• 대한산업공학회지
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• 제24권4호
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• pp.485-492
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• 1998

Most forecasting models often fail to produce appropriate forecasts because we build a model based on the assumption of the data being generated from the only one stochastic process. However, in many real problems, the time series data are generated from one stochastic process for a while and then abruptly undergo certain structural changes. In this paper, we assume the basic underlying process is the simple state-space model with random level and deterministic drift but interrupted by three types of exogenous shocks: level shift, drift change, outlier. A Bayesian procedure to detect, estimate and adapt to the structural changes is developed and compared with simple, double and adaptive exponential smoothing using simulated data and the U.S. leading composite index.

• Communications for Statistical Applications and Methods
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• 제26권4호
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• pp.385-410
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• 2019

This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

• Journal of Information Technology Applications and Management
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• 제26권2호
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• pp.61-73
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• 2019

In 2019, 5G mobile communication technology will be commercialized. From the viewpoint of technological innovation, 5G service can be applied to other industries or developed further. Therefore, it is important to measure the demand of the Internet of things (IoT) because it is predicted to be commercialized widely in the 5G era and its demand hugely effects on the economic value of 5G industry. In this paper, we applied Bayesian method on regression model to find out the demand of 5G IoT service, wearable service in particular. As a result, we confirmed that the Bayesian regression model is closer to the actual value than the existing regression model. These findings can be utilized for predicting future demand of new industries.

• Communications for Statistical Applications and Methods
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• 제29권5호
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• pp.513-532
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• 2022

In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.203-223
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• 2022

We propose a Bayesian approach to cumulative logistic regression model for the ordinal response based on the orthogonal principal components via singular value decomposition considering the multicollinearity among predictors. The advantage of the suggested method is considering dimension reduction and parameter estimation simultaneously. To evaluate the performance of the proposed model we conduct a simulation study with considering a high-dimensional and highly correlated explanatory matrix. Also, we fit the suggested method to a real data concerning sprout- and scab-damaged kernels of wheat and compare it to EM based proportional-odds logistic regression model. Compared to EM based methods, we argue that the proposed model works better for the highly correlated high-dimensional data with providing parameter estimates and provides good predictions.

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.1-16
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• 2002

Since changepoint identification is important in many data analysis problem, we wish to make inference about the locations of one or more changepoints of the sequence. We consider the Bayesian nonparameteric inference for multiple changepoint problem using a Bayesian segmentation procedure proposed by Yang and Kuo (2000). A mixture of products of Dirichlet process is used as a prior distribution. To decide whether there exists a single change or not, our approach depends on nonparametric Bayesian Schwartz information criterion at each step. We discuss how to choose the precision parameter (total mass parameter) in nonparametric setting and show that the discreteness of the Dirichlet process prior can ha17e a large effect on the nonparametric Bayesian Schwartz information criterion and leads to conclusions that are very different results from reasonable parametric model. One example is proposed to show this effect.

• 대한토목학회논문집
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• 제34권3호
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• pp.821-831
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• 2014

추계학적 강수발생 및 모의기법은 수문학적 모형의 입력 자료로써 널리 이용되고 있다. 그러나 Modified Bartlett-Lewis Rectangular Pulse(MBLRP)와 같은 추계학적 포아송 클러스터 강수생성 모형에 대해서 국부최적화 방법을 통한 매개변수 추정 방법은 매개변수의 신뢰성에 상당한 영향을 주는 것으로 알려져 있다. 최근에는 MBLRP 모형의 국부해추정 문제를 해소하기 위하여 Particle Swarm Optimization (PSO) 또는 Shuffled Complex Evolution developed at The University of Arizona (SCE-UA) 등 매개변수 추정 성능이 우수한 전역최적화기법이 도입되고 있지만, 제한된 매개변수 공간에서 항상 신뢰성 있는 매개변수 추정이 가능한 것은 아니다. 뿐만 아니라, 모형의 매개변수들이 갖고 있는 불확실성에 관한 연구는 아직 충분히 논의되지 않았다. 이러한 관점에서 본 연구는 Bayesian 기법과 연계한 MBLRP 모형을 개발하였으며 각 매개변수들의 사후분포(Posterior Distribution)를 유도하여 매개변수가 내포하는 불확실성을 정량적으로 평가하였다. 그 결과 관측값에 대한 시간단위 이하 강수발생 통계치를 효과적으로 복원하고 있음을 확인할 수 있었다.

