• Title/Summary/Keyword: 랜덤변수

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Semiparametric Approach to Logistic Model with Random Intercept (준모수적 방법을 이용한 랜덤 절편 로지스틱 모형 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1121-1131
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    • 2015
  • Logistic models with a random intercept are useful to analyze longitudinal binary data. Traditionally, the random intercept of the logistic model is assumed to be parametric (such as normal distribution) and is also assumed to be independent to variables. Such assumptions are very strong and restricted for application to real data. Recently, Garcia and Ma (2015) derived semiparametric efficient estimators for logistic model with a random intercept without these assumptions. Their estimator shows the consistency where we do not assume any parametric form for the random intercept. In addition, the method is computationally simple. In this paper, we apply this method to analyze toenail infection data. We compare the semiparametric estimator with maximum likelihood estimator, penalized quasi-likelihood estimator and hierarchical generalized linear estimator.

Evaluation of the Performance and Reliability of a Real-time Power System Described by a DES Model Using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 실시간 전력 시스템의 성능 및 신뢰도 평가)

  • Min, Byung-Jo;Kim, Hag-Bae
    • Proceedings of the KIEE Conference
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    • 1999.11c
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    • pp.794-796
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    • 1999
  • 엄격한 시간 제약성에 의해 특성화되는 실시간 전력 시스템의 성능 및 신뢰도를 평가하기 위해서 퍼지-랜덤 변수가 포함된 이산 사건 모델 및 확장된 path-space 기법을 제시한다. 실시간 시스템의 정확성은 출력의 논리적 결과 뿐 아니라 반응시간에도 의존하므로, 본 논문에서는 실시간 전력 시스템의 성능 및 신뢰도를 유연하게 평가하기 위해서 퍼지-랜덤 변수에 의해 적절하게 변형된 상태 오토마타를 제시하고 몇가지 수치 예제를 제시함으로써 제안한 기법의 효용성을 검증한다.

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Linear profile monitoring with random covariate (설명변수가 랜덤인 성형 프로파일 연구)

  • Kim, Daeun;Lee, Sungim;Lim, Johan
    • The Korean Journal of Applied Statistics
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    • v.35 no.3
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    • pp.335-346
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    • 2022
  • Profile control chart aims to detect a change in the functional relationship of multivariate characteristics in the statistical process control. In monitoring two variables, a linear profile is of interest composed of the intercept and slope of one variable (response variable) against the other (explanatory variable). The previous studies on monitoring of the linear profile mostly assume that the explanatory variables are the same for all profiles. However, there are also cases where they vary depending on profiles. This paper intends to extend the monitoring method to where explanatory variables are different for each profile. We compare the new method's performance through simulation and apply it to monitoring a network intrusion using NSL-KDD data.

Bike Insurance Fraud Detection Model Using Balanced Randomforest Algorithm (균형 랜덤 포레스트를 이용한 이륜차 보험사기 적발 모형 개발)

  • Kim, Seunghoon;Lee, Soo Il;Kim, Tae ho
    • Journal of Digital Convergence
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    • v.20 no.2
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    • pp.241-250
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    • 2022
  • Due to the COVID-19 pandemic, with increased 'untact' services and with unstable household economy, the bike insurance fraud is expected to surge. Moreover, the fraud methodology gets complicated. However, the fraud detection model for bike insurance is absent. we deal with the issue of skewed class distribution and reflect the criterion of fraud detection expert. We utilize a balanced random-forest algorithm to develop an efficient bike insurance fraud detection model. As a result, while the predictive performance of balanced random-forest model is superior than it of non-balanced model. There is no significant difference between the variables used by the experts and the confirmatory models. The important variables to detect frauds are turned out to be age and gender of driver, correspondence between insured and driver, the amount of self-repairing claim, and the amount of bodily injury liability.

Central limit theorems for fuzzy random sets (퍼지 랜덤 집합에 대한 중심극한정리)

  • Kwon Joong-Sung;Kim Yun-Kyong;Joo Sang-Yeol;Choi Gyeong-Suk
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.3
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    • pp.337-342
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    • 2005
  • The present paper establishes the improved version of central limit theorem for sums of level-continuous fuzzy set-valued random variables as a generalization of central limit theorem for sums of independent and identically distributed set-valued random variables.

Response Characteristics of Secondary Structures Subjected to Stationary Random Base Excitation (랜덤 기저가진을 받는 부-구조물의 응답특성)

  • 진춘언;김천욱
    • Journal of KSNVE
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    • v.8 no.4
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    • pp.741-748
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    • 1998
  • 본 연구에서는 랜덤 기저가진을 받는 주 구조물과 여러 개의 부 구조물로 구성된 계의 응답특성을 분석하고 특히, 부 구조물의 응답분포에 관하여 연구하였다. 주 구조물의 응답이 최소가 되도록 설계변수를 최적화 할 경우, 부 구조물간의 응답분포가 균일하지 않음을 확인하고, 부 구조물간의 응답분포의 폭이 최소가 되는 진동수 비를 제안하였다.

