• 제목/요약/키워드: Bootstrap Analysis

검색결과 253건 처리시간 0.026초

Bootstrapping Regression Residuals

  • Imon, A.H.M. Rahmatullah;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.665-682
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    • 2005
  • The sample reuse bootstrap technique has been successful to attract both applied and theoretical statisticians since its origination. In recent years a good deal of attention has been focused on the applications of bootstrap methods in regression analysis. It is easier but more accurate computation methods heavily depend on high-speed computers and warrant tough mathematical justification for their validity. It is now evident that the presence of multiple unusual observations could make a great deal of damage to the inferential procedure. We suspect that bootstrap methods may not be free from this problem. We at first present few examples in favour of our suspicion and propose a new method diagnostic-before-bootstrap method for regression purpose. The usefulness of our newly proposed method is investigated through few well-known examples and a Monte Carlo simulation under a variety of error and leverage structures.

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고흥군 양식어업형 어촌계의 입지에 따른 어업효율성 분석에 관한 연구 (The Analysis of Geospatial Efficiency of Goheung-Gun Aquaculture Type Ochon-Gye Using Bootstrap-DEA)

  • 김종천;이창수
    • 수산경영론집
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    • 제52권1호
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    • pp.23-46
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    • 2021
  • The purpose of this study is to understand the production efficiency of individual fishing communities and provide directions for improvement. The subject of the study is aquaculture type Ochon-Gye in Goheung-gun. The analysis method used bootstrap-DEA to overcome the statistical reliability problem of the traditional DEA analysis technique. In addition, data mining-GIS was applied to identify the spatial productivity of fishing communities. The values of technology efficiency, pure technology efficiency, and scale efficiency were estimated for 32 aquaculture-type fishing villages. Then, using the benchmarking reference set and weights, the projection was presented through adjustment of the input factor excess, and furthermore, the confidence interval of the efficiency values considering statistical significance was estimated using bootstrap.

Major DNA Marker Mining of Hanwoo Chromosome 6 by Bootstrap Method

  • Lee, Jea-Young;Lee, Yong-Won
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.657-668
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    • 2004
  • Permutation test has been applied for the QTL(quantitative trait loci) analysis and we selected a major locus. K -means clustering analysis, for the major DNA Marker mining of ILSTS035 microsatellite loci in Hanwoo chromosome 6, has been described. Finally, bootstrap testing method has been adapted to calculate confidence intervals and for finding major DNA Markers.

부트스트랩 DEA를 이용한 공기업 효율성 분석 (An Efficiency Analysis of Public Enterprises Using Bootstrap DEA)

  • 박만희
    • 한국콘텐츠학회논문지
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    • 제15권5호
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    • pp.475-487
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    • 2015
  • 본 연구에서는 부트스트랩 DEA를 이용하여 2013년 14개 공기업의 경영 효율성을 분석하였다. 또한 단절회귀분석을 이용하여 부트스트랩 편의조정 효율성에 영향을 미치는 요인을 분석하였다. 본 연구를 통해 도출된 결과와 시사점을 정리하면 다음과 같다. 첫째, 부트스트랩 DEA모형을 적용한 효율성 분석결과에 따르면 평균 기술효율성이 0.3182, 평균 순수기술효율성이 0.4994, 평균 규모효율성이 0.6585로 나타났으며, 기술비효율성의 주된 원인이 순수기술비효율성에 기인하는 것으로 분석되었다. 둘째, CRS 가정과 VRS 가정하의 일반 DEA모형을 적용한 TE와 부트스트랩 DEA모형을 적용한 TE 순위간에는 유의한 차이가 없는 것으로 나타났다. 셋째, 비효율원인 분석에서는 평가대상 14개 기관 중 11개 기관의 비효율원인이 순수기술에 더 크게 기인하고 있고, 3개 기관이 규모효율에 의해 비효율이 나타나는 것으로 분석되었다. 넷째, 단절회귀분석에서는 규모효율성에 영향을 미치는 요인으로 유의수준 10%에서 인건비, 영업이익, 매출액, 자기자본수익률, 종원원수 순으로 나타났다.

SIR 알고리즘을 이용한 홍수량 빈도해석에 관한 연구 (Flood Frequency Analysis using SIR Algorithm)

  • 문기호;경민수;김덕길;곽재원;김형수
    • 한국습지학회지
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    • 제10권3호
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    • pp.125-132
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    • 2008
  • 일반적으로 빈도해석을 진행할 경우 자료는 정상성을 가정하고 분석하게 된다. 그러나 최근 들어 기후변화 등의 원인으로 인하여 강우나 유출량이 변화하고 있어 변화하는 강우나 유출량을 고려해서 빈도해석을 해야 한다는 주장이 제기되고 있다. 이에 본 연구에서는 Bootstrap을 기반으로 개발된 SIR 알고리즘을 이용하여 홍수빈도해석을 수행하기위한 방안을 제시하였다. SIR 알고리즘은 우도함수를 고려하여 자료를 재추출하기 위해서 사용되어 왔으며, 본 연구에서도 최근에 변화하는 홍수량의 변화 양상을 고려하여 홍수량 자료를 재추출하기 위해서 적용되었다. 증가된 홍수 특성을 고려하여 재추출된 홍수량자료는 매개변수적 빈도해석을 함으로써 지속시간별 홍수량을 산정하였으며, 산정된 빈도별 홍수량들을 Bootstrap을 이용해서 재추출한 자료를 이용한 빈도해석결과와 원자료를 이용하여 분석한 빈도해석 결과를 비교하였다. 비교결과 SIR알고리즘을 이용해서 빈도해석을 진행한 경우의 빈도별 홍수량이 가장 크게 나타났다. 따라서 홍수빈도해석시 현재까지의 변화하는 홍수량 패턴을 고려할 경우, 확률홍수량이 증가하는 것을 확인하였다.

