• Journal of the Korean Statistical Society
• /
• 제30권3호
• /
• pp.481-498
• /
• 2001

Empirical Bayes procedure of nonparametric estiamtion of cumulative hazard rates based on censored data is considered using the beta process priors of Hjort(1990). Beta process priors with unknown parameters are used for cumulative hazard rates. Empirical Bayes estimators are suggested and asymptotic optimality is proved. Our result generalizes that of Susarla and Van Ryzin(1978) in the sensor that (i) the cumulative hazard rate induced by a Dirichlet process is a beta process, (ii) our empirical Bayes estimator does not depend on the censoring distribution while that of Susarla and Van Ryzin(1978) does, (iii) a class of estimators of the hyperprameters is suggested in the prior distribution which is assumed known in advance in Susarla and Van Ryzin(1978). This extension makes the proposed empirical Bayes procedure more applicable to real dta sets.

• 한국산업정보학회논문지
• /
• 제9권2호
• /
• pp.1-8
• /
• 2004

본 논문은 누적노출모형에서 수명시간이 지수분포를 따르고 서로 독립일 때 쿨백-라이블러 정보함수를 이용하여 단계 스트레스 가속수명시험으로부터 얻은 자료로부터 모수의 추정량을 제안하고, 단계 스트레스 가속수명시험의 정상조건에서 편의와 평균제곱오차 관점에서 모의실험을 통하여 Vasicek (1976), Van Es (1992)와 Correa (1995)가 제안한 세가지 추정량들에 대한 소표본 특성을 비교 논의하고자 한다.

• 응용통계연구
• /
• 제10권1호
• /
• pp.151-161
• /
• 1997

순서적 다항자료의 누적로짓 모형에 대한 베이지안 사후추론을 위하여 몬테칼로 깁스표본기법을 제안하였다. 원래의 모형에서는 깁스표본기법 적용에 필수적으로 요구되는 각 원소모수의 조건부 확률분포가 난수생성에 편리한 형태로 주어지지 않으므로 Albert and Chib(1993)과 Oh(1997)에서 이항 로짓모형에 사용한 바와 같이 적절한 잠재변수를 도입하여 깁스표본기법 적용에 매우 편리한 형태를 갖도록 한다.

• Communications for Statistical Applications and Methods
• /
• 제21권5호
• /
• pp.423-433
• /
• 2014

Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

• Communications for Statistical Applications and Methods
• /
• 제25권1호
• /
• pp.29-42
• /
• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• 대한기계학회논문집A
• /
• 제30권5호
• /
• pp.520-527
• /
• 2006

The design of major industrial facilities for the prevention of fatigue failure is customarily done by defining a set of transients and performing a calculation of cumulative usage factor. However, sometimes, the inherent conservatism or lack of details as well as unanticipated transients in old plant may cause maintenance problems. Even though several famous on-line monitoring and diagnosis systems have been developed world-widely, in this paper, a new system fur fatigue monitoring and life evaluation of crane is proposed to reduce customizing effort and purchasing cost. With regard to the system, at first, comprehensive operating transient data has been acquired at critical locations of crane. The real-time data were classified, by using adaptive resonance theory that is one of typical artificial neural network, into representative stress groups. Then the each classified stress pattern was mapped to calculated cumulative usage factor in accordance with ASME procedure. Thereby, promising results were obtained fur the crane and it is believed that the developed system can be applicable to other major facilities extensively.

• 한국생산제조학회지
• /
• 제8권1호
• /
• pp.126-134
• /
• 1999

In this paper, a new error compensating technique for form-error compensation of rough-surface profile obtained by contact stylus profilometer is proposed. By the method, the real contact points of rough-surface and diamond stylus can be estimated and the measured profile data corrected. To verify the compensation effect, the properties(Ra, RMS, Kurtosis, Skewness) of measured profile data and compensated data were compared. And, the cumulative RMS slope was proposed to assess the compensated effect of upper area of profile. The results show that the measuring error could be compensated very well in amplitude parameters and in proposed cumulative RMS slope by the developed form-error compensating technique.

• 한국IT서비스학회지
• /
• 제18권1호
• /
• pp.131-140
• /
• 2019

This study compares and analyzes the spatial distribution of people in two cities using location information in twitter data. The target cities were selected as Paris, a traditional tourist city, and Dubai, a tourist city that has recently attracted attention. The data was collected over 123 days in 2016 and 125 days in 2018. We compared the spatial distribution of two cities according to the two periods and residence status. In this study, we have found a hot place using a spatial statistical model called dart-shaped space division and estimated the urban area by reflecting the distribution of tweet population. And we visualized it as a CDF (cumulative distribution function) curve so that the distance between all the tweets' occurrence points and the city center point can be compared for different cities.

• 한국산업융합학회 논문집
• /
• 제26권3호
• /
• pp.483-497
• /
• 2023

This study aims to provide strategic recommendations for promoting the development of the global satellite data services industry by analyzing the startup landscape. Based on the analysis of startup data, such as number of startups, market segment, and funding amount, we examined the paradigm shift in the global satellite data services market, particularly its convergence with other market segments. To this end, we derived the cumulative funding-convergence dynamics matrix, which classifies the converging areas into four quadrants by considering the growth rate of converging segments and the cumulative funding amount. In this way, we can specify converging areas in the satellite data services market that bear potential importance for the creation of new markets. The findings of this study are expected to contribute to the advancement of the satellite data services industry and facilitate the exploration of new market opportunities. Furthermore, they can serve as a valuable reference for policy makers, industry stakeholders, government officials, and researchers involved in the satellite data services industry in capitalizing on the emerging space economy.

• 응용통계연구
• /
• 제31권4호
• /
• pp.529-538
• /
• 2018

결핵은 높은 이환과 사망을 일으키는 질병으로 현대의학의 발달에 따라 발생률과 사망률은 감소하고 있다. 그러나 한국은 아직까지 OECD 국가 중 결핵 발생률과 사망률이 가장 높다. 이에 따라 한국은 결핵의 예방 및 통제를 위해 여러 정책 사업을 실시하고 있다. 본 연구에서는 공공민간협력(public-private mix) 결핵관리사업이 치료결과에 미치는 영향을 분석하고 결핵환자의 치료 성공에 영향을 미치는 요인을 확인하고자 한다. 질병관리본부에서 관리하는 결핵환자 신고 자료를 이용하여 2012-2015년 전국 결핵 신환자 코호트 약 13만명을 대상으로 분석하였다. 누적 발생 함수(cumulative incidence function)를 이용하여 요인별로 누적 치료 성공률을 비교하였으며. 주 관심사건(치료성공) 및 경쟁사건(사망)을 고려한 두 가지 경쟁위험모형(cause-specific Cox's proportional hazards model and subdistribution hazard model)을 사용하여 분석 결과를 비교하였다.