• Journal of Korea Water Resources Association
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• v.35 no.1
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• pp.109-124
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• 2002

This study is an effort to develop a stochastic model of precipitation series that preserves the pattern of occurrence of precipitation events throughout the year as well as several characteristics of the duration, amount, and intensity of precipitation events. In this study an event cluster model is used to describe the occurrence of precipitation events. A logarithmic negative mixture distribution is used to describe event duration and separation. The number of events within each cluster is also described by the Poisson cluster process. The duration of each event within a cluster and the separation of events within a single cluster are described by a logarithmic negative mixture distribution. The stochastic model for hourly precipitation occurrence process is fitted to historical precipitation data by estimating the model parameters. To allow for seasonal variations in the precipitation process, the model parameters are estimated separately for each month. an analysis of thirty-four years of historical and simulated hourly precipitation data for Seoul indicates that the stochastic model preserves many features of historical precipitation. The seasonal variations in number of precipitation events in each month for the historical and simulated data are also approximately identical. The marginal distributions for event characteristics for the historical and simulated data were similar. The conditional distributions for event characteristics for the historical and simulated data showed in general good agreement with each other.

• Communications of the Korean Mathematical Society
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• v.17 no.1
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• pp.71-80
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• 2002

We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

• Journal of the Chungcheong Mathematical Society
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• v.13 no.2
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• pp.19-27
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• 2001

In this paper we study another kind of the large deviation property, i.e. moderate deviation type for random amount of random measures on $R^d$ about a Poisson point process and a Poisson center cluster random measure.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.345-354
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• 2016

Inhomogeneous Poisson process models are widely applied to landslide data to understand how environmental variables systematically influence the risk of landslides. However, those models cannot successfully explain the clustering phenomenon of landslide locations. In order to overcome this limitation, we propose to use a Cauchy cluster process model and show how it improves the goodness of fit to the landslide data in terms of K-function. In addition, a numerical study is performed to select the optimal estimation method for the Cauchy cluster process.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.235-251
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• 1999

In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.682-693
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• 1995

• Health Policy and Management
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• v.3 no.2
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• pp.159-176
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• 1993

The utilization of outpatient care services involves two steps of sequential decisions. The first step decision is about whether to initiate the utilization and the second one is about how many more visits to make after the initiation. Presumably, the initiation decision is largely made by the patient and his or her family, while the number of additional visits is decided under a strong influence of the physician. Implication is that the analysis of the outpatient care utilization requires to specify each of the two decisions underlying the utilization as a distinct stochastic process. This paper is concerned with the number of physician visits, which is, by definition, a discrete variable that can take only non-negative integer values. Since the initial visit is considered in the analysis of whether or not having made any physician visit, the focus on the number of visits made in addition to the initial one must be enough. The number of additional visits, being a kind of count data, could be assumed to exhibit a Poisson distribution. However, it is likely that the distribution is over dispersed since the number of physician visits tends to cluster around a few values but still vary widely. A recently reported study of outpatient care utilization employed an analysis based upon the assumption of a negative binomial distribution which is a type of overdispersed Poisson distribution. But there is an indication that the use of Poisson distribution making adjustments for over-dispersion results in less loss of efficiency in parameter estimation compared to the use of a certain type of distribution like a negative binomial distribution. An analysis of the data for outpatient care utilization was performed focusing on an assessment of appropriateness of available techniques. The data used in the analysis were collected by a community survey in Hwachon Gun, Kangwon Do in 1990. It was observed that a Poisson regression with adjustments for over-dispersion is superior to either an ordinary regression or a Poisson regression without adjustments oor over-dispersion. In conclusion, it seems the most approprite to assume that the number of physician visits made in addition to the initial visist exhibits an overdispersed Poisson distribution when outpatient care utilization is studied based upon a model which embodies the two-part character of the decision process uderlying the utilization.

• Journal of the Korean Statistical Society
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• v.30 no.2
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• pp.265-280
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• 2001

Estimation of the edge of a distribution has many important applications. It is related to classification, cluster analysis, neural network, and statistical image recovering. The problem also arises in measuring production efficiency in economic systems. Three most promising nonparametric estimators in the existing literature are introduced. Their statistical properties are provided, some of which are new. Themes of future study are also discussed.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.4
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• pp.1884-1903
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• 2019

Device-to-Device (D2D) communications can provide proximity based services in the future 5G cellular networks. It allows short range communication in a limited area with the advantages of power saving, high data rate and traffic offloading. However, D2D communications may reuse the licensed channels with cellular communications and potentially result in critical interferences to nearby devices. To control the interference and improve network throughput in overlaid D2D cellular networks, a novel channel assignment approach is proposed in this paper. First, we characterize the performance of devices by using Poisson point process model. Then, we convert the throughput maximization problem into an optimal spectrum allocation problem with signal to interference plus noise ratio constraints and solve it, i.e., assigning appropriate fractions of channels to cellular communications and D2D communications. In order to mitigate the interferences between D2D devices, a cluster-based multi-channel assignment algorithm is proposed. The algorithm first cluster D2D communications into clusters to reduce the problem scale. After that, a multi-channel assignment algorithm is proposed to mitigate critical interferences among nearby devices for each D2D cluster individually. The simulation analysis conforms that the proposed algorithm can greatly increase system throughput.

• Journal of Korea Water Resources Association
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• v.49 no.4
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• pp.335-346
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• 2016

This study produced the parameter maps of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) stochastic rainfall generation model across South Korea and developed and validated the web application that automates the process of rainfall generation based on the produced parameter maps. To achieve this purpose, three deferent sets of parameters of the MBLRP model were estimated at 62 ground gage locations in South Korea depending on the distinct purpose of the synthetic rainfall time series to be used in hydrologic modeling (i.e. flood modeling, runoff modeling, and general purpose). The estimated parameters were spatially interpolated using the Ordinary Kriging method to produce the parameter maps across South Korea. Then, a web application has been developed to automate the process of synthetic rainfall generation based on the parameter maps. For validation, the synthetic rainfall time series has been created using the web application and then various rainfall statistics including mean, variance, autocorrelation, probability of zero rainfall, extreme rainfall, extreme flood, and runoff depth were calculated, then these values were compared to the ones based on the observed rainfall time series. The mean, variance, autocorrelation, and probability of zero rainfall of the synthetic rainfall were similar to the ones of the observed rainfall while the extreme rainfall and extreme flood value were smaller than the ones derived from the observed rainfall by the degree of 16%-40%. Lastly, the web application developed in this study automates the entire process of synthetic rainfall generation, so we expect the application to be used in a variety of hydrologic analysis needing rainfall data.