• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.531-541
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• 1997

The asymptotic distribution of residual autocorrelation functions from a generalized p-order random coefficient autoregressive process (GRCA(p)) is derived. To this end, we first describe the GRCA(p) models and then consider the normalised residuals after fitting the model. This result can be applied to the residual analysis for the diagonostic purpose.

• 대한교통학회지
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• 제20권5호
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• pp.67-79
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• 2002

교통량, 교통밀도, 교통류 속도 등, 교통류 변수에 대한 현재까지의 불확실한 정의와 연속적 파동방정식의 거시적 교통류 해석상의 문제점을 지적하고 이를 개선하기 위해 교통류 변수들에 대한 새로운 확률적 정의를 제시하고 이들의 성격을 규명하였다. 이러한 새로운 교통류 변수들에 대한 새로운 정의를 바탕으로 미시적 운전자 행동을 세밀하게 수용할 수 있고 많은 교통환경에서 연속적 파동 방정식을 대체하여 교통류 변수들과 통행시간을 예측할 수 있는 미분방정식 체계를 확률 미분방적식을 이용하여 도출하였다. 도출된 미분 방정식을 단일 차량의 시공 괘적에 적용해 보았다.

• 응용통계연구
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• 제32권1호
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• pp.99-109
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• 2019

비선형 시계열인 확률계수 자기회귀(random coefficient autoregressive; RCA) 모형에 대하여 여러 가지 방법을 이용한 추정량의 신뢰구간 비교하였다. RCA 모형에 대하여 자료의 분포를 가정하지 않아도 되는 Quasi 스코어 추정량과 Huber, Tukey, Andrew, Hempal 4가지 유계함수를 이용한 M-Quasi 스코어 추정량을 제시하였다. 이러한 추정량에 대하여 표준 붓스트랩 방법, 백분위수 붓스트랩 방법, 스튜던트화 붓스트랩 방법, 하이브리드 붓스트랩 방법을 이용한 신뢰구간을 구하였다. 모의실험을 통하여 RCA 모형의 오차항의 분포가 정규분포, 오염정규분포, 이중지수분포를 따를 때 Quasi 스코어 추정량과 M-Quasi 스코어 추정량들의 근사적 신뢰구간과 네가지 붓스트랩 방법을 이용한 신뢰구간을 비교하였다.

• Advances in materials Research
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• 제11권1호
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• pp.75-90
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• 2022

In this paper, functionality of soft computing algorithms such as Group method of data handling (GMDH), Random forest (RF), Random tree (RT), Linear regression (LR), M5P, and artificial neural network (ANN) have been looked out to predict the compressive strength of concrete mixed with marble powder. Assessment of result suggests that, the overall performance of ANN based model gives preferable results over the different applied algorithms for the estimate of compressive strength of concrete. The results of coefficient of correlation were maximum in ANN model (0.9139) accompanied through RT with coefficient of correlation (CC) value 0.8241 and minimum root mean square error (RMSE) value of ANN (4.5611) followed by RT with RMSE (5.4246). Similarly, other evaluating parameters like, Willmott's index and Nash-sutcliffe coefficient value of ANN was 0.9458 and 0.7502 followed by RT model (0.8763 and 0.6628). The end result showed that, for both subsets i.e., training and testing subset, ANN has the potential to estimate the compressive strength of concrete. Also, the results of sensitivity suggest that the water-cement ratio has a massive impact in estimating the compressive strength of concrete with marble powder with ANN based model in evaluation with the different parameters for this data set.

• 대한산업공학회지
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• 제34권1호
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• pp.23-31
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• 2008

This paper presents accelerated degradation test plans considering adoption of tightened critical values. Under arandom coefficient degradation rate and log-linear acceleration models, the asymptotic variance of an estimatorfor a lifetime quantile at the use condition as the optimization criterion is derived where the degradation ratefollows a lognormal and Reciprocal Weibull distributions, respectively and then the low stress level andproportions ofunits allocated to each stress level are determined. We also show that the developed test plans canbe applied to the multiplicative model with measurement error.

• 유통과학연구
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• 제17권3호
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• pp.85-95
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• 2019

