• The Transactions of the Korea Information Processing Society
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• v.6 no.8
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• pp.2060-2071
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• 1999

The complicate software failure system is defined to the superposition of the points of failure from several component point process. Because the likelihood function is difficulty in computing, we consider Gibbs sampler using iteration sampling based method. For each observed failure epoch, we applied to latent variables that indicates with component of the superposition mode. For model selection, we explored the posterior Bayesian criterion and the sum of relative errors for the comparison simple pattern with superposition model. A numerical example with NHPP simulated data set applies the thinning method proposed by Lewis and Shedler[25] is given, we consider Goel-Okumoto model and Weibull model with GOS, inference of parameter is studied. Using the posterior Bayesian criterion and the sum of relative errors, as we would expect, the superposition model is best on model under diffuse priors.

• Journal of KIISE:Databases
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• v.28 no.3
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• pp.324-333
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• 2001

In this paper we present a novel color image segmentation algorithm based on a Gaussian Mixture Model(GMM). It is introduced a Deterministic Annealing Expectation Maximization(DAEM) algorithm which is developed using the principle of maximum entropy to overcome the local maxima problem associated with the standard EM algorithm. In our approach, the GMM is used to represent the multi-colored objects statistically and its parameters are estimated by DAEM algorithm. We also develop the automatic determination method of the number of components in Gaussian mixtures models. The segmentation of image is based on the maximum posterior probability distribution which is calculated by using the GMM. The experimental results show that the proposed DAEM can estimate the parameters more accurately than the standard EM and the determination method of the number of mixture models is very efficient. When tested on two natural images, the proposed algorithm performs much better than the traditional algorithm in segmenting the image fields.

• Journal of Korean Society of Transportation
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• v.28 no.5
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• pp.65-75
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• 2010

The objective of this paper is to quantify economic values of parcel service attributes (safety, reliability, quickness, and kindness and customer service) using the contingent choice method and to investigate impact factors (such as sex, age, and education), which influence choice of desirable parcel services. As empirical results, the marginal willingness-to-pay for multiple attributes of parcel service is calculated as about 2,349.6 KRW for the safety attribute, about 829.3 KRW for the reliability attribute, about 588.5 KRW for the quickness attribute, and about 358.8 KRW for the kindness and customer service attribute, according to the estimation model without covariates. The overall results indicate that the safety attribute ranks highest among parcel service attributes, followed by the reliability attribute, quickness attribute, and kindness and customer service attribute. These results can be useful in the decision-making process for establishing desirable pricing policies for parcel service.

• Journal of the Korean Institute of Intelligent Systems
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• v.26 no.6
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• pp.493-497
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• 2016

Infrared (IR) imaging is capable of detecting targets that are not visible at night, thus it has been widely used for the security and defense system. However, the quality of the IR image is often degraded by low resolution and noise corruption. This paper addresses target segmentation with the IR image. Multiple regions of interest (ROI) are extracted by the multi-level segmentation and targets are segmented from the individual ROI. Each level of the multi-level segmentation is composed of a k-means clustering algorithm an expectation-maximization (EM) algorithm, and a decision process. The k-means clustering algorithm initializes the parameters of the Gaussian mixture model (GMM) and the EM algorithm iteratively estimates those parameters. Each pixel is assigned to one of clusters during the decision. This paper proposes the selection and the merging of the extracted ROIs. ROI regions are selectively merged in order to include the overlapped ROI windows. In the experiments, the proposed method is tested on an IR image capturing two pedestrians at night. The performance is compared with conventional methods showing that the proposed method outperforms others.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.721-732
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• 2018

Latent class analysis (LCA) is an important tool to explore unseen latent groups in multivariate categorical data. In practice, it is important to select a suitable set of variables because the inclusion of too many variables in the model makes the model complicated and reduces the accuracy of the parameter estimates. Dean and Raftery (Annals of the Institute of Statistical Mathematics, 62, 11-35, 2010) proposed a headlong search algorithm based on Bayesian information criteria values to choose meaningful variables for LCA. In this paper, we propose a new variable selection procedure for LCA by utilizing posterior probabilities obtained from each fitted model. We propose a new statistic to measure the adequacy of LCA and develop a variable selection procedure. The effectiveness of the proposed method is also presented through some numerical studies.

