• The Korean Journal of Applied Statistics
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• v.22 no.3
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• pp.443-461
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• 2009

In order to overcome the lack of Korean credit rating migration data, we consider an empirical Bayes procedure to estimate credit rating migration matrices. We derive the posterior probabilities of Korean credit rating transitions by utilizing the Moody's rating migration data and the credit rating assignments from Korean rating agency as prior information and likelihood, respectively. Metrics based upon the average transition probability are developed to characterize the migration matrices and compare our Bayesian migration matrices with some given matrices. Time series data for the metrics show that our Bayesian matrices are stable, while the matrices based on Korean data have large variation in time. The bootstrap tests demonstrate that the results from the three estimation methods are significantly different and the Bayesian matrices are more affected by Korean data than the Moody's data. Finally, Monte Carlo simulations for computing the values of a portfolio and its credit VaRs are performed to compare these migration matrices.

• Archives of Plastic Surgery
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• v.39 no.4
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• pp.354-359
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• 2012

Background During the planning of a thoracodorsal artery perforator (TDAP) free flap, preoperative multidetector-row computed tomographic (MDCT) angiography is valuable for predicting the locations of perforators. However, CT-based perforator mapping of the thoracodorsal artery is not easy because of its small diameter. Thus, we evaluated 1-mm-thick MDCT images in multiple planes to search for reliable perforators accurately. Methods Between July 2010 and October 2011, 19 consecutive patients (13 males, 6 females) who underwent MDCT prior to TDAP free flap operations were enrolled in this study. Patients ranged in age from 10 to 75 years (mean, 39.3 years). MDCT images were acquired at a thickness of 1 mm in the axial, coronal, and sagittal planes. Results The thoracodorsal artery perforators were detected in all 19 cases. The reliable perforators originating from the descending branch were found in 14 cases, of which 6 had transverse branches. The former were well identified in the coronal view, and the latter in the axial view. The location of the most reliable perforators on MDCT images corresponded well with the surgical findings. Conclusions Though MDCT has been widely used in performing the abdominal perforator free flap for detecting reliable perforating vessels, it is not popular in the TDAP free flap. The results of this study suggest that multiple planes of MDCT may increase the probability of detecting the most reliable perforators, along with decreasing the probability of missing available vessels.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.29 no.12
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• pp.68-76
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• 2015

We examine the standalone lightning warning system (LWS) and its warning performances for three years. This system acquires and analyzes the data of cloud-to-ground strike (CG), intra-cloud discharge (IC) and electrostatic field (EF) to produce prior warnings with respect to the impending arrival of CG in the area of concern (AOC). The warnings in this system are carried out based on the fixed two areas method. To evaluate warning performances, we analyzed the statistics of warnings with probability of detection (POD) and false alarm ratio (FAR). Based on the previous study, we revised the trigger and clear conditions of lightning warning for improving the performances of the system. As a result of this revision, POD increased from 0.18 to 0.44 and FAR decreased from 0.96 to 0.78 during the summer of 2014. However, the LWS was not possible to trigger effective alerts (EA) because there was no effective lead time (LT) for the fixed two areas method. Problems related to the low detection efficiency of IC and the use of EF data for warnings still decreased POD and increased FAR. Hence, we proposed the development method of a new LWS (NLWS) that would be composed of integrated weather data, the flexible two areas and the user software in order to trigger EA and improve warning performances.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.22 no.3
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• pp.303-309
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• 2004

In this paper, an adaptive Bayesian approach to image segmentation was developed for boundary detection. Both image intensities and texture information were used for obtaining better quality of the image segmentation by using the C programming language. Fuzzy c-mean clustering was applied fer the conditional probability density function, and Gibbs random field model was used for the prior probability density function. To simply test the algorithm, a synthetic image (256$\times$256) with a set of low gray values (50, 100, 150 and 200) was created and normalized between 0 and 1 n double precision. Results have been presented that demonstrate the effectiveness of the algorithm in segmenting the synthetic image, resulting in more than 99% accuracy when noise characteristics are correctly modeled. The algorithm was applied to the Antarctic mosaic that was generated using 1963 Declassified Intelligence Satellite Photographs. The accuracy of the resulting vector map was estimated about 300-m.

• Journal of Korea Water Resources Association
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• v.32 no.2
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• pp.197-210
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• 1999

This study examines the duration and severity of droughts by the use of stochastic process considerations. The key annual flow statistics are used to estimate the related statistics of drought probability distributions for various combinations of return period and water demand. This study efforts initially focused on analyzing all the nation streamgage records that were judged to meet certain selection criteria, including those of record length, record quality. These analyses resulted in the determination of those annual flow statistics necessary to define the behavior of drought sequences for the selected streams. Using prior research results, the actual or estimated flow statistics are related to the probability distributions of maximum drought events, through the application of the theory of runs. This has resulted in assigning return periods to drought events at gaged locations, and permits an assessment of the probabilities of observed historical drought within the nation.

