• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.457-476
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• 2000

In this study, we have proposed a sampling method and an estimation method for efficiently estimating the mean of a population which has a linear trend. These methods involve drawing a sample by the so-called "centered balanced systematic sampling", which is an extension of systematic sampling, and then estimating the population mean with an adjusted estimator, not with the sample mean itself. We used the concept of interpolation in determining the adjusted estimator.\Ve compared the efficiency of the proposed estimator with those of the estimators from existing methods, under the expected mean square error criterion based on the infinite superpopulation model introduced by Cochran(1946). The proposed method is for use in the case when the sample size n(2 5) is an odd number and k(the reciprocal of the sampling fraction) is an even number. A good result was also obtained in an example using computer simulation. simulation.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.371-384
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• 2022

The fused LASSO signal approximator (FLSA) can be applied to find change points from the data having piecewise constant mean structure. It is well-known that the FLSA is inconsistent in change points detection. This inconsistency is due to a total-variation denoising penalty of the FLSA. ℓ₁ trend filter, one of the popular tools for finding an underlying trend from data, can be used to identify change points of piecewise linear trends. Since the ℓ₁ trend filter applies the sum of absolute values of slope differences, it can be inconsistent for change points recovery as the FLSA. However, there are few studies on the inconsistency of the ℓ₁ trend filtering. In this paper, we demonstrate the inconsistency of the ℓ₁ trend filtering with a numerical study.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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• v.21 no.2
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• pp.67-77
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• 2016

This study developed synthetic regression diagram for analyzing the linear trend of sea surface height, temperature, and salinity around the Korean marginal seas. In situ observed data had been quality controlled and they were verified by EOF comparison with objective analyzed data. From the synthetic regression diagram, we confirmed similar linear regression values with those of previous studies, but additionally provided detailed regression rate of each 5 to 30 year for the total periods of 1983-2013. We expect that quantitative results presented by this study will be useful as standard reference numbers for relevant studies analyzing oceanic long-term trend.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.2156-2160
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• 2008

우리나라 연안의 평균해면이 증가하고 있다는 주장과 고극조위, 저극조위가 증가(또는 변동)하고 있다는 주장이 제기되고 있으나, 연구자가 사용한 자료의 기간 및 분석 방법 등에 차이가 있고, 결측자료(missing data) 및 이상자료(outlier) 등을 처리한 방법이 서로 차이가 있기 때문에 전체적으로 또는 부분적으로 분석결과가 차이를 보일 수 있다. 또한 추세분석에서는 통계적인 신뢰수준에 대한 검정과정 없이 단순하게 선형회귀곡선식을 이용하여 기울기의 부호만으로 증가 감소를 판단하는 경우도 있다. 그러나 추세분석은 최적의 추세곡선을 찾아내는 것 이전에 추세의 유무를 통계적인 신뢰수준을 기준으로 검정하는 것이 필요하다. 본 연구에서는 추세분석의 필수과정인 추세검정(추세가 있는가? 없는가?)을 Mann-Kendall 방법을 이용하여 우리나라 전 연안 조위관측소의 평균해수면 및 고극조위, 저극조위 자료에 대하여 수행하였다. 추세검정 결과를 다음과 같이 도출할 수 있었다. 평균해수면은 95% 유의수준으로 분석에 포함된 전체 30개 검조소 중 대산, 보령, 군산, 목포, 통영, 거문도, 부산, 가덕도, 제주, 서귀포, 속초, 포항, 울산, 울릉도 지점 등 19개 지점이 추세가 있는 것으로 파악되었으며, 고극조위, 저극조위는 각각 15개, 17개 지점이 추세가 있는 것으로 파악되었다.

• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.173-191
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• 2008

The goal of this paper is analyzing and modeling the trend of apartment market price in Seoul using the dynamic linear model(DLM). We use the market price per pyeong of 30-pyeong-apartment provided by "KB apartment market price database" of Kookmin bank. The data is collected from June $24^{th}$, 2003 to August $28^{th}$, 2006. The inspection of the data reveals that the trend of apartment market price in Seoul can be divided into two groups and we assume that the price is expressed by the common trend of divided groups. We try to estimate the price of apartment by DLM using the Bayesian method.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.565-578
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• 2006

