• Journal of Institute of Control, Robotics and Systems
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• v.13 no.7
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• pp.688-693
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• 2007

The INS/GPS integration system is designed by employing an adaptive filter that can estimate the measurement noise variance using the residual of the filter. To verify the efficiency of the proposed loosely-coupled INS/GPS integration system, simulation is performed by assuming that GPS information has large position errors. Simulation results show that the proposed integration system with the adaptive filter is more effective in estimating the position and attitude errors than those with the Extended Kalman Filter.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.233-237
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• 2003

An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.95-100
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• 2005

In this paper a class of multifactor designs for estimating the slope of second order response surface regression models with correlated errors is considered. General conditions for second order slope rotatability over all directions and also with respect to the maximum directional variance in case of k=2 have been derived assuming errors have a general correlated error structure. And we consider the measures for evaluating slope rotatability with correlated errors similar to in case of uncorrelated error structures.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Journal of the Korea Institute of Military Science and Technology
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• v.15 no.4
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• pp.435-441
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• 2012

This paper provides simulation-based results of effect analysis of sample size and sampling periods on accuracy of reliability estimation methods using multiple comparisons with analysis of variance. Sum of squared errors in estimated reliability measures were evaluated through applying seven estimation methods for one-shot systems to simulated quantal-response data. Analysis of variance was implemented to investigate change in these errors according to variations of sample size and sampling periods for each estimation method, and then the effect analysis on accuracy in reliability estimation was performed using multiple comparisons based on sample size and sampling periods. An efficient way to allocate both sample size and sampling periods for reliability estimation tests of one-shot systems is proposed in this paper from the effect analysis results.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.5
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• pp.117-122
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• 1994

Well-trained neural networks have low sensitivity to input errors. Also, the sensitivity to weigh errors must be considered when implementing neural networks with hardware of limited precision. In this paper, we derive the sensitivity of the Madaline to weight perturbation or input errors in terms of the trained weights, the input pattern, and the variance of weight perturbation or the probability of input errors. The result is verified with a simulation of the Madaline recognizing handwritten digits.

• Journal of Korea Entertainment Industry Association
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• v.14 no.8
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• pp.213-219
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• 2020

The purpose of this study was to investigate the characteristics of error types in naming task for 8 questionable demeatia groups, 9 definite dementia groups, and 10 normal groups. The items of naming error analysis were classified into visual perception errors, semantic association errors, semantic non-correlation errors, phoneme errors, Don't Know, and No Response. For the analysis, descriptive statistics analysis, analysis of variance, and multivariate analysis of variance were conducted using SPSS 21.0. As a result, there was a significant difference in the error rate between groups according to the error type. The errors that showed significant differences between the normal group and the other two groups were visual perception errors and semantic non-related errors. The error of non-response was different from the dementia confirmation group, but there was no significant difference from the dementia suspicion group. These results showed that Alzheimer's patients had a defect in confrontation naming ability. Also, it was found that it is appropriate to provid other clues when the defects caused by the degeneration of a specific step during the information processing process become severe.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.603-613
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• 2001

A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2008.05a
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• pp.197-200
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• 2008

A GNSS augmentation system provides precise position information using corrected GNSS pseudorange measurements. Common bias errors are corrected by PRC (Pseudorange Correction) between reference stations and a rover. However non-common errors (Ionospheric and Tropospheric noise error) are not corrected. Using position error variance this paper analyzes non-common errors (noise errors) of ionosphere and troposphere wet vapor.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.2
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• pp.165-171
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• 2012

In this paper, an analytical method is used to perform a sensitivity analysis of geometric errors in a three-axis machine tool. First, an error synthesis model is constructed for evaluating the position volumetric error due to the geometric errors, and then an output variable is defined, such as the magnitude of the position volumetric error. Next, the global sensitivity analysis is executed using an analytical method. Finally, the sensitivity indices are calculated using the quantitative values of the geometric errors.