• Title/Summary/Keyword: Projection Statistics

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A study comparison of mortality projection using parametric and non-parametric model (모수와 비모수 모형을 활용한 사망률 예측 비교 연구)

  • Kim, Soon-Young;Oh, Jinho
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.701-717
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    • 2017
  • The interest of Korean society and government on future demographic structures is increasing due to rapid aging. Korea's mortality rate is decreasing, but the declined gap is variable. In this study, we compare the Lee-Carter, Lee-Miller, Booth-Maindonald-Smith model and functional data model (FDM) as well as Coherent FDM using non-parametric smoothing technique. We are then examine a reasonable model for projecting on mortality declined rate trend in terms of accuracy of mortality rate by ages and life expectancy. The possibility of using non-parametric techniques for the prediction of mortality in Korea was also examined. Based on the analysis results, FDM and Coherent FDM, which uses the non-parametric technique and reflects the trend of recent data, are excellent. As a result, FDM and Coherent FDM are good fit, and predictability is also excellent assuming no significant future changes.

Korea's Demographic Transition and Long-Term Growth Projection Based on an Overlapping Generations Model

  • KWON, KYOOHO
    • KDI Journal of Economic Policy
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    • v.39 no.2
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    • pp.25-51
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    • 2017
  • This paper employs an Overlapping Generations Model to quantify the impacts of Korea's demographic transition toward an older population on the total output growth rate. The model incorporates the projected population through 2060 according by Statistics Korea. The effects of the low fertility and increased life expectancy rates are studied. The model is considered suitable for analyzing the effects of demographic changes on the Korean economy. Under the assumption that the TFP growth rate will not slow considerably in the future, remaining at 1.3% per annum, the gross output growth rate of the Korean economy is projected to slow to 1.1% per annum in the 2050s, from 4.0% in the 2000s. The shrinking workforce due to the decline in fertility plays a significant role in the deceleration of the Korean economy. The increased life expectancy rate is expected to mitigate the negative effect, but the magnitude of its effect is found to be limited.

Band Estimation using Third-order Statistics and Wavelet Packet Transform (3차 통계기법과 웨이블릿 패킷 변환을 이용한 대역 추정 알고리즘)

  • 박현석;이종희;남상원
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.923-926
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    • 2000
  • In this paper we address the problem of detecting and estimating an unknown narrow band signal in a noise interference environment A new practical band estimation method, yielding good performance even in case of finite-length data, is presented. More specifically, wavelet packet transform is utilized to detect the more accurate time-variant band, then we estimate the power from wavelet filter-coefficients of the respective band. Also, third-order cumulants, and projection cross-correlation (PCC) criterion are utilized to achieve an effective SNR improvement for the time-variant band estimation. In case of time variant band estimation, the PCC method yields better performance than the correlation method.

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An Algorithm for One-Sided Generalized Least Squares Estimation and Its Application

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.361-373
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    • 2000
  • A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.

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Efficient Score Estimation and Adaptive Rank and M-estimators from Left-Truncated and Right-Censored Data

  • Chul-Ki Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.113-123
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    • 1996
  • Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.

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LIE TRIPLE DERIVATIONS ON FACTOR VON NEUMANN ALGEBRAS

  • Liu, Lei
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.581-591
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    • 2015
  • Let $\mathcal{A}$ be a factor von Neumann algebra with dimension greater than 1. We prove that if a linear map ${\delta}:\mathcal{A}{\rightarrow}\mathcal{A}$ satisfies $${\delta}([[a,b],c])=[[{\delta}(a),b],c]+[[a,{\delta}(b),c]+[[a,b],{\delta}(c)]$$ for any $a,b,c{\in}\mathcal{A}$ with ab = 0 (resp. ab = P, where P is a fixed nontrivial projection of $\mathcal{A}$), then there exist an operator $T{\in}\mathcal{A}$ and a linear map $f:\mathcal{A}{\rightarrow}\mathbb{C}I$ vanishing at every second commutator [[a, b], c] with ab = 0 (resp. ab = P) such that ${\delta}(a)=aT-Ta+f(a)$ for any $a{\in}\mathcal{A}$.

Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.457-469
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    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

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Effect of Self-differentiation and Family Function on Mental Health in Adolescents (청소년의 자아분화 수준 및 가족기능이 정신건강에 미치는 영향)

  • Lee, Hea-Shoon
    • Child Health Nursing Research
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    • v.16 no.4
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    • pp.297-303
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    • 2010
  • Purpose: The purpose of this study was to identify the relationship of self-differentiation, family function and mental health among adolescents. Methods: The data were collected from 967 adolescents and analyzed using descriptive statistics, t-test, ANOVA, Scheffe's test, Pearson correlation coefficient and Stepwise multiple regression with the SPSS program. Results: Mental health differed according to grades, sibling position, father's education and mother's education. Self-differentiation and family function had a significant negative correlation with mental health. Multiple regression analysis showed recognition.emotional function, emotional cutoff and family projection as influencing self-differentiation. Grades, affective responsiveness in family function, and sibling position explained 20.8% of the total variance in mental health. Conclusion: The findings show that self-differentiation and family function influence mental health, indicating a need to develop nursing intervention programs to enhance adolescents' mental health and prevent negative outcomes. For these programs, the family must be included.

Variance components in one-factor random model by projections (사영을 이용한 일원 분산성분)

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.381-387
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    • 2011
  • This paper suggests a method for estimating components of variance in one-factor random model. Estimates of variance components are given by the method of moments. Sums of squares due to variance sources are obtained by projections. This paper also shows how to use eigenvalues for getting the coefficients of variance components in the expression of the expectations of the mean squares. The suggested method shows easier and faster than the method of Harley's synthesis.

Time-Delay Estimation using Wavelet Theory and Higher-Order Statistics (웨이블릿 이론과 고차통계 처리기법을 이용한 시간지연 추정)

  • 차용철;김용남;정지현;남상원
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.5
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    • pp.630-635
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    • 1998
  • The objective of this paper is to propose a new efficient technique for the estimation of time-delay parameters using wavelet theory and third-order cumulants, yielding good performance even in the case of low SNR. In particular, band-limited non-Gaussian signals with non-zero skewness and spatially correlated Gaussian noises are considered here. The approach is based on the fact that the effects of spatially correlated Gaussian noises on time-delay estimation can be reduced by using the projection sequences (based on the redundant wavelet decomposition) of given measurements in the higher-order cumulant domain. Finally, the performance of the proposed approach is demonstrated using simulations.

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