• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.277-286
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• 2012

For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

• Journal of Korea Water Resources Association
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• v.46 no.3
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• pp.287-299
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• 2013

The objective of this study is to derive and evaluate the drought threshold level based on hydro-meteorological data using historical drought events. After collecting the drought events during 1991 to 2009 year, the observed meteorological data and estimated hydrological component from LSM are used as input for the percentile analysis that is drought analysis data. The drought threshold level that precipitation and runoff of 3 month duration are less than 35%, soil moisture of 2 month duration is less than 35% and evapotranspiration of 3 month duration is more than 65% is derived using ROC analysis that are objective test method. ROC analysis with SPI (3) is performed to evaluate the applicability of threshold level in the domestic. As a result, it can be concluded that the derived drought threshold level show better performance to reflect the historical drought events than SPI (3) and it reasonably explain the spatial drought situation through the spatial analysis.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.987-994
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• 2011

From the point view of credit evaluation whose population is divided into the default and non-default state, two methods are considered to estimate conditional distribution functions: one is to estimate under the assumption that the data is followed the mixture normal distribution and the other is to use the kernel density estimation. The parameters of normal mixture are estimated using the EM algorithm. For the kernel density estimation, five kinds of well known kernel functions and four kinds of the bandwidths are explored. In addition, the corresponding ROC functions are obtained based on the estimated distribution functions. The goodness-of-fit of the estimated distribution functions are discussed and the performance of the ROC functions are compared. In this work, it is found that the kernel distribution functions shows better fit, and the ROC function obtained under the assumption of normal mixture shows better performance.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.205-215
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• 1998

정규분포에 관한 검정에 있어서 P-P 플롯과 Q-Q 플롯의 가시적인 변동을 이용한 통계량을 제시하고 이 통계량들과 Shapiro-Wilk의 W 통계량과의 비교를 정확도(accuracy)의 측면을 고려하여 실시하였다. 또한, 의학이나 임상에서 척도의 우수성을 검정하기 위해 많이 사용하는 Receiver Operating Characteristic (ROC) 분석 기법을 이용하여 제시된 통계량들에 관한 Power와 Accuracy는 물론 Best Cut-Off 측면에서의 효율성을 검정하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.370-370
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• 2017

최근 기후변화와 이상기후의 영향으로 인하여 홍수재해의 시 공간적 패턴은 보다 복잡해지고, 예측이 어려워지고 있다. 이러한 기상이변에 따른 홍수피해를 예방하기 위한 비구조적 대책으로 홍수위험등급 및 범람범위 등의 정보를 포함하고 있는 홍수위험지도의 작성이 필요하다. 실제로 고정밀도 홍수위험지도를 작성하기 위해서는 지형, 지질, 기상 등의 디지털 정보 및 사회 경제와 관련된 다양한 DB를 필요로 하며, 강우-유출-범람해석 모델링을 통해 범람면적 및 침수깊이 등의 정보를 획득하게 된다. 하지만 일부지역, 특히 개발도상국에서는 이러한 계측 홍수 데이터가 부족하거나 획득할 수가 없어 홍수위험지도 제작이 불가능하거나 그 정확도가 매우 낮은 실정이다. 따라서 본 연구에서는 ASTER 또는 SRTM과 같은 범용 DEM 등 지형자료만을 기반으로 한 선형이진분류법(Liner binary classifiers)과 ROC분석(Receiver Operation Characteristics)을 이용하여 미계측 유역 (DB부재 또는 부족으로 강우-유출-범람해석 모델링이 불가능한 북한지역)의 홍수위험지역을 탐지하고, 적용성을 평가하고자 한다. 5개의 단일 지형학적 지수와 6개의 복합 지형학적 지수를 이용하여 Area Under the Curve (AUC)를 계산하고, Sensitivity (민감도)와 Specificity (특이도)가 가장 높은 지수를 선별하여 홍수위험지도를 작성하고, 실제 홍수범람 영상(2007년 북한 함경남도지역 용흥강 홍수)과 비교 분석하였다. 본 연구에서 제시하는 선형이진분류법과 ROC분석 방법은 홍수범람해석을 위한 다양한 기초정보를 필요로 하지 않고, 지형정보만을 사용하기 때문에 관측 데이터가 없거나 부족한 지역에 대해서 우선적으로 홍수위험지역을 탐지하고, 선별하는데 유용할 것으로 판단된다.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.149-149
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• 2017

