• 응용통계연구
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• 제23권6호
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• pp.1081-1091
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• 2010

각 의료기관에서 수집될 수 있는 환자수가 한정되어 있는 질병의 경우에는 주로 다기관연구로써 임상연구가 진행된다. Jonckheere (1954)와 Terpstra (1952)의 추세 검정법으로 분석해야 하는 독립된 여러 군의 자료를 다기관에서 수집한 경우에 이질성을 고려하여 각 연구기관을 하나의 층으로 보아 층화분석법으로 분석하지 않으면 옳지 않은 결론에 도달할 수가 있다. 본 논문에서는 van Elteren (1960)이 제시한 Wilcoxon (1945) 검정통계량의 층화분석법을 이용하여 Jonckheere (1954)와 Terpstra (1952)의 추세 검정통계량에 근거한 층화분석법을 제시한다. 예제 자료에 이 층화분석법을 적용하며 효율성을 모의실험으로 알아본다.

• 한국환경과학회지
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• 제11권10호
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• pp.1061-1068
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• 2002

To identify possible associations with concentrations of ambient air pollutants and daily mortality in Busan, this study assessed the effects of air pollution for the time period 1999-2000. Poisson regression analysis by Generalized Additive Model were conducted considering trend, season, meteorology, and day-of-the-week as confounders in a nonparametric approach. Busan had a 10% increase in mortality in persons aged 65 and older(95% Cl : 1.01-1.10) in association with IQR in $NO_2$(lagged 2 days). An increase of $NO_2$(lagged 2days) was associated with a 4% increase in respiratory mortality(Cl : 1.02-1.11) and CO(lagged 1 day) showed a 3% increase(Cl : 1.00-1.07).

• 한국습지학회지
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• 제20권3호
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• pp.201-209
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• 2018

본 연구에서는 낙동강 주요 지류지천의 수질 모니터링 자료를 이용하여 수질지수를 산정하고 우선 관리가 필요한 지류지천을 파악하기 위해 장기 경향성 분석을 수행하였다. 환경부에서 시행하고 있는 실시간수질지수 방법을 적용하여 수질지수를 산정하고 모수 통계기법인 선형회귀와 비모수 통계기법인 Mann-Kendall Test와 Sen Slope Test를 적용하여 경향성을 분석하였다. 미전천2, 서교천2 지점을 제외한 주요 지류지천의 수질지수는 Fair 등급 이하의 범위에 있으며 북안천, 천내천, 호계천, 용덕천을 제외한 나머지 지점에 대해서는 유의성을 가진 경향이 나타나지 않았다. 따라서 본류에 대한 수질개선을 위해서는 지류에 대한 관리가 선행되어야 할 것으로 검토되었다.

• 생태와환경
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• 제50권1호
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• pp.169-185
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• 2017

Physicochemical properties of water quality were analyzed to understand the long-term variations in Lake Youngrang from 1998 to 2015. Nonparametric statistical methods were applied to deduct correlation among water quality parameters and water quality trend. In total observations(N=64), the Secchi depth (SD) transparency showed significant positive correlation with salinity (r=0.458) and highly significant negative correlation with chlorophyll-a (r= -0.649) for p<0.0001 in two-tailed test of Spearman's rank correlation. Significant negative correlations of SD were observed with chemical oxygen demand (COD), total phosphorus (TP) and total nitrogen (TN). These correlation patterns were very similar in rainy (N=25) and non-rainy (N=39) periods too. Chlorophyll-a (Chl-a) had significant correlation with COD. Sen's slope test was performed along with Mann-Kendall trend test (significance ${\alpha}=0.05$, two-tailed) to find water quality trend. Positive trends were observed for SD and salinity with Sen's slopes 0.012 and 0.385, respectively (p<0.0001). Negative significant trends were observed for total nitrogen (TN) and Chl-a with Sen's slopes -0.02 (p<0.0001) and -0.346 (p=0.0010), respectively. Temperature, COD and phosphorus components had no trends. Carlson's trophic state index (TSI) for SD, TP and Chl-a were obtained in the ranges of 46~80, 37~82 and 39~82, respectively. Trophic index values suggest that Lake Youngrang was mesoeutrophic to eutrophic and there could be possibility of anoxia during the summer and dominance of blue-green algae. Excess nutrient inputs from external and internal sources were the causes of eutrophication in this lake. The findings of this study would be helpful to recognize water quality variables to manage the water body.

