp.200-207
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• 2008

In this paper, a new detector is proposed for code acquisition, which employs the signs and ranks of the received signal samples, instead of their actual values, and so does not require knowledge of the non-Gaussian noise dispersion. The mean acquisition performance of the proposed detector is compared with that of the detector of $^{[1]}$. The simulation results show that the proposed scheme is not only robust to deviations from the true value of the non-Gaussian noise dispersion, but also has comparable performance to that of the scheme of $^{[1]}$ using exact knowledge of the non-Gaussian noise dispersion.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.673-685
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• 2003

In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the problem for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of the test statistics by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed and shown to perform fairly well. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

• Journal of Korean Society for Quality Management
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• v.25 no.1
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• pp.100-115
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• 1997

Shewhart control chart is a basic technique to monitor the state of a process. We observe samples of size four or five and plot some statistic(e.g., mean or range) of each sample on the chart. When setting up the chart, we need to obtain u, pp.r and lower control limits. It is common practice that those limits are calculated from the preliminary 20-40 samples presumed to be homogeneous. However, it may ha, pp.n in practice that the samples are contaminated by outlying observations caused by various reasons. The presence of outlying observations make the control limits wider and hence decrease the sensitivity of the charts. In this paper, we introduce robust control charts with tighter control limits when outlying observations are present in the preliminary samples. Examples will be given via simulation study.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1053-1066
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• 2005

In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.