• Title/Summary/Keyword: Cox 모형

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A Study on Documenting Locality in Digital Environment (디지털 환경에서의 로컬리티 기록화 방법론 연구)

  • Seol, Moon-Won
    • Journal of Korean Society of Archives and Records Management
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    • v.11 no.1
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    • pp.207-230
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    • 2011
  • The purpose of this study is to suggest new methodologies for documenting locality in digital environment, reformulation the Cox's documentation model focused on cooperative acquisition of documentary heritage institutions. This study defines the concepts of locality, space and place, relation of collective memory to archives, and analyzes the four approaches of documentation comparatively. Based on these analyses, it suggests the categories of documenting locality, and the directions of archive portal design for collective memory of locality.

생존분석을 위한 통계패키지의 비교 연구 - SAS, SPSS, STATA -

  • Jo, Mi-Sun;Kim, Sun-Gwi
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.335-340
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    • 2003
  • 최근 들어 생존분석 기법이 여러 분야에서 관심을 모으고 있을 뿐 아니라 생존자료를 분석하기 위한 여러 패키지들도 개발되어 연구되고 있다. 본고에서는 생존분석의 여러 모형을 간략히 소개하고 생존자료를 분석하기 위하여 널리 사용되고 있는 패키지인 SAS, SPSS, STATA의 기능을 찾아보고 그들의 특징을 비교 조사할 것이다.

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The Factors Affecting the Marital Duration (결혼지속에 영향을 미치는 요인에 관한 연구)

  • Hong, Baeg-Eui;Park, Eun-Joo;Park, Hyun-Jung;Bahk, Jin
    • Korean Journal of Social Welfare
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    • v.61 no.3
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    • pp.307-328
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    • 2009
  • This study aims to investigate the patterns and causes of the marital duration. Data used for this study are ten waves of Korean Labor and Income Panel Study(KLIPS) in 1998~2007, in which the final sample consists of 2,397 households. The Life-table method is used for describing the overall patterns of marital duration by birth-cohorts and different education groups, and the Cox proportional hazard regression model is used to identify significant factors on the marital duration. The results show that among the all respondents, the 0.79% has divorced or separated within five years after marriage, 2.12% within 10 years, and 5.84% within 20 years, respectively. In addition, the Cox regression results show that the marital duration is significantly affected by the birth-cohorts of respondents and their spouses, education level, earning of spouses, co-residence with parents, and household income. This implies that the hazard rate of marital disruption is higher for younger cohorts, individuals with lower education and economic status, persons living with parents-in-law, compared to their counterparts. Thus, it is necessary to implement social welfare policies applicable for these persons.

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A study on the factors affecting shelf-life for 60, 81mm mortar ammunition (60, 81mm 박격포탄의 저장수명 요인 연구)

  • Jang, SooHee;Chun, Heuiju;Cho, Inho;Yoon, KeunSig;Kang, MinJung;Park, DongSoo
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.611-620
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    • 2018
  • Limitations on human and material resources make it is difficult to conduct Ammunition Stockpile Reliability Program (ASRP) tasks for the entire ammunition. Stockpile ammunition life prediction studies can contribute to efficient ASRP tasks. This study assess the shelf-life of ammunition, using survival analysis based on ASRP results for 60mm and 81mm mortar ammunition from 2003 to 2016. Traditional assessments often use solely storage duration as the only main independent variable; however, this assessment used other factors such as ammunition magazine shape and weather factors with the stockpile shelf-life as independent variables to conduct a Cox's proportional hazard model analysis. This was then followed by an assessment of ammunition magazine type, maximum temperature and rainfall factors influence on the shelf-life of 60mm and 81mm mortar ammunition. As a result, the type of ammunition magazine, maximum temperature and the rainfall influence the shelf-life of 60mm and 81mm mortar ammunition.

A Study on Analysis Method of Warranty Data Using Multivariate Model (다변량 모형을 이용한 보증데이터 분석 방법 연구)

  • Kim, Jong-Gurl;Sung, Ki-Woo
    • Journal of the Korea Safety Management & Science
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    • v.17 no.2
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    • pp.241-247
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    • 2015
  • The purpose of the warranty data analysis can be classified into two categories. Two goals is a failure cause analysis and life prediction analysis. In this paper first, we applied multivariate analysis method that can be estimated in consideration of various factors on the failure cause warranty data. In particular, we apply the Tree model and Cox model. The advantage of the Tree is easy to interpret this result as compared to other models. In addition Cox model can quantitatively express the risk. Second, this paper proposed a multivariate life prediction model (AFT) considering a variety of factors. By applying the actual warranty data confirmed the usability.

