• Environmental and Resource Economics Review
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• v.15 no.3
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• pp.479-504
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• 2006

This paper analyzes a price discovery process for international crude oils including the WTI, Brent and Dubai. Error correction model is employed considering non-stationarity property of crude oil price and the contemporaneous causality is constructed by graph theory to analyze the short-term causality. The empirical analysis for January 4., 1999 to July 15., 2005 reveals that the Brent price interconnects between the WTI price and the Dubai price. This result implies the substantial influence of the Brent price as a marker oil.

• Journal of Educational Research in Mathematics
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• v.19 no.2
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• pp.233-256
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• 2009

The notions of conditional probability and independence are fundamental to all aspects of probabilistic reasoning. Several previous studies identified some misconceptions in students' thinking in conditional probability. However, they have not analyzed enough the nature of conditional probability. The purpose of this study was to analyze conditional probability and students' knowledge on conditional probability. First, we analyzed the conditional probability from mathematical, historico-genetic, psychological, epistemological points of view, and identified the essential aspects of the conditional probability. Second, we investigated the high school students' and undergraduate students' thinking m conditional probability and independence. The results showed that the students have some misconceptions and difficulties to solve some tasks with regard to conditional probability. Based on these analysis, the characteristics of reasoning about conditional probability are investigated and some suggestions are elicited.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.20-20
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• 2015

최근 기후변화의 영향으로 전 세계적으로 홍수와 가뭄의 발생빈도가 증가하고 있다. 특히, 가뭄은 우리나라에서 겨울과 봄철을 중심으로 매년 발생되고 있다. 가뭄의 정확한 발생을 판단하기는 어려우나, 가뭄이 발생되면 그 진행속도는 홍수보다 느리기 때문에 초기에 가뭄의 발생가능성을 예측한다면 가뭄에 대한 피해를 줄일 수 있다. 따라서 최근 가뭄 예측에 대한 다양한 연구가 이루어지고 있다. 본 연구에서는 가뭄발생의 불확실성을 내포하기 위하여 Bayesian Network (BN) 모형과 SPI의 자기상관성을 바탕으로 가까운 미래의 가뭄 발생확률을 예측하는 방법을 제안하였다. BN은 변수들 간의 인과관계를 확률적으로 나타낼 수 있는 네트워크 모형으로, 자연현상에 대한 위험도 분석 및 의학 분야에서 질병추정을 위한 모형으로 활용되고 있다. 본 연구에서는 가까운 미래의 가뭄 예측을 위하여 APEC 기후센터(APEC Climate Center, APCC)에서 제공하는 다중모형앙상블(Multi-model Ensemble, MME) 강우예측 결과로 도출한 미래 SPI 및 과거 강우량 자료로 구축한 SPI를 부모노드로, 예측 SPI를 자식노드로 BN을 구축하였다. BN의 각각의 노드를 Gaussian 확률분포모형으로 가정한 뒤, Likelihood weighting 방법으로 주변사후분포확률(Marginal posterior distribution)을 추정하여 미래의 SPI의 발생확률을 계산하였다. 2008년부터 2013년의 BN 가뭄 예측값과 MME 강우예측 결과로 도출한 SPI를 실제 관측 강우량으로 산정한 SPI와 비교하였으며, BN이 실제 관측결과에 가까운 결과가 도출되었다. 본 연구에서는 BN을 활용하여 가까운 미래의 가뭄 발생가능성을 확률적으로 나타낼 수 있는 방법을 제시하였으며, 그 결과 가뭄상태별 가뭄 발생확률이 산정되었다.

• Korean Journal of Child Studies
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• v.29 no.5
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• pp.243-269
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• 2008

The role of domain-specific causal mechanism information and domain-general conditional probability in young children's causal reasoning on physics and psychology was investigated with the participation of 121 3-year-olds and 121 4-year-olds recruited from seven child care centers in Seoul, Kyonggi Province, and Busan. Children watched moving pictures on physical and psychological phenomena, and were asked to choose an appropriate cause and justify their choice. Results showed that young children's causal reasoning differed depending on domain-specific mechanism. In addition, their causal reasoning on physics and psychology differed by the developmental level of causal mechanism. The interaction of domain-specific mechanism and domain-general conditional probability influenced children's causal reasoning : evident conditional probability between domain-appropriate cause and effect helped children make more inferences based on domain-specific causal mechanism.

• Journal of the Korea Society for Simulation
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• v.25 no.4
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• pp.109-115
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• 2016

This study intended to testify the causality among three variables such as accident, depression and cognitive failure of the train drivers. For this purpose, two research models were suggested. Model 1 hypothesized the causality among three variables as 'depression ${\rightarrow}$ cognitive failure ${\rightarrow}$ accident'. On the other hand, model 2 hypothesized the causality among three variables as 'accident ${\rightarrow}$ depression ${\rightarrow}$ cognitive failure'. Results based on AMOS using 416 train drivers' questionnaire showed that model 2 is more valid than model 1. The statistical result of model 1 showed that depression has a positive effect on cognitive failure, however no significant relationship between depression and accident as well as between cognitive failure and accident. In model 2, the result showed that the accident has a positive effect on cognitive failure mediated by depression. This result suggests the necessity for establishment of countermeasures to mitigate mistake and cognitive failure caused by train drivers in a wider context, considering the causality between accident and depression.

