• Journal of the Korean Statistical Society
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• v.8 no.2
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• pp.109-116
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• 1979

두 개의 변수의 대체효과(substitution effect)를 연구하기 위하여 수요 또는 공급의 모형을 만들었을 경우 이에 관련된 변수들의 이름이 중요시 된다. 실제 관측 자료를 사용하였을 경우 흔히 일어나는 다공선성(multicollinearity) 문제를 다루기 위한 대안으로써 선형회귀선을 예로 들어 능형회귀기법(ridge regression technique)과 요인분석기법(factor analytic technique)을 소개하였으며 이에서 얻어지는 계수(coefficient)를 OLS 추정치로 설명하기 위하여 원래의 자료를 변환하였다. 실지 수요와 공급의 모형이 비선형일 경우 일반적으로 능형회귀나 요인분석을 쓰지 못한다는 점을 감안, 이러한 방법을 자료의 변환방법으로 설명함으로써 비선형모형에서도 다공선성문제를 위하여 능형회귀분석법이나 요인분석기법을 사용할 수 있도록 하였다.

• The Korean Journal of Applied Statistics
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• v.6 no.1
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• pp.53-66
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• 1993

A Bayesian approach is suggested to the multi-proportions randomized response model. O'Hagan's (1987) Bayes linear estimator is extended to the inference of unrelated question-type randomized response model. Also some numerical comparisons are provided to show the performance of the Bayes linear estimator under the Dirichlet prior.

• Communications for Statistical Applications and Methods
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• v.2 no.1
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• pp.22-31
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• 1995

본 논문에서는 포아송 반응을 갖는 로그 선형 회귀 모형에 붙스트랩 방법을 이용하여, 여러가지 통계적 추론을 위한 유용한 확률적 결과들을 연구.소개하고, 모의실험을 통한 소표본 성질들을 다양하게 제시하고자 한다. 특히 로그 선형 회귀 모형에 대한 최우 추정량 $\hat{\beta_n}$ 및 정보행렬 I(${\beta}_0$)의 추정량들 $I_1(\hat{\beta_n}{\cdot}X)$와 $I_2(\hat{\beta_n}{\cdot}X)$에 대한 일치성 및 정규성등의 확률적 성질들, 그리고 붙스트랩 방법을 적용한 대표본 성질들과 관련하여 여러가지 모의실험 결과들을 분석.연구하였다.

• Proceedings of the Korean Reliability Society Conference
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• 2005.06a
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• pp.281-286
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• 2005

휘도(Luminance)는 냉음극 형광램프(Cold Cathode Fluorescent Lamp : CCFL)의 신뢰성을 평가하는데 있어 중요한 항목으로 사용되고 있다. 본 연구에서는 휘도 측정시 주위 온도 및 습도에 따라 측정감이 어떻게 변화하는가를 일반화 선형모형(Generalize Linear Model)을 이용하여 알아보고, 측정시의 환경조건 및 측정 오차에 대한 지침을 제시할 수 있게 된다.

• Journal of Navigation and Port Research
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• v.31 no.10
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• pp.813-818
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• 2007

There are the C.W.C and Towing Tank to the model-test equipments of the boat. A model testing of the high speed boat have a difficult in the performance verification because of very a small the scale-ratio of the ship-model and restricted by flow-velocity of the C.W.C and X-carriage velocity of the T.T. In general, the stepped hull boat is a high of fuel-efficiency because of the resistance reduction by a small wetted surface-area in correspond without stepped-hull boat. But It have a tendency to be bad the rolling performance by reduced stern wetted-area In this paper, the high speed stepped planning-boats with & without attached a stern body were performed to compare the effect of resistance and rolling performance by using sea model-test method.

• The Korean Journal of Applied Statistics
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• v.33 no.2
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• pp.147-160
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• 2020

In this paper, we study an algorithm that automatically determines the orders of past observations and conditional mean values that play an important role in count time series models. Based on the orders of the ARIMA model, the algorithm constitutes the order candidates group for time series generalized linear models and selects the final model based on information criterion among the combinations of the order candidates group. To evaluate the proposed algorithm, we perform small simulations and empirical analysis according to underlying models and time series as well as compare forecasting performances with the ARIMA model. The results of the comparison confirm that the time series generalized linear model offers better performance than the ARIMA model for the count time series analysis. In addition, the empirical analysis shows better performance in mid and long term forecasting than the ARIMA model.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.865-877
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• 2009

While characterized initially as an urban-scale pollutant, ozone has increasingly been recognized as a regional and even global-scale phenomenon. The complexity of environmental data dynamics often requires models covering non-linearity. This study deals with modeling ozone with meteorology in Seoul area. The relationships are used to construct a nonlinear regression model relating ozone to meteorology. The model can be used to estimate that part of the trend in ozone levels that cannot be accounted for by trends in meteorology.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.139-151
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• 2002

This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.13 no.1
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• pp.46-55
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• 2001

An approach using the nonlinear wave model in predicting wave-induced currents is presented. The model results were compared with those of the conventional model using phase-averaged radiation stress, and in addition with experimental data captured by a PIV system. As a result of comparison of wave-induced currents generated behind the surface-piercing breakwater and submerged breakwater, eddy patterns appeared to be similar each other but in general numerical solutions of both models were underestimated.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.25-28
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• 2002

비선형모형분석의 초기 단계에서 초기값(starting value, initial parameter value)를 결정하는 문제는 비선형모형의 모수추정을 위한 반복기법의 수렴속도나 국소값(local minimum)문제에 영향을 주게 된다. 본 논문을 통하여 탐색적 자료분석이 초기값를 결정하는 데 도움을 줄 수 있음을 보이고자 한다.