• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.659-669
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• 2021

Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.901-908
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• 2010

A geometrical description method is proposed to represent the process of the forward selection and backward elimination methods among many variable selection methods for multiple regression models. This graphical method shows the process of the forward selection and backward elimination on the first and second quadrants, respectively, of half circle with a unit radius. At each step, the SSR is represented by the norm of vector and the extra SSR or partial determinant coefficient is represented by the angle between two vectors. Some lines are dotted when the partial F test results are statistically significant, so that statistical analysis could be explored. This geometrical description can be obtained the final regression models based on the forward selection and backward elimination methods. And the goodness-of-fit for the model could be explored.

• Journal of the Korea Society for Simulation
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• v.21 no.3
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• pp.79-88
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• 2012

Recently, the study in efficient operation, maintenance, and equipment-design have been growing rapidly in military industry to meet the required missions. Through out these studies, the importance of Concurrent Spare Parts(CSP) are emphasized. The CSP, which is critical to the operation and maintenance to enhance the availability, is offered together when a equipment is delivered. Despite its significance, th responsibility for determining the range and depth of CSP are done from administrative decision rather than engineering analysis. The purpose of the paper is to optimize the number of CSP per item using simulation and multiple regression. First, the result, as the change of operational availability, was gained from changing the number of change in simulation model. Second, mathematical regression was computed from the input and output data, and the number of CSP was optimized by multiple regression and linear programming; the constraint condition is the cost for optimization. The advantage of this study is to respond with the transition of constraint condition quickly. The cost per item is consistently altered in the development state of equipment. The speed of analysis, that simulation method is continuously performed whenever constraint condition is repeatedly altered, would be down. Therefore, this study is suitable for real development environment. In the future, the study based on the above concept improves the accuracy of optimization by the technical progress of multiple regression.

• Proceedings of the Korea Water Resources Association Conference
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• 2005.05b
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• pp.619-622
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• 2005

적용대상 유역은 낙동강수계로 하였으며 소유역 분할은 총 25개로 하였으며, 강우관측소의 선정과 Thiessen 계수의 산정은 최근에 한국수자원공사에서 새로 추가한 강우관측소를 위주로 대상 연도별로 달리하여 강우관측소를 선정하였다. 강우자료의 결측치는 RDS 방법을 사용하여 보완하였다. 대상연도별 소유역별로 일간 유역 평균 강우량을 산정하였다. 적용 모형의 선정은 한국수자원공사 실무부서에서의 적용사례가 빈번한 SSARR 모형을 최종적으로 선정하였다. SSARR 모형의 입력자료를 물리적 매개변수, 수문기상 매개변수 및 내부처리 매개변수로 구분하여 구축하였고 매개변수의 민감도분석과 함께 모형의 보정을 실시하였다. 민감도 분석 결과, 유역유출과 관련된 매개변수에서는 고수시와 저수시의 경우 지표수와 복류수의 분리하는 매개변수에서 민감도가 크게 나타났다. 저수시의 경우 지하수 중 회귀지하수가 차지하는 비율이 크게 나타났고, 지표수, 복류수, 지하수 및 회귀지하수의 저류시간에서 비교적 큰 민감도를 나타내었다. 1983년부터 2003년까지 21개년에 걸쳐 25개 소유역별로 일평균 자연유출량을 산정하여 이를 이용한 반순, 순, 월 및 연평균 자연유출량을 산정하였다.

• Journal of Korea Water Resources Association
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• v.32 no.6
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• pp.711-720
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• 1999

In this study, a various rainfall-runoff modelling approaches have been applied to the runoff response of flood hydrograph in three experimental watershed of the western part of korea. Mathematical models of runoff response also have been studied including linear system theory based on modeling techniques. Eight models were operated at the five water level gauging stations and the parameters of each model were computed by the Rosenbrock's hill climbing method to minimize the objective function. For the parameter verification of the models, a different complex rainfall-runoff event was selected in the same of the three river basins and derived IUH of the each model could be calibrated. Furthermore multiple regressions of the logarithmic transformation method between model parameters and catchment characteristics were studied in the selected five station.

