• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.131-146
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• 1997

In this paper the problem of measuring the stochastic dependence among sets fo random variates is considered, and attention is specifically directed to forming a single well-defined measure of the dependence among sets of normal variates. A new information theoretic measure of the dependence called dependence index (DI) is introduced and its several properties are studied. The development of DI is based on the generalization and normalization of the mutual information introduced by Kullback(1968). For data analysis, minimum cross entropy estimator of DI is suggested, and its asymptotic distribution is obtained for testing the existence of the dependence. Monte Carlo simulations demonstrate the performance of the estimator, and show that is is useful not only for evaluation of the dependence, but also for independent model testing.

• 산업공학
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• 제15권4호
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• pp.409-425
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• 2002

This case study provides a market analysis methodology for overseas markets by applying statistical tools and the Six Sigma approach. The study suggests a procedure with seven steps to improve brands position in the market. These steps consist of interviewing consumers and floor salesmen of stores, surveying, analysis of correlation between brand position and customers satisfaction, analysis of relationship with companies and customer satisfaction factors, analysis of the customer satisfaction gap between companies, evaluating the importance of customer satisfaction factors, and suggestion for enhancement of brand position. The Six Sigma approach such as "Define", "Measure" and "Analyze" is used in this procedure, which is part of Six Sigma procedure, D-M-A-I-C (Define, Measure, Analyze, Improve, Control). Minitab and SAS are used for the statistical analysis.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.755-764
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• 2006

Most graphical methods for categorical data can describe the structure of data and represent a measure of association among categorical variables. Among them the polyhedron plot represents sequential relationships among hierarchical log-linear models for a multidimensional contingency table. This kind of plot could be explored to describe the differences among sequential models. In this paper we suggest graphical methods, containing all the information, that reflect the relationship among all log-linear models in a certain hierarchical structure. We use the ideas of a correlation diagram.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.191-197
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• 2005

Application of data mining techniques to the world wide web, referred to as web mining, has been the focus of several recent researches. With the explosive growth of information sources available on the world wide web, it has become increasingly necessary to track and analyze their usage patterns. In this study, we introduce a process of pre-processing and cluster analysis on web log data and suggest a distance measure considering the structural relationships between web contents. Also, we illustrate some real examples of cluster analysis for web log data and look into practical application of web usage mining for eCRM.

• Communications for Statistical Applications and Methods
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• 제23권4호
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• pp.343-353
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• 2016

In doubly-censored data, an originating event time and a terminating event time are interval-censored. In certain analyses of such data, a researcher might be interested in the elapsed time between the originating and terminating events as well as regression modeling with risk factors. Therefore, in this study, we introduce a model evaluation method to measure the predictive ability of a model based on negative predictive values. We use a semiparametric estimate of the predictive accuracy to provide a simple and flexible method for model evaluation of doubly-censored survival outcomes. Additionally, we used simulation studies and tested data from a prostate cancer trial to illustrate the practical advantages of our approach. We believe that this method could be widely used to build prediction models or nomograms.

• Genomics & Informatics
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• 제9권1호
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• pp.28-36
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• 2011

Most statistical methods for finding interesting genes are focusing on the summary values with large fold-changes or large variations. Very few methods consider the probe level data. We developed a new measure to detect reliability that incorporates the probe level data. This reliability measure is useful for exploring the microarray data without ignoring the probe level data. It is easy to calculate, and it can be used for all the other statistical methods as a good guideline to find real differentially expressed genes. Instead of filtering out genes before the analysis, we use whole genes in the analysis and make decisions with new reliability measures.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.177-187
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• 2020

This article is concerned with the issue of forecasting and evaluation of threshold-asymmetric volatility models for time series of count data. In particular, threshold integer-valued models with conditional Poisson and conditional negative binomial distributions are highlighted. Based on the parametric bootstrap method, some evaluation measures are discussed in terms of one-step ahead forecasting. A parametric bootstrap procedure is explained from which directional measure, magnitude measure and expected cost of misclassification are discussed to evaluate competing models. The cholera data in Bangladesh from 1988 to 2016 is analyzed as a real application.

• 대한음성학회:학술대회논문집
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• 대한음성학회 2005년도 추계 학술대회 발표논문집
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• pp.17-20
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• 2005

The purpose of this project is to develop a device that can automatically measure pronunciation of English speech produced by Korean learners of English. Pronunciation proficiency will be measured largely in two areas; suprasegmental and segmental areas. In suprasegmental area, intonation and word stress will be traced and compared with those of native speakers by way of statistical methods using tilt parameters. Durations of phones are also examined to measure speakers' naturalness of their pronunciations. In doing so, statistical duration modelling from a large speech database using CART will be considered. For segmental measurement of pronunciation, acoustic probability of a phone, which is a byproduct when doing the forced alignment, will be a basis of scoring pronunciation accuracy of a phone. The final score will be a feedback to the learners to improve their pronunciation.

• 한국신재생에너지학회:학술대회논문집
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• 한국신재생에너지학회 2006년도 춘계학술대회
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• pp.323-324
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• 2006

In the present paper a forecasting system of wind power generation for Walryong Site, Jejudo is presented, which has been developed and evaluated as a first step toward establishing Korea Forecasting Model of Wind Power Generation. The forecasting model, KIER forecaster is constructed based on statistical models and is trained with wind speed data observed at Gosan Weather Station nearby Walryong Si to. Due to short period of measurements at Walryong Site for training statistical model, Gosan wind data were substituted and transplanted to Walryong Site by using Measure-Correlate-Predict technique. Three-hour advanced forecast ins shows good agreement with the measurement at Walryong site with the correlation factor 0.88 and MAE(mean absolute error) 15% under.

• 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.