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균형배열에 의해 설계되는 2-수준 Resolution-V 실험법의 직교성 평가측도
김상익,Kim, Sang-Ik 한국통계학회 2008 Communications for statistical applications and me Vol.15 No.2
실험계획의 요인배치법에서 부분실험을 설계할 때, 직교배열을 이용한 실험설계방법이 널리 사용된다. 그러나 부분실험의 해상도(resolution)가 큰 경우, 직교배열을 일반화한 균형배열이 효과적으로 사용될 수 있다. 특히 2-수준 요인실험법에서는 강도(strength)가 4인 균형배 열은 resolution-V인 부분실험법과 동일하다는 것이 알려져 있다. 본 연구에서는 강도(strength)가 4인 균형배열의 직교성을 평가하는 측도를 제시하고자 한다. 그리고 본 연구에서 제시된 평가측도를 응용하여 실험횟수가 가장 적고 직교성에 가까운 최소 균형 resolution-V 부분실험법의 설계방법을 제시하고자 한다. Balanced arrays which are generalized orthogonal arrays, introduced by Chakravarti (1956) can be used to construct the fractional factorial designs. Especially for 2-level factorials, balanced arrays with strength 4 are identical to the resolution-V fractional designs. In this paper criteria for evaluation the degree of the orthogonality of balanced arrays of 2-levels with strength 4 are developed and some application methods of the suggested criteria are discussed. As a result, in this paper, we introduce the constructing methods of near orthogonal saturated balanced resolution-V fractional 2-level factorial designs.
시계열분석의 개입모형과 이상값모형의 비교연구: 금융실명제 실시가 회사에 수익률변화에 미친 영향분석 중심으로
김상익(Sang Ik Kim) 건국대학교 경제경영연구소 1998 상경연구 Vol.23 No.2
Time series data are often affected by certain external interventions. In this paper we investigate two methods, the intervention model and the outier model, which are generally used to evaluate the effects of those interventions. Moreover, the computer program formulated to utilize the distance measure iterative method proposed by Lee and Choi(1995), which can be used as an alternative method to maximum likelihood iterative method in analysis of the outier model. And as an empirical study to compare two methods, we analyze the effectiveness of the legislation of Real Name Financial Transaction System on the bond yield in Korea, and discuss the applying procedures of two methods to real time series data
유사직교 분해가능 V2t 포화부분요인계획법의 베이지안 분석방법
김상익(Sang Ik Kim),박창문(Chang Moon Park) 건국대학교 경제경영연구소 1996 상경연구 Vol.21 No.1
In this paper, we investigate a Bayesian method introduced by Box and Meyer(1986) in analyzing near orthogonal resolution Ⅴ saturated 2t fractional factorial designs. Such designs, constructed by Kim(1992) are characterized by a minimum number of treatment combinations and near orthogonality property of the estimates. As a result, we can see that the pre-estimation procedure of parameters in the Bayesian model is necessary, and in this paper some effective analyzing methods with pre-estimation procedure of the parameters are discussed.
Sang Ik Kim(金商益) 건국대학교 경제경영연구소 1990 상경연구 Vol.15 No.1
The robust estimation procedures for the location parameter have been studied extensively in recent years. These estimates are useful when the underlying distribution of sample data is not exactly known or the sample data contains some outliers. In this paper we compare the different robust estimates of location parameter by simulation analysis. In stead of using large amount of data as other previous papers, we use the smaller size data to compare. The results show that the appropriately trimmed mean and Jaeckel’s adaptive estimate are the best with regard to bias and variance of the estimate. However, the sample median is not as good as others since it has larger variance even though it has small bias.
Minimal Balanced 2<sup>t</sup> Fractional Factorial Designs of Resolution Ⅴ And Taguchi Method
Sang Ik Kim(김상익) 한국통계학회 1992 응용통계연구 Vol.5 No.1
본 논문에서는 부분균형배열을 이용하여 2<sup>t</sup> 요인 실험계획에서 최소의 실험횟수를 가지고 2인자 교호작용까지 분석할 수 있고, 추정량의 분산-공분산행렬이 균형을 이루고 있는 실험계획법을 기술하였다. 그리고 제안된 실험계획법의 최적성을 검토하여 트레이스 최적실험계획을 찾아보았다. 이러한 최소균형 Resolution V 2<sup>t</sup>요인 부분실험법은 직교배열을 이용하여 주효과만 분석하는 기존의 다구찌방법과는 달리 2인자 교호작용까지 분석하고자 할 때 효과적으로 사용될 수 있으며 그 응용방법을 검토하였다. In this paper, minimal balanced 2<sup>t</sup> fractional factorial designs which permit the estimation of main effects and 2-factor interactions are developed by using a partially balanced array. Such designs are characterized by a minimum number of runs and some balancedness property of the variance-covariance matrix of the estimates. In addition to describing the designs, optimality criteria are discussed and the trace-optimal designs are presented. The proposed designs are especially useful in Taguchi method, where we need to investigate up to 2-factor interactions of the control factors.
Detection of Influential Interaction Effects in Parameter Design
Sang Ik Kim(김상익) 한국통계학회 1994 응용통계연구 Vol.7 No.2
다구찌에 의해서 개발된 파라미터 설계법에서는 교호작용효과을 무시하고 직교배열을 이용하여 실험을 분석하는 것이 일반적인 방법으로 사용되고 있다. 본 논문에서는 직교배열과 거의 유사한 통계적 성질을 가지면서 최소의 실험횟수로 2인자 교호작용까지 분석할 수 있는 실험계획을 제시하고, 이러한 계획법에 의해 파라미터 설계법을 분석하고 유의적인 2인자 교호작용까지 검출하는 방법을 제시하였다. Ignoring interaction effects has been pointed out to be one of serious drawbacks in analysis of the parameter designs which are constructed by using orthogonal arrays. In this paper a detecting procedure of influential 2-factor interactions with minimum experimental runs is described, when each control factor has two levels. The presented method is based on the near orthogonal arrays which are very similiar to orthogonal arrays in the statistical structure. And those arrays are the same as trace-optimal balanced saturated two-level fractional factorial designs of resolution Ⅴ.