• Journal of the Korean Statistical Society
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• 제16권1호
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• pp.1-9
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• 1987

Recently a new form of the extended Yule-Walker equations for a mixed autoregressive moving-average process of orders p and q has been proposed. It can be used to obtain p+q+1 parameter values from the first p+q+1 autocovariance terms. The autoregressive part of the equations is linear and can be easily solved. In contrast the moving-average part is composed of nonlinear simultaneous equations. Thus some iterative algorithms are necessary to solve them. The iterative algorithm presented by Choi(1986) is very simple but its convergence has not been proved yet. In this paper a Newton-Raphson solution for the moving-average parameters is presented and its convergence is shown. Also numerical example illustrate the performance of the algorithm.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2021년도 학술발표회
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• pp.134-134
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• 2021

Precipitation is a crucial component of water cycle and play a key role in hydrological processes. Traditionally, gauge-based precipitation is the main method to achieve high accuracy of rainfall estimation, but its distribution is sparsely in mountainous areas. Recently, satellite-based precipitation products (SPPs) provide grid-based precipitation with spatio-temporal variability, but SPPs contain a lot of uncertainty in estimated precipitation, and the spatial resolution quite coarse. To overcome these limitations, this study aims to generate new grid-based daily precipitation using Automatic weather system (AWS) in Korea and multiple SPPs(i.e. CHIRPSv2, CMORPH, GSMaP, TRMMv7) during the period of 2003-2017. And this study used a machine learning based Random Forest (RF) model for generating new merging precipitation. In addition, several statistical linear merging methods are used to compare with the results of the RF model. In order to investigate the efficiency of RF, observed data from 64 observed Automated Synoptic Observation System (ASOS) were collected to evaluate the accuracy of the products through Kling-Gupta efficiency (KGE), probability of detection (POD), false alarm rate (FAR), and critical success index (CSI). As a result, the new precipitation generated through the random forest model showed higher accuracy than each satellite rainfall product and spatio-temporal variability was better reflected than other statistical merging methods. Therefore, a random forest-based ensemble satellite precipitation product can be efficiently used for hydrological simulations in ungauged basins such as the Mekong River.

• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.499-514
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• 1996

Consider an additive regression model of Y on X = (X$_1$,X$_2$,. . .,$X_p$), Y = $sum_{j=1}^pf_j(X_j) + $\varepsilon$$, where $f_j$s are smooth functions to be estimated and $\varepsilon$ is a random error. If $X_j$s are fixed design points, we call it the fixed design additive model. Since the response variable Y is observed at fixed p-dimensional design points, the behavior of the nonparametric regression estimator depends on the design. We propose a fixed design called permutation fixed design, and fit the regression function by the kernel method. The estimator in the permutation fixed design achieves the univariate optimal rate of convergence in mean squared error for any p $\geq$ 2.

• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.263-272
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• 2005

Let {$X_n,\;n{\ge}1$} be a sequence of negatively associated random variables which are dominated randomly by another random variable. We discuss the limit properties of weighted sums ${\Sigma}^n_{i=1}a_{ni}X_i$ under some appropriate conditions, where {$a_{ni},\;1{\le}\;i\;{\le}\;n,\;n\;{\ge}\;1$} is an array of constants. As corollary, the results of Bai and Cheng (2000) and Sung (2001) are extended from the i.i.d. case to not necessarily identically distributed negatively associated setting. The corresponding results of Chow and Lai (1973) also are extended.

• 공학교육연구
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• 제17권6호
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• pp.53-61
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• 2014

This study aims to identify on the possibility of the convergence education in engineering. Delphi survey on a panel of experts was chosen to be the main methodology for this study, drawing the main factors of convergence education in engineering. From Oct. 10 to Nov. 25, 2013, a three-round Delphi survey was implemented to collect data. A panel of eighteen experts were involved in this survey. For statistical processing, descriptive statistics including frequency, percentage, mean and standard deviation were carried out along with internal reliability test on the survey instrument. First, the possible convergence of disciplines in engineering were found to Design, Industrial design, ICT, Health care services, Video media, Business and Administration, Organizational psychology, Sociology, Humanities and Aesthetics. Second, the convergence education factors to be most important demanded creativity, idea generation techniques such as the expression of thought communication skills, technical expertise in the field per line, understanding of basic knowledge, verification of common elements among different disciplines, understanding of other disciplines fusion in engineering, artistry and imagination, etc. Third, requirements for the talented person of convergence were the open mind and enthusiasm, creative imagination, accept the opinions of others, skills capacity as a creative expression, and challenges. Above-mentioned requirements are found to be the necessary elements for convergence education.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2018년도 춘계학술대회
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• pp.131-134
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• 2018

구조방정식 모델링은 경로분석 및 확인적 요인분석을 동시에 수행해 주는 통계적 절차를 따르고 있다. 오늘날이 통계적 절차는 사회과학 분야의 연구자에게 필수적인 도구이다. 구조방정식 모델링 분석을 해주는 대표적인 도구로는 (AMOS, LISREL and PLS)가 있다. AMOS는 초보자가 사용할 수 있도록 편리한 그래픽 사용자 인터페이스를 제공해 주고 있다. PLS는 그래픽 사용자 인터페이스뿐만 아니라 정규분포에 대한 제약조건도 없다는 장점을 가지고 있다. 또한 사회과학 분야에서 가장 많이 사용하는 3가지 도구(Applications)를 비교분석 하였다. 이러한 결과를 바탕으로 연구의 한계와 시사점을 제시하고자 한다.

• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.1-24
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• 1996

In selecting a final tree, Breiman, Friedman, Olshen, and Stone(1984) compare the prediction risks of a pair of tree, where one contains the other, using the standard error of the prediction risk of the larger one. This paper proposes an approach to selection of a final tree by using the standard error of the difference of the prediction risks between a pair of trees rather than the standard error of the larger one. This approach is compared with CART's for simulated data from a simple regression model. Asymptotic results of the approaches are also derived and compared to each other. Both the asymptotic and the simulation results indicate that final trees by CART tend to be smaller than desired.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.122-127
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• 1990

Consider the following problem in the large deviation theory. For constants $a_1, \cdots, a_p$ the tail probability $P(M_1 > a_1, \cdots, M_p > a_p)$ of the sample medians $(M_1, \cdots, M_p)$ is supposed to converge to zero as sample size increases. This paper shows that this probability converges to zero exponentially fast and estimates the convergence rates of the above tail probability of the sample medians. Also compare with the rates about the sample means.

• The Journal of the Acoustical Society of Korea
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• 제16권3E호
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• pp.62-68
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• 1997

In this paper, a modified adaptive sign (MAS) algorithm based on a mixed norm error criterion is proposed. The mixed norm error criterion of be minimized is constructed as a combined convex function of the mean-absolute error and the mean-absolute error to the third power. A convergence analysis of the MAS algorithm is also presented. Under a set of mild assumptions, a set of nonlinear evolution equations that characterizes the statistical mean and mean-squared behavior of the algorithm is derived. Computed simulations are carried out to verify the validity of our derivations.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.545-556
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• 2005

Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.