• Journal of Animal Science and Technology
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• v.46 no.4
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• pp.509-516
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• 2004

This study is to investigate the amount of biased estimates for heritability and genetic correlation according to data structure on marbling scores in Korean cattle. Breeding population with 5 generations were simulated by way of selection for carcass weight, Longissimus muscle area and latent values of marbling scores and random mating. Latent variables of marbling scores were categorized into five by the thresholds of 0, I, 2, and 3 SD(DSI) or seven by the thresholds of -2, -1, 0,1I, 2, and 3 SD(DS2). Variance components and genetic pararneters(Heritabilities and Genetic correlations) were estimated by restricted maximum likelihood on multivariate linear mixed animal models and by Gibbs sampling algorithms on multivariate threshold mixed animal models in DS1 and DS2. Simulation was performed for 10 replicates and averages and empirical standard deviation were calculated. Using REML, heritabilitis of marbling score were under-estimated as 0.315 and 0.462 on DS1 and DS2, respectively, with comparison of the pararneter(0.500). Otherwise, using Gibbs sampling in the multivariate threshold animal models, these estimates did not significantly differ to the parameter. Residual correlations of marbling score to other traits were reduced with comparing the parameters when using REML algorithm with assuming linear and normal distribution. This would be due to loss of information and therefore, reduced variation on marbling score. As concluding, genetic variation of marbling would be well defined if liability concepts were adopted on marbling score and implemented threshold mixed model on genetic parameter estimation in Korean cattle.

• Journal of Korea Water Resources Association
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• v.52 no.12
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• pp.1001-1009
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• 2019

Due to recent increasing heavy snow in Korea, the damage caused by heavy snow is also increasing. In Korea, there are many efforts including establishing disaster prevention measures to reduce the damage throughout the country, but it is difficult to establish the design criteria due to the characteristics of heavy snow. In this study, snowfall frequency analysis was performed to estimate design snow depths using observed snow depth data at Jinju, Changwon and Hapcheon stations. The conventional frequency analysis is sometime limted to apply to the snow depth data containing zero values which produce unrealistc estimates of distributon parameters. To overcome this problem, this study employed mixed distributions based on Lognormal, Generalized Pareto (GP), Generalized Extreme Value (GEV), Gamma, Gumbel and Weibull distribution. The results show that the mixed distributions produced smaller design snow depths than single distributions, which indicated that the mixed distributions are applicable and practical to estimate design snow depths.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.555-572
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• 2018

Noise reduction processes that reduce or eliminate noise (caused by a variety of reasons) in noise contaminated image is an important theme in image processing fields. Many studies are being conducted on noise removal processes due to the importance of distinguishing between noise added to a pure image and the unique characteristics of original images. Adaptive filter and sigma filter are typical noise reduction filters used to reduce or eliminate noise; however, their effectiveness is affected by accurate noise estimation. This study generates a distribution of noise contaminating image based on a Dirichlet normal mixture model and presents a Bayesian approach to distinguish the characteristics of an image against the noise. In particular, to distinguish the distribution of noise from the distribution of characteristics, we suggest algorithms to develop a Bayesian inference and remove noise included in an image.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.959-967
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• 2016

Distributional assumptions on equity returns play a key role in valuation theories for derivative securities. Elberlein and Keller (1995) investigated the distributional form of compound returns and found that some of standard assumptions can not be justified. Instead, Generalized Hyperbolic (GH) distribution fit the empirical returns with high accuracy. Hu and Kercheval (2007) also show that the normal distribution leads to VaR (Value at Risk) estimate that significantly underestimate the realized empirical values, while the GH distributions do not. We consider saddlepoint approximations to estimate the VaR and the ES (Expected Shortfall) which frequently encountered in finance and insurance as measures of risk management. We supposed GH distributions instead of normal ones, as underlying distribution of linear portfolios. Simulation results show the saddlepoint approximations are very accurate than normal ones.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.131-146
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• 2022

Logit models are commonly used to predicting and classifying categorical response variables. Most Bayesian approaches to logit models are implemented based on the Metropolis-Hastings algorithm. However, the algorithm has disadvantages of slow convergence and difficulty in ensuring adequacy for the proposal distribution. Therefore, we use auxiliary mixture sampler proposed by Frühwirth-Schnatter and Frühwirth (2007) to estimate logit models. This method introduces two sequences of auxiliary latent variables to make logit models satisfy normality and linearity. As a result, the method leads that logit model can be easily implemented by Gibbs sampling. We applied the proposed method to diabetes data from the Community Health Survey (2020) of the Korea Disease Control and Prevention Agency and compared performance with Metropolis-Hastings algorithm. In addition, we showed that the logit model using auxiliary mixture sampling has a great classification performance comparable to that of the machine learning models.

