• Communications for Statistical Applications and Methods
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• 제17권1호
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• pp.99-106
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• 2010

In this paper, we present two methods for obtaining prediction intervals for the times to failure of units censored in multiple stages in a progressively censored sample from proportional hazard rate models. A numerical example and a Monte Carlo simulation study are presented to illustrate the prediction methods.

• Communications for Statistical Applications and Methods
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• 제15권3호
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• pp.343-351
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• 2008

By supervised learning with p predictors, we frequently obtain a prediction function of the form $y\;=\;f(x_1,...,x_p)$. When $p\;{\geq}\;3$, it is not easy to understand the inner structure of f, except for the case the function is formulated as additive. In this study, we propose to use p simple graphs for visual understanding of complex prediction functions produced by several supervised learning engines such as LOESS, neural networks, support vector machines and random forests.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.41-52
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• 2013

The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.

• Communications for Statistical Applications and Methods
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• 제28권1호
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• pp.39-57
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• 2021

Time series prediction is an area of great interest to many people. Algorithms for time series prediction are widely used in many fields such as stock price, temperature, energy and weather forecast; in addtion, classical models as well as recurrent neural networks (RNNs) have been actively developed. After introducing the attention mechanism to neural network models, many new models with improved performance have been developed; in addition, models using attention twice have also recently been proposed, resulting in further performance improvements. In this paper, we consider time series prediction by introducing attention twice to an RNN model. The proposed model is a method that introduces H-attention and T-attention for output value and time step information to select useful information. We conduct experiments on stock price, temperature and energy data and confirm that the proposed model outperforms existing models.

• 한국대기환경학회지
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• 제9권3호
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• pp.207-215
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• 1993

In order to statistically predict $O_3$ levels in Seoul, the study used the TMS (telemeted air monitoring system) data from the Department of Environment, which have monitored at 20 sites in 1989 and 1990. Each data in each site was characterized by 6 major criteria pollutants ($SO_2, TSP, CO, NO_2, THC, and O_3$) and 2 meteorological parameters, such as wind speed and wind direction. To select proper variables and to determine each pollutant's behavior, univariate statistical analyses were extensively studied in the beginning, and then various applied statistical techniques like cluster analysis, regression analysis, and expert system have been intensively examined. For the initial study of high level $O_3$ prediction, the raw data set in each site was separated into 2 group based on 60 ppb $O_3$ level. A hierarchical cluster analysis was applied to classify the group based on 60 ppb $O_3$ into small calsses. Each class in each site has its own pattern. Next, multiple regression for each class was repeatedly applied to determine an $O_3$ prediction submodel and to determine outliers in each class based on a certain level of standardized redisual. Thus, a prediction submodel for each homogeneous class could be obtained. The study was extended to model $O_3$ prediction for both on-time basis and 1-hr after basis. Finally, an expect system was used to build a unified classification rule based on examples of the homogenous classes for all of sites. Thus, a concept of high level $O_3$ prediction model was developed for one of $O_3$ alert systems.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.1-10
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• 1999

When the component proportions in mixture experiments are restricted by lower and upper bounds multicollinearity appears all too frequently. The ridge regression can be used to stabilize the coefficient estimates in the fitted model. I propose a graphical method for evaluating the mixture component effects of ridge regression estimator with respect to the prediction variance and the prediction bias.

• Communications for Statistical Applications and Methods
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• 제30권3호
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• pp.259-272
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• 2023

In this paper, we suggest a new method for the prediction of sharp changes in particulate matter (PM₁₀) using quantile mapping. To predict the current PM₁₀ density in Seoul, we consider PM₁₀ and precipitation in Baengnyeong and Ganghwa monitoring stations observed a few hours before. For the PM₁₀ distribution estimation, we use the extreme value mixture model, which is a combination of conventional probability distributions and the generalized Pareto distribution. Furthermore, we also consider a quantile generalized additive model (QGAM) for the relationship modeling between precipitation and PM₁₀. To prove the validity of our proposed model, we conducted a simulation study and showed that the proposed method gives lower mean absolute differences. Real data analysis shows that the proposed method could give a more accurate prediction when there are sharp changes in PM₁₀ in Seoul.

• 한국IT서비스학회지
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• 제10권2호
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• pp.235-245
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• 2011

Early criticality prediction models that determine whether a design entity is fault-prone or not are becoming more and more important as software development projects are getting larger. Effective predictions can reduce the system development cost and improve software quality by identifying trouble-spots at early phases and proper allocation of effort and resources. Many prediction models have been proposed using statistical and machine learning methods. This paper builds a prediction model using Support Vector Machine(SVM) which is one of the most popular modern classification methods and compares its prediction performance with a well-known prediction model, BackPropagation neural network Model(BPM). SVM is known to generalize well even in high dimensional spaces under small training data conditions. In prediction performance evaluation experiments, dimensionality reduction techniques for data set are not used because the dimension of input data is too small. Experimental results show that the prediction performance of SVM model is slightly better than that of BPM and polynomial kernel function achieves better performance than other SVM kernel functions.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.87-96
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• 2000

Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

• 한국지능시스템학회논문지
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• 제16권4호
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• pp.416-422
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• 2006

소프트웨어 개발 인력 프로파일에 대한 현존하는 모든 통계적 모델들은 소프트웨어 사용과 개발 프로세스의 가정에 기반을 두고 있어 일반적으로 적용 가능한 추정과 예측 모델이 없는 실정이다. 본 논문은 예측필터를 적용하여 소프트웨어 개발 투입 인력 프로파일을 예측하였다. 먼저 소프트웨어 개발 인력분포를 살펴보고, 예측필터를 적용하기 위해 모델의 입력 -출력, 모수를 결정하는 방법을 제시하였다. 이어서 제안된 모델의 유용성은 실제 개발된 소프트웨어 프로젝트로부터 획득된 데이터 분석으로 경험적으로 검증되었다. 평균 상대오차와 Pred(0.25)에 기반하여 제안된 예측필터는 잘 알려진 통계적 추정 모델들과 비교되었다. 검증 결과 예측필터는 단순한 구조를 갖고 있으면서도 소프트웨어 인력분포를 적절히 표현하는 결과를 보였다.