http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
Kang, Jiwon The Korean Data and Information Science Society 2015 한국데이터정보과학회지 Vol.26 No.6
In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.
Jiwon Kang 한국데이터정보과학회 2015 한국데이터정보과학회지 Vol.26 No.6
In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.
Kang, Jiwon,Lee, Sangyeol Blackwell Publishing Ltd 2009 Journal of time series analysis Vol.30 No.2
<P>Abstract. </P><P>In this paper, we consider the problem of testing for a parameter change in a first-order random coefficient integer-valued autoregressive [RCINAR(1)] model. We employ the cumulative sum (CUSUM) test based on the conditional least-squares and modified quasi-likelihood estimators. It is shown that under regularity conditions, the CUSUM test has the same limiting distribution as the supremum of the squares of independent Brownian bridges. The CUSUM test is then applied to the analysis of the monthly polio counts data set.</P>
A robust approach for testing parameter change in Poisson autoregressive models
Kang Jiwon,송준모 한국통계학회 2020 Journal of the Korean Statistical Society Vol.49 No.4
Parameter change test has been an important issue in time series analysis. The problem has also been actively explored in the feld of integer-valued time series, but the testing in the presence of outliers has not yet been extensively investigated. This study considers the problem of testing for parameter change in Poisson autoregressive models particularly when observations are contaminated by outliers. To lessen the impact of outliers on testing procedure, we propose a test based on the density power divergence, which is introduced by Basu et al. (Biometrika 85:549–559, 1998), and derive its limiting null distribution. Monte Carlo simulation results demonstrate validity and strong robustness of the proposed test.
Tomlinson-harashima precoder with tilted constellation for reducing transmission power
Jiwon Kang,Hyungwoo Ku,Dong-Seung Kwon,Chungyong Lee IEEE 2009 IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS Vol.8 No.7
<P>Tomlinson-Harashima precoder (THP) is being noted for an efficient alternative to dirty paper coder. THP increases the transmission power due to the use of the modulo operator. In this paper, we propose a method that reduces the transmission power by tilting the constellations of the transmit data symbols. The symbol error rate (SER) is improved for a fixed SNR by reducing the transmission power. Average transmission power is calculated asymptotically by using an extreme value distribution. We have shown that the transmission power can be significantly reduced when we use the tilted constellation THP. As the transmission power determines the SER slope, at high SNRs we achieve lower SER than in the case of a transmission over an AWGN channel. The tilted angle can be estimated at the receiver. An angle estimation algorithm is proposed that optimizes angle estimation error and SER.We use the approximation of the angle estimation error and SER to find an optimum number of tilted angles. By using the proposed angle estimation algorithm and the optimum number of tilted angles, the tilted constellation THP always outperforms the conventional THP algorithm.</P>