• The Korean Journal of Applied Statistics
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• v.31 no.4
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• pp.463-473
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• 2018

Variable selection algorithms for linear regression models of large data are considered. Many algorithms are proposed focusing on the speed and the robustness of algorithms. Among them variance inflation factor (VIF) regression is fast and accurate due to the use of a streamwise regression approach. But a VIF regression is susceptible to outliers because it estimates a model by a least-square method. A robust criterion using a weighted estimator has been proposed for the robustness of algorithm; in addition, a robust VIF regression has also been proposed for the same purpose. In this article a fast and robust variable selection method is suggested via a VIF regression with detecting and removing potential outliers. A simulation study and an analysis of a dataset are conducted to compare the suggested method with other methods.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.217-224
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• 2003

The volatility in the financial data is usually measured by conditional variance. Two main streams for gauging conditional variance are stochastic volatility (SV) model and autoregressive type approach (GARCH). This article is conducting comparative study between SV and GARCH through the Korean Stock Prices Index (KOSPI) data. It is seen that SV model is slightly better than GARCH(1,1) in analyzing KOSPI data.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.819-827
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• 2009

Kim et al. (2006) analyzed the donation data surveyed by Voluneteer 21 in year 2002 at South Korea using a Poisson regression based on the mixture of two Poissons and detected significant variables for affecting the number of donations. However, noting the large deviation between the predicted and the actual frequencies of zero, we developed in this note a Poisson regression model based on a distribution in which zero inflated Poisson was added to the mixture of two Poissons. Thus the population distribution is now a mixture of three Poissons in which one component is concentrated on zero mass. We used the EM algorithm for estimating the regression parameters and detected the same variables with Kim et al's for significantly affecting the response. However, we could estimate the proportion of the fixed zero group to be 0.201, which was the characteristic of this model. We also noted that among two significant variables, the income and the volunteer experience(yes, no), the second variable could be utilized as a strategric variable for promoting the donation.

• The Journal of the Convergence on Culture Technology
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• v.6 no.1
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• pp.111-120
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• 2020

As an application of big data and artificial intelligence techniques, this study proposes an atypical language-based sentimental opinion poll methodology, unlike conventional opinion poll methodology. An alternative method for the sentimental classification model based on existing statistical analysis was to collect real-time Twitter data related to parliamentary elections and perform empirical analyses on the Polarity and Intensity of public opinion using attribute-based sensitivity analysis. In order to classify the polarity of words used on individual SNS, the polarity of the new Twitter data was estimated using the learned Lasso and Ridge regression models while extracting independent variables that greatly affect the polarity variables. A social network analysis of the relationships of people with friends on SNS suggested a way to identify peer group sensitivity. Based on what voters expressed on social media, political opinion sensitivity analysis was used to predict party approval rating and measure the accuracy of the predictive model polarity analysis, confirming the applicability of the sensitivity analysis methodology in the political field.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.32 no.1B
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• pp.9-20
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• 2012

Recently to overcome limitations of conceptual, hydrological and physics based models for flood stage forecasting, multiple linear regression model as one of data-driven models have been widely adopted for forecasting flood streamflow(stage). The objectives of this study are to compare performance of different multiple linear regression models according to regression coefficient estimation methods and determine most effective multiple linear regression flood stage forecasting models. To do this, the time scale was determined through the autocorrelation analysis of input data and different flood stage forecasting models developed using regression coefficient estimation methods such as LS(least square), WLS(weighted least square), SPW(stepwise) was applied to flood events in Jungrang stream. To evaluate performance of established models, fours statistical indices were used, namely; Root mean square error(RMSE), Nash Sutcliffe efficiency coefficient (NSEC), mean absolute error (MAE), adjusted coefficient of determination($R^{*2}$). The results show that the flood stage forecasting model using SPW(stepwise) parameter estimation can carry out the river flood stage prediction better in comparison with others, and the flood stage forecasting model using LS(least square) parameter estimation is also found to be slightly better than the flood stage forecasting model using WLS(weighted least square) parameter estimation.