• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.9
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• pp.5585-5593
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• 2014

This study tested the hypothesis that the significance of the heterogeneous dispersion parameter in safety performance function (SPF) used to estimate the expected crashes is affected by the endogenous heterogeneous prior distributions, and analyzed the impacts of the mis-specified dispersion parameter on the evaluation results for traffic safety countermeasures. In particular, this study simulated the Poisson means based on the heterogeneous dispersion parameters and estimated the SPFs using both the negative binomial (NB) model and the heterogeneous negative binomial (HNB) model for analyzing the impacts of the model mis-specification on the mean and dispersion functions in SPF. In addition, this study analyzed the characteristics of errors in the crash reduction factors (CRFs) obtained when the two models are used to estimate the posterior means and variances, which are essentially estimated through the estimated hyper-parameters in the heterogeneous prior distributions. The simulation study results showed that a mis-estimation on the heterogeneous dispersion parameters through the NB model does not affect the coefficient of the mean functions, but the variances of the prior distribution are seriously mis-estimated when the NB model is used to develop SPFs without considering the heterogeneity in dispersion. Consequently, when the NB model is used erroneously to estimate the prior distributions with heterogeneous dispersion parameters, the mis-estimated posterior mean can produce large errors in CRFs up to 120%.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.91-96
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• 2005

다차원층화에서 선형계획법을 이용한 표본배정 방법은 Winkler(1990, 2001), Sitter와 Skinner(1994, 2002)가 제안하였다. 이 방법들은 표본크기가 층 개수보다 크지 않는 경우에 공통적으로 선형계획법을 이용하여 표본배정을 실시하였다. 반복 비율 적합방법(IPF), 일반화 반복 비율 적합(GIFP), SS 방법을 통해 셀 값을 결정하고 선형계획법을 이용하여 표본의 배정확률을 통해 표본배정을 실시한다. 이 3가지 방법들로 표본을 배정하고 평균 및 분산추정량을 비교한다.

• Proceedings of the KIPE Conference
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• 2019.07a
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• pp.198-200
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• 2019

배터리의 상태를 추정하기 위해 전압과 전류 데이터는 사용자가 센서를 통해 얻을 수 있는 정보이며, 이때 노이즈 성분이 포함된 전압 및 전류 데이터는 배터리의 상태 추정을 할 때 정확도를 크게 감소시킬 수 있다. 기존의 확장 칼만필터(EKF, Extended Kalman Filter)를 사용하여 노이즈 성분이 포함된 데이터를 통해 배터리의 상태를 추정했을 때는 노이즈의 영향으로 인해 추정 정확도가 떨어진다. 본 논문은 적응형 칼만 필터(AKF, Adaptive Kalman Filter)를 사용하여 노이즈 분산값을 업데이트 해줌으로써 SOC추정 성능을 향상시켰다. 실험 및 배터리의 모델링은 21700 NMC 고용량 배터리를 사용하였으며, 배터리의 전압에 임의의 노이즈 성분을 추가하여 배터리의 SOC를 추정 정확도를 검증 하였다.

• Journal of agriculture & life science
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• v.44 no.2
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• pp.29-38
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• 2010

This study looked into estimation of variance component over swine's economic traits by multiple animal model and maternal effect model using on-farm test data of total 31,455 swine of Duroc, Landrace and Yorkshire species that were born between 2000 and 2008. Heritability by estimated additive genetic effect showed higher than one by maternal genetic effect using multivariate maternal animal model in each trait examined by each breed and most heritability when considering only additive genetic effect in multiple traits animal model was estimated to be higher than one by estimated additive genetic effect in multivariate maternal animal model. In correlation between breeding value by estimated maternal genetic effect and phenotypic value using multivariate maternal animal model, rank correlation and simple correlation of breeding value and phenotypic value by maternal genetic effect also showed low positive correlation or strong negative correlation, which can be considered that if correlation with phenotype were increased properly considering maternal genetic effect in each trait by each breed, even better improvement could be promoted.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.231-253
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• 2004

We examine hedge strategies that use Won-dollar futures to hedge the price risk of the Won-dollar exchange rate. We employ the naive hedge model, minimum variance hedge model and bivariate ECT-ARCH(1) model as hedge instruments, and analyze their hedge performances. The sample period covers from January 2, 2001 to December 31, 2002 with sub-samples such as daily, weekly, bi-weekly prices of the Won-dollar futures and cash. The important findings may be summarized as follows. First, there is no significant difference in hedge ratio between the risk minimum variance model and bivariate ECT-ARCH(1) model that controls for the cointegration relationship of the Won-dollar futures and cash. Second, hedge performance of the naive model and minimum variance model with constant hedge ratios is not far behind that of bivariate ECT-ARCH(1) model with time-varying hedge ratios. This results imply that investors are encouraged to use the minimum variance hedge model to hedge Won-dollar exchange rate with Won-dollar futures. Third, hedge performance and effectiveness of each model is also analyzed with respect to hedge period appear to be greater over long than over the short period. This evidence supports the hypothesis that futures prices would have more time to respond to the greater cash price changes over the longer holding period, leading to an improved hedge performance.

• Journal of Korean Society of Transportation
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• v.33 no.5
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• pp.449-460
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• 2015

The reliability of air quality evaluation results for green transportation could be improved by applying correct emission factors. Unlike previous studies, which estimated emission factors that focused on vehicles in laboratory experiments, this study investigates emission factors according to road types and time using real driving data. The real driving data was collected using a Portable Activity Monitoring System (PAMS) according to road types and time, which it compared and analyzed fuel consumption from collected data. The result of the study shows that fuel consumption on national highway is 17.33% higher than the fuel consumption on expressway. In addition, the average fuel consumption of peak time is 4.7% higher than that of non-peak time for 22.5km/h. The difference in fuel consumption for road types and time is verified using ANOCOVA and MANOVA. As a result, the hypothesis of this study - that fuel consumption differs according to road types and time, even if the travel speed is the same - has proved valid. It also suggests correction factor of emission factors by using the difference in fuel consumption. It is highly expected that this study can improve the reliability of emissions from mobile pollution sources.

• The Journal of the Acoustical Society of Korea
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• v.27 no.3
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• pp.149-153
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• 2008

General underwater target detection methods adopt short-time FFT for estimate target doppler. This paper proposes the efficient target detection method, instead of conventional FFT, using approximate FFT for distributed sensor network target detection, which requires lighter computations. In the proposed method, we decrease computational rate of FFT by the quantization of received signal. For validation of the proposed method, experiment result which is applied to FFT based active sonar detector and real oceanic data is presented.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.281-301
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• 2004

In this paper we consider the change point problem in a sequence of univariate normal observations. We want to know whether there is any change point or not. In case a change point exists, we will identify its change type. Namely, it can be a mean change, a variance change, or both the mean and variance change. The intrinsic Bayes factors of Berger and Pericchi (1996, 1998) are used to find the type of optimal change model. The Gibbs sampling including the Metropolis-Hastings algorithm is used to estimate all the parameters in the change model. These methods are checked via simulation and applied to the winter average temperature data in Seoul.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.761-770
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• 2011

Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.105-117
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• 2004

In this paper, a new method is developed for estimating the mean of a population which has a linear trend. This method involves drawing a sample by the modified systematic sampling, and then estimating the population mean with an adjusted estimator, not with the sample mean itself. We use the method of least squares in determining the adjusted estimator. The proposed method is shown to be more and more efficient as the linear trend becomes stronger. It turns out to be relatively efficient as compared with the conventional methods if $\sigma$$^2$the variance of the random error term in the infinite superpopulation model, is not very large.