• Journal of Industrial Technology
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• v.35
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• pp.23-30
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• 2015

In recent, the various methods to predict the hydrological impacts due to climate change have been developed and applied. Especially, the variability of the meteorological factors such as rainfall, temperature, and evaporation can impact on the ecosystem in a basin. The variability caused by climate change on the meteorological factors can be divided by a gradual and abrupt change. Therefore, in this study, the gradual change is detected by simple linear regression and Mann-Kendall trend test. Also, the abrupt change is detected by Bayesian change point analysis. Finally, the result using these methods can identify the meteorological threats in the Cheongmicheon basin.

• Atmosphere
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• v.18 no.2
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• pp.111-120
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• 2008

This study presents a change-point in the 30 years (1976-2005) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea using Bayesian approach. The criterion for the heavy precipitation used in this study is 80 mm/day. Using non-informative priors, the exact Bayes estimators of parameters and unknown change-point are obtained. Also, the posterior probability and 90% highest posterior density credible intervals for the mean differences between before and after the change-point are examined. The results show that a single change-point in the precipitation intensity and the heavy precipitation characteristics has occurred around 1996. As the results, the precipitation intensity and heavy precipitation characteristics have clearly increased after the change-point. However, the annual precipitation amount and days show a statistically insignificant single change-point model. These results are consistent with earlier works based on a simple linear regression model.

• Korean Journal of Clinical Pharmacy
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• v.5 no.2
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• pp.1-12
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• 1995

The purpose of this investigation was to determine pharmacokinetic parameters of gentamicin using linear least square regression(LLSR) and Bayesian analysis in Korean normal volunteers and appendicitis patients. Nonparametric expected maximum(NPEM) algorithm for population pharmacokinetic parameters was used. Gentamicin was administered every 8 hours for 3 days by infusion over 30 minutes. The volume of distribution(V) and elimination rate constant(K) of gentamicin were $0.215\pm0.0562,\;0.226\pm0.0325L/kg\;and\;0.339\pm0.0443,\;0.357\pm0.0243hr^{-1}$ for normal volunteers and appendicitis patients using LLSR analysis. Population pharmacokinetic parameters, VS and KS were $0.228\pm0.0614L/kg\;and\;0.00356\pm0.00041(hr{\cdot}mL/min/1.73m^2)^{-1}$ for appendicitis patients using NPEM algorithm. The V and K were $0.232\pm0.0568L/kg\;and\;0.337\pm0.0385hr^{-1}$ for appendicitis patients using Bayesian analysis. There were no differences in gentamicin pharmacokinetics between LLSR and Bayesian analysis.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.1
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• pp.873-880
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• 2021

The purpose of this study is to investigate the impact of internal control on credit risk of joint stock commercial banks in Vietnam from 2007 to 2018. Furthermore, we specify bank-specific characteristics and macroeconomic conditions, and analyze how these factors affect credit risk of banks: the number of board members, the number of board members with banking or finance background as ratio of total board members, loans to total assets ratio, loans to deposit ratio, the number of days between the year-end and the publication of the financial statements, and the use of top four auditing firms proxy for five elements of internal control. By using the dataset of 30 Vietnamese joint stock commercial banks and Bayesian linear regression via Random-walk Metropolis Hastings algorithm, the results of this study show that five elements of internal control have a impact on bank credit risk, namely, control environment, risk assessment, control activities, information and communication, and monitoring activities. For factors of banks' characteristics, bank size and financial leverage have a negative impact on banks' credit risk, and bank age has a positive effect. For macroeconomic factors, inflation has a positive impact and economic growth has a negative impact on banks' credit risk.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.625-637
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• 2015

We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.69-84
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• 1997

We consider a linear calibration problem, $y_i = $$\alpha + \beta (x_i - x_0) + \epsilon_i$, $i=1, 2, {\cdot}{\cdot},n$ $y_f = \alpha + \beta (x_f - x_0) + \epsilon, $ where we observe $(x_i, y_i)$'s for the controlled calibration experiments and later we make inference about $x_f$ from a new observation $y_f$. The objective of the calibration design problem is to find the optimal design $x = (x_i, \cdots, x_n$ that gives the best estimates for $x_f$. We compare Kim(1989)'s Bayesian design which minimizes the expected value of the posterior variance of $x_f$ and some optimal designs from literature. Kim suggested the Bayesian optimal design based on the analysis of the characteristics of the expected loss function and numerical must be equal to the prior mean and that the sum of squares be as large as possible. The designs to be compared are (1) Buonaccorsi(1986)'s AV optimal design that minimizes the average asymptotic variance of the classical estimators, (2) D-optimal and A-optimal design for the linear regression model that optimize some functions of $M(x) = \sum x_i x_i'$, and (3) Hunter & Lamboy (1981)'s reference design from their paper. In order to compare the designs which are optimal in some sense, we consider two criteria. First, we compare them by the expected posterior variance criterion and secondly, we perform the Monte Carlo simulation to obtain the HPD intervals and compare the lengths of them. If the prior mean of $x_f$ is at the center of the finite design interval, then the Bayesian, AV optimal, D-optimal and A-optimal designs are indentical and they are equally weighted end-point design. However if the prior mean is not at the center, then they are not expected to be identical.In this case, we demonstrate that the almost Bayesian-optimal design was slightly better than the approximate AV optimal design. We also investigate the effects of the prior variance of the parameters and solution for the case when the number of experiments is odd.

• Journal of Korean Society on Water Environment
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• v.29 no.6
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• pp.832-841
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• 2013

In recent years, eutrophication in the Paldang Lake has become one of the major environmental problems in Korea as it may threaten drinking water safety and human health. Thus it is important to understand the phenomena and predict the time and magnitude of algal blooms for applying adequate algal reduction measures. This study performed seasonal water quality assessment and chlorophyll-a prediction using Bayseian simple/multiple linear regression analysis. Bayseian regression analysis could be a useful tool to overcome limitations of conventional regression analysis. Also it can consider uncertainty in prediction by using posterior distribution. Generally, chlorophyll-a of a P2(Paldang Dam 2) site showed high concentration in spring and it was similar to that of P4(Paldang Dam 4) site. For the development of Bayseian model, we performed seasonal correlation. As a result, chlorophyll-a of a P2 site had a high correlation with P5(Paldang Dam 5) site in spring (r = 0.786, p<0.05) and with P4 in winter (r = 0.843, p<0.05). Based on the DIC (Deviance Information Criterion) value, critical explanatory variables of the best fitting Bayesian linear regression model were selected as a $PO_4-P$ (P2), Chlorophyll-a (P5) in spring, $NH_3-N$ (P2), Chlorophyll-a (P4), $NH_3-N$ (P4) in summer, DTP (P2), outflow (P2), TP (P3), TP (P4) fall, COD (P2), Chl-a (P4) and COD (P4) in winter. The results of chlorophyll-a prediction showed relatively high $R^2$ and low RMSE values in summer and winter.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.383-396
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• 2017

The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.315-327
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• 2021

The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.

• Computers and Concrete
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• v.29 no.1
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• pp.59-67
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• 2022

In this paper, a reliability-based approach has been implemented to develop seismic analytical fragility curves of highway bridges. A typical bridge class of the Central and South-eastern United States (CSUS) region was selected. Detailed finite element modelling is presented and Incremental Dynamic Analysis (IDA) is used to capture the behavior of the bridge from linear to nonlinear behavior. Bayesian linear regression method is used to define the demand model. A reliability approach is implemented to generate the analytical fragility curves and the proposed approach is compared with the conventional fragility analysis procedure.