• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.67-74
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• 2017

This paper analyzes the causal relationship from climate to international grain prices. Although climate is an important factor affecting the grain markets, it has been restrictively considered in previous studies analyzing the causal relationship of international grain prices. In this paper, monthly data from May 1987 to 2013 is used for the causal analysis in which the sea surface temperature (SST), a representative global climate variable, and the international prices of wheat, corn, and soybean, the world's three major crops, are considered. The test method is the parametric version of the nonparametric test for causality in high-order moments suggested by Nishiyama et al. (2011). The results show that the climate causes in the first moment the prices of all the three grains and causes in the second moment the prices of corn and soybean, but does not cause in the third moment any of the three grain prices.

• Journal of the Korea Society for Simulation
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• v.33 no.1
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• pp.19-26
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• 2024

The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1275-1283
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• 2013

This paper considers the multivariate integrated process control procedure for detecting special causes in a multivariate IMA(1, 1) process. When the multivariate control chart signals, the special cause will be detected and eliminated from the process. However, when the elimination of the special cause costs high or is not practically possible, an alternative action is to readjust the process with approximately modified adjustment scheme. In this paper, we estimate parameters in the readjustment procedure after having a true signal in the multivariate integrated process control.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.4
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• pp.598-603
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• 2003

This paper presents a sub-band feature extraction approach in which the feature extraction method in the individual frequency sub-bands is determined in terms of speech recognition accuracy. As in the multi-band paradigm, features are extracted independently in frequency sub-regions of the speech signal. Since the spectral shape is well structured in the low frequency region, the all pole model is effective for feature extraction. But, in the high frequency region, the nonparametric transform, discrete cosine transform is effective for the extraction of cepstrum. Using the sub-band specific feature extraction method, the linguistic information in the individual frequency sub-bands can be extracted effectively for automatic speech recognition. The validity of the proposed method is shown by comparing the results of speech recognition experiments for our method with those obtained using a full-band feature extraction method.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.885-894
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• 2015

It is necessary to forecast the electricity demand for reliable and effective operation of the power system. In this study, we try to categorize a functional data, the mean curve in accordance with the time of daily power demand pattern. The data were collected between January 1, 2009 and December 31, 2011. And it were converted to time series data consisting of seasonal components and error component through log transformation and removing trend. Functional clustering by Ma et al. (2006) are applied and parameters are estimated using EM algorithm and generalized cross validation. The number of clusters is determined by classifying holidays or weekdays. Monday, weekday (Tuesday to Friday), Saturday, Sunday or holiday and season are described the mean curve of daily power demand pattern.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.10a
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• pp.192-196
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• 1999

본 연구에서는 변환을 취하지 않고 M/G/c 시스템의 고객수분포를 구하는 방법으로 2단계 분석을 제시한다. I 단계에서는 마코비안 서비스를 따르는 전통적인 고객수분포로부터 출발하여 여기에 새롭게 정의된 모수를 도입해서 근사하여 고객수가 c명일 때까지의 분포를 구한다. II단계에서는 선수 작업으로 하나의 대기행렬을 각각의 고객의 대기공간으로 구별하여 나눈 후에 현재 시스템내의 고객수에 따라 고객의 도착시점에서 바라 본 대기공간의 부하 유형별로 나누고, 해당 대기공간에 부하를 주는 정도에 따라 정리된 식으로부터 축차적으로 고객수분포를 유도한다. 유도된 고객수분포로부터 평균 시스템 체재시간과 평균 대기시간 등을 구하고 이를 시뮬레이션과 비교하여, 본 근사법의 유용성을 논의한다.

• The Journal of the Korea Contents Association
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• v.6 no.9
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• pp.19-27
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• 2006

Mean shift procedure is applied for the data points in the joint spatial-range domain and achieves a high quality. However, a color image is segmented differently according to the inputted spatial parameter or range parameter and the demerit is that the image is broken into many small regions in case of the small parameter. In this paper, to improve this demerit, we propose the method that groups similar regions using region merging method for over-segmented images. The proposed method converts a over-segmented image in RGB color space into in HSI color space and merges similar regions by hue information. Here, to preserve edge information, the region merge constraints are used to decide whether regions are merged or not. After then, we merge the regions in RGB color space for non-processed regions in HSI color space. Experimental results show the superiority in region's segmentation results.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.259-269
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• 2017

Due to the nonnegativity of variance, most of nonparametric estimations of discontinuous variance function have used the Nadaraya-Watson estimation with residuals. By the modification of Chen et al. (2009) and Yu and Jones (2004), Huh (2014, 2016a) proposed the estimators of the log-variance function instead of the variance function using the local linear estimator which has no boundary effect. Huh (2016b) estimated the variance function using the adjusted squared residuals by the estimated jump size in the discontinuous variance function. In this paper, we propose an estimator of the discontinuous log-variance function using the local linear estimator with the adjusted log-squared residuals by the estimated jump size of log-variance function like Huh (2016b). The numerical work demonstrates the performance of the proposed method with simulated and real examples.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1133-1146
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• 2016

Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.306-306
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• 2019

전지구적 기온상승으로 인해 미래기후의 관한 연구가 중요시 되고 있다. 위와 같은 현상으로 인하여 다양한 기후변화 연구가 진행되고 있다. 미래기후 연구에는 GCM (General Circulation Model) 모의 결과가 이용된다. 격자 자료로 구성된 GCM은 연구 지점으로 지역적 상세화와 연구지역의 관측자료 사이의 편이 보정(bias correction)이 필수적이다. 위와 같은 근거로 편이 보정 방법의 선택은 매우 중요하며 편의 보정의 방법에 따라서 결과가 다르게 도출될 수 있다. 또한 국내외 연구에서는 다양한 상세화 기법과 편이 보정 기법을 분석 및 평가하는 연구가 진행되고 있으며, 편의 기법 중 대표적인 기법인 Quantile mapping과 Random Forest 기법이 있다. Quantile mapping 기법은 GCM의 과거 모의 데이터와의 편이 보정에 있어서 우수하게 나타났으나, GCM 데이터의 미래 예측 기간(2010년~2018년)까지의 데이터에서는 극한 강수를 정량적으로 분석 가능한 Random Forest 기법이 편이 보정 과정에서 성능이 우수할 것으로 판단된다. 본 연구에서는 우리나라 21개 관측소를 기준으로 총 4개의 GCM(GISS, CSIRO, CCSM4,MIROC5)의 과거 기간 자료(1970년~2005년)를 실제 관측소에서 관측된 강수량을 편의 보정하는 방법에 있어서 편의 보정 기법의 성능을 비교한 결과와 GCM 미래 예측 기간 자료(2010년~2018년)에서의 편의 보정 기법의 성능 결과를 비교하였다. 이를 토대로 편이 보정 기법의 결과를 6개의 평가지수를 이용하여 정량적으로 분석하였으며, 다기준의사결정기법인 TOPSIS(Technique for Order of Preference by Similarity to Ideal Solution)를 이용하여 편이 보정기법들의 성능에 있어서 우선순위를 선정하였다. 본 연구에서 편이 보정 방법으로 Quantile mapping 방법을 사용했으며, Quantile mapping의 기법으로는 비모수 변환법(non-parametric transformation)과 분포기반 변환법(distribution derived transformation)이 사용되었다. 또한 머신러닝 방법 중 하나인 Random Forest 방법을 동시에 사용하여 결과를 비교하였다. 또한 GCM 자료가 격자식으로 제공하고 있기 때문에 관측소 강수량도 공간적으로 환산하여야 하는데, 본 연구에서는 역거리 가중치법(inverse distance weighting, IDW) 방법을 이용하였다.