• The Korean Journal of Applied Statistics
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• v.25 no.2
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• pp.351-362
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• 2012

Weather generators are statistical tools to produce synthetic sequences of daily weather variables. We propose the multisite weather generators with a spatio-temporal correlation based on hierarchical generalized linear models. We develop a computational algorithm to produce future weather variables that use three different types of green-house gases scenarios. We apply the proposed method to a daily time series of precipitation and average temperature for South Korea.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.357-365
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• 2010

This paper considers the integrated process control procedure for detecting special causes in an IMA(1,1) noise process that is being adjusted using a minimum mean squared error adjustment. As a SPC procedure, we use a GLR chart for detecting special causes whose effects are the sustained shift or the sustained drift in the process mean, and the sustained shift in the process variance. For the design of the GLR chart, we derive expressions for the control limit which accurately satisfies the given in-control ARL.

• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.27-41
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• 2008

A graphical method of checking the adequacy of a generalized linear model is proposed. The graph helps to assess the assumption that the link function of mean can be expressed as a linear combination of explanatory variables in the generalized linear model. For the graph the boosting technique is applied to estimate nonparametrically the relationship between the link function of the mean and the explanatory variables, though any other nonparametric regression methods can be applied. Through simulation studies with normal and binary data, the effectiveness of the graph is demonstrated. And we list some limitations and technical details of the graph.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.287-297
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• 2009

In terms of generalized autoregressive conditional heteroscedastic(GARCH) model, estimation of prediction interval based on likelihood is quite sensitive to distribution of error. Moveover, it is not an easy job to construct prediction interval for conditional variance. Recent studies show that the bootstrap method can be one of the alternatives for solving the problems. In this paper, we introduced the bootstrap approach proposed by Pascual et al. (2006). We employed it to Korean stock price data set.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.67-79
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• 2012

The car insurance market in Korea has already entered (or is in the process of entry) a mature market that is characterized by increased competition by market participants. Participants are expected to compete more intensively in order to survive. Together with a slowdown in market growth the goal of non-life insurers' marketing strategies is to enhance existing customer loyalty because it is easier to raise their loyalty via customer satisfaction than to attract new customers in a stagnant market. In this article, we investigate what factors affect customer loyalty, and suggest some specific ways to establish and implement marketing strategies. We use a generalized additive partial linear model in order to find some significant factors.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.57-57
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• 2019

최근 수문기상학 분야에서 레이더 강수량을 활용한 응용연구가 활발하게 진행되고 있다. 하지만 레이더 강수량은 경험적으로 설정된 레이더 반사도-강우강도 관계식을 활용하여 레이더 강수량을 산정하기 때문에 실제지상에 도달하는 강수량과 정량적인 오차가 필연적으로 발생한다. 따라서 고해상도의 레이더 강수량을 활용한 신뢰도 높은 수문해석을 위하여 레이더 강수량의 편의보정이 필수적으로 선행되어야한다. 본 연구에서는 불확실성을 고려한 레이더 강수량 편의보정을 위하여 Bayesian 추론기법과 일반화 선형모형(generalized linear model)을 연계하여 레이더 강수량 편의보정 매개변수를 산정하였다. 일반화 선형모형을 적용한 레이더 강수량 편의보정 결과는 현재 널리 사용되고 있는 평균보정(mean field bias) 기법에 비하여 통계지표가 개선된 레이더 강수량 편의보정 결과를 도출하였다. 추가적으로 지형학적 특성에 따른 레이더 강수량 편의보정 매개변수의 변동성을 분석하여 고도 및 이격거리에 따른 편의보정 매개변수의 지역화 공식을 제시하였다. 본 연구를 통하여 개발된 레이더 강수량 편의보정 매개변수 산정 및 지역화 연구는 레이더 관측전략 수립과정에 유용한 기초자료로 활용될 것으로 판단된다.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1093-1101
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• 2009

Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.971-980
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• 2017

The varying coefficient regression model has gained lots of attention since it is capable to model dynamic changes of regression coefficients in many regression problems of science. In this paper we propose a varying coefficient regression model that effectively considers the errors on both input and response variables, which utilizes the kernel method in estimating the varying coefficient which is the unknown nonlinear function of smoothing variables. We provide a generalized cross validation method for choosing the hyper-parameters which affect the performance of the proposed model. The proposed method is evaluated through numerical studies.

• 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.

• Proceedings of the Korean Reliability Society Conference
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• 2000.04a
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• pp.47-53
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• 2000

Brown과 Proschan의 수리모형과 이를 일반화한 Lee와 Seoh의 시스템 수리모형이 고려된다. Brown과 Proschan의 수리모형은 시스템의 고장시 완전수리가 확률 p로, 불완전수리가 확률 1-p로 이루어지는 모형이고, Lee와 Seoh의 수리모형은 시스템 고장시 완전수리와 불완전수리의 선택이 마르코프 연쇄과정에 따라 결정되는 모형이다. 본 논문에서는, 완전수리비용과 불완전수리비용을 고려한 후, 시스템의 수명분포가 지수분포, 균일분포, Weibull분포인 경우로 나누어, 위 두 시스템 수리모형에서의 최적화가 연구된다.