• KIPS Transactions on Software and Data Engineering
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• v.8 no.7
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• pp.275-288
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• 2019

In this paper, we consider a rumor source inference problem when sufficiently many nodes heard the rumor in the network. This is an important problem because information spread in networks is fast in many real-world phenomena such as diffusion of a new technology, computer virus/spam infection in the internet, and tweeting and retweeting of popular topics and some of this information is harmful to other nodes. This problem has been much studied, where it has been shown that the detection probability cannot be beyond 31% even for regular trees if the number of infected nodes is sufficiently large. Motivated by this, we study the impact of query that is asking some additional question to the candidate nodes of the source and propose budget assignment algorithms of a query when the network administrator has a finite budget. We perform various simulations for the proposed method and obtain the detection probability that outperforms to the existing prior works.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.36 no.3
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• pp.203-211
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• 2023

A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

• Journal of Korea Water Resources Association
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• v.49 no.6
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• pp.481-493
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• 2016

The statistical analysis to the torrential rainfall data that is defined as a rainfall amount more than 80 mm/day is performed with Daegu and Busan rainfall data which is collected during 384 months. The number of occurrence of the torrential rainfall events can be simulated usually using Poisson distribution. However, the Poisson distribution can be frequently failed to simulate the statistical characteristics of the observed value when the observed data is zero-inflated. Therefore, in this study, Generalized Poisson distribution (GPD), Zero-Inflated Poisson distribution (ZIP), Zero-Inflated Generalized Poisson distribution (ZIGP), and Bayesian ZIGP model were used to resolve the zero-inflated problem in the torrential rainfall data. Especially, in Bayesian ZIGP model, a informative prior distribution was used to increase the accuracy of that model. Finally, it was suggested that POI and GPD model should be discouraged to fit the frequency of the torrential rainfall data. Also, Bayesian ZIGP model using informative prior provided the most accurate results. Additionally, it was recommended that ZIP model could be alternative choice on the practical aspect since the Bayesian approach of this study was considerably complex.

• Korean Journal of Agricultural and Forest Meteorology
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• v.19 no.3
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• pp.130-139
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• 2017

The crop damage caused by strong wind was predicted using the wind speed data available from Korean Meteorological Administration (KMA). Wind speed data measured at 19 automatic weather stations in 2012 were compared with wind data available from the KMA's digital forecast. Linear regression equations were derived using the maximum value of wind speed measurements for the three-hour period prior to a given hour and the digital forecasts at the three-hour interval. Estimates of daily maximum wind speed were obtained from the regression equation finding the greatest value among the maximum wind speed at the three-hour interval. The estimation error for the daily maximum wind speed was expressed using normal distribution and Weibull distribution probability density function. The daily maximum wind speed was compared with the critical wind speed that could cause crop damage to determine the level of stages for wind damage, e.g., "watch" or "warning." Spatial interpolation of the regression coefficient for the maximum wind speed, the standard deviation of the estimation error at the automated weather stations, the parameters of Weibull distribution was performed. These interpolated values at the four synoptic weather stations including Suncheon, Namwon, Imsil, and Jangsu were used to estimate the daily maximum wind speed in 2012. The wind damage risk was determined using the critical wind speed of 10m/s under the assumption that the fruit of a pear variety Mansamgil would begin to drop at 10 m/s. The results indicated that the Weibull distribution was more effective than the normal distribution for the estimation error probability distribution for assessing wind damage risk.

• Journal of Korean Society of Transportation
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• v.24 no.1 s.87
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• pp.19-28
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• 2006

To develop a crisis management for aviation safety, this study has defined crisis management includes risk management which is eliminates or lowers risks prior to accidents and emergency response after the accidents. This study takes a look at different kinds of crisis managements, risk managements and statistical methods of other nations and fields in order to develop a risk management model. Through surveys which have 102 risk factors that include air traffic control, maintenance and airport sectors, the weight of each risk factor was calculated and the probability was divided to develop a model for risk management. The risk management model of this study is conducted using four steps (risk management plan, risk factor identification, weight and probability analysis, decision making) and 4 standards of weight along with 5 standards of probability This study takes a look at Predictions through a quantitative method using a risk index for the risk management model An effective risk management model should have a wide and continuous collection of data and adopt various methods using this model. The crisis management could not be very effective only using a pre-active risk management. So it should also be conducted by using a pro-active response system to protect additional damage and to prevent accidents of the same nature. From the results, the most important points were the establishment of command and control accountabilities, and cooperation of related organizations.