• Title/Summary/Keyword: Statistic Approach

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Deciding a sampling length for estimating the parameters in Geometric Brownian Motion

  • Song, Jun-Mo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.549-553
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    • 2011
  • In this paper, we deal with the problem of deciding the length of data for estimating the parameters in geometric Brownian motion. As an approach to this problem, we consider the change point test and introduce simple test statistic based on the cumulative sum of squares test (cusum test). A real data analysis is performed for illustration.

Order identification of transfer function-noise model

  • Park, Seongju;Bae, Hankyung;Huh, Kyungmoo
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.164-169
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    • 1992
  • Classical methods for estimating transfer function models have not always been successful. A statistic approach to the identification of transfer function models which is corrupted by disturbances or noise is presented. The estimated impulse response is obtained from the autocorrelation function and cross correlation function between the measured input and output. Several data analysis tools such as R- , S- and GPAC array for the estimated impulse response give us pretty clear information on the order of transfer function models.

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Bayesian Prediction Inference for Censored Pareto Model

  • Ko, Jeong-Hwan;Kim, Young-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.147-154
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    • 1999
  • Using a noninformative prior and an inverted gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p - th order statistic of n' future observations from the censord Pareto model have been obtained. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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Extension of XML Data Statistics for efficient XML transformation based RDBMS (효율적인 RDBMS 기반 XML Transformation을 위한 XML Data Statistics의 확장)

  • 이유진;차재혁;오성교;이성연
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.04b
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    • pp.214-216
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    • 2004
  • XML 문서에 대한 데이터의 통계 정보는 XML 어플리케이션에 유용하다. 특히 XML 어플리케이션에 대해 RDBMS 테이블 형U로 유도하는 방법 중 cost-based approach를 적용할 때 다양한 Schema 변환 중 어플리케이션에 가장 적합한 것을 선택하는 데 사용한다. 본 논문에서는 정차한 통계 정보를 모으기 위해 Shared type과 변환 과정에 생기는 잠재적인 Shared type에 대해 해결한 X2R System을 개발하였고. 효율적으로 통계를 유지하도록 하였다.

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Fuzzy Based Approach for the Safety Assessment of Human Body under ELF EM field Considering Power System States

  • Kim, Sang C.;Kim, Doo H.
    • Proceedings of the Korean Institute of Industrial Safety Conference
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    • 1997.11a
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    • pp.117-122
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    • 1997
  • This paper presents a study on the fuzzy based approach for the safety assessment of human body under ELF electric and magnetic(EM) field considering power system states. The analysis of ELF EM field based on quasi-static method is introduced. UP to the present, the analysis of ELF EM field has been conducted with the consideration of one transmission line, or a power line model only In this paper, however, the power system is included to model the expected and/or unexpected uncertainty caused by the load fluctuation and parameter changes and the states are classified into two types, normal state resulting from normal operation and emergency state from outages. In order to analyze the uncertainty in the normal state, the Monte Carlo Simulation, a statistic approach was introduced and line current and bus voltage distribution are calculated by a contingency analysis method, in the emergency state. To access the safety of human body, the approach based on fuzzy linguistic variable is adopted to overcome the shortcomings of the assessment by a crisp set concept. In order to validate the usefulness of the approach suggested herein, the case study using a sample system with 765(kV) was done. The results are presented and discussed.

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A Statistical Approach to Paired versus Group Comparisons (쌍체비교와 독립비교에 대한 통계적인 고찰)

  • Kim Tae-Min;Kim Sang-Boo
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.231-240
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    • 2006
  • It is well understood that a paired comparison (paired t test) provides better precision than a group comparison (two-sample t test), when the pairing is effective (the variation within a pair is small). However, when the variation among the pairs is sufficiently small, the group comparison is likely to yield a better result. To get a statistical explanation of this, we examine the two methods through an analogy to one-way and two-way analysis of variance. We introduce a new measure, R statistic, which is the ratio of their confidence interval lengths, as a quantitative criterion for comparing the two methods. The distribution of the Rf statistic is described by t and F distribution functions. Through this characterization, we show that the paired comparison can be better than group comparison when the variation among the pairs is statistically significantly large.