• Journal of the Korean Geotechnical Society
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• v.16 no.5
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• pp.179-191
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• 2000

본 연구에서는 화강토 지반상의 자립식 diaphragm wall의 거동을 연구하기 위하여 벽체의 근입깊이비, 지하수위 및 굴착조건(연속 및 단계굴착)을 변화시키면서 원심모형시럼을 수행하였다. 원심모형실험시 지반굴착은 흙과 동일한 밀도로 혼합된 zine chloride 용액이 배수되도록 밸브를 조작하여 실시하였으며, 굴착에 의해 발생되는 지반의 변형괴 벽체의 변위 및 휨모멘트를 시간경과에 따라 측정하였다. 실험결과, 벽체의 근입깊이비가 증가함에 따라 벽체의 휨모멘트는 증가하는 반면, 굴착과정동안 배면측에서의 간극수압 감소속도는 감소하였다. 최종 굴착단계에서 굴착후 시간경과에 따른 침하량은 굴착과정중의 침하？에 비해 5~7% 정도를 나타내었다. 최대표면침하량과 벽체변위를 굴착깊이로 정규화한 결과 최대 침하량은 벽체 변위량의 0.8~1.2배9평균0.91배)사이에 분포하였다. 굴착깊이로 전규화한 벽체변위와 근입깊이와의 관계는 지수함수식으로 제안하였다. 파괴면은 직선적인 형태로 파괴면내의 배면측 지반은 벽체를 향하여 하향의 변위를 일으키면서 벽체의 회전에 의해 파괴되었으며, 퐈괴면의 각도는 66~72.5$^{\circ}$정도로 이론적인 파괴면의 각도보다 크게 평가되었다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.4
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• pp.867-874
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• 1994

The complex nature of low flow transport and transformation of nonconservative pollutants in natural streams has been investigated using a numerical solution of a proposed mathematical model that is based on a pair of mass balance equations describing the advection, dispersion, decay and mass exchange mechanisms in streams and in storage zones. In the present study, a mathematical model (named "Storage-Transformation Model") has been developed to predict adequately the non-Fickian nature of mixing and transformation mechanisms for decaying substances in natural streams under low flow conditions. Comparisons of the computed concentration-time curves with the measured data show that the Storage-Transformation Model yields better agreements in general shape, peak concentration and time to peak than the conventional 1-D dispersion model. The proposed model shows significant improvement over the 1-D dispersion model in predicting natural transport and transformation processes in streams through pools and riffles.

• The Korean Journal of Applied Statistics
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• v.33 no.4
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• pp.395-407
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• 2020

Most classification accuracy measures for optimal threshold are divided into two types: one is expressed with cumulative distribution functions and probability density functions, the other is based on ROC curve and AUC. Unal (2017) proposed the index of union (IU) as an accuracy measure that considers two types to get them. In this study, ten kinds of accuracy measures (including IU) are divided into six categories, and the advantages of the IU are studied by comparing the measures belonging to each category. The optimal thresholds of these measures are obtained by setting various normal mixture distributions; subsequently, the first and second type of errors as well as the error sums corresponding to each threshold are calculated. The properties and characteristics of the IU statistic are explored by comparing the discriminative power of other accuracy measures based on error values.The values of the first type error and error sum of IU statistic converge to those of the best accuracy measures of the second category as the mean difference between the two distributions increases. Therefore, IU could be an accuracy measure to evaluate the discriminant power of a model.

• Economic and Environmental Geology
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• v.55 no.4
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• pp.353-366
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• 2022

Spatial estimation of geoscience data (geo-data) is challenging due to spatial heterogeneity, data scarcity, and high dimensionality. A novel spatial estimation method is needed to consider the characteristics of geo-data. In this study, we proposed the application of Gaussian Mixture Model (GMM) among machine learning algorithms with multivariate data for robust spatial predictions. The performance of the proposed approach was tested through soil chemical concentration data from a former smelting area. The concentrations of As and Pb determined by ex-situ ICP-AES were the primary variables to be interpolated, while the other metal concentrations by ICP-AES and all data determined by in-situ portable X-ray fluorescence (PXRF) were used as auxiliary variables in GMM and ordinary cokriging (OCK). Among the multidimensional auxiliary variables, important variables were selected using a variable selection method based on the random forest. The results of GMM with important multivariate auxiliary data decreased the root mean-squared error (RMSE) down to 0.11 for As and 0.33 for Pb and increased the correlations (r) up to 0.31 for As and 0.46 for Pb compared to those from ordinary kriging and OCK using univariate or bivariate data. The use of GMM improved the performance of spatial interpretation of anthropogenic metals in soil. The multivariate spatial approach can be applied to understand complex and heterogeneous geological and geochemical features.

• Journal of Korea Port Economic Association
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• v.26 no.4
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• pp.63-87
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• 2010

The purpose of this paper is to measure the efficiency of Korean container terminals by using SFA(Stochastic Frontier Analysis). Inputs[Number of Employee, Quay Length, Container Terminal Area, Number of Gantry Crane], and output[TEU] are used for 3 years(2002,2003, and 2004) for 8 Korean container terminals by applying both SFA and DEA models. Empirical main results are as follows: First, Null hypothesis that technical inefficiency is not existed is rejected and in the trasnslog model, the estimate is significant. Second, time-series models show the significant results. Third, average technical efficiency of Korean container terminals are 73.49% in Cobb-Douglas model, and 79.04% in translog model. Fourth, to enhance the technical efficiency, Korean container terminals should increase the handling amount of TEUs. Fifth, both SFA and DEA models have the high Spearman ranking of correlation coefficients(84.45%). The main policy implication based on the findings of this study is that the manager of port investment and management of Ministry of Land, Transport and Maritime Affairs in Korea should introduce the SFA with DEA models for measuring the efficiency of Korean ports and terminals.