• Journal of the Economic Geographical Society of Korea
• /
• v.25 no.1
• /
• pp.183-201
• /
• 2022

Estimating the implicit value of housing assets is a very important task for participants in the housing market. Until now, such estimations were usually carried out using multiple regression analysis based on the inherent characteristics of the estate. However, in this paper, we examine the estimation capabilities of the Artificial Neural Network(ANN) and its 'Deep Learning' faculty. To make use of the strength of the neural network model, which allows the recognition of patterns in data by modeling non-linear and complex relationships between variables, this study utilizes geographic coordinates (i.e. longitudinal/latitudinal points) as the locational factor of housing prices. Specifically, we built a dataset including structural and spatiotemporal factors based on the hedonic price model and compared the estimation performance of the models with and without geographic coordinate variables. The results show that high estimation performance can be achieved in ANN by explaining the spatial effect on housing prices through the geographic location.

• The Korean Journal of Applied Statistics
• /
• v.33 no.3
• /
• pp.335-345
• /
• 2020

This paper deals with the problem of estimating the log-transformed linear regression model to fit actual battle data from the Ardennes Campaign of World War II into the Lanchester model. The problem of determining a global solution for parameters and multicollinearity problems are identified and modified by examining the results of previous studies on data. The least squares method requires attention because a local solution can be found rather than a global solution if considering a specific constraint or a limited candidate group. The method of exploring this multicollinearity problem can be confirmed by a statistic known as a variance inflation factor. Therefore, the Lanchester model is simplified to avoid these problems, and the combat power attrition rate model was proposed which is statistically significant and easy to explain. When fitting the model, the dependence problem between the data has occurred due to autocorrelation. Matters that might be underestimated or overestimated were resolved by the Cochrane-Orcutt method as well as guaranteeing independence and normality.

• Water for future
• /
• v.14 no.4
• /
• pp.19-26
• /
• 1981

The auto-and cross-correlation function, power spectrum, coherence function and Markov model are applied to investigate the statistical characteristics of discharge and each factor of water quality and the interrelation-ship between the variation of discharge and water quality factors. The analysis of discharge, dissolved oxygen and electric conductivity, which were only obtainable data at the Indogyo gagining station in the downstream of the Han River, clearly showed that they hace distinct period of 12 months and three different periods of 6, 4 and 3 months weaker than the former. The cross-correlation between the discharge and water quality(DO, COND) is rather weak and the crosscorrelation function has its peak at lag one. It is considered therefrom that the variation of discharge behaves on water quality facotrs with one day's difference. In the examination of linear regression model for the serial generation and predictive measures, discharge series is fit to first and second order Markov model and DO, COND to first order Markov model.

• The Korean Journal of Applied Statistics
• /
• v.29 no.1
• /
• pp.75-83
• /
• 2016

We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

• The Korean Journal of Applied Statistics
• /
• v.35 no.6
• /
• pp.703-724
• /
• 2022

Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

• Fire Science and Engineering
• /
• v.28 no.2
• /
• pp.69-75
• /
• 2014

This study derives the factors which affect the occurrence of arson from statistical data (population, economic, and social factors) by multiple regression analysis. Multiple regression analysis applies to 4 forms of functions, linear functions, semi-log functions, inverse log functions, and dual log functions. Also analysis respectively functions by using the stepwise progress which considered selection and deletion of the independent variable factors by each steps. In order to solve a problem of multiple regression analysis, autocorrelation and multicollinearity, Variance Inflation Factor (VIF) and the Durbin-Watson coefficient were considered. Through the analysis, the optimal model was determined by adjusted Rsquared which means statistical significance used determination, Adjusted R-squared of linear function is scored 0.935 (93.5%), the highest of the 4 forms of function, and so linear function is the optimal model in this study. Then interpretation to the optimal model is conducted. As a result of the analysis, the factors affecting the arson were resulted in lines, the incidence of crime (0.829), the general divorce rate (0.151), the financial autonomy rate (0.149), and the consumer price index (0.099).

• The Korean Journal of Applied Statistics
• /
• v.28 no.2
• /
• pp.137-149
• /
• 2015

Flood planning needs to recognize trends for extreme precipitation events. Especially, the r-year return level is a common measure for extreme events. In this paper, we present a nonstationary temporal model for precipitation return levels using a hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitation measured in Korea with a generalized extreme value (GEV). The temporal dependence among the return levels is incorporated to the model for GEV model parameters and a linear model with autoregressive error terms. We apply the proposed model to precipitation data collected from various stations in Korea from 1973 to 2011.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.21 no.6
• /
• pp.227-237
• /
• 2020

This study was designed to examine whether the self-directed learning method could improve self-directed learning readiness and the effects of academic achievement level. Self-directed learning readiness was investigated among 63 first-year Medical Terminology undergraduates in the C area. A repeat measurement variance analysis of the general linear model was conducted to evaluate the effects of improving self-directed learning readiness according to the general characteristics and level of academic achievement, while a regression analysis was performed to identify the factors affecting self-directed learning readiness. Self-directed learning readiness increased from 177.3 to 180.8 for those under 18 years of age, and 192.9 to 196.5 for those over 19 years of age (p<0.05). After the team activity, the overall self-directed learning readiness was improved, and both high- and low-achieving groups showed statistically significant improvements (p<0.05). The environment surrounding learners was confirmed to have a positive effect on improving self-directed learning when given the right degree of self-directed learning and appropriate feedback. The study results are expected to form basic foundation material for professors and class designers who want to draw self-directed learning skills from memorizing subjects.

• Journal of Navigation and Port Research
• /
• v.39 no.1
• /
• pp.69-75
• /
• 2015

The concrete purpose of this study is to suggest actually a debt ratio to optimize the capital structure providing a kind of approach to estimate the proper debt ratio with an analytical model and empirical data in Korean shipping industry. The mathematical and analytical model is started from the first equation about ROE, return of net operating income on equity, with an independent variable, debt ratio. It is constructed with several parameters, ROS(return of operating income on sales), TAT(total assets turnover), and NFCL(net finance cost to liabilities). There could not be a certain relationship between debt ratio and ROS or TAT, while some correlation or causality between debt ratio and NFCL. In other words, most of firms with high debt ratio is likely to burden higher finance cost than others with low one. In this case, there is a linearity relationship between debt ratio and NFCL, so then the second equation considering this relation could be included within the analytical approach of this paper. To be short, if the criteria of adequate debt ratio has to be defined as some level of debt ratio to optimize ROE, the ROE could be illustrated as a quadratic equation to debt ratio from two equations. Next, this research estimated those parameters' numbers through the single regression method with data over 12 years of Korean shipping industry, and identified empirically the fact that optimal debt ratio would be approximately 400%. To conclude, if that industry's sales and operating incomes are stable, the debt ratio could be accepted until twice of 200% had forced in order to guarantee its financial safety in past time.

• Journal of the Korean Data and Information Science Society
• /
• v.27 no.5
• /
• pp.1169-1182
• /
• 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.