• Management & Information Systems Review
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• v.34 no.5
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• pp.71-92
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• 2015

This study analyzes the impact of Corporate Social Responsibility (CSR) activities on financial performances using Bayesian Network. The research tries to overcome the issues of the uniform assumption of a linear function between financial performance and CSR activities in multiple regression analysis widely used in previous studies. It is required to infer a causal relationship between activities of CSR which have an impact on the financial performances. Identifying the relationship would empower the firms to improve their financial performance by informing the decision makers about the different CSR activities that influence the financial performance of the firms. This research proposes General Bayesian Network (GBN) and presents Markov Blanket induced from GBN. It is empirically demonstrated that all the proposals presented in this study are statistically significant by the results of the research conducted by Korean Economic Justice Institute (KEJI) under Citizen's Coalition for Economic Justice (CCEJ) which investigated approximately 200 companies in Korea based on Korean Economic Justice Institute Index (KEJI index) from 2005 to 2011. The Bayesian Network to effectively infer the properties affecting financial performances through the probabilistic causal relationship. Moreover, I found that there is a causal relationship among CSR activities variable; that is Environment protection is related to Customer protection, Employee satisfaction, and firm size; Soundness is related to Total CSR Evaluation Score, Debt-Assets Ratio. Though the what-if analysis, I suggest to the sensitive factor among the explanatory variables.

• Korean Journal of Cognitive Science
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• v.28 no.4
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• pp.329-347
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• 2017

Early research into category-based feature inference reported various phenomena in human thinking including typicality, diversity, similarity effects, etc. Later research discovered that participants' prior knowledge has an extensive influence on these sorts of reasoning. The current research tested the effects of causal knowledge on feature inference and conducted modeling on the results. Participants performed feature inference for categories consisted of four features where the features were connected either in common cause or common effect structure. The results showed typicality effects along with violations of causal Markov condition in common cause structure and causal discounting in common effect structure. To model the results, it was assumed that participants perform feature inference based on the difference between the probabilities of an exemplar with the target feature and an exemplar without the target feature (that is, $p(E_{F(X)}{\mid}Cat)-p(E_{F({\sim}X)}{\mid}Cat)$). Exemplar probabilities were computed based on causal model theory (Rehder, 2003) and applied to inference for target features. The results showed that the model predicts not only typicality effects but also violations of causal Markov condition and causal discounting observed in participants' data.

• Journal of Families and Better Life
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• v.26 no.5
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• pp.333-354
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• 2008

This study aimed to investigate the role of domain-specific causal mechanism information and domain-general conditional probability in young children's causal reasoning on psychology and biology. Participants were 121 3-year-olds and 121 4-year-olds recruited from seven childcare centers in Seoul, Kyonggi Province, and Busan. After participants watched moving pictures on psychological and biological phenomena, they were asked to choose appropriate cause and justify their choices. Results of this study were as follows: First, young children made different inferences according to domain-specific causal mechanisms. Second, the developmental level of causal mechanisms has a gap between psychology and biology, and biological knowledge was proved to be separate from psychological knowledge during the preschool period. Third, young children's causal reasoning was different depending on the interaction effect of domain-specific mechanisms and domain-general conditional probability: children could make more inferences based on domain-specific causal mechanisms if conditional probability between domain-appropriate cause and effect was evident. To conclude, it can be inferred that the role of domain-specific causal mechanisms and domain-general conditional probability is not competitive but complementary in young children's causal reasoning.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.11 no.2
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• pp.169-174
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• 2018

In general, the methods of the analysis of variance(ANOVA) for the continuous data and the chi-square test for the discrete data are used for statistical analysis of the effect and the association. In multidimensional data, analysis of hierarchical structure is required and statistical linear model is adopted. The structure of the linear model requires the normality of the data. A multidimensional categorical data analysis methods are used for causal relations, interactions, and correlation analysis. In this paper, Bayesian network model using probability distribution is proposed to reduce analysis procedure and analyze interactions and causal relationships in categorical data analysis.

• Proceedings of the Korean Information Science Society Conference
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• 2011.06a
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• pp.477-479
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• 2011

본 논문에서는 1차원 은닉 마코프 모델을 2차원으로 확장하기 위하여 노드들의 마코프 특성이 인과적인 관계를 갖는 마코프 메쉬 모델을 이용하여 완전한 2차원 HMM의 구조를 갖는 모델을 제안한다. 마코프메쉬 모델은 이웃시스템을 통하여 이전의 시점을 정의하고, 인과적인 관계를 통하여 전이확률의 계산을 가능하게 한다. 또한 영상의 최적의 분할을 위하여 계층적 디리슐레 과정을 사전분포로 두어 고정된 상태의 수가 아닌 무한의 상태 수를 갖는 2차원 HMM을 제안한다. HDP로 정의된 사전분포와 관측된 표본 자료의 정보를 갖는 우도함수를 결합한 사후분포의 베이스 추정은 깁스샘플링 알고리즘을 이용하여 계산된다.