• Tuberculosis and Respiratory Diseases
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• v.66 no.6
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• pp.437-443
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• 2009

Background: The aim of this study was to consider the significance of pleural fluid adenosine deaminase (ADA) activity combined with lymphocyte/neutrophil (L/N) ratio in the diagnosis of tuberculous pleurisy (TBpl) in a region of intermediate prevalence of tuberculosis (TB). Methods: We collected data from 388 patients with exudative pleural effusions. The final diagnoses were compared to the results from our diagnostic method using pleural fluid ADA and L/N ratio. Results: 108 patients had a final diagnosis of TBpl; 102 cases had high levels of ADA ($\geq$40 IU/L). When we considered ADA $\geq$40 IU/L as a diagnostic criterion, the sensitivity was 94.4%, specificity 87.5%, and posttest posttest probability 74.5%. However, when we considered ADA $\geq$40 IU/L combined with the L/N ratio $\geq$0.75 as a diagnostic criterion, the specificity and post-test probability were rose to 97.5% and 93%, respectively. The other causes of high ADA and L/N ratios were lymphoma and metastatic carcinoma, but mass-like lesions were found on the chest radiographs or CT scans. Conclusion: To evaluate the causes of exudative pleural effusions in a region of intermediate prevalence of tuberculosis, we recommend measuring the pleural fluid ADA and L/N ratio first. If the result is high and malignancies are not suspected, it may be diagnostic of TBpl.

• Journal of the Korean Geotechnical Society
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• v.31 no.8
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• pp.51-62
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• 2015

It is not possible to provide resonable evidence for embankment (or dam) overtopping in geotechnical engineering, and conventional analysis by hydrologic design has not provided the evidence for the overflow. However, hydrologic design analysis using Copula function demonstrates the possibility that dam overflow occurs when estimating rainfall probability with rainfall data for 40 years based on fluctuating water level of a dam. Hydrologic dam risk analysis depends on complex hydrologic analyses in that probabilistic relationship needs to be established to quantify various uncertainties associated with modeling process and inputs. The systematic approaches to uncertainty analysis for hydrologic risk analysis have not been addressed yet. In this paper, the initial level of a dam for stability of a dam is generally determined by normal pool level or limiting the level of the flood, but overflow of probability and instability of a dam depend on the sensitivity analysis of the initial level of a dam. In order to estimate the initial level, Copula function and HEC-5 rainfall-runoff model are used to estimate posterior distributions of the model parameters. For geotechnical engineering, slope stability analysis was performed to investigate the difference between rapid drawdown and overtopping of a dam. As a result, the slope instability in overtopping of a dam was more dangerous than that of rapid drawdown condition.

• Journal of Korea Water Resources Association
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• v.44 no.5
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• pp.339-350
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• 2011

This study developed a climate informed Bayesian nonstationary frequency model which allows us to forecast seasonal summer rainfall at Nakdong River. We constructed a 37-year summer rainfall data set from 10 weather stations within Nakdong river basin, and two climate indices from sea surface temperature (SST) and outgoing longwave radiation (OLR) were derived through correlation analysis. The selected SST and OLR have been widely acknowledged as a climate driver for summer rainfall. The developed model was applied first to the 2010-year summer rainfall (888.1 mm) in order to assure ourself. We demonstrated model performance by comparing posterior distributions. It was confirmed that the proposed model is able to produce a reasonable forecast. The forecasted value is about 858.2 mm, and the difference between forecast and observation is about 30 mm. As the second case study, 2011-year summer rainfall forecast was made using an observed winter SSTs and an assumed 50% value of OLRs. The forecasted value is 967.7 mm and associated exceedance probability over average summer rainfall 680 mm is 92.9%. In addition, 50-year return period for summer rainfall was projected through the nonstationary frequency model. An exceedance probability over 1,400 mm corresponding to the 50-year return level is about 73.7%.

• Journal of the Korean Geographical Society
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• v.51 no.4
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• pp.525-539
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• 2016

This study attempts to predict the changes in the spatial distribution of occupational employment in Korea by applying Markov Chain Model. For the purpose we analyze the job-related migration pattern and estimate the transition probability with the last six years job-related migration data. By applying the Chapman-Kolmogorov equation based on the transition probability, we predict the changes in the spatial distribution of occupational employment for the next ten years. The result reveals that the employment of professional jobs is predicted to increase at every city and region except Seoul, while the employment of elementary labor jobs is predicted to increase slightly in Seoul. In particular, Gangwon-do and Chuncheongdo are predicted to increase in the employment of all occupational jobs.

• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.471-485
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• 2010

VaR is used extensively as a tool for risk management by financial institutions. For convenience, the normal distribution is usually assumed for the measurement of VaR, but recently the method using extreme value theory is attracted for more accurate VaR estimation. So far, GEV and GPD models are used for probability models of EVT for the VaR estimation. In this paper, the PP model is suggested for improved VaR estimation as compared to the traditonal EV models such as GEV and GPD models. In view of the stochastic process, the PP model is regarded as a generalized model which include GEV and GPD models. In the empirical analysis, the PP model is shown to be superior to GEV and GPD models for the performance of VaR estimation.