Repeated measurement data between two group is often used in the field of medicine study. In this paper, we suggest a method for comparison of the trend between two groups based on repeated measurement data. First, we estimate regression coefficient of linear regression model from each subject and generate samples using the regression coefficient estimated previous. And then, we test the difference between two groups by unpaired t-test, Wilcoxon rank sum test and placement test using generated samples. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of several methods in various combinations.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.32 no.1
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• pp.85-93
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• 2020

The basic information of mean sea level data of all tidal monitoring stations in Korea was reviewed, and the correlation coefficients between the stations were analyzed. Mean sea level changes expected due to global climate change effects were found to show a high correlation of more than 0.75 regardless of the distance between the stations were analyzed. The data between certain stations were found to have negative correlation and low correlation of 0.25 or less, but this was determined by the influence of small data numbers and outliers. However, since these correlations assume a linear increase and a linear relationship, the estimation results may be distorted for data with fluctuating trends that deviate from this assumption. Based on the results of the changing patterns of the MSL data, it shows that a number of the MSL data do not follow the linear trend.

• Proceedings of the Korean Society Of Semiconductor Equipment Technology
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• 2004.05a
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• pp.138-146
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• 2004

현재 반도체 및 LCD 제조분야에 적용되는 공정장비, 이송시스템에는 고성능, 고생산성이 요구되고 있는 추세이다 기존의 선형이송시스템은 구동원으로 서보모터(Servo Motor)를 사용하고 있으며, 기계적 동력전달장치를 사용하여 직선운동을 하는 구조로 되어있어 마찰소음, Position Error 등의 발생요인이 많은 단점을 가지고 있다. 반면에 선형전동기(Linear Motor)를 이송시스템의 구동원으로 사용하면 기계적 동력전달장치가 생략되어 기존의 선형이송시스템이 가지고 있는 단점들의 개선효과가 크며 유지보수면에서도 유리한 점이 많다. 본 연구에서는 2,500[N]급 영구자석 여자 횡자속 선형전동기를 설계, 개발하였으며, 이를 적용한 추진모듈을 개발하였다. 본 연구에서 개발된 횡자속 선형전동기 적용 추진모듈은 LCD 제조분야의 Stocker, RGV, Index, OHS, OHT 등을 비롯하여 타 산업분야의 선형이송시스템으로의 가능하다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.1B
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• pp.55-64
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• 2008

The evidence of changes in the climate system is obvious in the world. Nevertheless, at the current techniques for flood frequency analysis, the flood distribution can not reflect climate change or long-term climate cycles. Using a linear regression and a Mann-Kendall test, trends in annual maximum precipitation and flood data for several major gauging sites were evaluated. Moreover, this research considered incorporating flood trends by climate change effects in flood frequency analyses. For five rainfall gauging sites (Seoul, Incheon, Ulleungdo, Jeonju, and Gangneung), upward trends were observed in all gauged annual maximum precipitation records but they were not statistically significant. For three streamflow gauging sites (Andong Dam, Soyanggang Dam, and Daecheong Dam), upward trends were also observed in all gauged annual maximum flood records, but only the flood at Andong Dam was statistically significant. A log-normal trend model was introduced to reflect the observed linear trends in annual maximum flood series and applied to estimate flood frequency and risk for Andong Dam and Soyanggang Dam. As results, when the target year was 2005, 50-year floods of the log-normal trend model were 41% and 21% larger then those of a log-normal model for Andong Dam and Soyanggang Dam, respectively. Moreover, the estimated floods of the log-normal trend model increases as the target year increases.

• The Korean Journal of Financial Management
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• v.13 no.1
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• pp.261-284
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• 1996

본 논문에서는 통화선물(일본 엔화와 독일 마르크화)에 대한 듀레이션 효과와 만기효과를 검증 하였다. 두 통화에 대한 1990-1994년까지의 현물과 선물의 주별자료를 가지고 분석한 결과 엔화와 마르크화의 통화선물계약에 대한 최소분산 헤지비율은 헤지기간(hedge duration)이 1주부터 5주까지 변함에 따라 증가하고 있으며 이러한 듀레이션효과는 계약만기가 가까워짐에 따라 헤지가 점점 제거되는 현상, 즉 만기효과에 의해서 영향을 받는 것으로 나타났다. 그리고 선형추세분석을 통해서 최소분산헤지비율이 베타헤지비율에 어떠한 추세로 접근하는 지를 알아보았다. 그 결과 듀레이션이 길어질수록 최소분산헤지비율이 증가하고, 계약만기에 가까워짐에 따라 최소분산헤지비율이 베타헤지비율, 1에 가까워지는 현상이 나타났다.