• 대한산업공학회지
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• 제38권4호
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

• 자원ㆍ환경경제연구
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• 제22권1호
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• pp.179-214
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• 2013

본 연구는 한강 수계의 수변경관 및 생태계의 보전 가치를 이중양분선택법에 의한 조건부 가치평가법 (Contingent Valuation Method, CVM)을 사용하여 추정하였다. 음이 아닌 지불의사를 구하기 위해 지수지불의사 모형을 사용하였는데 이 모형이 특히 이중양분선택법에서 매우 중요한 것으로 분석되었다. 한강수계권역의 경관 및 생태계 보전에 대한 총 지불의사는 연간 약 7,055억원으로 추정되었다. 이는 한강 등 수계권역의 수변경관 및 생태계 보전을 위하여 필요한 예산규모가 더욱 확대될 필요성이 있음을 시사한다고 해석된다.

• 한국유기농업학회지
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• 제30권2호
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• pp.231-239
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• 2022

The purpose of this study is to provide meaningful information for various stakeholders' decision-making process through forecasting of domestic beef demand. Three different exponential smoothing models were evaluated, and a double exponential smoothing model was used to forecast domestic beef demand based on time-series data, As a result of the forecast, domestic beef consumption is expected to increase by 37,000 to 40,000 tons per year from 2020 to 2025.

• 응용통계연구
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• 제10권1호
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• pp.105-119
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• 1997

일원배열형태의 가산 자료집합에서 각 군의 평균을 이용하여 처리효과를 비교할 수 있다. Barnwal과 Paul(1988)은 각 군의 산포모수가 같다는 가정 아래에서 처리에 따른 차이를 검정하는 우도검정통계량과 $C(\alpha)$ 통계량을 유도하였는데 본 연구에서는 이러한 가정이 만족되지 않아도 검정할 수 있도록 통계량을 일반화하였다. 또한 음이항분포 대신 Efron(1986)의 이중지수계 포아송 모형을 도입하여 새로운 통계량을 제시하였다. 모의실험을 통해 이중지수계 포아송 모형으로부터 유도된 $C(\alpha)$ 통계량이 어느 경우에나 적합함을 밝혔다.

• Nutritional Sciences
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• 제9권3호
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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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• 제4권1호
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• pp.259-269
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• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• 응용통계연구
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• 제16권2호
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• pp.335-349
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• 2003

본 논문에서는 포아송분포 대 음이항분포, 그리고 정규분포, 이중지 수분포 대 코쉬분포에 대한 모형선택을 위하여 베이지안 방법을 사용한다. 각 모수에 대한 사전분포로는 무정보 부적절 사전분포의 가정 하에, 베이지안 모형선택을 위하여 O'Hagan (1995)의 부분적 베 이즈요인을 이용하였다. 실제자료와 모의 실험 자료의 분석을 통하여 부분적 베이즈요인의 유용성을 Berger와 Pericchi (1996, 1998)의 내재적 베이즈요인들과 함께 비교 검토해 본다.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.101-113
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• 2002

In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

• Bulletin of the Korean Chemical Society
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• 제18권9호
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• pp.1006-1010
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• 1997

The nature and analysis methods of complicated decay profiles found in forced Rayleigh scattering (FRS) have been investigated for the probe diffusion of methyl yellow in 2-propanol. The complementary shifted and ground state grating effect, which is known to be the origin of non-single exponential decays, was analyzed by non-linear regression fitting to a double exponential model function. We confirmed that the parameters were highly correlated so that it was difficult to extract a unique set of parameters in the presence of experimental noise. Nevertheless, a reasonable range of decay time constants could be estimated from the grating spacing dependence.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권10호
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• pp.4887-4907
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• 2017

Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.