• Transactions on Electrical and Electronic Materials
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• 제7권6호
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• pp.297-300
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• 2006

The response surface modeling of the pretilt angle control using ion-beam (IB) alignment on nitrogen doped diamond-like carbon (NDLC) thin film layer is investigated. This modeling is used to analyze the variation of the pretilt angle under various process conditions. IB exposure angle and IB exposure time are considered as input factors. The analysis of variance technique is settled to analyze the statistical significance, and effect plots are also investigated to examine the relationships between the process parameters and the response. The model can allow us to reliably predict the pretilt angle with respect to the varying process conditions.

• 응용통계연구
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• 제25권6호
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• pp.947-958
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• 2012

When modeling event times in biomedical studies, the outcome might be incompletely observed. In this paper, we assume that the outcome is recorded as current status failure time data. Despite well-developed literature the routine practical use of many current status data modeling methods remains infrequent due to the lack of specialized statistical software, the difficulty to assess model goodness-of-fit, as well as the possible loss of information caused by covariate grouping or discretization. We propose a model based on pseudo-observations that is convenient to implement and that allows for flexibility in the choice of the outcome. Parameter estimates are obtained based on generalized estimating equations. Examples from studies in bile duct hyperplasia and breast cancer in conjunction with simulated data illustrate the practical advantages of this model.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.605-618
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• 2018

Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.239-250
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• 2022

In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.543-559
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• 2017

Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

• International Journal of Computer Science & Network Security
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• 제23권9호
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• pp.157-161
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• 2023

Reliability is one of the computable quality features of the software. To assess the reliability the software reliability growth models(SRGMS) are used at different test times based on statistical learning models. In all situations, Tradational time-based SRGMS may not be enough, and such models cannot recognize errors in small and medium sized applications.Numerous traditional reliability measures are used to test software errors during application development and testing. In the software testing and maintenance phase, however, new errors are taken into consideration in real time in order to decide the reliability estimate. In this article, we suggest using the Weibull model as a computational approach to eradicate the problem of software reliability modeling. In the suggested model, a new distribution model is suggested to improve the reliability estimation method. We compute the model developed and stabilize its efficiency with other popular software reliability growth models from the research publication. Our assessment results show that the proposed Model is worthier to S-shaped Yamada, Generalized Poisson, NHPP.

• 환경영향평가
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• 제29권4호
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• pp.272-285
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• 2020

본 연구에서는 3차원 기상 및 대기질 모델의 입출력 자료를 평가하는 데 필요한 통계 검증지표를 선별하고, 선정된 검증지표의 기준치를 조사하여 그 결과를 요약하였다. 여러 국내외 문헌과 최근 논문 검토를 통해 최종 선정된 통계 검증지표는 MB (Mean Bias), ME (Mean Error), MNB (Mean Normalized Bias Error), MNE (Mean Absolute Gross Error), RMSE (Root Mean Square Error), IOA (Index of Agreement), R (Correlation Coefficient), FE (Fractional Error), FB (Fractional Bias)로 총 9가지이며, 국내외 문헌을 통해 그 기준치를 확인하였다. 그 결과, 기상모델의 경우 대부분 MB와 ME가 주요 지표로 사용되어 왔고, 대기질 모델 결과는 NMB와 NME 지표가 주로 사용되었으며, 그 기준치의 차이를 분석하였다. 아울러 이들 통계 검증지표값을 이용하여 모델 예측 결과를 효과적으로 비교하기 위한 표출 도식으로 축구 도식, 테일러 도식, Q-Q (Quantile-Quantile) 도식의 장단점을 분석하였다. 나아가 본 연구 결과를 기반으로 우리나라의 산악지역의 특수성 등이 잘 고려된 통계 검증지표의 기준치 설정 등의 추가연구가 효과적으로 진행될 수 있기를 기대한다.

• 한국펄프종이공학회:학술대회논문집
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• 한국펄프종이공학회 2006년도 PAN PACIFIC CONFERENCE vol.2
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• pp.365-372
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• 2006

In this paper, the possibility of statistical modeling from the pulp and peroxide bleaching condition variables to predict optical properties of a bleached chemimechanical pulp used in a newsprint paper machine at Mazandaran Wood and Paper Industries Company (MWPI) was studied. Due to the variations in the opacity and the brightness of the bleached pulp at MWPI and to tackle this problem, it was decided to study the possibility of modeling the bleaching process. To achieve this purpose, Multi-variate Regression Analysis was used for model building and it was found that there is a relationship between independent variables and pulp brightness as well as pulp opacity, consequently, two models were constructed. Then, model validation was carried out using new data set in the bleaching plant at MWPI to test model predictive ability and its performance.

• Korean Journal of Radiology
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• 제22권10호
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• pp.1697-1707
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• 2021

The recent introduction of various high-dimensional modeling methods, such as radiomics and deep learning, has created a much greater diversity in modeling approaches for survival prediction (or, more generally, time-to-event prediction). The newness of the recent modeling approaches and unfamiliarity with the model outputs may confuse some researchers and practitioners about the evaluation of the performance of such models. Methodological literacy to critically appraise the performance evaluation of the models and, ideally, the ability to conduct such an evaluation would be needed for those who want to develop models or apply them in practice. This article intends to provide intuitive, conceptual, and practical explanations of the statistical methods for evaluating the performance of survival prediction models with minimal usage of mathematical descriptions. It covers from conventional to deep learning methods, and emphasis has been placed on recent modeling approaches. This review article includes straightforward explanations of C indices (Harrell's C index, etc.), time-dependent receiver operating characteristic curve analysis, calibration plot, other methods for evaluating the calibration performance, and Brier score.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.249-273
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• 1996

This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.