• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1125-1132
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• 2017

In a situation where the severity and frequency of drought events getting stronger and higher, many studies related to drought forecast have been conducted to improve the drought forecast accuracy. However it is difficult to predict drought events using a single model because of nonlinear and complicated characteristics of temporal behavior of drought events. In this study, in order to overcome the shortcomings of the single model approach, we first build various single models capable to explain the relationship between the meteorological drought index, Standardized Precipitation Index (SPI), and other independent variables such as world climate indices. Then, we developed a combined models using Stochastic Gradient Descent method among Ensemble Learnings.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.9
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• pp.3304-3310
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• 2010

This study solves the decision making problems for TFT-LCD manufacturing supply chain with demand and price uncertainties by establishing robust production and distribution strategies. In order to control the decisions regarding production graded by quality, inventory level and distribution, this study develop scenario model based stochastic mixed integer linear programs (SMILPs) that consider demand and price uncertainties as well as realistic constraints such as capacities etc. The performance of the solution obtained from the SMILPs using robust algorithms will be evaluated through various scenarios.

• Journal of Korean Society of Transportation
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• v.26 no.1
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• pp.113-126
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• 2008

This research aims to explore the effects of multicollinearity on the reliability and goodness of fit of logit model. To investigate the effects of multicollinearity on the multinominal logit model, numerical experiments are performed. The exploratory variables(attributes of utility functions) which have a certain degree of correlations from (rho=) 0.0 to (rho=) 0.9 are generated and rho-squares and t-statistics which are the indices of goodness of fit and reliability of logit model are traced. From the well designed numerical experiments, following findings are validated : 1) When a new exploratory variable is added, some of rho-squares increase while the others decrease. 2) The higher relations between generic variables lead a logit model worse with respect to goodness of fit. 3) Multicollinearity has a tendency to produce over-evaluated parameters. 4) The reliability of the estimated parameter has a tendency to decrease when the correlations between attributes are high. These results suggest that we have to examine the existence of multicollinearity and perform the proper treatments to diminish multicollinearity when we develop logit model.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1099-1107
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• 2017

In this study, we analyzed the determinants of wages of college graduates by using the data of "2014 Graduates Occupational Mobility Survey" conducted by Korea Employment Information Service. In general, wages contain two complex pieces of information about whether an individual is employed and the size of the wage. However, in many previous researches on wage determinants, sample selection bias tends to be generated by performing linear regression analysis using only information on wage size. We used the Heckman sample selection models for analysis to overcome this problem. The main results are summarized as follows. First, the validity of the Heckman's sample selection model is statistically significant. Male is significantly higher in both job probability and wage than female. As age increases and parents' income increases, both the probability of employment and the size of wages are higher. Finally, as the university satisfaction increases and the number of certifications acquired increased, both the probability of employment and the wage tends to increase.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.3A
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• pp.189-197
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• 2009

In this study, truck weight data and load effects of single truck on bridges are analyzed for development of new vehicular load model of the reliability-based bridge design code. Rational load model and statistical properties of loads are important for developing reliability-based design code. In this study, truck weight data collected at four locations are used as well as data from four locations in other studies. Truck weight data are collected from WIM or BWIM system, which are known to give reliable data. Typical truck types, dimensions and axle weight distribution are determined. Probability distributions of upper 20% total truck weight are assumed as Extreme Type I and 100 years maximum truck weights are estimated by linear regression on the probability paper. The load effects of trucks having estimated maximum weights are analyzed for span length from 10 m to 200 m.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.119-128
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• 2002

In this paper, we consider the HB estimators of small area means with repeated survey. mao and Yu(1994) considered small area model with repeated survey data and proposed empirical best linear unbiased estimators. We propose a hierachical Bayes version of Rao and Yu by assigning prior distributions for unknown hyperparameters. We illustrate our HB estimator using very popular data in small area problem and then compare the results with the estimator of Census Bureau and other estimators previously proposed.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.57-68
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• 2017

Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

• Journal of Korean Society of Transportation
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• v.6 no.2
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• pp.21-33
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• 1988

부적정한 도로포장 구조물의 설정 및 유지보수의 적정관리 미흡으로 표면의 피해와 소성변형이 장기간 발생된다. 이로 인한 가요성 통제 구조물의 파괴 원인은 일반적으로 포 장재료의 동질성, 선형탄성 상태의 가정 하에서 분석되었다. 그러나 아스팔트 재료의 특성은 엄밀히 분석해서 완전한 선형탄성이라고는 볼 수 없음은 잘 알려져 있다. 따라서 근본적으 로 포장체의 수명과 파양 예측에 오류 발생가능성이 높다 하겠다. 금번 연구는 이와 같은 종전의 경험적인 선형탄성 방법이 아닌 탄성일소성 상태하의 격자(mechano-lattice) 이론이란 새로운 기법을 도입하였다. 특히 마이너(Miner's Law) 이론의 누적손실과 확률을 적용하여 포장체의 피노수명과 손실을 예측할 수 있다. 금번 이론은 실제로 호주 빅토리아주의 멜보른(Melbourne)시 일부 지역구간을 모형으 로 선정되었다. 분석결과 가장 최적화된 도로포장 각층의 두께와 재료 선정을 하기 위하여 일정기간의 교통량, 상대적 손실지수와 잔여응력 및 표면 변위, 대기온도 그리고 습도의 영 향을 종합적으로 고려하여야 한다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.5 no.2
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• pp.58-65
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• 1993

The theoretical treatment of statistical properties and distribution relevant to nonlinear random wave field of moderate bandwidth such as peak and trough of wave elevation is an overdue task hampered by the complicated form of nonlinear random waves. In this study, the extreme distribution of nonlinear random waves is derived based on the simplified version of Longuet-Higgins' wave model. It is shown that the band width of wave spectrum has a significant influence on these extreme distribution and the significant wave height is getting larger in an increasing manner as the nonlinearity is getting profound.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.303-303
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• 2018

안정적인 수자원 운용을 위해서는 정확한 유량예측 기술이 필요하다. 본 연구에서는 유량예측 정확도의 개선을 위해 베이지안 추론(Bayesian inference) 기법과 앙상블 유량 예측(Ensemble Streamflow Prediction, ESP) 기법의 결합을 통한 새로운 유량예측 기법(Bayesian ESP)을 제안하였다. ESP를 통한 유량 예보 앙상블은 베이지안 추론의 사전정보로 활용되며, 관측 유량과 ESP 전망 결과의 선형관계를 통해 우도함수가 추정된다. 우도함수는 관측 유량이 존재하는 과거 기간에 대한 ESP를 수행한 후 예보 시점의 관측 유량(concurrent observed flow)과 선행 관측 유량(lagged observed flow)과의 다중선형회귀 모형을 통해 추정된다. 사전정보와 우도함수는 정규분포로 가정되며, 따라서 최종 유량예측인 사후정보 역시 정규분포함수로 산정되게 된다. Bayesian ESP은 ESP에서 발생하는 강우-유출모형 오차의 개선을 통해 수문예측의 정확도를 개선하게 되며 정규분포함수로 최종 결과가 산정되므로 확률예보 형태의 수문 전망도 가능하다. 본 기법을 전국 35개 댐 유역에 시범적용을 한 결과, 모든 유역에서 기존 ESP 기법 대비 수문예측 정확도의 개선을 가져왔으며, 우도함수 추정에 있어 선행 유량의 포함 여부가 수문 예측 정확도의 추가적인 개선을 가져왔다. 본 기법은 주간 예보부터 계절 예보까지 탄력적으로 구축이 가능하며 적용 결과 리드 타임이 길어질수록 예측 능력이 감소되었지만 전체 구간에 있어서 Bayesian ESP 기법이 가장 우수한 예측 정확도를 보여주었다.