• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.6
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• pp.143-151
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• 2009

Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.83-97
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• 2019

As society develops, the dissemination of microdata has increased to respond to diverse analytical needs of users. Analysis of microdata for policy making, academic purposes, etc. is highly desirable in terms of value creation. However, the provision of microdata, whose usefulness is guaranteed, has a risk of exposure of personal information. Several methods have been considered to ensure the protection of personal information while ensuring the usefulness of the data. One of these methods has been studied to generate and utilize synthetic data. This paper aims to understand the synthetic data by exploring methodologies and precautions related to synthetic data. To this end, we first explain muptiple imputation, Bayesian predictive model, and Bayesian bootstrap, which are basic foundations for synthetic data. And then, we link these concepts to the construction of fully/partially synthetic data. To understand the creation of synthetic data, we review a real longitudinal synthetic data example which is based on sequential regression multivariate imputation.

• Journal of the Korea Society for Simulation
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• v.6 no.2
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• pp.81-87
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• 1997

안정상태 시뮬레이션의 출력 분석에서 백분율의 추정은 시스템 설계와 성능분석에 매우 유용하다. 그러나 지금까지 지속적으로 발전된 대부분의 안정상태 시뮬레이션 연구는 그 대상이 주로 시스템의 평균값에 치중되어 왔다. 본 논문에서는 시뮬레이션 출력 과정의 안정상태 백분율에 대하여 Bonferroni 동시 신뢰구간 추정 방법과 붓스트랩을 이용하는 신 뢰구간 추정 방법을 제시한다. 이 방법들은 전통적인 방법보다 적은 수의 관찰 값을 가지고 상대적으로 좁은 신뢰구간을 얻으며, 시뮬레이션 출력 분석에 있어 널리 사용되는 배치 평 균 방법을 응용하므로 적용하기도 쉽다. 새로운 두 가지 추정 방법의 타당성을 검증하기 위 하여 이들을 전통적인 배치 백분율 방법과 서로 비교, 평가한다. 대기 행렬 모델(MIMI)과 시계열 모델(AR(1))에 적용한 결과, 새로운 방법들은 전통적인 방법에 비하여 상당히 적은 수의 관찰 값만으로 신뢰성 있는 추정치를 얻을 수 있었다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2000.04a
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• pp.597-600
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• 2000

계속적인 증가 추세를 보이고 있는 교통량으로 인해 환경 문제뿐 아니라 교통사고로 인한 사상자 및 물적피해가 상당량으로 집계되고 있다. 본 논문에서는 데이터융합 및 앙상블 클러스터링방법을 이용한 교통사고 심각도 분류분석방법을 제안함으로서 교통사고예방에 기여하고자 한다. 이를 위하여 신경망과 Decision-Tree기법을 이용하여 얻은 물적피해와 신체상해가 발생할 확률을 융합하는 전형적인 데이터 융합기법(템스터-쉐퍼, 베이지안 방법, 로지스틱융합방법)을 사용하였다. 또한, 분류정확도를 향상시키고자 Bootstrap 재추출 방법을 이용해 얻어진 여러 개의 분류예측 결과 중 다수의 분류결과를 선택하는 앙상블 (arcing, bagging)기법을 적용하였다. 더불어, 본 연구에서는 클러스터링 방법을 제시하고, 이 방법이 기존의 융합기법, 앙상블기법과 비교한 결과, 분류예측면에서 정확도가 향상됨을 보였다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.1179-1185
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• 2003

