• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.685-699
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• 2006

Commercial banks and other related areas have developed internal models to better quantify their financial risks. Since an appropriate credit risk model plays a very important role in the risk management at financial institutions, it needs more accurate model which forecasts the credit losses, and statistical inference on that model is required. In this paper, we propose a new method for estimating a default rate. It is a Bayesian approach using the power prior which allows for incorporating of historical data to estimate the default rate. Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. It allows for incorporating of historical data to estimate the parameters in the models. We demonstrate our methodologies with a real data set regarding SOHO data and also perform a simulation study.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.58-66
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• 2007

This paper introduces the new generic dynamic neuro-fuzzy local modeling system (DNFLMS) that is based on a dynamic Takagi-Sugeno (TS) type fuzzy inference system for complex dynamic hydrological modeling tasks. The proposed DNFLMS applies a local generalization principle and an one-pass training procedure by using the evolving clustering method to create and update fuzzy local models dynamically and the extended Kalman filtering learning algorithm to optimize the parameters of the consequence part of fuzzy local models. The proposed DNFLMS is applied to develop the inference model to forecast the flow of Waikoropupu Springs, located in the Takaka Valley, South Island, New Zealand, and the influence of the operation of the 32 Megawatts Cobb hydropower station on springs flow. It is demonstrated that the proposed DNFLMS is superior in terms of model accuracy, model complexity, and computational efficiency when compared with a multi-layer perceptron trained with the back propagation learning algorithm and well-known adaptive neural-fuzzy inference system, both of which adopt global generalization.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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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.

• The Korean Journal of Applied Statistics
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• v.34 no.2
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• pp.141-152
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• 2021

A new statistical model needs additional variables in order to re-evaluate the undecided inference. Then the MNAR assumption is required, since the probabilities for the positivity of the indeterminant and the determinant is calculated differently. In this study, since two statistical models have a hierarchical relationship, we determine the undecided inference under the MNAR assumption using the confidence interval of the difference between two AUCs. Among many methods of estimating the confidence interval of the AUC difference, it is found that four kinds of methods show excellent performance through simulations. And based on these methods, we propose a variable selection method that are useful for the undecided inference using logistic regression models.

• Computers and Concrete
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• v.31 no.4
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• pp.277-292
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• 2023

Much of our experiments are designed to uncover the cause(s) and effect(s) behind a phenomenon (i.e., data generating mechanism) we happen to be interested in. Uncovering such relationships allows us to identify the true workings of a phenomenon and, most importantly, to realize and articulate a model to explore the phenomenon on hand and/or allow us to predict it accurately. Fundamentally, such models are likely to be derived via a causal approach (as opposed to an observational or empirical mean). In this approach, causal discovery is required to create a causal model, which can then be applied to infer the influence of interventions, and answer any hypothetical questions (i.e., in the form of What ifs? Etc.) that commonly used prediction- and statistical-based models may not be able to address. From this lens, this paper builds a case for causal discovery and causal inference and contrasts that against common machine learning approaches - all from a civil and structural engineering perspective. More specifically, this paper outlines the key principles of causality and the most commonly used algorithms and packages for causal discovery and causal inference. Finally, this paper also presents a series of examples and case studies of how causal concepts can be adopted for our domain.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.5
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• pp.395-399
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• 2001

This paper describes modular fuzzy inference systems(MFIS) with adaptive capability to extract fuzzy inference modules from observation data through the learning process. The proposed MFIS is based on the structural similarity to Tagaki-Sugeno fuzzy models and a modular neural architecture. The learning of MFIS is done by assigning new fuzzy inference modules and by updating the parameters of existing modules. The fuzzy inference modules consist of local model network and fuzzy gating network. The parameters of the MFIS are updated by the standard LMS algorithm. The performance of the MFIS is illustrated with adaptive control of a nonlinear dynamic system.

• Journal of The Korean Society of Agricultural Engineers
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• v.49 no.3
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• pp.21-31
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• 2007

This study is aimed at the development of a runoff forecasting model by using the Fuzzy inference system and Neural Network model to solve the uncertainties occurring in the process of rainfall-runoff modeling and improve the modeling accuracy of the stream runoff forecasting. The Neuro-Fuzzy (NF) model were used in this study. The NF model, recently received a great deal of attention, improve the existing Neural Networks by the aid of the Fuzzy theory applied to each node. The study area is the downstreams of Naeseung-chun. Therefore, time-dependent data was obtained from the Wolpo water level gauging station. 11 and 2 out of total 13 flood events were selected for the training and testing set of model respectively. The schematic diagram method and the statistical analysis are conducted to evaluate the feasibility of rainfall-runoff modeling. The model accuracy was rapidly decreased as the forecasting time became longer. The NF model can give accurate runoff forecasts up to 4 hours ahead in standard above the Determination coefficient $(R^2)$ 0.7. In the comparison of the runoff forecasting using the NF and TANK models, characteristics of peak runoff in the TANK model was higher than ones in the NF models, but peak values of hydrograph in the NF models were similar.

• Journal of Korean Medical classics
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• v.19 no.4
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• pp.202-211
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• 2006

From the study on A Study on A Study on Formation of Oriental Medicine Theory based on Analogical Inference, the conclusion is as follows. Analogical inference belonging to informal logic has very important point that it makes new knowledges of unknown field from basis of common knowledge field. The form of Analogical Inference is "A: a-B: (b)", In "Naegyeong(內經)", models of analogy are classified into two types. One is that of analogical inference making new knowledges in company with effects of Heung-gi(興起), Another is to unite common knowledges, While the example of analogy between military science and medicine belongs to type of the former, example of bureaucracy and medicine belongs to type of the latter, that based on rearrangement of common knowledge. Two type have similar system of national government or military management in basis. In such process of analogical inference, we expect that new knowledges of Oriental Medicine would be accumulated in the future, in the same way of the past.

• Journal of KIISE:Databases
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• v.35 no.6
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• pp.505-517
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• 2008

This paper proposes a rewriting algorithm of OWL-DL ontology query in SPARQL. Currently, to obtain inference results of given SPARQL queries, Web ontology repositories construct inference ontology models and match the SPARQL queries with the models. However, an inference model requires much larger space than its original base model, and reusability of the model is not available for other inferrable SPARQL queries. Therefore, the aforementioned approach is not suitable for large scale SPARQL query processing. To resolve tills issue, this paper proposes a novel SPARQL query rewriting algorithm that can obtain results by rewriting SPARQL queries and accomplishing query operations against the base ontology model. To achieve this goal, we first define OWL-DL inference rules and apply them on rewriting graph pattern in queries. The paper categorizes the inference rules and discusses on how these rules affect the query rewriting. To show the advantages of our proposal, a prototype system based on lena is implemented. For comparative evaluation, we conduct an experiment with a set of test queries and compare of our proposal with the previous approach. The evaluation result showed the proposed algorithm supports an improved performance in efficiency of the inferrable SPARQL query processing without loss of completeness and soundness.

• Journal of Environmental Science International
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• v.26 no.4
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• pp.521-527
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• 2017

Solar radiation forecasts are important for predicting the amount of ice on road and the potential solar energy. In an attempt to improve solar radiation predictability in Jeju, we conducted machine learning with various data mining techniques such as tree models, conditional inference tree, random forest, support vector machines and logistic regression. To validate machine learning models, the results from the simulation was compared with the solar radiation data observed over Jeju observation site. According to the model assesment, it can be seen that the solar radiation prediction using random forest is the most effective method. The error rate proposed by random forest data mining is 17%.