• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.29-37
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• 1996

계절성을 갖는 승법 계절 혼합 시계열 모형들의 동질성 검정을 위하여 Wald 검정 통계량을 구하고 그 극한 분포가 ${\chi}^2$-분포함을 보였으며 시뮬레이션 연구를 통하여 뒷받침하였다. 도시 규모가 비슷한 우리나라 지역별 평균 온도자료를 가지고 이 동질성 검정을 수행하여 시계열을 지역별로 모형화하여 예측한 것과 동질성이 있는 것을 묶고 모형화하여 예측한 것에 대한 예측 오차를 비교하였다.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.97-104
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• 2000

본 논문은 m개의 독립적인 일차 비선형 시계열로 구성된 패널자료의 동질성 검정에 대한 연구로서 먼저 일반적인 일차 비선형 시계열의 정상성 조건을 유도하고 이어서 동질성 검정법을 제시하고 연관된 극한분포를 규명하였다. 또한 모의실험을 하여 제안된 검정법의 모의검정력을 구하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1157-1161
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• 2009

본 연구에서는 부트스트랩(Bootstrap) 기법을 이용하여 측우기 강우량 관측계열(CWK)과 근대우량계 강우량 관측계열(MRG)에 대해 동질성 분석을 실시하였다. 서로다른 두 자료계열에 대한 전통적인 통계적 동질성 검정 방법은 모집단의 분포형을 알고 있어야 검정결과가 유효하였기 때문에 모집단의 분포가 복잡한 기상자료들은 이러한 전통적 방법을 사용하여 동질성을 파악하는 것이 매우 어려웠고 결과로 제시된 통계적 유의성에 대해서도 의심의 여지가 있었다. 이러한 이유로 본 논문에서는 모집단을 가정하지 않아도 되는 비모수적 모의 방법인 부트스트랩 기법을 이용하여 두 자료계열간의 동질성 검정을 실시하였다. 분석 결과 M20의 CWK와 MRG는 미소한 기후의 경년변화 (Trend)의 영향을 제외하면 동질성을 가진 자료로 볼 수 있었으나, 갈수기의 경우는 월강우량의 크기에 변화가 있으며 호우기의 경우는 일강우량의 크기 및 호우의 형태에 변화가 있는 것으로 나타났다.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.521-529
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• 2013

The acceptance of the test of the homogeneity for panel time series models allows for the pooling of the series to achieve parsimony. In this paper, we introduce a panel bilinear time series model as well as derive the stationary condition and the limiting distribution of the test statistic of the homogeneity test for the model. For the applications study, we use Korea Mumps data from January 2001 to December 2008. Finally, we perform test of homogeneity for the panel data with 8 independent bilinear time series.

• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1163-1170
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• 2014

The concepts and structure of intermittent panel time series data are introduced. We suggest a Wald test statistic for the test of homogeneity for intermittent panel first order autoregressive model and its limit distribution is derived. We consider the fitting the model with pooling data using sample mean at the time point if homogeneity for intermittent panel AR(1) is satisfied. We performed simulations to examine the limit distribution of the homogeneity test statistic for intermittent panel AR(1). In application, we fit the intermittent panel AR(1) for panel Mumps data and investigate the test of homogeneity.

• The Journal of the Korea Contents Association
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• v.12 no.12
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• pp.170-178
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• 2012

This study examines perceived homophily by the degree of self disclosure among SNS users. In this research, there were three different groups in terms of the degree of self disclosure among SNS users such as strong, medium and weak self disclosure groups The major results are as follows: Firstly, the higher the degree of self disclosure, the more social network service use. In addition, the higher the degree of self disclosure, the smaller the degree of online activity including blog and mini web page. Secondly, the higher the degree of self disclosure, the higher the degree of socio-demographic homophily. It can be argued that the strong group had much more mean scores than that of medium and weak groups in terms of regions, gender, age and vocation except nationality. Also, the higher the degree of self disclosure, the higher the degree of shared homophily except of political opinion homophily.

• Journal of Korea Water Resources Association
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• v.42 no.10
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• pp.795-807
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• 2009

In this study, homogeneity analysis was performed between rainfall observation data set of Chukwooki (CWK) and rainfall observation data set of modern rain gage (MRG) using Bootstrap method. Since traditional statistical homogeneity test method are validated only when distribution of their population is known, meteorological data which their statistical distributions of population are complicated were difficult to verify the homogeneity and there were plenty of room for doubt for their statistical significance using historical method. In this reason, in this study homogeneity test was evaluated between two data sets using bootstrap method which is not necessary to infer distribution of population. The test results show that there was an statistical homogeneity between CWK and MRG except for slight impact of climatical trend.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.147-157
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• 2017

The test of transition probabilities in panel Markov chains are introduced. We deal with the hypotheses whether panel Markov chains have the same transition probabilities or not for all times. We suggest a LR test statistic for the test and its limit distribution is derived. We perform a simulation study to examine the limit distribution of test statistics when the number of the individuals are large.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.123-132
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• 2016

We can achieve the principle of parsimony and efficiency if homogeneity for panel time series model is satisfied. We suggest a Rao test statistic and a Wald test statistic for the test of homogeneity for panel AR(1) and derived the limit distribution. We performed a simulation to examine statistics with the same chisquare distribution when number of the individual is small and in common with large. We also simulated to compare the empirical power of the statistics in a small panel. In application, we fit panel AR(1) model using regional monthly economical active population data and test homogeneity for panel AR(1). It is satisfied homogeneity, so it could be fitted AR(1) using the sample mean at the time point. We also compare the power of prediction between each individual and pooled model.

• Journal of Korea Water Resources Association
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• v.47 no.7
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• pp.643-656
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• 2014

The homogeneity analysis of temporal (monthly, seasonal and annual) climate aridity index trend was accomplished for 43 climate measurement stations in South Korea. Furthermore, 43 stations were grouped into 9 different regions and the temporal and regional homogeneity of climate aridity index trends in each region and entire 9 regions were analyzed. For analysis, monthly, seasonal and annual climate aridity indexes of 43 study stations were estimated using precipitation and potential evapotranspiration calculated from FAO Penman-Monteith equation. The Mann-Kendall statistical test for significant trend was accomplished using the estimated climate aridity indexes and the results of trend test (Z scores) were used to analyze the temporal and regional homogeneity of climate aridity index trends. The study results showed the temporal and regional homogeneity of climate aridity index trends for individual and entire 9 regions. However, the homogeneity and the extent of aridity index trend showed different patterns temporally and regionally.