• 응용통계연구
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• 제27권6호
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• pp.1049-1068
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• 2014

자기회귀 모형(autoregressive model)은 일변량(univaraite) 시계열자료의 분석에서 널리 사용되는 방법 중 하나이다. 그러나 이 방법은 자료에 일정한 추세가 있다고 가정하기 때문에 자료에 분절(structural break)이 존재할 때 적절하지 않을 수 있다. 이러한 문제점을 해결하기 위한 방법으로 국면전환(regime-switching) 모형인 임계자기회귀 모형(threshold autoregressive model)이 제안되었는데 최근 지연 모수(delay parameter)을 포함한 이 국면전환(two regime-switching) 모형으로 확장되어 많은 연구가 활발히 진행되고 있다. 본 논문에서는 이 국면전환 임계자기회귀 모형을 베이지안(Bayesian) 관점에서 살펴본다. 베이지안 분석을 위해 모수적 임계자기 회귀 모형 뿐만 아니라 디리슐레 과정(Dirichlet Process) 사전분포를 이용하는 비모수적 임계자기 회귀 모형을 고려하도록 한다. 두 가지 베이지안 임계자기 회귀 모형을 바탕으로 사후분포를 유도하고 마코프 체인 몬테 카를로(Markov chain Monte Carlo) 방법을 통해 사후추론을 실시한다. 모형 간의 성능을 비교하기 위해 모의실험을 통한 자료 분석을 고려하고, 더 나아가 한국과 미국의 국내 총생산(Gross Domestic Product)에 대한 실증적 자료 분석을 실시한다.

• 한국물환경학회지
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• 제33권1호
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• pp.15-33
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• 2017

Based on the existing pollutant emissin standards which are armed at the pollutant concentration of each pollution source, government formulated and implemented new management system of total water pollutant emission. By virtue of this new management system, pollution loading amount of individual watershed could be controlled, which achieved the requirement of water quality management such as TP and BOD. In initiate stage of it's implement, BOD was selected as object of water quality management, While it's necessary to consider the continuity of water quality data and established pollutant management laws and policy. During the ongoing management, TP management was added into the system while simply BOD management was not enough. However, the frequency of algae bloom in Han-river showed a trend of same, even though TP was treated as additional control target. Therefore, this paper will analyze different water quality parameters and characteristic of water quality, so that this study can be provide as reference for watershed management of water quality, by which the applicable management period and target pollutant can be selected in the future.

• 한국환경과학회지
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• 제27권11호
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• pp.1029-1048
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• 2018

In this study, seasonal Mann - Kendall test method was applied to 12 stations of the water quality measurement network of Nam-River based on data of BOD, COD, TN and TP for 11 years from January 2005 to December 2015 The changes of water quality at each station were examined through linear trends and the tendency of water quality change during the study period was analyzed by applying the locally weighted scatter plot smoother (LOWESS) method. In addition, spatial trends of the whole Nam-River were examined by items. The flow-adjusted seasonal Kendall test was performed to remove the flow at the water quality measurement station. As a result, BOD, COD concentration showed "no trand" and TN and TP concentration showed "down trand" in regional Kendall test throughout the study period. BOD and TP concentration in "no trand", COD, and TN concentration showed an "up trand" tendency in Nam-River dam. LOWESS analysis showed no significant water quality change in most of the analysis items and stations, but water quality fluctuation characteristics were shown at some stations such as NR1 (Kyungho-River 1), NR2 (Kyungho-River 2), NR3 (Nam-River), NR6 (Nam-River 2A). In addition, the flow-adjusted seasonal Kendall results showed that the BOD concentration was "up trand" due to the flow at the NR3 (Nam-River) station. The COD concentration was "up trand" due to the flow at NR1 (Kyungho-River 1) and NR2 (Kyungho-River 2) located upstream of the Nam-River. The effect of influent flow on water quality varies according to each site and analysis item. Therefore, for the effective water quality management in the Nam-River, it is necessary to take measures to improve the water quality at the point where the water quality is continuously "up trand" during the study period.

• 응용통계연구
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• 제22권6호
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• pp.1203-1214
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• 2009

본 논문에서는 시계열자료의 군집분석을 위해 시간영역과 진동수영역에서의 군집 방법들을 소개하고 각 방법들의 장단점에 대해 논의하였다. KOSPI 200에 속한 15개 기업의 일별 주가자료률 이용한 비교분석 결과 비모수적인 방법인 웨이블릿을 이용한 군집분석이 가장 좋은 결과를 보였다. 비정상 시계열자료의 경우 차분 보다는 EMD를 이용하여 추세를 제거하는 방법이 스펙트럼 밀도함수를 이용한 군집분석에 더 효율적이었다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권12호
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• pp.5905-5926
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• 2017

Sentiments can profoundly affect individual behavior as well as decision-making. Confronted with the ever-increasing amount of review information available online, it is desirable to provide an effective sentiment model to both detect and organize the available information to improve understanding, and to present the information in a more constructive way for consumers. This study developed a unified phrase-based topic and sentiment detection model, combined with a tracking model using incremental hierarchical dirichlet allocation (PTSM_IHDP). This model was proposed to discover the evolutionary trend of topic-based sentiments from online reviews. PTSM_IHDP model firstly assumed that each review document has been composed by a series of independent phrases, which can be represented as both topic information and sentiment information. PTSM_IHDP model secondly depended on an improved time-dependency non-parametric Bayesian model, integrating incremental hierarchical dirichlet allocation, to estimate the optimal number of topics by incrementally building an up-to-date model. To evaluate the effectiveness of our model, we tested our model on a collected dataset, and compared the result with the predictions of traditional models. The results demonstrate the effectiveness and advantages of our model compared to several state-of-the-art methods.

• 산업경영시스템학회지
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• 제22권49호
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• pp.43-57
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• 1999

The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.