• Interdisciplinary Bio Central
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• 제3권4호
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• pp.15.1-15.11
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• 2011

Background: Histone deacetylase (HDAC) 8 is one of its family members catalyzes the removal of acetyl groups from N-terminal lysine residues of histone proteins thereby restricts transcription factors from being expressed. Inhibition of HDAC8 has become an emerging and effective anti-cancer therapy for various cancers. Application computational methodologies may result in identifying the key components that can be used in developing future potent HDAC8 inhibitors. Results: Facilitating the discovery of novel and potential chemical scaffolds as starting points in the future HDAC8 inhibitor design, quantitative structure-activity relationship models were generated with 30 training set compounds using genetic function approximation (GFA) and Bayesian algorithms. Six GFA models were selected based on the significant statistical parameters calculated during model development. A Bayesian model using fingerprints was developed with a receiver operating characteristic curve cross-validation value of 0.902. An external test set of 54 diverse compounds was used in validating the models. Conclusions: Finally two out of six models based on their predictive ability over the test set compounds were selected as final GFA models. The Bayesian model has displayed a high classifying ability with the same test set compounds and the positively and negatively contributing molecular fingerprints were also unveiled by the model. The effectively contributing physicochemical properties and molecular fingerprints from a set of known HDAC8 inhibitors were identified and can be used in designing future HDAC8 inhibitors.

• 대한토목학회논문집
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• 제30권4B호
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• pp.389-397
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• 2010

본 논문에서는 극치수문자료의 경향성 분석 개념을 소개하고 이를 빈도해석과 연계시켜 해석하는 방법론을 제시하고자 Gumbel 극치분포를 기반으로, 시간변화에 의한 수문빈도 특성 변화를 모의할 수 있는 Bayesian 모형을 구성하였다. 사후분포의 매개변수는 깁스표본법에 의한 Markov Chain Monte Carlo Simulation을 통해 추정하였으며, 이를 통해 경향성을 고려한 확률강우량과 불확실성 구간을 추정하였다. 또한 경향성을 고려한 확률강우량이 현재 알려진 확률강우량을 초과할 확률을 통해 동적 위험도 해석과정을 소개하였으며, 현재의 경향성에 대해서 시간에 따라 연속으로 추정된 확률밀도함수를 비교하여 수문학적 위험도가 증가할 수 있음을 모의결과를 통해 확인하였다. 이와 더불어 단순히 경향성의 존재여부를 확인하는데 그치지 않고 사후분포를 통해서 통계적 추론을 수행함으로써 경향성에 대한 통계학적인 유의성을 정량적으로 평가할 수 있었다.

• 한국산업보건학회지
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• 제24권2호
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• pp.219-228
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• 2014

Objectives: The major objective of this study was to develop a tier 2 exposure model combining tier 1 exposure model estimates and worker monitoring data and suggesting narrower exposure ranges than tier 1 results. Methods: Bayesian statistics were used to develop a tier 2 exposure model as was done for the European Union (EU) tier 2 exposure models, for example Advanced REACH Tools (ART) and Stoffenmanager. Bayesian statistics required a prior and data to calculate the posterior results. In this model, tier 1 estimated serving as a prior and worker exposure monitoring data at the worksite of interest were entered as data. The calculation of Bayesian statistics requires integration over a range, which were performed using a Riemann sum algorithm. From the calculated exposure estimates, 95% range was extracted. These algorithm have been realized on Excel spreadsheet for convenience and easy access. Some fail-proof features such as locking the spreadsheet were added in order to prevent errors or miscalculations derived from careless usage of the file. Results: The tier 2 exposure model was successfully built on a separate Excel spreadsheet in the same file containing tier 1 exposure model. To utilize the model, exposure range needs to be estimated from tier 1 model and worker monitoring data, at least one input are required. Conclusions: The developed tier 2 exposure model can help industrial hygienists obtain a narrow range of worker exposure level to a chemical by reflecting a certain set of job characteristics.