최근 지구온난화에 따른 기후변화로 인하여 전 세계적으로 가뭄, 홍수 등의 극한 기후사상이 발생하고 있다. 그 중 가뭄의 발생은 다른 수문학적 재해와는 다르게 장기간에 걸쳐서 발생하고 그 피해 범위가 광범위하게 나타난다. 또한, 기후변화를 고려한 다양한 기후예측모델의 예측 결과는 가뭄 재해가 앞으로 더 심각해질 수 있다는 전망을 하고 있다는 점에서 그 심각성이 더욱 대두되고 있다. 이러한 가뭄을 효과적으로 감시하고 평가할 수 있는 방안이 필요로 하게 되며, 기존의 가뭄지수(drought index)의 단점을 보완할 수 있는 수단으로 높은 활용성을 갖고 있는 위성영상자료를 활용한 효과적인 가뭄모니터링 기술의 개발이 요구되고 있다. 본 연구에서는 가뭄을 시 공간적으로 모니터링하기 위해서 위성자료를 활용하였으며, Terra/Aqua 위성의 MODIS 영상자료 와 TRMM 및 GPM 위성의 강우자료를 활용하여 가뭄을 감시할 수 있는 가뭄지수 인 VHI(Vegetation Health Index), DSI(Drought Severity Index), Water Balance Method를 산정하였다. 산정된 지수의 정확도를 정량적으로 평가하기 위하여 가뭄 피해조사 결과에 의한 2001년 및 2014-2015년 농업적/수문학적 가뭄피해지역과 위성기반 가뭄지수에 의한 가뭄모니터링 결과 간의 ROC 분석을 통해 위성자료 기반 가뭄감시의 적용 가능성을 평가하였다. 본 연구의 결과를 통하여 위성영상 자료를 통하여 산정되는 가뭄지수의 기상학적/농업적/수문학적 가뭄감시 기능 및 적용성이 정량적으로 평가될 수 있을 것으로 판단된다.

• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1367-1375
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• 2015

Consider the linear growth models for longitudinal data analysis. Several kind of linear growth models are selected such as time-effect and random-effect models as well as a dummy variable included model. In this work, simulation data are generated with normality assumption, and both binormal ROC curve and AUC are obtained and compared for various linear growth models. It is found that ROC curves have different shapes and AUC increase slowly, as values of the covariance increase and the time passes for random-effect models. On the other hand, AUC increases very fast as values of covariance decrease. When the covariance has positive value, we explored that the variances of random-effect models increase and the increment of AUC is smaller than that of AUC for time-effect models. And the increment of AUC for time-effect models is larger than the increment for random-effect models.

• Journal of Wetlands Research
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• v.21 no.spc
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• pp.80-89
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• 2019

The purpose of this study is to analyze the relationship between SPI (Standardized Precipitation Index) meteorological drought and RDI (Reservoir Drought Index) agricultural drought for Geum river basin. Drought Indices was calculated by collecting data of precipitation and agricultural reservoir water storage rate from 2014 to 2016. To evaluated the correlation between meteorological and agricultural drought, the Pearson correlation and the Receiver Operation Characteristic (ROC) analysis were conducted to evaluate the correlation between meteorological and agricultural droughts. The SPI-6 and RDI showed the highest relationship with Pearson coefficient 0.606 and ROC hit rates 0.722 respectively, and the spatial occurrence patterns of drought using overlapped SPI-6 and RDI, the big differences between the 2 indices were occurred in the upstream areas of Miho stream and Nonsan stream from August to October 2015. The analysis using reservoirs specifications for areas where reservoir droughts occurred was conducted, and the areas showing severe drought of RDI were the reservoir areas having relatively small value of basin magnifying power (BMP). This means that a reservoir has the reaction capability for agricultural drought mainly depending on the reservoir BMP.

• Journal of the Korean Society of Radiology
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• v.10 no.8
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• pp.645-652
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• 2016

In this study, based on the analysis of texture feature values of statistical properties. And we examined the normal and the applicability of the computer-aided diagnosis of cerebral infarction in the brain computed tomography images. The experiment was analyzed to evaluate the ROC curve recognition rate of disease using six parameters representing the feature values of the texture. As a result, it showed average mean 88%, variance 92%, relative smoothness 94%, uniformity of 88%, a high disease recognition rate of entropy 84%. However, it showed a slightly lower disease recognition rate and 58% for skewness. In the analysis using ROC curve, the area under the curve for each parameter indicates 0.886 (p = 0.0001) or more, resulted in a meaningful recognition of the disease. Further, to determine the cut-off values for each parameter are determined to be the prediction of disease through the computer-aided diagnosis.

• The Journal of the Korea Contents Association
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• v.13 no.12
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• pp.829-839
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• 2013

This study is a descriptive research study with the purpose of predicting and comparing factors of depression affecting residents in a metropolitan city by using logistic regression analysis and decision-making tree analysis. The subjects for the study were 462 residents ($20{\leq}aged{\angle}65$) in a metropolitan city. This study collected data between October 7, 2011 and October 21, 2011 and analyzed them with frequency analysis, percentage, the mean and standard deviation, ${\chi}^2$-test, t-test, logistic regression analysis, roc curve, and a decision-making tree by using SPSS 18.0 program. The common predicting variables of depression in community residents were social dysfunction, perceived physical symptom, and family support. The specialty and sensitivity of logistic regression explained 93.8% and 42.5%. The receiver operating characteristic (roc) curve was used to determine an optimal model. The AUC (area under the curve) was .84. Roc curve was found to be statistically significant (p=<.001). The specialty and sensitivity of decision-making tree analysis were 98.3% and 20.8% respectively. As for the whole classification accuracy, the logistic regression explained 82.0% and the decision making tree analysis explained 80.5%. From the results of this study, it is believed that the sensitivity, the classification accuracy, and the logistics regression analysis as shown in a higher degree may be useful materials to establish a depression prediction model for the community residents.