• Title/Summary/Keyword: Change-point problem

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A Study on the Problematic Issues and Residents Preference of Administrative Boundary Integration for Rurban Development : A Case Study on the WanJu County (도시주변 행정구역통합대상 농촌지역의 쟁점과 주민의사에 관한 연구)

  • Chung, Cheol-Mo
    • Journal of Korean Society of Rural Planning
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    • v.5 no.2 s.10
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    • pp.14-23
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    • 1999
  • This studys concerns with a critical issues of urban and rural integration for rurban development. Todays, many of urban-rural integrated cities are confronted with the negative effects of administrative boundary integration. The first problem is induced from the developmental gaps and different residential demands between the core-city and peripheral-county. The second problem is social-economic and administrative unification costs neglected. The third problem is the environmental pollutions and degradations in peripheral-county by rapid urbanization. The forth problem is the inequality of the public services and regional investments in the urban-rural Integrated cities. The fifth problem is the administrative relation and financial distribution between core-city and residual province when the urban-rural integrated core-city becomes large urban city. The results of the questionnaire analysis as follows. The first point, the preference of administrative boundary integration is different in intra-areas of urban-rural integrated county by it's location. The second point, the diversity of preference of residents depends on theirs job, age, resdential period, education and income level. So, administrative boundary integration must consider the many important factors which affect the socio-economic situations between the core-city and peripheral-county. In conclusion, residents' preference for the admistrative boundary integration depends on their situation without rational approach for macro regional development. In this contexts, comprehensive approach for the urban-rural administrative boundary integration is needed in consistent with rapid change of local government's functions.

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Deciding a sampling length for estimating the parameters in Geometric Brownian Motion

  • Song, Jun-Mo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.549-553
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    • 2011
  • In this paper, we deal with the problem of deciding the length of data for estimating the parameters in geometric Brownian motion. As an approach to this problem, we consider the change point test and introduce simple test statistic based on the cumulative sum of squares test (cusum test). A real data analysis is performed for illustration.

A Parameter Estimation of Software Reliability Growth Model with Change-Point (변화점을 고려한 소프트웨어 신뢰도 성장모형의 모수추정)

  • Kim, Do-Hoon;Park, Chun-Gun;Nam, Kyung-H.
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.813-823
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    • 2008
  • The non-homogeneous Poisson process(NHPP) based software reliability growth models are proved quite successful in practical software reliability engineering. The fault detection rate is usually assumed to be the continuous and monotonic function. However, the fault detection rate can be affected by many factors such as the testing strategy, running environment and resource allocation. This paper describes a parameter estimation of software reliability growth model with change-point problem. We obtain the maximum likelihood estimate(MLE) and least square estimate(LSE), and compare goodness-of-fit.

Structural Change Analysis in a Real Interest Rate Model (실질금리 결정모형에서의 구조변화분석)

  • 전덕빈;박대근
    • Korean Management Science Review
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    • v.18 no.1
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    • pp.119-133
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    • 2001
  • It is important to find the equilibrium level of real interest rate for it affects real and financial sector of economy. However, it is difficult to find the equilibrium level because like the most macroeconomic model the real interest model has parameter instability problem caused by structural change and it is supported by various theories and definitions. Hence, in order to cover these problems structural change detection model of real interest rate is developed to combine the real interest rate equilibrium model and the procedure to detect structural change points. 3 equations are established to find various effects of other interest-related macroeconomic variables and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis (December, 1987), the starting point of Economic Stabilization Policy (January, 1982), the starting point of capital liberalization (January, 1988), the starting and finishing points of Interest deregulation (January, 1992 and December, 1994), Foreign Exchange Crisis (December, 1977) are detected as important points. From the equation of fisher and real effects, real interest rate level is estimated as 4.09% (October, 1988) and dependent on the underlying model, it is estimated as 0%∼13.56% (October, 1988), so it varies so much. It is expected that this result is connected to the large scale simultaneous equations to detect the parameter instability in real time, so induces the flexible economic policies.

