• Communications for Statistical Applications and Methods
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• v.27 no.4
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• pp.487-500
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• 2020

Insurers face increasing demands for cyber liability; entailed in part by a variety of new forms of risk of data breaches. As data breach occurrences develop, our understanding of the volatility in data breach counts has also become important as well as its expected occurrences. Volatility clustering, the tendency of large changes in a random variable to cluster together in time, are frequently observed in many financial asset prices, asset returns, and it is questioned whether the volatility of data breach occurrences are also clustered in time. We now present volatility analysis based on INGARCH models, i.e., integer-valued generalized autoregressive conditional heteroskedasticity time series model for frequency counts due to data breaches. Using the INGARCH(1, 1) model with data breach samples, we show evidence of temporal volatility clustering for data breaches. In addition, we present that the firms' volatilities are correlated between some they belong to and that such a clustering effect remains even after excluding the effect of financial covariates such as the VIX and the stock return of S&P500 that have their own volatility clustering.

• ETRI Journal
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• v.28 no.4
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• pp.541-544
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• 2006

From its foundation until 2004, ETRI has registered over 1,000 US patents. This letter analyzes the characteristics of these patents and addresses the explanatory factors affecting their citation counts. For explanatory variables, research team related variables, invention specific variables, and geographical domain related variables are suggested. Zero-altered count data models are used to test the impact of independent variables. A key finding is that technological cumulativeness, the scale of invention, outputs in the electronic field, and the degree of dependence on the US technology domain positively affect the citation counts of ETRI-invented US patents. The magnitude of international presence appears to negatively affect the citation counts of ETRI-invented US patents.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.149-158
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• 1998

In this paper we suggest the joint model of death times and counts with covariates. We assume that the death times follow a Weibull distribution with rate that depends on covariates. For the counts, a Poisson process is assumed with the intensity depending on time and the covariates. We obtain the maximum likelihood estimators of model parameters. This model is applied to data set of patients with breast cancer who received a bone marrow transplant.

• Nutritional Sciences
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• v.9 no.3
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• pp.201-211
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• 2006

The purpose of this study was to provide dietitians with the guidance in forecasting meal counts for a university/college foodservice facility. The forecasting methods to be analyzed were the following: naive model 1, 2, and 3; moving average, double moving average, simple exponential smoothing, double exponential smoothing, Holt's, and Winters' methods, and simple linear regression. The accuracy of the forecasting methods was measured using mean squared error and Theil's U-statistic. This study showed how to project meal counts using 10 forecasting methods for dietitians. The results of this study showed that WES was the most accurate forecasting method, followed by $na\ddot{i}ve$ 2 and naive 3 models. However, naive model 2 and 3 were recommended for using by dietitians in university/college dining facilities because of the accuracy and ease of use. In addition, the 2000 spring semester data were better than the 2000 fall semester data to forecast 2001spring semester data.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.751-759
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• 2011

The method of generalized estimating equations(GEE) is widely used in the analysis of a correlated dataset that consists of repeatedly observed responses within subjects. The GEE uses a quasi-likelihood equations to find the parameter estimates without assuming a specific distribution for the correlated responses. In this paper we study the importance of specifying the working correlation structure appropriately in fitting GEE for correlated counts data. We investigate the empirical coverages of confidence intervals for the regression coefficients according to four kinds of working correlations where one structure should be specified by the users. The confidence intervals are computed based on the asymptotic normality and the sandwich variance estimator.

• Journal of Korean Society of Transportation
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• v.32 no.4
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• pp.380-388
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• 2014

Annual average daily traffic(AADT) serves as important basic data in the transportation sector. AADT is used as design traffic which is the basic traffic volume in transportation planning. Despite of its importance, at most locations, AADT is estimated using short term traffic counts. An accurate AADT is calculated through permanent traffic counts at limited locations. This study dealt with estimating AADT using various models considering both the spatial correlation and time series data. Kriging models which are commonly used spatial statistics methods were applied and compared with each model. Additionally the External Universal kriging model, which includes explanatory variables, was used to assure accuracy of AADT estimation. For evaluation of various kriging methods, AADT estimation error, proposed using national highway permanent traffic count data, was analyzed and their performances were compared. The result shows the accuracy enhancement of the AADT estimation.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.299-309
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• 2001

In PET(Positron Emission Tomography), it is necessary to use transmission scan data in order to estimate the attenuation map. Recently, there are several empirical studies in which one might be able to estimate attenuation map and activity distribution simultaneously with emissive sinogram alone without transmission scan. However, their algorithms are based on the model in which does not include the background counts term, and so is unrealistic. If the background counts component has been included in the model, their algorithm would introduce non-monotonic reconstruction algorithm which results in vain in practice. in this paper, we develop a monotonic and parallelizable algorithm for simultaneous reconstruction of both characteristics and present the validity through some simulations.

• Publications of The Korean Astronomical Society
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• v.32 no.1
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• pp.219-223
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• 2017

The preliminary data reduction, analysis and first results from the Herschel survey of the AKARI NEP field are presented. Herschel SPIRE observations of the NEP-Wide region and PACS observations of the NEP-Deep region have yielded galaxy catalogues of 4000 and 900 sources respectively down to flux density levels of approximately 15 mJy at 100-250 microns. Source counts produced from these catalogues reach cosmologically significant depths tracing the evolutionary upturn and turnover in the source counts. The source counts are in agreement with other large area surveys carried out with Herschel bridging the gap between the shallow and deep Herschel surveys.

• Korean Journal of Veterinary Service
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• v.13 no.1
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• pp.27-31
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• 1990

This study was carried out to obtain basic data for the Improvement of microbiological quality of raw milk. Total bacterial, psychrotrophic, thermoduric and spore counts of raw milk samples taken from milk tankers in the nothern part of kyeongnam were investigated for one year from March, 1989. The result obtained were summarized as follow 1. The number of total bacteria in raw milk averaged $4.0{\times}10^6$ CFU / ml and was not affected by seasons 2. The psychrotrophic counts of raw milk averaged $1.5{\times}10^6$ CFU / ml and it was higher in winter than in summer 3. The thermoduric counts of raw milk averaged $5.8{\times}10^4$ CFU / ml and was the lowest in winter 4. The spore counts of raw milk ranging from 3-1, 880/ ml averaged 306/ ml and was the lowest in summer

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.311-322
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• 1998

In this paper the problem of modeling count data where the observation period is determined by the survival time of the individual under study is considered. We assume marginal frailty model in the counts. We assume that the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given a frailty, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the frailty. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.