• 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.

• Communications for Statistical Applications and Methods
• /
• 제29권4호
• /
• pp.471-486
• /
• 2022

Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

• Communications for Statistical Applications and Methods
• /
• 제30권2호
• /
• pp.191-213
• /
• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• 아시아태평양코퍼스연구
• /
• 제4권2호
• /
• pp.57-74
• /
• 2023

Having a firm grasp of technical terms is essential for learners of Japanese for Specific Purposes (JSP). This research aims to analyze Japanese nursing care vocabulary based on objective corpus-based frequency and subjectively rated word familiarity. For this purpose, we constructed a text corpus centered on the National Examination for Certified Care Workers to extract nursing care keywords. The Log-Likelihood Ratio (LLR) was used as the statistical criterion for keyword identification, giving a list of 300 keywords as target words for a further word recognition survey. The survey involved 115 participants of whom 51 were certified care workers (CW group) and 64 were individuals from the general public (GP group). These participants rated the familiarity of the target keywords through crowdsourcing. Given the limited sample size, Bayesian linear mixed models were utilized to determine word familiarity rates. Our study conducted a comparative analysis of word familiarity between the CW group and the GP group, revealing key terms that are crucial for professionals but potentially unfamiliar to the general public. By focusing on these terms, instructors can bridge the knowledge gap more efficiently.

• 한국멀티미디어학회논문지
• /
• 제10권10호
• /
• pp.1284-1294
• /
• 2007

본 논문에서는 개선된 퍼지 클러스터(Modified Fuzzy C-Means: MFCM) 알고리즘을 이용하여 블라인드 비선형 채널등화기를 구현하였다. 이를 위해 제안된 MFCM은 기존의 유클리디언 거리 값 대신 Bayesian Likelihood 목적함수(fitness function)를 이용하여 채널의 출력으로 수신된 데이터들로부터 비선형 채널의 최적의 채널 출력 상태 값(optimal channel output states)을 추정한다. 이렇게 구해진 채널 출력 상태 값들로 비선형 채널의 이상적 채널 상태(desired channel states) 벡터를 구성하고 이를 Radial Basis Function(RBF) 등화기의 중심(center)으로 활용하여 송신된 데이터 심볼을 찾아낸다. 실험에서는 무작위 이진 신호에 가우스 잡음을 추가한 데이터를 사용하여 하이브리드 유전자 알고리즘 (genetic algorithm(GA) merged with simulated annealing (SA): GASA)과 그 성능을 비교하였으며, 제안된 MFCM을 이용한 등화기가 GASA를 사용한 것 보다 상대적으로 정확도와 속도 면에서 우수함을 보였다.

• 한국지능정보시스템학회:학술대회논문집
• /
• 한국지능정보시스템학회 2007년도 한국지능정보시스템학회
• /
• pp.382-388
• /
• 2007

본 논문에서는 비선형 블라인드 채널등화기의 구현을 위하여 개선된 퍼지 클러스터(Modified Fuzzy C-Means: MFCM) 알고리즘을 제안한다. 제안된 MFCM은 기존의 유클리디언 거리 값 대신 Bayesian Likelihood 목적함수(fitness function)를 이용하여 비선형 채널의 출력으로 수신된 데이터들로부터 최적의 채널 출력 상태값(optimal channel output states)을 추정한다. 이렇게 추정된 채널 출력 상태 값들로 비선형 채널의 이상적인 채널 상태(desired channel states) 벡터들을 구성하고 이를 Radial Basis Function(RBF) 등화기의 중심(center)으로 활용함으로써 송신된 데이터 심볼을 찾아낸다. 실험에서는 무작위 이진 신호에 가우스 노이즈를 추가한 데이터를 사용하여 하이브리드 유전자 알고리즘 (GA merged with simulated annealing (SA): GASA)과 그 성능을 비교 하였으며, 제안된 MFCM을 이용한 등화기가 GASA를 활용한 것 보다 상대적으로 정확도와 속도 면에서 우수함을 보였다.

• 지식경영연구
• /
• 제19권3호
• /
• pp.89-112
• /
• 2018

Under exhibition circumstances, exhibition advertising by organizer is a mean to promote exhibition service to exhibitors and visitors while general advertising is to promote products and services to consumers. The objective of this research is to suggest advertising strategies by seeing differences in the impact of information quality and media credibility on visitor intention depending on the types of exhibition. This study adopted Elaboration Likelihood Model to measure the impact of central and peripheral cues on advertising attitude and its consequence on visitor intention. We further examined how these influence processes were moderated by exhibition types of B2B and B2C. We conducted survey from B2B and B2C exhibitions respectively, and analyzed structural equation model and moderator regression. We found that first, among factors of information quality as a central cue, argument strength has a positive impact on attitude towards advertising. Second, we also found among factors of media credibility as a peripheral cue, media trustworthiness has a positive impact on attitude towards advertising. Lastly, this study revealed that a type of exhibition moderates the central and peripheral routes towards advertising attitude, showing that B2C visitors are influenced by factors of information quality, and B2B visitors rather by media credibility. This study yields implications in that it gives marketers of organizer a background to set different marketing strategies depending on the types of exhibition.

