• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.199-215
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• 2018

Interest in $PM_{10}$ concentrations have increased greatly in Korea due to recent increases in air pollution levels. Therefore, we consider a forecasting model for next day $PM_{10}$ concentration based on the principal elements of air pollution, weather information and Beijing $PM_{2.5}$. If we can forecast the next day $PM_{10}$ concentration level accurately, we believe that this forecasting can be useful for policy makers and public. This paper is intended to help forecast a daily mean $PM_{10}$, a daily max $PM_{10}$ and four stages of $PM_{10}$ provided by the Ministry of Environment using various data mining techniques. We use seven models to forecast the daily $PM_{10}$, which include five regression models (linear regression, Randomforest, gradient boosting, support vector machine, neural network), and two time series models (ARIMA, ARFIMA). As a result, the linear regression model performs the best in the $PM_{10}$ concentration forecast and the linear regression and Randomforest model performs the best in the $PM_{10}$ class forecast. The results also indicate that the $PM_{10}$ in Seoul is influenced by Beijing $PM_{2.5}$ and air pollution from power stations in the west coast.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.735-744
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• 2009

In this paper, we introduce a fast approach for Bayesian detection of change points in long-memory processes. Since a heavy computation is needed to evaluate the likelihood function of long-memory processes, a method for simplifying the computational process is required to efficiently implement a Bayesian inference. Instead of estimating the parameter, we consider selecting a element from the set of possible parameters obtained by categorizing the parameter space. This approach simplifies the detection algorithm and reduces the computational time to detect change points. Since the parameter space is (0, 0.5), there is no big difference between the result of parameter estimation and selection under a proper fractionation of the parameter space. The analysis of Nile river data showed the validation of the proposed method.