• Journal of the Korean Data and Information Science Society
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• 제6권2호
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• pp.29-39
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• 1995

A model used in the past may be altered at will in modeling for the future. For this situation, the multiprocess dynamic model provides a general framework. In this paper we consider the multiprocess discount normal model with parameters having a time dependent non-linear structure. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

• Communications for Statistical Applications and Methods
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• 제4권1호
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• pp.193-205
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• 1997

The multiprocess dynamic model provides a good framework for the modeling and analysis of the time series that contains outliers and is subject to abrupt changes in pattern. In this paper we consider the multiprocess discount generalized model with parameters having a dependent non-linear structure. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt change of pattern in parameters.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.277-288
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• 1997

For the analysis of survival data including covariates whose effects vary in time, the multiprocess discount survival model is proposed. The parameter vector modeling the time-varying effects of covariates is to vary between time intervals and its evolution between time intervals depends on the perturbation of the next time interval. The recursive estimation of the parameter vector can be obtained at the end of each time interval. The retrospective estimation of the survival function and the forecasting of the survival function of individuals of the specific covariates also can be obtained based on the information gathered until the end of the time interval.

• 한국항만경제학회지
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• 제37권2호
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• pp.33-53
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• 2021

본 연구는 항만재개발사업의 경제적 가치를 추정하였다. 항만재발사업은 시장재화와 비시장재화간의 재화조합으로 구성되어 있다. 시장재화의 가치는 실물시장에서의 가격으로 측정이 가능하지만 비시장재화에 대한 가치 추정은 화폐가치로 환산하는 것이 어렵다. 따라서 본 연구에서는 조건부 가치측정법을 이용하여 부산북항 재개발사업을 대상으로 경제적 편익을 추정하였다. 추정모형은 하네만모형과 베이지 안접근법을 이용하여 단일경계 양분선택형을 이용하여 표본집단의 지불의사금액을 추정하고, 이를 토대로 부산북항 재개발사업의 경제적 편익을 산정하였다. 가구별 WTP을 추정한 결과, 하네만모형은 10,038.33원, 베이지안 접근법은 12,217.1원으로 추정되었다. 5개년 할인편익을 기준으로 항만재개발사업의 경제적 편익은 전국단위 기준으로 하네만모형이 9,207억원, 베이지안모형이 1조 1,205억원으로 추정되었다. 한편, 부산/경남/울산의 행정구역을 기준으로 5개년간 경제적 편익(할인편익)을 추정한 결과, 하네만모형이 1,404억원, 베이지안 접근법이 1,708억원으로 추정되었다.

• Smart Structures and Systems
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• 제24권4호
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• pp.507-524
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• 2019

A Bayesian dynamic linear model (BDLM) is presented for a data-driven analysis for response prediction and load effect separation of a revolving auditorium structure, where the main loads are self-weight and dead loads, temperature load, and audience load. Analyses are carried out based on the long-term monitoring data for static strains on several key members of the structure. Three improvements are introduced to the ordinary regression BDLM, which are a classificatory regression term to address the temporary audience load effect, improved inference for the variance of observation noise to be updated continuously, and component discount factors for effective load effect separation. The effects of those improvements are evaluated regarding the root mean square errors, standard deviations, and 95% confidence intervals of the predictions. Bayes factors are used for evaluating the probability distributions of the predictions, which are essential to structural condition assessments, such as outlier identification and reliability analysis. The performance of the present BDLM has been successfully verified based on the simulated data and the real data obtained from the structural health monitoring system installed on the revolving structure.