• 제목/요약/키워드: Counts data

검색결과 634건 처리시간 0.028초

Volatility clustering in data breach counts

  • Shim, Hyunoo;Kim, Changki;Choi, Yang Ho
    • Communications for Statistical Applications and Methods
    • /
    • 제27권4호
    • /
    • pp.487-500
    • /
    • 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.

An Analysis of Citation Counts of ETRI-Invented US Patents

  • Lee, Yong-Gil;Lee, Jeong-Dong;Song, Yong-Il
    • ETRI Journal
    • /
    • 제28권4호
    • /
    • pp.541-544
    • /
    • 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.

  • PDF

공변량을 포함한 사망시간과 치료횟수의 결합모형의 개발 (Joint Modeling of Death Times and Counts with Covariate)

  • 박희창;박진표
    • Journal of the Korean Data and Information Science Society
    • /
    • 제9권2호
    • /
    • pp.149-158
    • /
    • 1998
  • 본 논문에서는 환자의 수명과 치료횟수의 모형화를 위해 공변량을 포함한 결합모형을 개발하고자 한다. 개발된 모형을 Autologous Blood and Marrow Ttansplant Registry에 등록된 환자의 자료에 적용하여 모형에 포함된 모수의 추론과정을 논의하고자 한다.

  • PDF

Suggesting Forecasting Methods for Dietitians at University Foodservice Operations

  • Ryu Ki-Sang
    • Nutritional Sciences
    • /
    • 제9권3호
    • /
    • pp.201-211
    • /
    • 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.

Note on Working Correlation in the GEE of Longitudinal Counts Data

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • 제18권6호
    • /
    • pp.751-759
    • /
    • 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.

연평균 일교통량 산정을 위한 다양한 크리깅 방법의 성능 평가에 대한 연구 (A Study on Performance Evaluation of Various Kriging Models for Estimating AADT)

  • 하정아;오세창;허태영
    • 대한교통학회지
    • /
    • 제32권4호
    • /
    • pp.380-388
    • /
    • 2014
  • 연평균 일교통량(AADT)은 도로를 계획하고 설계하는데 있어 매우 중요한 기초자료로 활용된다. 상시 교통량 조사 자료는 연간 일교통량이 수집되어 AADT를 구할 수 있지만, 단기 교통량 조사(short-term traffic counts)의 경우 특정 기간에만 조사되므로 AADT를 추정하여야 한다. 본 연구에서는 교통량 자료가 시공간적 특성을 동시에 지닌다는 점에 착안하여 공간통계방법을 이용하여 AADT를 추정하였다. 공간통계모형 중 보편적으로 이용되는 크리깅 모형을 적용하였으며, 여러 가지 크리깅 모형을 비교분석하였다. 또한 사회경제지표를 반영하여 AADT 추정 정확도를 높이는 방법에 대하여 알아보았다. 모형의 비교평가를 위하여 일반국도 상시조사 자료를 이용하여 제안된 모형의 AADT 추정오차를 분석하고, 적용된 다양한 크리깅 모형의 성능을 비교하였다. 이러한 연구결과는 AADT 추정 정확도를 향상시킴으로써 적정 수준의 교통시설 공급과 서비스 수준 향상에 기여할 것으로 기대된다.

Monotonic and Parallelizable Algorithm for Simultaneous Reconstruction of Activity/Attenuation using Emission data in PET

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
    • /
    • 제8권1호
    • /
    • pp.299-309
    • /
    • 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.

  • PDF

HERSCHEL OBSERVATIONS IN THE AKARI NEP FIELD: INITIAL SOURCE COUNTS

  • Pearson, Chris;Cheale, Ryan;Serjeant, Stephen;Matsuhara, Hideo;White, Glenn J.;Burgarella, Denis;Valtchanov, Ivan;Altieri, Bruno;Clements, David L.;Hopwood, Ros
    • 천문학논총
    • /
    • 제32권1호
    • /
    • pp.219-223
    • /
    • 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.

경남 북부지역 납유원유의 미생물학적 품질에 관한 연구 (A Study on the Microbiological Quality of Raw Milk in the North of Kyeongnam Area)

  • 이국천;손성기;안동원
    • 한국동물위생학회지
    • /
    • 제13권1호
    • /
    • pp.27-31
    • /
    • 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

  • PDF

공변량을 포함한 사망시간과 치료횟수의 모형화를 위한 주변환경효과모형의 적용 (Joint Modeling of Death Times and Counts Considering a Marginal Frailty Model)

  • 박희창;박진표
    • Journal of the Korean Data and Information Science Society
    • /
    • 제9권2호
    • /
    • pp.311-322
    • /
    • 1998
  • 본 논문에서는 환자의 수명과 치료횟수의 모형화를 위해 관측가능한 공변량을 포함하는 동시에 치료횟수에 대해 관측불가능한 환경요인을 고려하기 위한 주변환경효과모형을 이용하고자 한다. 환경 효과를 나타내는 분포를 감마분포로 가정 하여 사망시간과 치료횟수의 결합모형을 개발하고, 모형에 포함된 모수의 추론과정을 논의하며, 개발된 모형을 Autologous Blood and Marrow Transplant Registry(ABMTR)에 등록된 환자의 자료에 적용하여 환경효과를 고려하지 않은 독립모형과 비교하여 치료횟수에 영향을 미치는 환경요인의 효과를 검토하고자 한다.

  • PDF