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The Housing Problem appeared in Chosen Dynasty Chronicles (조선왕조실록에 나타난 주거문제)

  • 한지현;박선희
    • Journal of the Korean housing association
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    • v.10 no.4
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    • pp.41-52
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    • 1999
  • The objective of this study is to consider the disputed point of housing problem appeared in Chosun Dynasty Chronicles and to consider the change of housing problem appeared in Chronicles according to the times. The results are: Housing affairs problem appeared steadily until king Se-chong and increased sporadically under the reign of king Sung-chong, Chung-chong. General housing hardly appeared in the early of Chosun. And it appeared sometimes in the late of Chosun. Palace problem increased gradually from the early of Chosun. And in the times of king Yonsangun it appeared most highly. Later it decreased gradually, but in the times of king Kwanghaegun it increased suddenly. And it hardly appeared in the late of Chosun. National disaster problem appeared a little in the early of Chosun but increased gradually in the middle and late of Chosun.

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A Bayesian time series model with multiple structural change-points for electricity data

  • Kim, Jaehee
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.889-898
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    • 2017
  • In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

Intercomparison of Change Point Analysis Methods for Identification of Inhomogeneity in Rainfall Series and Applications (강우자료의 비동질성 규명을 위한 변동점 분석기법의 상호비교 및 적용)

  • Lee, Sangho;Kim, Sang Ug;Lee, Yeong Seob;Sung, Jang Hyun
    • Journal of Korea Water Resources Association
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    • v.47 no.8
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    • pp.671-684
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    • 2014
  • Change point analysis is a efficient tool to understand the fundamental information in hydro-meteorological data such as rainfall, discharge, temperature etc. Especially, this fundamental information to change points to future rainfall data identified by reasonable detection skills can affect the prediction of flood and drought occurrence because well detected change points provide a key to resolve the non-stationary or inhomogeneous problem by climate change. Therefore, in this study, the comparative study to assess the performance of the 3 change point detection skills, cumulative sum (CUSUM) method, Bayesian change point (BCP) method, and segmentation by dynamic programming (DP) was performed. After assessment of the performance of the proposed detection skills using the 3 types of the synthetic series, the 2 reasonable detection skills were applied to the observed and future rainfall data at the 5 rainfall gauges in South Korea. Finally, it was suggested that BCP (with 0.9 posterior probability) could be best detection skill and DP could be reasonably recommended through the comparative study. Also it was suggested that BCP (with 0.9 posterior probability) and DP detection skills to find some change points could be reasonable at the North-eastern part in South Korea. In future, the results in this study can be efficiently used to resolve the non-stationary problems in hydrological modeling considering inhomogeneity or nonstationarity.

Speaker Change Detection by Normalization of Phonetic Characteristics (음소 특성 정규화를 통한 화자 변화 검출)

  • Kim Hyung Soon;Park Hae Young;Park Sun Young
    • MALSORI
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    • no.47
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    • pp.97-107
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    • 2003
  • Speaker change detection is to detect automatically a point of time at which speaker was replaced. Since feature parameters used for speaker change detection depend not only on speaker characteristics but also on phonetic characteristics, spoken contents included in the feature parameters inevitably causes performance degradation of speaker change detection. In this paper, to alleviate this problem, a method to normalize phonetic variations in speech feature parameters is proposed for emphasizing changes due to speaker characteristics. Experimental results show that the proposed method improves the performance of speaker change detection.

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Setup Minimization Problem in a Diverging Point of the Conveyor System (컨베이어 시스템 분기점에서의 셋업 최소화 문제)

  • Kim, Hyoungtae;Han, Yong-Hee
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.36 no.3
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    • pp.95-108
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    • 2013
  • The problem of constrained sequencing of a set of jobs on a conveyor system with the objective of minimizing setup cost is investigated in this paper. A setup cost is associated with extra material, labor, or energy required due to the change of attributes in consecutive jobs at processing stations. A finite set of attributes is considered in this research. Sequencing is constrained by the availability of conveyor junctions. The problem is motivated by the paint purge reduction problem at a major U.S. automotive manufacturer. We first model a diverging junction with a sequence-independent setup cost and predefined attributes as an assignment problem and this model is then extended for a more general situation by relaxing the initial assumptions in various ways.

Cusum of squares test for discretely observed sample from diusion processesy

  • Lee, Sang-Yeol;Lee, Tae-Wook;Na, Ok-Young
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.179-183
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    • 2010
  • In this paper, we consider the change point problem in diusion processes based on discretely observed sample. Particularly, we consider the change point test for the dispersion parameter when the drift has unknown parameters. In performing a test, we employ the cusum of squares test based on the residuals. It is shown that the test has a limiting distribution of the sup of a Brownian bridge. A simulation result as to the Ornstein-Uhlenbeck process is provided for illustration. It demonstrates the validity of our test.