• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.32 no.3
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• pp.235-240
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• 1996

Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

• Korean Journal of Organic Agriculture
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• v.22 no.2
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• pp.335-345
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• 2014

The productivity decrease in environment-friendly farming is the biggest obstacle for the development of environment-friendly food market. This paper aimed to analyze the productivity change in environment-friendly farming of fruit vegetables (oriental melon, watermelon, and strawberry). Box-Cox transformation model was used to infer the functional form of productivity change. The results showed that the periods of productivity restoration to 90% level in oriental melon, strawberry, and watermelon were 14.1 years, 11.4 years, and 6.0 years, respectively. The forms of productivity restoration of fruit vegetables showed differences due to their growth characteristics, incidences of crop pests, preference for the environment- friendly agricultural products, cultivation period and so on. Because the form and period of productivity restoration were different depending on kinds of fruit vegetable, the government policy should be established considering this point of view.

• Communications for Statistical Applications and Methods
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• v.21 no.3
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• pp.213-224
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• 2014

In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.

• Journal of Korean Society for Quality Management
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• v.42 no.3
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• pp.361-372
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• 2014

Purpose: In this paper, we investigate whether the endeavors for 6 sigma quality management by a firm have positive effects on its financial performance and the length of 6 sigma implemented period affects its financial status. Methods: We conduct the analysis using the data from Workplace Panel Survey 2009. We use multiple linear regression in order to analyze the relationship between the efforts for quality management and financial performance. Specifically, the return on assets (ROA) and return on equity (ROE) are investigated as dependent variables and the efforts for quality management as independent variable. The Box-Cox transformation and Cook's distance are also used. Results: As a result of the analysis, the indication is that companies that put effect into the six sigma quality management have a positive result in its financial status. In detail, the efforts for six sigma quality management have positive effects on total asset turnover ratio and six sigma implemented period on net income to net sales ratio. Additionally, companies with longer(shorter) period of six sigma program have more (less) improvement in its financial status. Conclusion: It can be concluded that the company's efforts for quality management positively influence financial performance.

• Convergence Security Journal
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• v.7 no.2
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• pp.49-55
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• 2007

Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. From the subdivision of this analysis, new attemp needs the side of the quality control. In this paper, we discuss process capability analysis using process capability indexs. Because of software failure interval time is pattern of nonnegative value, instead of capability analysis of suppose to normal distribution, capability analysis of process distribution using to Box-Cox transformation is attermpted. The used software failure time data for capability analysis of process is SS3, the result of analysis listed on this chapter 4 and 5. The practical use is presented.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.1
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• pp.52-64
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• 2023

This paper concentrated on estimating the travel time value of individual regional bus passengers in various in-vehicle crowding conditions. In the analysis model, the traffic-selection data of individual transportation passengers based on smart-card data were used. Variables which reflect the level of in-vehicle crowding and the variables of in-vehicle travel time that reflect the level of in-vehicle crowding were included in the model using Box-Cox transformation. The result of this paper indicates that the travel time value experienced by individual users would increase as the in-vehicle crowding level increases. The smart card data used in this paper is considered to have significant implications in terms of conducting more sophisticated and realistic qualitative research to reflect the values of variables for in-vehicle traffic hours and in-vehicle crowding levels, which previously had limitations in observation and quantification. It is expected that the effects of improvement measures for reducing congestion on regional buses can be considered quantitatively by applying the estimation results of crowding multiplier.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.271-281
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• 2005

Zokian(1993) and Li and Li(1996) developed TARCH(Threshold ARCH) model, considering the asymmetries in volatility. The models are based on Engle(1982)'s ARCH model and Bollerslev(1986)'s GARCH model. However, two TARCH models can be expressed a common model through Box Cox Power transformation, which was used by Higgins and Bera(1992) for developing NARCH(nonlinear ARCH) model. This article shows the PTARCH(Power transformation TARCH) model is necessary in some condition, and it checks the fact that PTARCH model has better performance comparing estimates and RMSE(Root Mean Square Error) with those of Zakoian's TARCH model and Li and Li's TARCH model. PTARCH model would give contribution in asymmetric study as well as heteroscedastic study.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.33-39
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• 2013

In the transformation of response variable in partial linear models outliers can cause a bad effect on estimating the transformation parameter, just as in the linear models. To solve this problem the processes of estimating transformation parameter and detecting outliers are needed, but have difficulties to be performed due to the arbitrariness of the nonparametric function included in the partial linear model. In this study, through the estimation of nonparametric function and outlier detection methods such as a sequential test and a maximum trimmed likelihood estimation, processes for transforming response variable robust to outliers in partial linear models are suggested. The proposed methods are verified and compared their effectiveness by simulation study and examples.

• Journal of the Korean GEO-environmental Society
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• v.10 no.7
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• pp.7-14
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• 2009

The correlation equation empirically proposed to obtain compression indexes has been proposed to conveniently obtain the value using the soil parameter that can be obtained through simple tests when the number of time of consolidation testing is low or the distribution is large but most of the analyzed regions are limited to certain regions abroad or in the country and multiple data were integrated for use in many cases, thus it is not very reasonable to apply it. Therefore, to establish a new design method considering the uncertainty of the ground, it was selected the Kwangyang port area of which the data have been collected recently thus are relatively more reliable as the subject region of the study in order to maximally reduce the uncertainty of test data. After performing the verification of the normality of the consolidation test data obtained from the selected region and the transformation of variables, a prediction formula was proposed through the regression model with the transformed variables and the proposed regression model with transformed variables was compared with existing empirical equations to verify the suitability of the proposed model formula. After analyzing, it was confirmed that the coefficient of determination was increased after the Box-Cox variable transformation, thus the explanatory power was being enhanced and through the root-mean-square-error method, it was confirmed that the proposed model formula showed the most closed value to the test value.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1191-1204
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• 2017

Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.