• 응용통계연구
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• 제24권5호
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• pp.821-831
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• 2011

다변량-GARCH 분야에서 비대칭모형에 대한 연구는 상대적으로 미진하다 (McAleer 등, 2009). 본 논문에서는 다변량-GARCH 시계열에서 비대칭 모형과 상수 조건부 상관모형(CCC)을 도입하여 모델링하는 방법론에 대해 연구하고 있다. 다변량 비대칭 변동성 모형 적합 방법을 실용적으로 소개하고 있으며 이를 이용하여 국내 다변량 시계열 분석을 상세히 예시하였다.

• 대한조선학회논문집
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• 제31권1호
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• pp.133-141
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• 1994

본 논문은 통계적에너지 해석법(SEA)을 이용하여 선박소음해석 프로그램을 개발하는 과정중에 얻어진 연구결과를 소개하였다. 주요 내용은 SEA를 이용한 실선 소음해석 프로그램 NASS의 해석 모듈 개발과 검증, 그리고 선체구조 및 격실에 대한 모델링 기법이 제시되었다. 또한 NASS를 이용하여 실선에 대한 공기음 및 고체음 예측을 수행하였으며 이를 실선 계측값과 비교검토하였다. 비교 결과로부터 모델링 기법 및 방사효율 산정의 문제점을 발견할 수 있었으나, 상부갑판에서는 오차가 5 dB 이내였으며 특히 종래의 경험적인 방법으로서는 불가능했던 밴드별 경향의 일치등 긍정적 결과를 얻을 수 있었다.

• 한국공간정보시스템학회:학술대회논문집
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• 한국공간정보시스템학회 2007년도 GIS 공동춘계학술대회 논문집
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• pp.246-251
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• 2007

The purpose of this study is to develop a grid based model for calculating the critical nonpoint source (NPS) pollution load (BOD, TN, TP) in Nak-dong area in South Korea. In the last two decades, NPS pollution has become a topic for research that resulted in the development of numerous modeling techniques. Watershed researchers need to be able to emphasis on the characterization of water quality, including NPS pollution loads estimates. Geographic Information System (GIS) has been designed for the assessment of NPS pollution in a watershed. It uses different data such as DEM, precipitation, stream network, discharge, and land use data sets and utilizes a grid representation of a watershed for the approximation of average annual pollution loads and concentrations. The difficulty in traditional NPS modeling is the problem of identifying sources and quantifying the loads. This research is intended to investigate the correlation of NPS pollution concentrations with land uses in a watershed by calculating Expected Mean Concentrations (EMC). This work was accomplished using a grid based modelling technique that encompasses three stages. The first step includes estimating runoff grid by means of the precipitation grid and runoff coefficient. The second step is deriving the gird based model for calculating NPS pollution loads. The last step is validating the gird based model with traditional pollution loads calculation by applying statistical t-test method. The results on real data, illustrate the merits of the grid based modelling approach. Therefore, this model investigates a method of estimating and simulating point loads along with the spatially distributed NPS pollution loads. The pollutant concentration from local runoff is supposed to be directly related to land use in the region and is not considered to vary from event to event or within areas of similar land uses. By consideration of this point, it is anticipated that a single mean estimated pollutant concentration is assigned to all land uses rather than taking into account unique concentrations for different soil types, crops, and so on.

• 한국대기환경학회지
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• 제23권4호
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• pp.449-456
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• 2007

Dispersion coefficient preprocessing schemes have been examined to improve plume dispersion model performance in complex coastal areas. The performances of various schemes for constructing the sigma correction order were evaluated through estimations of statistical measures, such as bias, gross error, R, FB, NMSE, within FAC2, MG, VG, IOA, UAPC and MRE. This was undertaken for the results of dispersion modeling, which applied each scheme. Environmental factors such as sampling time, surface roughness, plume rising, plume height and terrain rolling were considered in this study. Gaussian plume dispersion model was used to calculate 1 hr $SO_2$ concentration 4 km downwind from a power plant in Boryeung coastal area. Here, measured data for January to December of 2002 were obtained so that modelling results could be compared. To compare the performances between various schemes, integrated scores of statistical measures were obtained by giving weights for each measure and then summing each score. This was done because each statistical measure has its own function and criteria; as a result, no measure can be taken as a sole index indicative of the performance level for each modeling scheme. The best preprocessing scheme was discerned using the step-wise method. The most significant factor influencing the magnitude of real dispersion coefficients appeared to be sampling time. A second significant factor appeared to be surface roughness, with the rolling terrain being the least significant for elevated sources in a gently rolling terrain. The best sequence of correcting the sigma from P-G scheme was found to be the combination of (1) sampling time, (2) surface roughness, (3) plume rising, (4) plume height, and (5) terrain rolling.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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• pp.1044-1051
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• 2002

This paper proposes a two-phase mathematical programming approach by considering classification gap to solve the proposed credit scoring problem so as to complement any theoretical shortcomings. Specifically, by using the linear programming (LP) approach, phase 1 is to make the associated decisions such as issuing grant of credit or denial of credit to applicants. or to seek any additional information before making the final decision. Phase 2 is to find a cut-off value, which minimizes any misclassification penalty (cost) to be incurred due to granting credit to 'bad' loan applicant or denying credit to 'good' loan applicant by using the mixed-integer programming (MIP) approach. This approach is expected to and appropriate classification scores and a cut-off value with respect to deviation and misclassification cost, respectively. Statistical discriminant analysis methods have been commonly considered to deal with classification problems for credit scoring. In recent years, much theoretical research has focused on the application of mathematical programming techniques to the discriminant problems. It has been reported that mathematical programming techniques could outperform statistical discriminant techniques in some applications, while mathematical programming techniques may suffer from some theoretical shortcomings. The performance of the proposed two-phase approach is evaluated in this paper with line data and loan applicants data, by comparing with three other approaches including Fisher's linear discriminant function, logistic regression and some other existing mathematical programming approaches, which are considered as the performance benchmarks. The evaluation results show that the proposed two-phase mathematical programming approach outperforms the aforementioned statistical approaches. In some cases, two-phase mathematical programming approach marginally outperforms both the statistical approaches and the other existing mathematical programming approaches.

