• Title/Summary/Keyword: 일반화된 공간선형모형

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Review of Spatial Linear Mixed Models for Non-Gaussian Outcomes (공간적 상관관계가 존재하는 이산형 자료를 위한 일반화된 공간선형 모형 개관)

  • Park, Jincheol
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.353-360
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    • 2015
  • Various statistical models have been proposed over the last decade for spatially correlated Gaussian outcomes. The spatial linear mixed model (SLMM), which incorporates a spatial effect as a random component to the linear model, is the one of the most widely used approaches in various application contexts. Employing link functions, SLMM can be naturally extended to spatial generalized linear mixed model for non-Gaussian outcomes (SGLMM). We review popular SGLMMs on non-Gaussian spatial outcomes and demonstrate their applications with available public data.

Generalized Maximum Entropy Estimator for the Linear Regression Model with a Spatial Autoregressive Disturbance (오차항이 SAR(1)을 따르는 공간선형회귀모형에서 일반화 최대엔트로피 추정량에 관한 연구)

  • Cheon, Soo-Young;Lim, Seong-Seop
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.265-275
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    • 2009
  • This paper considers a linear regression model with a spatial autoregressive disturbance with ill-posed data and proposes the generalized maximum entropy(GME) estimator of regression coefficients. The performance of this estimator is investigated via Monte Carlo experiments. The results show that the GME estimator provides efficient and robust estimate for the unknown parameter.

Generalized Weighted Linear Models Based on Distribution Functions - A Frequentist Perspective (분포함수를 기초로 일반화가중선형모형)

  • 여인권
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.489-498
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    • 2004
  • In this paper, a new form of linear models referred to as generalized weighted linear models is proposed. The proposed models assume that the relationship between the response variable and explanatory variables can be modelled by a distribution function of the response mean and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models in which the parameter space may not be consistent with the space derived from linear predictors. The maximum likelihood estimation with Lagrange's undetermined multipliers is used to estimate the parameters and resampling method is applied to compute confidence intervals and to test hypotheses.

Generating high resolution of daily mean temperature using statistical models (통계적모형을 통한 고해상도 일별 평균기온 산정)

  • Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1215-1224
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    • 2016
  • Climate information of the high resolution grid units is an important factor to explain the phenomenon in a variety of research field. Statistical linear interpolation models are computationally inexpensive and applicable to any climate data compared to the dynamic simulation method at regional scales. In this paper, we considered four different linear-based statistical interpolation models: general linear model, generalized additive model, spatial linear regression model, and Bayesian spatial linear regression model. The climate variable of interest was the daily mean temperature, where the spatial variability was explained using geographic terrain information: latitude, longitude, elevation. The data were collected by weather stations in January from 2003 and 2012. In the sense of RMSE and correlation coefficient, Bayesian spatial linear regression model showed better performance in reflecting the spatial pattern compared to the other models.

Multi-Site Stochastic Weather Generator for Daily Rainfall in Korea (시공간구조를 가지는 확률적 강우 모형)

  • Kwak, Minjung;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.475-485
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    • 2014
  • A stochastic weather generator based on a generalized linear model (GLM) approach is a commonly used tools to simulate a time series of daily weather. In this paper, we propose a multi-site weather generator with applications to historical data in South Korea. The proposed method extends the approach of Kim et al. (2012) by considering spatial dependence in the model. To reduce this phenomenon, we also incorporate a time series of seasonal mean precipitations of South Korea in the GLM weather generator as a covariate. Spatial dependence was incorporated into the model through a latent Gaussian process. We apply the proposed model to precipitation data provided by 62 stations in Korea from 1973{2011.

Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model (Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.3B
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    • pp.279-289
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    • 2006
  • The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Detecting Space-Time Clusters in Linear Point Data (선형 점자료에 있어서의 시.공 복합 군집의 탐색)

  • 홍상기
    • Journal of the Korean Geographical Society
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    • v.33 no.2
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    • pp.325-338
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    • 1998
  • 본 연구에서는 시.공 복합적인 선형 점 자료를 대상으로 시간과 공간을 함께 고려했을 때 자료 내에 군집(cluster)-시.공 복합 군집(space-time cluster)-이 존재하는 가를 검증하는 방법에 대해 논의하고, 실제 교통사고지점의 분포자료를 분석하여 군집의 유무를 통계적으로 검증하였다. 통계 분석의 결과 다음과 같은 사실이 확인되었다. 첫째, Knox의 분할표 방법과 Mantel의 역수 변환을 이용한 일반화된 회귀분석방법 모두 임계 거리 및 임계 시간 간격의 선택이 분석결과에 영향을 미친다. 둘째, 이러한 임의성을 극복하기 위해 다양한 임계 거리 및 임계 시간 간격(혹은 부가 상수)에 대해 반복 실험한 결과, 일부 임계값의 조합에서 시간과 공간이 서로 독립적이라는 귀무가설을 기각할 수 있는 증거가 발견되었다. 셋째, 시.공 복합 군집의 파악에 가장 적합한 임계 거리와 임계 시간 간격은 공간적으로는 7000m, 시간적으로는 14일 혹은 21일이다. 마지막으로, 통계 분석과정에서 자료에 존재하는 중복 기록 사고들의 존재가 밝혀짐으로써 시.공 복합군집 검증이 탐험적 자료 분석(exploratory data analysis)의 도구로서 가지는 가치를 확인할 수 있었다.

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A study on the multivariate sliced inverse regression (다변량 분할 역회귀모형에 관한 연구)

  • 이용구;이덕기
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.293-308
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    • 1997
  • Sliced inverse regression is a method for reducing the dimension of the explanatory variable X without going through any parametric or nonparametric model fitting process. This method explores the simplicity of the inverse view of regression; that is, instead of regressing the univariate output varable y against the multivariate X, we regress X against y. In this article, we propose bivariate sliced inverse regression, whose method regress the multivariate X against the bivariate output variables $y_1, Y_2$. Bivariate sliced inverse regression estimates the e.d.r. directions of satisfying two generalized regression model simultaneously. For the application of bivariate sliced inverse regression, we decompose the output variable y into two variables, one variable y gained by projecting the output variable y onto the column space of X and the other variable r through projecting the output variable y onto the space orthogonal to the column space of X, respectively and then estimate the e.d.r. directions of the generalized regression model by utilize two variables simultaneously. As a result, bivariate sliced inverse regression of considering the variable y and r simultaneously estimates the e.d.r. directions efficiently and steadily when the regression model is linear, quadratic and nonlinear, respectively.

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Small area estimations for disease mapping by using spatial model (질병지도 작성을 위해 공간모형을 이용한 소지역 추정)

  • An, Daeseong;Han, Junhee;Yoon, Taeho;Kim, Changhoon;Noh, Maengseok
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.101-109
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    • 2015
  • SMRs (standardized mortality rates) for major diseases, accidents, cancer are considered in small areas of administrative units such as Eup/Myeon/Dong from years 2005 to 2008. Due to small sample issue in small areas, the precision of directly estimated crude SMR for each area can be low. In this study, we consider the HGLM (hierarchical generalized linear model) with MRF (Markov random field) to account for the spatial correlations among the small areas. The effects of covariates for cause of mortality by Dongs in Seoul and disease maps based on the estimated SMR are presented. The results suggest how we analyze and interpret the difference in mortalities by small areas such as Dongs by revealing the spatial patterns.

Cancer incidence and mortality estimations in Busan by using spatial multi-level model (공간 다수준 분석을 이용한 부산지역 암발생 및 암사망 추정)

  • Ko, Younggyu;Han, Junhee;Yoon, Taeho;Kim, Changhoon;Noh, Maengseok
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1169-1182
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    • 2016
  • Cancer is a typical cause of death in Korea that becomes a major issue in health care. According to Cause of Death Statistics (2014) by National Statistical Office, SMRs (standardized mortality rates) in Busan were counted as the highest among all cities. In this paper, we used data of Busan Regional Cancer Center to estimate the extent of the cancer incidence rate and cancer mortality rate. The data are considered in small areas of administrative units such as Gu/Dong from years 2003 to 2009. All cancer including four major cancers (stomach cancer, colorectal cancer, lung cancer, liver cancer) have been analyzed. We carried out model selection and parameter estimation using spatial multi-level model incorporating a spatial correlation. For the spatial effects, CAR (conditional autoregressive model) has been assumed.