시뮬레이션 상의 입력모델에 대한 기존의 연구는 과거의 자료를 바탕으로 선형의 모수적인 (parametric) 모형을 개발하는데 초점을 두고 있다. 그러나 이 경우에는 입력이 매우 복잡한 형태를 가지면 모수적인 모형을 잦는 것이 불가능해지므로 비모수적인(non-parametric) 접근방법이 절실한 실정이다 예로 인터넷 트래픽 모델의 시뮬레이션 수행시 입력으로 제공되는 단위 시간당 요구되는 웹 페이지의 수 같은 경우 데이터들 간데 종속관계가 매우 심하고 복잡하여 모수적 모형을 세우는데 어려움이 있다. 이러한 시스템들을 시뮬레이션 방법으로 분석 하고자 할 때, 기존의 trace-driven 시뮬레이션 방법이나 모수적 모형을 찾아 다수의 사실적인 시뮬레이션 입력 자료를 확보하는 것은 현실적으로 어려움이 있다. 따라서. 비모수적인 방법으로 다수의 사실적인 시뮬레이션 입력 자료를 생성하는 것이 필요하다. 이러한 비모수적인 방법에 대한 평가기준 설정은 시뮬레이션 상의 입력 모델에 대한 타당성을 제시한다는 점에서 또한 매우 중요하다. 본 논문에서는 붓트스트 랩의 방법중의 하나인 임계값 붓트스트랩을 이용하여 시뮬레이션 입력 자료 생성 방법을 개발하였고 Turing test를 통해 붓스트랩으로 생성산 입력 시나리오를 검증하였다.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.225-237
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• 1994

A generalized likelihood ratio test is developed to detect an outlier associated with monitoring nuclear proliferation. While the classical outlier detection methods consider continuous variables only, our approach allows both continuous and discrete variables or a mixture of continuous and discrete variables to be used. In addition, our method is free of the normality assumption, which is the key assumption in most of the classical methods. The proposed test is constructed by applying the bootstrap to a generalized likelihood ratio. We investigate the performance of the test by studying the power with simulations.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.377-393
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• 2003

Several confidence interval estimates for the difference of two binomial proportions were introduced. Bootstrap confidence interval is also suggested. We examined the over estimation property of approximate intervals and under estimation trend of exact intervals for the difference of proportions. We compared these confidence intervals based on the average coverage probability, expected width and skewness measure. Particularly actual coverage probability were calculated by using the prior distribution of parameters. Monte Carlo simulation for small sample size is conducted. Some interesting contour plots of average coverage probability and marginal plots for several interval estimates are presented.

• The Korean Journal of Applied Statistics
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• v.4 no.1
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• pp.1-11
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• 1991

It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

• The Korean Journal of Applied Statistics
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• v.32 no.5
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• pp.721-740
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• 2019

Noise reduction is an important field in image processing and requires a statistical approach. However, it is difficult to assume a specific distribution of noise, and a spatial filter that reflects regional characteristics is a small sample and cannot be accessed in a parametric manner. The first order image differential and the second order image differential show a clear difference according to the noise level included in the image and can be more clearly understood using the canyon edge detector. The Fligner-Killeen test was performed and the bootstrap method was used to statistically check the noise level. The estimated noise level was set between 0 and 1 using the cumulative distribution function of the beta distribution. In this paper, we propose a nonparametric noise reduction algorithm that accounts for the noise level included in the image.

• Journal of KIISE:Information Networking
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• v.33 no.2
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• pp.131-138
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• 2006

To achieve security in wireless sensor networks(WSN), it is important to be able to encrypt and authenticate messages sent among sensor nodes. Due to resource constraints, many key agreement schemes used in general networks such as Diffie-Hellman and public-key based schemes are not suitable for wireless sensor networks. The current pre-distribution of secret keys uses q-composite random key and it randomly allocates keys. But there exists high probability not to be public-key among sensor nodes and it is not efficient to find public-key because of the problem for time and energy consumption. To remove problems in pre-distribution of secret keys, we propose a new cryptographic key management protocol, which is based on the clustering scheme but does not depend on probabilistic key. The protocol can increase efficiency to manage keys because, before distributing keys in bootstrap, using public-key shared among nodes can remove processes to send or to receive key among sensors. Also, to find outcompromised nodes safely on network, it selves safety problem by applying a function of lightweight attack-detection mechanism.