• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.149-162
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• 2023

The ℓ₁-trend filtering method is one of the most widely used methods for extracting underlying trends from noisy observations. Contrary to the Hodrick-Prescott filtering, the ℓ₁-trend filtering gives piecewise linear trends. One of the advantages of the ℓ₁-trend filtering is that it can be used for identifying change points in piecewise linear trends. However, since the ℓ₁-trend filtering employs total variation as a penalty term, estimated piecewise linear trends tend to be biased. In this study, we demonstrate the biasedness of the ℓ₁-trend filtering in trend level estimation and propose a two-stage bias-reduction procedure. The newly suggested estimator is based on the estimated change points of the ℓ₁-trend filtering. Numerical examples illustrate that the proposed method yields less biased estimates for piecewise linear trends.

• Industrial Engineering and Management Systems
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• 제8권4호
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• pp.257-263
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• 2009

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.455-471
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• 2000

A new method is developed for estimating the mean of a population which has a linear trend. The proposed estimator is based on the balanced systematic sampling method and the concept of interpolation. The efficiency of the proposed method is compared with that of existing methods.

• 응용통계연구
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• 제36권6호
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• pp.573-589
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• 2023

조각별 선형 추세 모형에서의 변화점은 1차 차분한 시계열의 평균 변화점과 일치한다. 그러므로 1차 차분한 시계열의 평균 변화점을 탐색하면 조각별 선형 추세 모형의 변화점을 추정할 수 있다. 본 논문에서는 이와 같은 사실에 근거하여 원 시계열이 아닌 1차 차분한 시계열의 단순이동평균을 이용하여 원 시계열의 기울기가 변하는 변화점을 탐색하는 방법을 제안하고, 이에 대한 모의실험을 수행하였다. 모의실험 결과 본 논문에서 제안한 방법은 오차항들이 서로 독립인 경우뿐만 아니라 오차항들 사이에 강한 양의 자기상관이 존재하는 경우에도 변화점의 개수를 잘 추정하는 것으로 나타났다.

• Ocean and Polar Research
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• 제28권4호
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• pp.415-423
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• 2006

Interannual variation and long-term trends of coastal sea surface temperature (SST) in Korea were investigated by analyzing 27 coastal SST time series from 1969 to 2004. Long-term linear increasing trend was remarkable with the rate over $0.02^{\circ}C/year$ at almost all the stations. The slope of long-term linear trend was larger at the stations along the eastern coast than in the western and southern regions. It was also noticeable that there was a common tendency of interannual variability with the period of 3-5 years at most of the stations. SST was lower in the 1970's and early 1980's while it was higher in the 1990's and early 2000's after the increase in the late 1980's. The pattern of the interannual variability of SST was similar to that of air temperature. Increasing trend of minimum SST in winter was obvious at most stations na it was larger along the eastern coast, while the linear trend of maximum SST in summer was less definite. Therefore, the decreasing tendency of annual amplitude was mainly due to the increasing tendency of SST in winter.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.365-379
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• 2002

We apply the techniques of interpolation and extrapolation to derive a new estimator based on centered modified systematic sampling for the mean of a population which has a linear trend. The efficiency of the proposed estimation method is compared with that of various existing methods. An illustrative numerical example is given.

• 응용통계연구
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• 제10권1호
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• pp.163-175
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• 1997

많은 산업체나 농업 현장에서 실험이 행해질 때 블록내 실험단위에서의 처리가 시간적 또는 공간적으로 제약을 받는 경우가 빈번히 발생하게 되는데 이러한 경우 처리는 확률화에 따르기보다는 조직적인 순서에 따라 행해지게 된다. 이때 처리 효과가 블록내에서 나타날 수 있는 시간적 또는 공간적 추세에 독립적으로 추정되도록 순서가 설계된 실험계획을 추세무관 블록계획이라 부른다. 본 논문에서는 먼저 추세무관 블록계획의 성질을 살펴 그 필요성에 관해 약술하고 다음으로 선형추세무관 블록계획의 생성을 위한 두 알고리즘을 소개한다. 하나는 Bradley와 Odeh(1988)에 의해 고안된 알고리즘을 보완하였고, 다음은 존재하는 모든 가능한 계획을 발생시키는 알고리즘을 제시하였다.

• Communications for Statistical Applications and Methods
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• 제11권1호
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• pp.1-12
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• 2004

In this paper, Yates' end corrections method is centralized to estimate the mean of a population which has a linear trend in the case of k (the reciprocal of the sampling fraction) even. The efficiency of the resultant method is compared with that of existing methods.

• International Journal of Advanced Culture Technology
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• 제4권3호
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• pp.24-38
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• 2016

The purpose of our study is to analyze the effect of socio-economic status on the diet pattern of Korean adults. Raw data from the fifth (2010-2012) Korea National Health and Nutrition Examination Survey (KNHANES) were used, and finally 11,700 adults were analyzed as subjects. Results in consideration of the socio-economic status of the subjects, a linear trend was observed in men in which the odds ratio of having lunch (p for trend=0.006) and dinner (p for trend=0.0317) decreased as the level of education went down. In diet frequency, a decreasing trend (p for trend=0.0328) was observed in which the odds ratio of having 3 meals a day reduced as the household income lowered. For women, a linear trend (p for trend=0.0012) was observed in which the frequency of dinner decreased as the level of education became lower. A falling trend in the rate of having 3 meals a day was also observed (p for trend=0.0135). Our study analyzed the characteristics of the diet patterns of individuals according to their socio-economic status with the purpose of suggesting guidelines for correcting. To prevent this, we will need education and awareness and public attention for the practice of correct eating habits.

• 한국해양학회지:바다
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• 제21권2호
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• pp.67-77
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• 2016

본 연구에서는 한반도 주변 해역의 해수면 및 수온, 염분의 선형 추세 분석을 위한 종합 회귀 도표를 개발하였다. 현장 관측 자료는 품질 관리 과정을 거쳤으며 객관 분석 자료와의 경험적 직교 함수 비교를 통해 검증하여 사용하였다. 종합 회귀 도표를 통해 기존의 연구 결과들과 유사한 선형 회귀 값을 확인하였고, 1983년부터 2013년 기간동안에서의 5년에서 30년 단위의 변동률을 추가로 제시하였다. 본 연구에서 제시된 정량적 결과가 향후 해양 장기 추세 관련 연구의 기준 값으로 유용하게 사용될 것을 기대한다.