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Double Clustering of Gene Expression Data Based on the Information Bottleneck Method (정보병목기법에 기반한 유전자 발현 데이터의 이중 클러스터링)

  • 김병희;황규백;장정호;장병탁
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.04c
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    • pp.362-364
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    • 2003
  • 기능 유전체학에서 클러스터링 기법은 고차원의 마이크로 어레이 데이터 분석을 위한 주된 도구 중의 하나이다. 본 논문에서는 정보병목(information bottleneck)기법 기반의 이중 클러스터링에 의한, 유전자 발현 데이터의 계층적 병합방식 클러스터링 기법을 제안한다. 정보병목기법은, 두 랜덤변수의 결합확률분포가 주어진 경우 두 변수의 상호 정보량을 최대한 보존하면서 한 변수를 압축하는 기법이며, 두 변수를 차례로 압축하는 것이 이중 클러스터링이다. 실제 마이크로 어레이 데이터인 NC160 데이터(암세포 내 유전자 발현 데이터)에 대한 실험에서, 먼저 유전자를 그 발현패턴에 따라 클러스터링 한 후 이를 이용하여 표본들을 클러스터링하고 그 성능을 다각도로 분석하였다. 상호 정보량과 유전자 및 표본 클러스터 수와 엔트로피 척도에 의한 성능을 검토해 본 결과, 표본이 추출 조직에 따라 구분 가능할 것이라는 가정을 검증할 수 있었으며, 적절한 클러스터의 수를 결정할 수 있는 임계점의 기준을 설정할 수 있었다.

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Effective Parameter Estimation of Bernoulli-Gaussian Mixture Model and its Application to Image Denoising (베르누이-가우스 혼합 모델의 효과적인 파라메터 추정과 영상 잡음 제거에 응용)

  • Eom, Il-Kyu;Kim, Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.5 s.305
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    • pp.47-54
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    • 2005
  • In general, wavelet coefficients are composed of a few large coefficients and a lot of small coefficients. In this paper, we propose image denoising algorithm using Bernoulli-Gaussian mixture model based on sparse characteristic of wavelet coefficient. The Bernoulli-Gaussian mixture is composed of the multiplication of Bernoulli random variable and Gaussian mixture random variable. The image denoising is performed by using Bayesian estimation. We present an effective denoising method through simplified parameter estimation for Bernoulli random variable using local expected squared error. Simulation results show our method outperforms the states-of-art denoising methods when using orthogonal wavelets.

Exploring Factors Influencing Life Satisfaction of Youth using Random Forests (랜덤포레스트를 활용한 청년 삶의 만족도 영향 요인 탐색)

  • Sungsim Lee
    • Journal of Industrial Convergence
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    • v.21 no.7
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    • pp.9-17
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    • 2023
  • This study was conducted to explore the factors that affect youth life satisfaction in order to find ways to increase their life satisfaction. For this purpose, we utilized data from the National Youth Policy Institute's '2021 Youth Socio-Economic Survey' to study 2,041 youth aged 18-34 as of 2021. The randomForest method was applied to explore various variables that affect youth life satisfaction. A total of 21 variables were analyzed, including demographic and socio-demographic factors and psychological and emotional factors.The results of exploring the variables affecting youth life satisfaction using randomForest are as follows. First, all 21 predictors were found to have an impact on young adults' life satisfaction. Second, the most significant impact on youth life satisfaction was found to be 'work values'. Third, it can be seen that young people's perceptions of society, such as 'political effectiveness' and 'perception of older generation', are also variables that affect youth life satisfaction. Based on these findings, the variables affecting youth life satisfaction are explained and discussion points are presented.

Physical Modelling for Consistent Reasonable Thought and Stock-Price Flow Patterns (합리적 생각의 물리적 모델링과 주가 흐름 패턴 분석)

  • Park, Sangup
    • New Physics: Sae Mulli
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    • v.68 no.12
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    • pp.1364-1373
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    • 2018
  • A recognizable form having meaning is called a sign in semiotics. The sign is transformed into a physical counter form in this work. Its internal structure is restricted on the linguistic concept structure. We borrow the concept of a mathematical function from the utility function of a rational personal in the economy. Universalizing the utility function by introducing the consistency of independency on the manner of construction, we construct the probability. We introduce a random variable for the probability and join it to a position variable. Thus, we propose a physical sign and its serial changes in the forms of stochastic equations. The equations estimate three patterns (jumping, drifting, diffusing) of possible solutions, and we find them in the one-day stock-price flow. The periods of jumping, drifting and diffusing were about 2, 3.5, and 6 minutes for the Kia stock on 11/05/2014. Also, the semiotic sign (icon, index, symbol) can be expected from the equations.