장기(長期)옵션에 내재(內在)된 주가변동성(株價變動性)의 위험(危險)프레미엄에 관한 연구(硏究)

  • Jeong, Mun-Gyeong
    • The Korean Journal of Financial Management
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    • v.9 no.1
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    • pp.35-55
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    • 1992
  • Black과 Scholes가 옵션가격모형(價格模型)을 개발한 후 그 모형에서의 가정들을 완화시킴으로써 옵션모형들이 발전되어 왔다. Black-Scholes의 옵션가격모형(價格模型)의 문제점중의 하나는 주가의 분산이 만기일까지 일정(一定)하다는 가정이다. 본 연구에서는 장기옵션이 Scorer 이용하여 주가분산(株價分散)의 중요성을 고찰하였다. 즉 Cox, Ingersoll과 Ross의 일반균형이론(一般均衡理論)에 근거한 random variance 옵션모형을 도출하였고 이것을 Black-Scholes 옵션모형과 비교하였다. 장기유럽식 옵션에 대하여 주가변동성(株價變動性)의 위험(危險)프레미엄이 중요한 요소이고 위험(危險)프레미엄을 고려한 random variance 옵션모형이 위험(危險)을 고려치 않는 random variance옵션모형(模型)보다 예측력이 높게 나타났다.

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A Comparative Study on Models of Information Seeking Behavior (정보추구행태모형의 비교 연구)

  • 사공복희
    • Journal of the Korean Society for information Management
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    • v.20 no.1
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    • pp.93-119
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    • 2003
  • Models of Information seeking behavior were reviewed and analyzed. General models which could be utilized in designing empirical research of information seeking behavior were suggested. On general models of information seeking, applicable in multiple contexts. occupations, roles, and knowledge domains were focused. The models by Wilson. Krikelas. Dervin, Ellis. Kuhlthau, Leckie, and Johnson were examined chronologically.

Regression models for interval-censored semi-competing risks data with missing intermediate transition status (중간 사건이 결측되었거나 구간 중도절단된 준 경쟁 위험 자료에 대한 회귀모형)

  • Kim, Jinheum;Kim, Jayoun
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1311-1327
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    • 2016
  • We propose a multi-state model for analyzing semi-competing risks data with interval-censored or missing intermediate events. This model is an extension of the 'illness-death model', which composes three states, such as 'healthy', 'diseased', and 'dead'. The state of 'diseased' can be considered as an intermediate event. Two more states are added into the illness-death model to describe missing events caused by a loss of follow-up before the end of the study. One of them is a state of 'LTF', representing a lost-to-follow-up, and the other is an unobservable state that represents the intermediate event experienced after LTF occurred. Given covariates, we employ the Cox proportional hazards model with a normal frailty and construct a full likelihood to estimate transition intensities between states in the multi-state model. Marginalization of the full likelihood is completed using the adaptive Gaussian quadrature, and the optimal solution of the regression parameters is achieved through the iterative Newton-Raphson algorithm. Simulation studies are carried out to investigate the finite-sample performance of the proposed estimation procedure in terms of the empirical coverage probability of the true regression parameter. Our proposed method is also illustrated with the dataset adapted from Helmer et al. (2001).

A study on electricity demand forecasting based on time series clustering in smart grid (스마트 그리드에서의 시계열 군집분석을 통한 전력수요 예측 연구)

  • Sohn, Hueng-Goo;Jung, Sang-Wook;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.193-203
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    • 2016
  • This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).

비례위험모형에서 비례성 가정에 대한 검정: 도산모형에의 응용

  • Nam Jae-U;Kim Dong-Seok;Lee Hoe-Gyeong
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.10a
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    • pp.615-618
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    • 2004
  • The previous quantitative bankruptcy prediction models cannot include time dimension. To overcome this limit, various dynamic models using survival analysis are developed recently. This paper emphasizes that the proportionality assumption must be adapted with caution when the Cox's proportional hazard model is used to explain bankruptcy. It is shown that a non-proportional hazard model including a change point model is a proper alternative, when the proportionality assumption is violated by the change of macroeconomic environment, such as the financial crisis in 1997.

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