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부트스트랩 기법을 이용한 소음진동 스펙트럼 분석법 소개 (A Bootstrap Method for Analysis of Noise & Vibration Spectrum)

  • 전영두;박종찬;정의승
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2008년도 춘계학술대회논문집
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    • pp.185-188
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    • 2008
  • This paper introduces the Bootstrap method for statistical analysis of noise and vibration spectrum in aeronautic and space fields. Generally, all components of a launch vehicle and its payloads are subjected to high intensive noise and vibration environment during the lift-off phase and the ascent phase through Mach =1 and Max Q. In order to verify their survivabilities against these severe vibroacoustic environments during qualification tests and acceptance tests, it is most important to estimate the proper upper limits of the environmental condition. Although NASA has typically utilized the Normal Tolerance Limit method in deriving these levels, the reference[1] says that the Bootstrap can be also an alternative method to estimate the maximum expected environments. In this paper, a general procedure of the Bootstrap method is summarized, and it is applied to analyze acceleration power spectral density functions, which were measured during acoustic test on the upper stage of KSLV-I.

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정규분포 공정 가정하에서의 공정능력지수 $C_{pmk}$ 에 관한 효율적인 신뢰한계 (Better Confidence Limits for Process Capability Index $C_{pmk}$ under the assumption of Normal Process)

  • 조중재;박병선;박효일
    • 품질경영학회지
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    • 제32권4호
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    • pp.229-241
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    • 2004
  • Process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. The index $C_{pmk}$ is the third generation process capability index. This index is more powerful than two useful indices $C_p$ and $C_{pk}$. Whether a process distribution is clearly normal or nonnormal, there may be some questions as to which any process index is valid or should even be calculated. As far as we know, yet there is no result for statistical inference with process capability index $C_{pmk}$. However, asymptotic method and bootstrap could be studied for good statistical inference. In this paper, we propose various bootstrap confidence limits for our process capability Index $C_{pmk}$. First, we derive bootstrap asymptotic distribution of plug-in estimator $C_{pmk}$ of our capability index $C_{pmk}$. And then we construct various bootstrap confidence limits of our capability index $C_{pmk}$ for more useful process capability analysis.

Bootstrap-DEA를 이용한 해양수산 인재 양성교육의 효율성 분석에 관한 연구 (The Analysis of Oceans and Fisheries Human Resources Development Education Efficiency Using Bootstrap-DEA)

  • 김종천;김병호
    • 수산경영론집
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    • 제47권1호
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    • pp.63-86
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    • 2016
  • The purpose of this study is to investigate production efficiency of Oceans and Fisheries Human Resources Development Programs Efficiency using Bootstrap-DEA. The study extracts 33 officials curriculum, 11 fisheries managers curriculum for its analytical. First, the study estimates technical, pure technical, and scale efficiency of each curriculums based on traditional DEA under the assumption of CRS and VRS. 8(official 7, managers 1) curriculums are identified as efficient DMUs under the CCR-model, and 13(official 10, managers 3) under the BCC-model. We provide inputs that allow inefficient curriculum to be efficient DMUs on a production frontier, and a reference set for their bench-marking. Second, rank test, Wilcoxon-Mann-Whitney test to find a statistical significance of heterogeneity existing in efficiences between Bootstrap-DEA tenical vs Bootstrap-DEA pure technical was no significant difference. We have identified that G10, 11, 12 13, 25, 31, 33, 39 curriculums are the most efficiently produced in the technical and pure technical efficiency. Also we managed to measure the inefficiency which exists in efficiently produced curriculums when estimating the bias corrected efficiency scores. In Technical efficiency, Operation and facility was significant at the 10%. In Pure technical efficiency, facility was significant at the 10%.

Bootstrap confidence intervals for classification error rate in circular models when a block of observations is missing

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
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    • 제20권4호
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    • pp.757-764
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    • 2009
  • In discriminant analysis, we consider a special pattern which contains a block of missing observations. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider the bootstrap confidence intervals of the error rate in the circular models when the covariance matrices are equal and not equal.

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The binary bootstrap for single simulation output analysis

  • 김윤배
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.105-116
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    • 1992
  • 이 논문에서는 discrete-event모의실험을 사용해서 대기행렬모형에서 대기시간이 길어지는 확률을 추정하는 문제를 연구했습니다. 단 한번의 모의실험에서 확률의 신뢰구간을 구할 수 있는 방법인, binary bootstrap을 개발했습니다. Bernoulli trial과 first-order Markov processes에 적용하여 본 결과 이론치에 별 차이없이 추정하였습니다. 또한 M/M/1 대기행렬모형에서 대기시간이 길 확률을 추정했을 때 batch means방법보다 binary bootstrap이 월등히 우수한 결과를 보였습니다.

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