• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.237-252
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• 2013

An estimation model for premiums and components is essential to determine reasonable insurance premiums. In this study, we introduce diverse models for the estimation of property damage premiums(premium, depth and frequency) that include a regression model using a dummy variable, additive independent variable model, autoregressive error model, seasonal ARIMA model and intervention model. In addition, the actual property damage premium data was used to estimate the premium, depth and frequency for each model. The estimation results of the models are comparatively examined by comparing the RMSE(Root Mean Squared Errors) of estimates and actual data. Based on real data analysis, we found that the autoregressive error model showed the best performance.

• Journal of Korea Water Resources Association
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• v.36 no.6
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• pp.1025-1033
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• 2003

In common with workers in hydrologic fields, scientists and engineers relate one variable to two or more other variables for purposes of predication, optimization, and control. Statistics methods have improved to establish such relationships. Regression, as it is called, is indeed the most commonly used statistics technique in hydrologic fields; relationship between the monitored variable stage and the corresponding discharges(rating curve). Regression methods expressed in the form of mathematical equations which has parameters, so called parametric methods. some times, the establishment of parameters is complicated and uncertain. Many non-parametric regression methods which have not parameters, have been proposed and studied. The most popular of these are kernel regression method. Kernel regression offer a way of estimation the regression function without the specification of a parametric model. This paper conducted comparisons of some bandwidth selection methods which are using the least squares and cross-validation.

• Water for future
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• v.24 no.3
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• pp.71-82
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• 1991

Methods of predicting water resources availiability of a river basin can be classified as empirical formula, water budget analysis and regression analysis. The purpose of this study is to develop a method to estimate the monthly runoff required for long-term water resources development project. Using the monthly runoff data series at gaging stations alternative multiple regression models were constructed and evaluated. Monthly runoff volume along with the meteorological and physiographic parameters of 48 gaging stations are used, those of 43 stations to construct the model and the remaining 5 stations to verify the model. Regression models are named to be Model-1, Model-2, Model-3 and Model-4 developing on the way of data processing for the multiple regressions. From the verification, Model-2 is found to be the best-fit model. A comparison of the selected regression model with the Kajiyama's formula is made based on the predicted monthly and annual runoff of the 5 watersheds. The result showed that the present model is fairly resonable and convinient to apply in practice.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.593-601
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• 2013

We often need to include categorial variables as explanatory variables in regression models. The categorial variables in regression models can be quantified through dummy variables. In this study, we provide an education tool using Excel VBA for displaying regression lines along with test results for regression models with a continuous explanatory variable and one or two categorical explanatory variables. The regression lines with test results are provided step by step for the model(s) with interaction(s), the model(s) without interaction(s) but with dummy variables, and the model without dummy variable(s). With this tool, we can easily understand the meaning of dummy variables and interaction effect through graphics and further decide which model is more suited to the data on hand.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.307-320
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• 2000

It has been studied to find relationships between pine-mushroom yield and climatic factors. Recently, Hyun-Park, Key-I! shin and Hyun-Joong Kim(1998) investigated relationships between pine-mushroom yield and climatic factors by autoregression model. In this paper, to improve the forecast we suggest the conditional autoregression model using probability of existing pine-mushroom production.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.267-277
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• 2016

This paper considers we consider the estimation of copula parameters based on residuals in stochastic regression models. We prove that a semiparametric estimator using residual empirical distributions is consistent under some conditions and apply the results to the copula-ARMA model. We provide simulation results for illustration.

• Proceedings of the Korean Society of Computer Information Conference
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• 2021.07a
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• pp.735-736
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• 2021

인터넷에서 댓글 시스템은 자신의 의사표현을 위한 시스템으로 널리 사용되고 있다. 하지만 이를 악용하여 상대방에 대한 혐오를 드러내기도 한다. 악성댓글에 대한 적절한 대처를 위해 빠르고 정확한 탐지는 필수적이다. 본 연구에서는 악성 댓글 분류 문제를 해결하기 위해서 순서가 있는 분류 레이블의 성질을 활용한 순서형 회귀 (Ordinal regression) 기반의 분류 모델을 제안한다. 일반적인 분류 모형과는 달리 혐오 발언 정도에 따라 다중 레이블을 부여하여 학습을 진행하였다. 실험을 통해 Korean Hate Speech Dataset에 대해 LSTM기반의 모형의 출력층을 다르게 구성하여 순서형 회귀 기반의 모형들의 성능을 비교하였다. 결과적으로 예측 결과에 대한 조율이 가능한 순서형 회귀 모형이 일반적인 순서형 회귀 모형에 비해서 편향된 예측에 대해 추가적인 성능 향상을 보였다.

• The Korean Journal of Applied Statistics
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• v.10 no.2
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• pp.403-411
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• 1997

Fuzzy linear regression model introduced by Tanaka et al. 91982) has been proposed and developed as alternative to statistical linear regression when our understanding of a phenomenon is imprecise or vague. In this paper we review fuzzy linear regression model and its parameter estimation and examine its strengths and weaknesses through case study. In addition another fuzzy linear model is introduced and applied to an economic study.

• Journal of Korea Water Resources Association
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• v.51 no.2
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• pp.151-163
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• 2018

The objective of this study was to estimate LOADEST (LOAD Estimator) coefficients for simulating pollutant loads in ungauged watersheds. Regression models of LOADEST were used to simulate pollutant loads, and the multiple linear regression (MLR) was used for coefficients estimation on watershed characteristics. The fifth and third model of LOADEST were selected to simulate T-N (Total-Nitrogen) and T-P (Total-Phosphorous) loads, respectively. The results and statistics indicated that regression models based on LOADEST simulated pollutant loads reasonably and model coefficients were reliable. However, the results also indicated that LOADEST underestimated pollutant loads and had a bias. For this reason, simulated loads were corrected the bias by a quantile mapping method in this study. Corrected loads indicated that the bias correction was effective. Using multiple regression analysis, a coefficient estimation methods according to the watershed characteristic were developed. Coefficients which calculated by MLR were used in models. The simulated result and statistics indicated that MLR estimated the model coefficients reasonably. Regression models developed in this study would help simulate pollutant loads for ungauged watersheds and be a screen model for policy decision.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.981-996
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• 2008

Statistical matching techniques whose aim is to achieve a complete data file from different sources. Since the statistical matching method proposed by Rubin (1986) assumes the multivariate normality for data, using this method to data which violates the assumption would involve some problems. This research proposed the statistical matching method using robust regression as an alternative to the linear regression. Furthermore, we carried out a simulation study to compare the performance of the robust regression model and the linear regression model for the statistical matching.