• 응용통계연구
• /
• 제16권2호
• /
• pp.455-467
• /
• 2003

소표본 분할표 자료에서 적합도 검정통계량들의 카이제곱 근사 적용 가능에 대하여 많은 연구가 진행되었다. 소표본에서 세 가지 검정 통계량(피어슨 카이제곱 Χ$^2$, 일반화 가능도비 G$^2$, 그리고 역발산 Ι(2/3) 검정통계량)에 관하여 비교한 Rudas(1986)의 연구를 확장하여, 최근에 제안된 차이측도(BWHD(1/9), BWCS(1/3), NED(4/3) 검정통계량)를 포함시켜 비교 분석하였다. 독립모형의 이차원 분할표, 조건부 독립모형과 한 변수 독립 모형을 따르는 삼차원 분할표에 대한 모의실험을 통하여 생성된 90과 95 백분위수와 이에 대응하는 95% 신뢰구간을 살펴보고 실제 백분위수와 비교하였다. 그 결과 Χ$^2$, Ι(2/3), 그리고 BWHD(1/9) 검정통계량이 유사한 결과를 나타내었고 이 통계량들이 기존에 제안된 검정통계량들보다 적은 표본크기에서도 카이제곱 근사방법에 적용 가능함을 발견하였다.

• 한국음향학회지
• /
• 제21권4호
• /
• pp.407-414
• /
• 2002

본 논문에서는 형태소를 인식 단위로 하는 한국어 연속음성 인식의 성능 개선을 위해 결합형태소를 자동으로 생성하는 방법을 제시한다. 학습코퍼스의 54%를 차지하고 오인식의 주요인이 되는 단음절 형태소를 감소시켜서 인식 성능을 높이는 것을 목적으로 한다. 품사의 접속 규칙을 이용한 기존의 지식기반의 형태소 결합방법은 접속 규칙의 생성이 어렵고, 학습 코퍼스에 나타난 출현 빈도를 반영하지 못하여 저빈도 결합형태소를 다수 생성하는 경향을 보였다. 본 논문에서 제시하는 방법은 학습데이터의 통계정보를 이용하여 결합형태소를 자동 생성한다. 결합할 형태소 쌍 선정을 위한 평가척도로는 형태소 쌍의 빈도, 상호정보, 유니그램 로그 유도값(unigram log likelihood)을 이용하였고 여기에 한국어의 특성 반영을 위해 단음절 형태소 제약과 형태소 결합길이를 제한하는 두개의 제약사항을 추가하였다. 학습에 사용된 텍스트 코퍼스는 방송뉴스와 신문으로 구성된 7백만 형태소이고, 최빈도 2만 형태소 다중 발음사전을 사용하였다. 세가지 평가척도 중 빈도를 이용한 것의 성능이 가장 좋았고 여기에 제약조건을 반영하여 성능을 더 개선할 수 있었다. 특히 최대 결합 길이를 3으로 할 때의 성능이 가장 우수하여 언어모델 혼잡도는 117.9에서 97.3으로 18%감소했으며, 형태소 에러율 (MER: Morpheme error rate)은 21.3%에서 17.6%로 감소하였다. 이때 단음절 형태소는 54%에서 30%로 24%가 감소하였다.

• 한국의료질향상학회지
• /
• 제5권1호
• /
• pp.120-127
• /
• 1998

Background : This study is to identify preoperative patient characteristics associated with a lack of improvement on one or more measures peri operatively, postoperative 3-4 months, and postoperative 12 months. Methods : For the assessment, prospective study was performed with 92 patients who had undergone either one eye or both eye cataract surgery by 3 ophthalmologists practicing at a university hospital. The criteria of improvement were (1) Snellen visual acuity, (2) a cataract-related symptom score(possible range: 0, 0 of 6 symptoms present or bothersome, to 18, all 6 symptoms very bothersome), and (3) VF-14 score - a measure of functional impairment in patient with cataract - (possible range: 0, inability to perform any of the applicable activities, to 100, no difficulty in performing any of the applicable activities). Results : Although 14 patients (15.2%) failed to improve on one or more of the outcome measures assessed, no one failed to improve on all three measures. Both eyes of surgery than one eye, preoperative cataract symptom score of 1-4, 5 or higher than 0 were associated independently with the increased likelihood of improvement (odds ratio 8.95, 7.16, 8.87 respectively). And the preoperative level of Snellen visual acuity was not associated with the likelihood of improvement Conclusion : We conclude that specific preoperative characteristics (both eyes, cataract symptom score) are independent predictors of patient outcome after cataract surgery.