Purpose - The existing marketing studies using Social Network Analysis have assumed that network structure variables are time-invariant. However, a node's network position can fluctuate considerably over time and the node's network structure can be changed dynamically. Hence, if such a dynamic structural network characteristics are not specified for virtual goods purchase model, estimated parameters can be biased. In this paper, by comparing a time-invariant network structure specification model(base model) and time-varying network specification model(proposed model), the authors intend to prove whether the proposed model is superior to the base model. In addition, the authors also intend to investigate whether coefficients of network structure variables are random over time. Research design, data, and methodology - The data of this study are obtained from a Korean social network provider. The authors construct a monthly panel data by calculating the raw data. To fit the panel data, the authors derive random effects panel tobit model and multi-level mixed effects model. Results - First, the proposed model is better than that of the base model in terms of performance. Second, except for constraint, multi-level mixed effects models with random coefficient of every network structure variable(in-degree, out-degree, in-closeness centrality, out-closeness centrality, clustering coefficient) perform better than not random coefficient specification model. Conclusion - The size and importance of virtual goods market has been dramatically increasing. Notwithstanding such a strategic importance of virtual goods, there is little research on social influential factors which impact the intention of virtual good purchase. Even studies which investigated social influence factors have assumed that social network structure variables are time-invariant. However, the authors show that network structure variables are time-variant and coefficients of network structure variables are random over time. Thus, virtual goods purchase model with dynamic network structure variables performs better than that with static network structure model. Hence, if marketing practitioners intend to use social influences to sell virtual goods in social media, they had better consider time-varying social influences of network members. In addition, this study can be also differentiated from other related researches using survey data in that this study deals with actual field data.

• 한국수자원학회논문집
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• 제33권1호
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• pp.73-85
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• 2000

농촌 소하천의 수리학적 및 수질특성을 반영한 모형을 개발하였다. 모형구조 설계시 제어체적 기법을 활용하여 하천 형상, 수질 및 유량의 변화가 심한 농촌 유역의 소하천에 대한 수질의 모의하였다. 개발한 모형에 난수발생기법을 도입하여 최적 반응계수와 모형구조를 추정하였다. 또한 모형 보정기준의 일반화를 위해 동의지표와 효율계수를 도입하여 매개변수추정의 신뢰성 향상을 도모했다. 모형의 적용성을 검증하기 위해 경남 김해시 한림면 용덕천에서 수질을 채취하여 분석하였다. 관측된 자료와 개발된 모형의 비교연구를 통해 대상유역의 소하천에서 일어나는 수질 반응계수들과 그 변동성을 추정하였다.

• International Journal of Advanced Culture Technology
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• 제11권3호
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• pp.310-314
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• 2023

The purpose of this study is to predict the remaining capacity of lithium-ion batteries and evaluate their performance using five artificial intelligence models, including linear regression analysis, decision tree, random forest, neural network, and ensemble model. We is in the study, measured Excel data from the CS2 lithium-ion battery was used, and the prediction accuracy of the model was measured using evaluation indicators such as mean square error, mean absolute error, coefficient of determination, and root mean square error. As a result of this study, the Root Mean Square Error(RMSE) of the linear regression model was 0.045, the decision tree model was 0.038, the random forest model was 0.034, the neural network model was 0.032, and the ensemble model was 0.030. The ensemble model had the best prediction performance, with the neural network model taking second place. The decision tree model and random forest model also performed quite well, and the linear regression model showed poor prediction performance compared to other models. Therefore, through this study, ensemble models and neural network models are most suitable for predicting the remaining capacity of lithium-ion batteries, and decision tree and random forest models also showed good performance. Linear regression models showed relatively poor predictive performance. Therefore, it was concluded that it is appropriate to prioritize ensemble models and neural network models in order to improve the efficiency of battery management and energy systems.

• 한국콘텐츠학회논문지
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• 제10권5호
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• pp.210-219
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• 2010

본 연구에서는 선택모형을 이용하여 소비자패널자료를 분석함에 있어 시간의 흐름에 따라 동적(dynamic)으로 변화하는 소비자내부의 특성 차이를 반영한 특정소비자의 종적인 변화인 소비자동태성을 분석하였다. 선택모형 내에서 소비자동태성은 효용함수에 시변계수(time-varying coefficient)를 도입함으로써 표현될 수 있다. 본 연구에서는 이를 위해 계층적모형(hierarchical model)과 상태공간모형(state-space model)에 기반하여 Random-Walk 계수를 지니는 이산프로빗모형을 개발하였고, 개발된 모형을 패널자료로부터 추정하기 위하여 Gibbs 표본법을 적용하였다. 모형추정결과 효용함수의 시변계수들에 유의한 소비자동태성이 존재함을 확인할 수 있었다. 소비자동태성이 존재할 경우 이에 효과적으로 대응하기 위해서는 동적시장세분화가 필요하다고 할 수 있다.

• 한국시뮬레이션학회논문지
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• 제10권3호
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• pp.31-46
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• 2001

Repeated measurements on units under different conditions are common in biological and biomedical studies. In a number of growth and pharmacokinetic studies, the relationship between the response and the covariates is assumed to be nonlinear in some unknown parameters and the form remains the same for all units. Nonlinear random coefficient models are used to analyze such repeated measurement data. Extended least squares methods are proposed in the literature for estimating the parameters of the model. However, neither objective function has closed form expression in practice. This paper proposes Monte Carlo methods to estimate the objective functions and the corresponding estimators. A simulation study that compare various methods is included.