Classification Abnormal temperatures based on Meteorological Environment using Random forests (랜덤포레스트를 이용한 기상 환경에 따른 이상기온 분류)

  • Youn Su Kim;Kwang Yoon Song;In Hong Chang
    • Journal of Integrative Natural Science
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    • v.17 no.1
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    • pp.1-12
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    • 2024
  • Many abnormal climate events are occurring around the world. The cause of abnormal climate is related to temperature. Factors that affect temperature include excessive emissions of carbon and greenhouse gases from a global perspective, and air circulation from a local perspective. Due to the air circulation, many abnormal climate phenomena such as abnormally high temperature and abnormally low temperature are occurring in certain areas, which can cause very serious human damage. Therefore, the problem of abnormal temperature should not be approached only as a case of climate change, but should be studied as a new category of climate crisis. In this study, we proposed a model for the classification of abnormal temperature using random forests based on various meteorological data such as longitudinal observations, yellow dust, ultraviolet radiation from 2018 to 2022 for each region in Korea. Here, the meteorological data had an imbalance problem, so the imbalance problem was solved by oversampling. As a result, we found that the variables affecting abnormal temperature are different in different regions. In particular, the central and southern regions are influenced by high pressure (Mainland China, Siberian high pressure, and North Pacific high pressure) due to their regional characteristics, so pressure-related variables had a significant impact on the classification of abnormal temperature. This suggests that a regional approach can be taken to predict abnormal temperatures from the surrounding meteorological environment. In addition, in the event of an abnormal temperature, it seems that it is possible to take preventive measures in advance according to regional characteristics.

Analysis of Disaster Occurrences in Mongolia Based on Climatic Variables (기후변수를 기반으로 한 몽골 재해발생 분석)

  • Da Hye Lee;Onon-Ujin Otgonbayar;In Hong Chang
    • Journal of Integrative Natural Science
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    • v.17 no.3
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    • pp.93-103
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    • 2024
  • Mongolia's diverse geographical landscape and harsh climate make it particularly susceptible to various natural disasters, including forest fires, heavy rains, dust storms, and heavy snow. This study aims to explore the relationships between key climatic variables and the frequency of these disasters. We collected monthly data from January 2022 to April 2024, encompassing average temperature, temperature variability (absolute temperature difference), average humidity, and precipitation across the capitals of Mongolia's 21 provinces and the capital city Ulaanbaatar. The data were analyzed using multiple statistical models: Linear Regression, Poisson Regression, and Negative Binomial Regression. Descriptive statistics provided initial insights into the variability and distribution of the climatic variables and disaster occurrences. The models aimed to identify significant predictors and quantify their impact on disaster frequencies. Our approach involved standardizing the predictor variables to ensure comparability and interpretability of the regression coefficients. Our findings indicate that climatic variables significantly affect the frequency of natural disasters. The Negative Binomial Regression model was particularly suitable for our data, which exhibited overdispersion common characteristic in count data such as disaster occurrences. Understanding these relationships is crucial for developing targeted disaster management strategies and policies to mitigate the adverse effects of climate change on Mongolian communities. This research provides valuable insights into how climatic changes impact disaster occurrences, offering a foundation for informed decision-making and policy development to enhance community resilience.

Dynamic analysis of financial market contagion (금융시장 전염 동적 검정)

  • Lee, Hee Soo;Kim, Tae Yoon
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.75-83
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    • 2016
  • We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

A Syudy on the Biomedical Information Processing for Biomedicine and Healthcare (의료보건을 위한 의료정보처리에 관한 연구)

  • Jeong, Hyun-Cheol;Park, Byung-Jun;Bae, Sang-Hyun
    • Journal of Integrative Natural Science
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    • v.2 no.4
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    • pp.243-251
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    • 2009
  • This paper surveys some researches to accomplish on bioinformatics. These researches wish to propose a database architecture combining a general view of bioinformatics data as a graph of data objects and data relationships, with the efficiency and robustness of data management and query provided by indexing and generic programming techniques. Here, these invert the role of the index, and make it a first-class citizen in the query language. It is possible to do this in a structured way, allowing users to mention indexes explicitly without yielding to a procedural query model, by converting functional relations into explicit functions. In the limit, the database becomes a graph, in which the edges are these indexes. Function composition can be specified either explicitly or implicitly as path queries. The net effect of the inversion is to convert the database into a hyperdatabase: a database of databases, connected by indexes or functions. The inversion approach was motivated by their work in biological databases, for which hyperdatabases are a good model. The need for a good model has slowed progress in bioinformatics.

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