• Journal of Korea Technology Innovation Society
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• v.5 no.2
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• pp.141-151
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• 2002

Many technology investment projects can be considered as set of sequential options. A compound real option can be used for evaluating sequential technology investment decisions under significant uncertainty and measuring its value. In this paper, the formula developed by Geske and Johnson(1984) and Buraschi and Dumas(2001) was applied to evaluate the technology investment with related double real option. Also double real option was com-pared with net present value method and multiple linear regression model was used to assess the partial effects of risk free rate and log-term volatility on its value.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.1B
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• pp.55-64
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• 2008

The evidence of changes in the climate system is obvious in the world. Nevertheless, at the current techniques for flood frequency analysis, the flood distribution can not reflect climate change or long-term climate cycles. Using a linear regression and a Mann-Kendall test, trends in annual maximum precipitation and flood data for several major gauging sites were evaluated. Moreover, this research considered incorporating flood trends by climate change effects in flood frequency analyses. For five rainfall gauging sites (Seoul, Incheon, Ulleungdo, Jeonju, and Gangneung), upward trends were observed in all gauged annual maximum precipitation records but they were not statistically significant. For three streamflow gauging sites (Andong Dam, Soyanggang Dam, and Daecheong Dam), upward trends were also observed in all gauged annual maximum flood records, but only the flood at Andong Dam was statistically significant. A log-normal trend model was introduced to reflect the observed linear trends in annual maximum flood series and applied to estimate flood frequency and risk for Andong Dam and Soyanggang Dam. As results, when the target year was 2005, 50-year floods of the log-normal trend model were 41% and 21% larger then those of a log-normal model for Andong Dam and Soyanggang Dam, respectively. Moreover, the estimated floods of the log-normal trend model increases as the target year increases.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1653-1660
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• 2016

Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.641-653
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• 2022

Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

• Journal of the Korea Computer Graphics Society
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• v.26 no.5
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• pp.15-24
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• 2020

We present a supervised learning method that estimates the simulation parameters required to simulate the fabric from the static drape shape of a given fabric sample. The static drape shape was inspired by Cusick's drape, which is used in the apparel industry to classify fabrics according to their mechanical properties. The input vector of the training model consists of the feature vector extracted from the static drape and the density value of a fabric specimen. The output vector consists of six simulation parameters that have a significant influence on deriving the corresponding drape result. To generate a plausible and unbiased training data set, we first collect simulation parameters for 400 knit fabrics and generate a Gaussian Mixed Model (GMM) generation model from them. Next, a large number of simulation parameters are randomly sampled from the GMM model, and cloth simulation is performed for each sampled simulation parameter to create a virtual static drape. The generated training data is fitted with a log-linear regression model. To evaluate our method, we check the accuracy of the training results with a test data set and compare the visual similarity of the simulated drapes.

• Korean Journal of Soil Science and Fertilizer
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• v.45 no.6
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• pp.920-924
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• 2012

This study was performed to estimate total contents of arsenic (As) by stepwise multiple-regression analysis using chemical properties and extractable contents of metal in paddy soil adjacent to abandoned mines. The soil was collected from paddies near abandoned mines. Soil pH, electrical conductively (EC), organic mater (OM), available phosphorus ($P_2O_5$), and exchangeable cations (Ca, K, Mg, Na) were measured. Total contents of As and extractable contents of metals were analyzed by ICP-OES. From stepwise analysis, it was showed that the contents of extractable As, available phosphorus, extractable Cu, exchangeable K, exchangeable Na, and organic mater significantly influenced the total contents of As in soil (p<0.001). The multiple linear regression models have been established as Log (Total-As) = 0.741 + 0.716 Log (extractable-As) - 0.734 Log (avail-$P_2O_5$) + 0.334 Log (extractable-Cu) + 0.186 Log (exchangeable-K) - 0.593 Log (exchangeable-Na) + 0.558 Log (OM). The estimated value in total contents of As was significantly correlated with the measured value in soil ($R^2$=0.84196, p<0.0001). This predictive model for estimating total As contents in paddy soil will be properly applied to the numerous datasets which were surveyed with extractable heavy metal contents based on Soil Environmental Conservation Act before 2010.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.35 no.3
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• pp.725-735
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• 2015

The aim of this study is to specifically understand the officetel market by empirical analysis for the determining factors that affect determining the price of the officetel in Busan. In my opinion, it can help officetel providers to select the appropriate size and location that analysis for the factors determining officetel price with market price, and also it can help customers officetel to choice depending on the purpose. So I was conducting this study. In this study, I analyzes the factors determining the price of Officetel using a OLS linear regression, semi-log model, and a robust regression-Busan area Officetel Real Transaction Price as the dependent variable and factors representing the physical characteristics, locational characteristics and regional characteristics as independent variables.

• Journal of the Korean Mathematical Society
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• v.45 no.6
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• pp.1753-1767
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• 2008

Consider the nonparametric regression model $Y_{ni}\;=\;g(x_{ni})+{\epsilon}_{ni}$ ($1\;{\leq}\;i\;{\leq}\;n$), where g($\cdot$) is an unknown regression function, $x_{ni}$ are known fixed design points, and the correlated errors {${\epsilon}_{ni}$, $1\;{\leq}\;i\;{\leq}\;n$} have the same distribution as {$V_i$, $1\;{\leq}\;i\;{\leq}\;n$}, here $V_t\;=\;{\sum}^{\infty}_{j=-{\infty}}\;{\psi}_je_{t-j}$ with ${\sum}^{\infty}_{j=-{\infty}}\;|{\psi}_j|$ < $\infty$ and {$e_t$} are negatively associated random variables. Under appropriate conditions, we derive a Berry-Esseen type bound for the estimator of g($\cdot$). As corollary, by choice of the weights, the Berry-Esseen type bound can attain O($n^{-1/4}({\log}\;n)^{3/4}$).

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.87-95
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• 2014

In the regression model, Kang and Huh (2006) studied the estimation of the discontinuous variance function using the Nadaraya-Watson estimator with the squared residuals. The local linear estimator of the log-variance function, which may have the whole real number, was proposed by Huh (2013) based on the kernel weighted local-likelihood of the ${\chi}^2$-distribution. Chen et al. (2009) estimated the continuous variance function using the local linear fit with the log-squared residuals. In this paper, the estimator of the discontinuous log-variance function itself or its derivative using Chen et al. (2009)'s estimator. Numerical works investigate the performances of the estimators with simulated examples.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.51-59
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• 2010

In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.