• Proceedings of the Korea Information Processing Society Conference
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• 2017.04a
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• pp.920-923
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• 2017

본 연구는 기존의 수요 예측 등의 시계열 분석에서 주로 사용되는 ARIMA 모형의 어려움을 극복하고자 인공신경망(Artificial Neural Network) 모형을 이용하여 한국 프로 야구 관중 수를 예측하였다. 인공신경망의 가장 기본적인 종류인 전방향 신경망(Feedforward Neural Network)의 초모수(Hyperparameter) 선정에 그리드 탐색(Grid Search)을 적용하여 최적의 모형을 찾고자 하였다. 훈련 자료로는 2015년 3월부터 8월까지의 일별 KBO 관중 수 자료를 대상으로 하였고, 예측력 검증을 위해 2015년 9월 관중 수를 예측하여 실제 관측값과 비교하였다. 그 결과, 그리드 탐색법에서 최적 모형이라고 판단한 모형의 예측력은, 평균 절대 백분율 오차(MAPE) 기준으로 평균 27.14% 였다. 또한, 앙상블 기법에서 착안하여 오차율이 낮은 모형 5개의 예측값 평균의 MAPE는 평균 28.58% 였다. 이는 다중회귀와 비교해보았을 때, 평균적으로 각각 14%, 13.6% 높은 예측력을 보이고 있다.

• Proceedings of the KSME Conference
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• 2001.06a
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• pp.262-267
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• 2001

In this study, the Reliability of degraded steam turbine blade was evaluated using the limited fatigue data. The statistical estimation of limited fatigue data implies that some unknown uncertainties which may be involved in fatigue reliability analysis. Therefore, an appropriate distribution in the fatigue strength was determined by the characteristic distribution - linear correlation coefficient, fatigue physics, error parameter. 3-parameter Weibull distribution is the most appropriate distribution to assume for infinite region. The load applied on the blade is mainly tensile. The maximum Von-Mises stress is 219.4 MPa at the steady state service condition. The failure probability($F_p$) derived from the strength-stress interference model using Monte carlo simulation under variable service condition is 0.25% at the 99.99% confidence level.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.363-376
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• 1998

The linear smoothing spline estimator is modified to remove boundary bias effects. The resulting estimator can be calculated efficiently using an O(n) algorithm that is developed for the computation of fitted values and associated smoothing parameter selection criteria. The asymptotic properties of the estimator are studied for the case of a uniform design. In this case the mean squared error properties of boundary corrected linear smoothing splines are seen to be asymptotically competitive with those for standard second order kernel smoothers.

• Environmental and Resource Economics Review
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• v.12 no.2
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• pp.327-346
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• 2003

Unlike previous studies on the causal relationship between energy consumption and economic growth, this paper analyses the dynamic causal relationship between these variables using the dynamic vector using Johansen's multiple cointegration procedure, dynamic vector error-correction model and impulse response function. The empirical results show that while the energy consumption to a shock in income responds positively, the income responds positively to the shocks in energy consumption in the first place and then the responses become negative. We also find that the impact of energy consumption shock on the income is short-lived and causes higher inflationary pressure.

• Journal of Korea Water Resources Association
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• v.32 no.4
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• pp.437-445
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• 1999

The present paper describes the problem of hydrologic response estimation using non-parametric ridge regression method. The method adapted in this work is based on the minimization of the $C_L$ statistics, which is an estimate of the mean square prediction error. For this method, effects of using both the identity matrix and the Laplacian matrix were considered. In addition, we evaluated methods for estimating the error variance of the impulse response. As a result of analyzing synthetic and real data, a good estimation was made when the Laplacian matrix for the weighting matrix and the bias corrected estimate for the error variance were used. The method and procedure presented in present paper will play a robust and effective role on separating hydrologic response.

• Convergence Security Journal
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• v.12 no.1
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• pp.9-16
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• 2012

Due to the large scale application of software systems, software reliability plays an important role in software developments. In this paper, a software reliability growth model (SRGM) is proposed for testing time. The testing time on the right is truncated in this model. The intensity function, mean-value function, reliability of the software, estimation of parameters and the special applications of Pareto NHPP model are discussed. This paper, a numerical example of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection, depended on difference between predictions and actual values, were efficient using the mean square error and $R_{SQ}$.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.349-360
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• 2006

PROC MIXED in SAS can be utilized to make inferences on parameters in a mixed model by use of Restricted Maximum Likelihood Estimation Method or Maximum Likelihood Estimation Method which has more merits than ANOVA method. A regression model with unbalanced nested error structure that belongs to a mixed model is used to construct confidence intervals on variances among groups, within groups, and regression coefficients in the model. PROC MIXED is applied to three different sample sizes for simulation. As a result of the simulation study, PROC MIXED generates confidence intervals on parameters that maintain the stated confidence coefficient in a large sample size. However, it does not generate confidence intervals that maintain the stated confidence coefficient for variance components among groups and intercept in a small sample size.

• The KIPS Transactions:PartD
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• v.11D no.7 s.96
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• pp.1451-1458
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• 2004

Current software reliability growth models based on Gompertz growth curve are all logarithmic type. Software reliability growth models based on logarithmic type Gompertz growth curve has difficulties in parameter estimation. Therefore this paper proposes a software reliability growth model based on the logistic type Gompertz growth curie. Its usefulness is empirically verified by analyzing the failure data sets obtained from 13 different software projects. The parameters of model are estimated by linear regression through variable transformation or Virene's method. The proposed model is compared with respect to the average relative prediction error criterion. Experimental results show that the pro-posed model performs better the models based on the logarithmic type Gompertz growth curve.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.375-382
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• 2010

In this study, we propose a robust estimator of the multivariate location parameter by means of the spatial median based on data trimming which extending trimmed mean in the univariate setup. The trimming quantity of this estimator is determined by the bootstrap method, and its covariance matrix is estimated by using the double bootstrap method. This extends the work of Jhun et al. (1993) to the multivariate case. Monte Carlo study shows that the proposed trimmed spatial median estimator yields better efficiency than a spatial median, while its covariance matrix based on double bootstrap overcomes the under-estimating problem occurred on single bootstrap method.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.423-429
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• 2014

This paper discusses a method for getting Type I sums of squares by projections under a two-way fixed-effects model when variances of errors are not equal. The method of weighted least squares is used to estimate the parameters of the assumed model. The model is fitted to the data in a sequential manner by using the model comparison technique. The vector space generated by the model matrix can be composed of orthogonal vector subspaces spanned by submatrices consisting of column vectors related to the parameters. It is discussed how to get the Type I sums of squares by using the projections into the orthogonal vector subspaces.