• Journal of Information Processing Systems
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• 제13권4호
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• pp.778-804
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• 2017

Software today has become an inseparable part of our life. In order to achieve the ever demanding needs of customers, it has to rapidly evolve and include a number of changes. In this paper, our aim is to study the relationship of object oriented metrics with change proneness attribute of a class. Prediction models based on this study can help us in identifying change prone classes of a software. We can then focus our efforts on these change prone classes during testing to yield a better quality software. Previously, researchers have used statistical methods for predicting change prone classes. But machine learning methods are rarely used for identification of change prone classes. In our study, we evaluate and compare the performances of ten machine learning methods with the statistical method. This evaluation is based on two open source software systems developed in Java language. We also validated the developed prediction models using other software data set in the same domain (3D modelling). The performance of the predicted models was evaluated using receiver operating characteristic analysis. The results indicate that the machine learning methods are at par with the statistical method for prediction of change prone classes. Another analysis showed that the models constructed for a software can also be used to predict change prone nature of classes of another software in the same domain. This study would help developers in performing effective regression testing at low cost and effort. It will also help the developers to design an effective model that results in less change prone classes, hence better maintenance.

• 환경영향평가
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• 제15권3호
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• pp.179-191
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• 2006

The authors argue that the current Government Information System for asthmatics appears to be non-user friendly due to lack of the cartographic representation for the text based statistical data. Acknowledging these constraints, an operational, user-friendly map for asthmatic prevalence has been generated by combining existing statistical data with the administrative Dong boundary map under GIS environment. The Geographical User Interface, in particular, were ideally suited to deriving the major distribution patterns that more asthmatic prevalence tends to be occurred on conventional commercial district and industrial complex. A visual map using spatial modelling technology were generated to show the fact that some degree of increasing or decreasing trends of asthmatic prevalence already exists in the experimental sites. It could be used as an evidence to restrict initiation of development activities causing negative influence to asthma such as road construction. The result of this study would play a crucial role in improving the quality of environmental health information service if it is operationally introduced into the Government since the highly user-friendly interface provides a completely new means for disseminating information for asthmatics in a visual and interactive manner to the general public.

• Wind and Structures
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• 제19권6호
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• pp.623-647
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• 2014

In this paper, a probability distribution which is consistent with the observed phenomenon at the roof corner and, also on other portions of the roof, of a low-rise building is proposed. The model is consistent with the choice of probability density function suggested by the statistical thermodynamics of open systems and turbulence modelling in fluid mechanics. After presenting the justification based on physical phenomenon and based on statistical arguments, the fit of alpha-stable distribution for prediction of extreme negative wind pressure coefficients is explored. The predictions are compared with those actually observed during wind tunnel experiments (using wind tunnel experimental data obtained from the aerodynamic database of Tokyo Polytechnic University), and those predicted by using Gumbel minimum and Hermite polynomial model. The predictions are also compared with those estimated using a recently proposed non-parametric model in regions where stability criterion (in skewness-kurtosis space) is satisfied. From the comparisons, it is noted that the proposed model can be used to estimate the extreme peak negative wind pressure coefficients. The model has an advantage that it is consistent with the physical processes proposed in the literature for explaining large fluctuations at the roof corners.

• 응용통계연구
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• 제22권6호
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• pp.1265-1275
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• 2009

본 논문에서는 반복인자가 여러 개인 반복측정자료에 대하여 반복인자간의 상관성을 고려한 복합공분산(composite covariance) 모형을 살펴보았다. 그러나 반복인자가 3개 이상인 경우에는 기존의 통계프로그램을 이용하여 적합하는 것이 불가능하다. 복합공분산 모형을 실제 자료에 적합하기위해 반복인자의 차원을 축소한 모형과 랜덤효과 모형을 이용하여 근사적으로 적합하는 방법을 제시하고 883명으로부터 수집한 반복인자가 3개인 혈압자료에 적용하였다.

• Spatial Information Research
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• 제10권2호
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• pp.233-246
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• 2002

본 연구에서는 GIS의 공간통계분석을 활용하여 지가 연구에 일반적으로 활용되고있는 특성가격모형에서 입지적 특성이 갖는 영향력을 계량적으로 설명하기 위한 분석방법을 제시하였다. 여기에는 GIS 공간분석방법 가운데 중첩과 내삽 기능을 이용한 공간자료의 처리 과정이 포함되었다. 사례연구를 위해 동대문구 회기동의 1421개 개별지가에서 54개 표준지들을 추출하여 표준지의 중심좌표를 구하고, 이 벡터 자료점들과 공간적 관련성에 기초하여 조사되지 않은 지점의 지가 예측값을 확률적으로 평가할 수 있는 크리깅 분석방법을 적용하였다. 특히 이러한 분석 과정에서 변동도를 통해 분석한 공간적 자기상관관계는 공간 의존성의 형성과정을 추정할 때 장점이 있음을 밝혔다.