• Title/Summary/Keyword: statistic model

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Exponential Smoothing with an Adaptive Response to Random Level Changes (임의의 수준변화에 적절히 반응할 수 있는 지수이동가중평균법)

  • Jun, Duk-Bin
    • Journal of Korean Institute of Industrial Engineers
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    • v.16 no.2
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    • pp.129-134
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    • 1990
  • Exponential smoothing methods have enjoyed a long history of successful applications and have been used in forecasting for many years. However, it has been long known that one of the deficiencies of the method is an inability to respond quickly to interventions to interruptions, or to large changes in level of the underlying process. An exponential smoothing method adaptive to repeated random level changes is proposed using a change-detection statistic derived from a simple dynamic linear model. The results are compared with Trigg and Leach's and the exponential smoothing methods.

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A STUDY ON THE EFFECT OF POWER TRANSFORMATION IN SPATIAL STATISTIC ANALYSIS

  • LEE JIN-HEE;SHIN KEY-IL
    • Journal of the Korean Statistical Society
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    • v.34 no.3
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    • pp.173-183
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    • 2005
  • The Box-Cox power transformation is generally used for variance stabilization. Recently, Shin and Kang (2001) showed, under the Box-Cox transformation, invariant properties to the original model under the large mean and relatively small variance assumptions in time series analysis. In this paper we obtain some invariant properties in spatial statistics. Spatial statistics, Invariant Property, Variogram, Box-Cox power Transformation.

A Test Procedure for Checking the Proportionality Between Hazard Functions

  • Lee, Seong-Won;Kim, Ju-Seong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.561-570
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    • 2003
  • We propose a nonparametric test procedure for checking the proportionality assumption between hazard functions using a functional equation. Because of the involvement of censoring distribution function, we consider the large sample case only and obtain the asymptotic normality of the proposeed test statistic. Then we discuss the rationale of the use of the functional equation, give some examples and compare the performances with Andersen's procedure by computing powers through simulations.

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Order identification of transfer function-noise model

  • Park, Seongju;Bae, Hankyung;Huh, Kyungmoo
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.164-169
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    • 1992
  • Classical methods for estimating transfer function models have not always been successful. A statistic approach to the identification of transfer function models which is corrupted by disturbances or noise is presented. The estimated impulse response is obtained from the autocorrelation function and cross correlation function between the measured input and output. Several data analysis tools such as R- , S- and GPAC array for the estimated impulse response give us pretty clear information on the order of transfer function models.

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A Necessity of Measurement Customer Satisfaction to NSO Products for Enhancing Quality

  • Choi, Kyung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.781-790
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    • 2005
  • Nowaday, statistical data with coherence, accuracy and timeliness are necessary to government, company and research center for decision making or research. In other words, the importance of statistical data quality is steadily increasing. Thus, in this paper, we suggest necessity of measuring customer satisfaction with NSO products for enhancing quality. And we construct measurement scale for measuring customer satisfaction based on the statistical quality indicators. Also we advise use of structural equation model in relation analysis for statistic quality elevation.

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A study on change-points in simple linear regression (단순선형회귀에서의 변화점에 대한 연구)

  • 정광모;한미혜
    • The Korean Journal of Applied Statistics
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    • v.5 no.1
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    • pp.29-39
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    • 1992
  • A testing and estimation procedure is considered for changes at unknown time point in simple linear regression model. A test statistic of quadratic form is suggested. We also discuss the asymptotic distribution and its level control. The proposed method is compared with the likelihood ratio test through a example.

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On Bootstrapping; Bartlett Adjusted Empirical Likelihood Ratio Statistic in Regression Analysis

  • Woochul Kim;Duk-Hyun Ko;Keewon Lee
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.205-216
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    • 1996
  • The bootstrap calibration method for empirical likelihood is considered to make a confidence region for the regression coefficients. Asymptotic properties are studied regarding the coverage probability. Small sample simulation results reveal that the bootstrap calibration works quite well.

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The Statistical Analysis to predict Visibility Changes in KIMPO International Airport Area (김포국제공항 지역의 시정변화에 대한 통계적 분석)

  • Song, B.H.;Choi, S.H.
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.7 no.1
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    • pp.91-99
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    • 1999
  • On the basis of KTMPO visibility data measured for 17 years(Jan.1983 to Oct.1999), time-series data analysis is accomplished for regression trend, cyclical periodicity, dependency of these data in this paper. After that, to predict visibility in KIMPO international airport a probability model is presented using this statistic probability characteristics.

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State Recognition and Prediction of a Batch Culture Using Fuzzy Rules

  • Fukuda, Tsunenobu
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.1098-1101
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    • 1993
  • The purpose of this work is to build a fuzzy model of a batch culture for a process control. The process is highly nonlinear system with large delay. This paper presents two methods of modeling the process behavior. One is a method of recognizing them by fuzzy rules that are contracted by the pattern analysis in consideration of skilled operators' way. The other is a method of predicting them by approximate linear models and fuzzy rules by statistic analysis.

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A Knowledge Base Construction for Control Application (제어응용을 위한 지식베이스의 구축)

  • 김도성;이명호
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.7
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    • pp.720-728
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    • 1990
  • A learning control method is proposed in this paper, using a knowledge base which contains control rules, data, and patterns of the past experience of a plant. The knowledge for plant control is retrieved from measurement data during operation and continually modified after control performance evaluation. A control method is proposed using tinually modified after control performance evaluation. A control method is proposed using fuzzy model of the plant and a recursive statistic decision method of fuzzy subset for control rule generation. Also, the resulting knowledge-based control algorithm has been applied to aprocess and its performance improvement and proper generation of appropriate control rules have been verified.

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