• Journal of Korean Society for Geospatial Information Science
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• v.24 no.4
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• pp.75-81
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• 2016

This study focused on exploring real transaction price of apartment and spatial and temporal heterogeneity of the variables that influence real transaction price of apartment from the spatial and temporal perspective. As independent variables that are considered to influence real transaction price of apartment, transport, local characteristics, educational conditions, population, and economic characteristics were taken into account. Accordingly, the influence of independent variables and spatial distribution pattern were analyzed from the global and local aspects. The spatial and temporal changing patterns of real transaction price of apartment which is a dependent variable were analyzed. First, to establish an analysis model, OLS analysis and GWR analysis were conducted, and thereby more efficient and proper model was selected. Secondly, to find spatial and temporal heterogeneity of independent variables with the use of the selected GWR model, Local $R^2$ was used for local analysis. Thirdly, to look into spatial distribution of independent variables, kriging analysis was carried out. Therefore, based on the results, it is considered that it is possible to carry out more microscopic housing submarket analysis and lay the foundation for establishing a policy on real property.

• Journal of Korea Society of Industrial Information Systems
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• v.17 no.5
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• pp.89-96
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• 2012

The Falling Weight Deflectormeter has been widely used in evaluating the structural adequacy of pavement structures. The deflections measured from the FWD are capable of estimating the stiffness of pavement layers and measuring the pavement responses in the pavement structure. The objective of paper is to develop the pavement response model using a partial least square regression technique based on the FWD deflection data. The partial least square regression method enables to solve the multicollinearity problem occurred in multiple regression model. It is also found that the pavement response model can be developed using the raw data when a partial least square regression was used.

• Analytical Science and Technology
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• v.16 no.3
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• pp.185-190
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• 2003

We applied modified least square method (MLS) and ordinary least square method (OLS) to 1st order equation for the comparison of the uncertainties calculated by these methods. The uncertainty calculated by OLS covered statistically safe interval because it was over-estimated in many cases of measurement and concentration level. But, if the uncertainty of the concentration as a reference value was comparably large (about 5% of the relative standard deviation of random scattering from the regression line and about 7% of relative standard uncertainty of reference values), then uncertainty calculated by OLS was seriously under-estimated at high concentration level. It was revealed that the calculated uncertainty didn't cover statistically safe interval at the stated confidence level. It was found that the method, MLS, described in the previously article would be valid for this calculation of uncertainty.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.157-169
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• 2016

We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.

• The Korean Journal of Applied Statistics
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• v.12 no.1
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• pp.109-124
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• 1999

일반적으로 오차항이 자기상관되어 있는 선형회귀 모형에서는 회귀계수에 대한 보통최소제곱추정량이 효율적이지 못 하다고 알려져 있다. 그러나 이러한 일반화선형회귀모형에서 독립변수의 형태에 따라서는 OLSE의 사용 가능성을 제시하는 모형이 있다. 본 연구에서는 오차항이 일차 이동평균 과정을 따르는 선형회귀모형에서 여러 추정량들 (GLSE, APX, MAPX)에 대한 OLSE의 상대효율함수를 유도하고 비교 분석하고자 한다. 특히 소표본에서 정확한 상대효율값을 구하여 OLSE의 효율성이 크게 떨어지지 않거나 효율성이 나은 회귀모형들을 제시한다.

• The Journal of the Acoustical Society of Korea
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• v.40 no.5
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• pp.452-459
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• 2021

Estimating the mutual time delay between two acoustic sensors is used in various fields such as tracking and estimating the location of a target in room acoustics and sonar. In the time delay estimation methods, there are a non-parametric method, such as Generalized Cross Correlation (GCC), and a parametric method based on system identification. In this paper, we propose a time delay estimation method based on the parametric method. In particular, we propose a method that considers the noise in each receiving acoustic sensor. Simulation confirms that the proposed algorithm is superior to the existing generalized cross-correlation and adaptive eigenvalue analysis methods in white noise and reverberation environments.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.595-611
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• 2016

We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.280-280
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• 2016

특정 자료의 시간의 흐름에 따른 예측치를 추정하는 방법으로 AR Model 즉, 자기회귀모형이 많이 사용되고 있다. AR Model은 변수의 현재 값을 과거 값의 함수로 나타내게 되는데, 이런 시계열 분석 모델을 사용할 때 매개변수의 추정 과정이 필수적으로 요구된다. 일반적으로 매개변수를 추정하는 방법에는 확률적근사법(stochastic approximation), 최소제곱법(method of least square), 자기상관법(method of autocorrelation method), 최우도법(method of maximum likelihood) 등이 있다. AR Model에서 가장 많이 사용되는 최우도법은 표본크기가 충분히 클 때 가장 효율적인 방법으로 평가되지만 수치적으로 해를 구하는 과정이 복잡한 경우가 많으며, 해를 구하지 못하는 어려움이 따르기도 한다. 또한 표본 크기가 작을 때 일반적으로 잘 일치하지 않은 결과를 얻게 된다. 우리나라의 강우, 유량 등의 자료는 자료의 수가 적은 경우가 많기 때문에 최우도법을 통한 매개변수 추정 시 불확실성이 내재되어있지만 그것을 정량적으로 제시하는데 한계가 있다. 본 연구에서는 AR Model의 매개변수 추정 시 Bayesian 기법으로 매개변수의 사후분포(posterior distribution)를 제공하여 매개변수의 불확실성 구간을 정량적으로 표현하게 됨으로써, 시계열 분석을 통해 보다 신뢰성 있는 예측치를 얻을 수 있으리라 판단된다.

• Journal of KIISE:Software and Applications
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• v.35 no.10
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• pp.589-599
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• 2008

Accurate software effort estimation has always been a challenge for the software industrial and academic software engineering communities. Many studies have focused on effort estimation methods to improve the estimation accuracy of software effort. Although data quality is one of important factors for accurate effort estimation, most of the work has not considered it. In this paper, we investigate the influence of outlier elimination on the accuracy of software effort estimation through empirical studies applying two outlier elimination methods(Least trimmed square regression and K-means clustering) and three effort estimation methods(Least squares regression, Neural network and Bayesian network) associatively. The empirical studies are performed using two industry data sets(the ISBSG Release 9 and the Bank data set which consists of the project data collected from a bank in Korea) with or without outlier elimination.

• Journal of the military operations research society of Korea
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• v.33 no.1
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• pp.59-74
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• 2007

Computer simulation models are in general quite complex and time-consuming to run, and therefore, a simpler meta-model is usually constructed for further analysis. In this paper, JANUS, a war-game simulator, is used to describe a certain tank combat situation. Then, second-order response surface and artificial neural network meta-models are developed using the data from eight different experimental designs. Relative performances of the developed meta-models are compared in terms of the mean squared error of prediction. Computational results indicate that, for the given problem, the second-order response surface meta-model generally performs better than the neural network, and the orthogonal array-based Latin hypercube design(LHD) or LHD using maximin distance criterion may be recommended.