• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.701-710
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• 2016

The purpose of this paper is to build a model of packet amount of Naver mobile portal. We collected 2004 cases by measuring the sixth per access from September, 2012 to October, 2015. We use regression model with autoregressive errors, in which predictors incorporated into the model were replication, date, time, week, month. It has been found the model which errors follow AR(36), based on AIC and adjusted $R^2$. We found some characteristics from our model as follows. In addition to model building, we also have discussed some meaningful features yielded from the selected model in this paper. Considering the importance of this topic, continuous researches are needed.

• Asian Pacific Journal of Cancer Prevention
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• v.17 no.sup3
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• pp.311-316
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• 2016

Breast cancer is one of the most common causes of cancer mortality in Iran. Social determinants of health are among the key factors affecting the pathogenesis of diseases. This cross-sectional study aimed to determine the social determinants of breast cancer survival time with parametric and semi-parametric regression models. It was conducted on male and female patients diagnosed with breast cancer presenting to the Cancer Research Center of Shohada-E-Tajrish Hospital from 2006 to 2010. The Cox proportional hazard model and parametric models including the Weibull, log normal and log-logistic models were applied to determine the social determinants of survival time of breast cancer patients. The Akaike information criterion (AIC) was used to assess the best fit. Statistical analysis was performed with STATA (version 11) software. This study was performed on 797 breast cancer patients, aged 25-93 years with a mean age of 54.7 (${\pm}11.9$) years. In both semi-parametric and parametric models, the three-year survival was related to level of education and municipal district of residence (P<0.05). The AIC suggested that log normal distribution was the best fit for the three-year survival time of breast cancer patients. Social determinants of health such as level of education and municipal district of residence affect the survival of breast cancer cases. Future studies must focus on the effect of childhood social class on the survival times of cancers, which have hitherto only been paid limited attention.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.12
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• pp.1605-1612
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• 2012

The distribution of a response usually depends on the distribution of the variables. When a variable shows a distribution with two different modes, the response also shows a distribution with two different modes. In this case, recently developed methods for reliability analysis assume that the distribution functions are continuous with a mode. In actual problems, however, because information is often provided in a discrete form with two or more modes, it is important to estimate the distributions for such information. In this study, we employ the finite mixture model to estimate the response distribution with two different modes, and we select the best candidate distribution through AIC. Mathematical examples are illustrated to verify the proposed method.

• The Korean Journal of Applied Statistics
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• v.27 no.2
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• pp.291-305
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• 2014

Persistence is one of the typical characteristics appearing in the volatility of financial time series. According to the recent researches, the volatility persistence may be due to either volatility shifts or long-range dependence. In this paper, we consider residual-based CUSUM tests to distinguish volatility persistence, long-range dependence and volatility shifts in GARCH models. It is observed that this test procedure achieve reasonable powers without a size distortion. Moreover, we employ AIC and BIC criteria to estimate the change points and the number of change points in volatility. We demonstrate the superiority of residual-based CUSUM tests on various Monte Carlo simulations and empirical data analysis.

• Journal of the Korea Society of Computer and Information
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• v.11 no.5 s.43
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• pp.9-18
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• 2006

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the exponentiated exponential distribution reliability model, which maked out efficiency substituted for gamma and Weibull model(2 parameter shape illustrated by Gupta and Kundu(2001) Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using NTDS data set for the sake of proposing shape parameter of the exponentiated exponential distribution was employed. This analysis of failure data compared with the exponentiated exponential distribution model and the existing model (using arithmetic and Laplace trend tests, bias tests) is presented.

• Journal of the Korea Society of Computer and Information
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• v.11 no.1 s.39
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• pp.45-53
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• 2006

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the $x^2$ reliability model, which can capture the increasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing shape parameter of the $x^2$ distribution using the degree of freedom, was employed. This analysis of failure data compared with the $x^2$ model and the existing model using arithmetic and Laplace trend tests, Kolmogorov test is presented.

• Spatial Information Research
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• v.23 no.5
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• pp.65-73
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• 2015

Newtown Business of Seoul had been performed to reduce deterioration of Gangbuk and economic inequality between Gangnam and Gangbuk. According to this, Eunpyeong-gu was set as test-bed for Newtown business and Newtown business had been completed until 2013. This study aims to analyze the influence of social and economical factors which affect land price using GWR (Geographically Weighted Regression) considered spatial effect. As a result of analysis, GWR model demonstrated a better goodness-of-fit than OLS (Ordinary least square) model typically used in most study. Furthermore, AIC value and Moran's I of residual prove that GWR model is more suitable than OLS model. GWR model enable to explain more detailed than global regression model as coefficient and sign show different value locally. In future, this research will be helpful to develop Eunpyeong-gu considering spatial characters and strength effectiveness of development.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.11 no.3
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• pp.514-522
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• 2007

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this parer, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the Burr distribution reliability model, which making out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set for the sake of proposing shape parameter of the Burr distribution was employed. This analysis of failure data compared with the Burr distribution model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.4-4
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• 2017

수문자료의 빈도해석은 자료의 독립성(independence)와 정상성(stationarity)를 가정하여 이뤄진다. 그러나 관측 수문자료에서 비정상성 현상이 발생하고 있다는 사실이 관측되면서 수문자료에 대한 비정상성 빈도해석에 대한 필요성도 커지고 있다. 본 연구의 목적은 수문자료의 빈도해석에서 가장 널리 사용되고 있는 Gumbel 및 GEV 분포에 대한 비정상성 빈도해석 모형을 개발하는 것으로, 이를 위해 비정상성 Gumbel과 GEV 모형의 매개변수를 시간에 따라 변하는 형태로 정의하였다. 비정상성 Gumbel 및 GEV 모형의 정확도를 알아보기 위해 비정상성 모형과정상성 모형을 이용하여 Monte Carlo 모의실험을 수행하였다. 모의실험은 다양한 조건의 재현기간, 표본크기, 매개변수 조건을 고려하여 수행되었다. 그 결과 비정상성 모형의 오차는 비교적 표본크기가 클 때 가장 작은 것으로 나타났다. 또한 복잡한 매개변수의 조합을 가지는 비정상성 모형은 모두 동일한 경향성을 가질 때 가장 작은 오차를 보이는 것으로 나타났다. 비정상성 GEV 모형의 경우는 확률수문량 산정에 음(-)의 형상 매개변수가 큰 영향을 끼치는 것으로 나타났다. 또한 본 연구에서는 비정상성 조건에서 다양하게 존재하는 비정상성 모형 중 어떠한 모형이 주어진 자료에 대해 가장 적절한 모형인지 결정하기 위해 모의실험을 수행하였다. 널리 적용되고 있는 AIC, BIC, likelihood ratio test에 대해 정상성 및 비정상성 Gumbel 모형을 이용하여 모의실험을 수행한 결과, AIC가 비정상성 모형 중 적정 모형 선택에 가장 효과적인 것으로 나타났다. 개발된 비정상성 Gumbel 및 GEV 모형의 적용성을 알아보기 위해 우리나라 연최대강우 자료에 적용한 결과, 위치 매개변수에 시간항을 고려하는 Gumbel 모형이 최적모형으로 가장 많이 선택되는 것으로 나타났다. 따라서 현재 우리나라의 연최대강우자료 중 경향성이 나타나는 자료에 대해서는 위치 매개변수가 시간에 따라 변하는 특성이 가장 많이 나타나고 있는 것으로 판단된다.

• Journal of Wetlands Research
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• v.20 no.4
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• pp.338-344
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• 2018

In this study, the surface air temperature (SAT) and the dew-point temperature (DPT) are applied as the covariance of the location parameter among three parameters of GEV distribution to reflect the non-stationarity of extreme rainfall due to climate change. Busan station is selected as the study site and the monthly maximum daily rainfall depth from May to October is used for analysis. Various models are constructed to select the most appropriate co-variate(SAT and DPT) function for location parameter of GEV distribution, and the model with the smallest AIC(Akaike Information Criterion) is selected as the optimal model. As a result, it is found that the non-stationary GEV distribution with co-variate of exp(DPT) is the best. The selected model is used to analyze the effect of climate change scenarios on extreme rainfall quantile. It is confirmed that the design rainfall depth is highly likely to increase as the future DPT increases.