• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.241-253
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• 2015

In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.1-24
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• 1996

In selecting a final tree, Breiman, Friedman, Olshen, and Stone(1984) compare the prediction risks of a pair of tree, where one contains the other, using the standard error of the prediction risk of the larger one. This paper proposes an approach to selection of a final tree by using the standard error of the difference of the prediction risks between a pair of trees rather than the standard error of the larger one. This approach is compared with CART's for simulated data from a simple regression model. Asymptotic results of the approaches are also derived and compared to each other. Both the asymptotic and the simulation results indicate that final trees by CART tend to be smaller than desired.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.797-803
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• 2001

This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

• 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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• 제7권3호
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• pp.937-943
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• 2000

Data mining usually deal with undesigned massive data containing many variables for which their characteristics and association rules are unknown, therefore it is actually not easy to interpret the results of analysis. In this paper, it is shown that decision tree can be very useful in interpreting data mining prediction model using two real examples.

• 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.

• 대한기계학회논문집
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• 제14권6호
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• pp.1583-1591
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• 1990

본 연구에서는 결함체의 정도 높은 수명 예측을 하기 위한 기초연구의 일환으 로서 다수의 피로 실험을 통한 다수의 실험 데이터로부터 확률 통계학적 방법을 적용 해서 피로 균열의 발생, 진전 및 파단 특성의 정략적인 파악을 수행하여, 수명예측 및 신뢰성 평가를 위한 시스템에 도입함으로써 실제 구조물의 수명예측에 적용하고자 한 다. 피로 균열의 발생 및 파단수명의 통계적 분포특성과 수명예측에 관해서는 제2보 등에서 보고할 예정이다.

• 대기
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• 제28권2호
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• pp.153-162
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• 2018

The statistical prediction model for wintertime surface air temperature, that is based on snow cover extent and Arctic sea ice concentration, is updated by considering $El-Ni{\tilde{n}}o$ Southern Oscillation (ENSO) and Quasi-Biennial Oscillation (QBO). These additional factors, representing leading modes of interannual variability in the troposphere and stratosphere, enhance the seasonal prediction over the Northern Hemispheric surface air temperature, even though their impacts are dependent on the predicted month and region. In particular, the prediction of Korean surface air temperature in midwinter is substantially improved. In December, ENSO improved about 10% of prediction skill compared without it. In January, ENSO and QBO jointly helped to enhance prediction skill up to 36%. These results suggest that wintertime surface air temperature in Korea can be better predicted by considering not only high-latitude surface conditions (i.e., Eurasian snow cover extent and Arctic sea ice concentration) but also equatorial sea surface temperature and stratospheric circulation.

• Asia-Pacific Journal of Atmospheric Sciences
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• 제54권4호
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• pp.563-573
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• 2018

An Expert Seasonal Prediction System for operational Seasonal Outlook (ESPreSSO) is developed based on the APEC Climate Center (APCC) Multi-Model Ensemble (MME) dynamical prediction and expert-guided statistical downscaling techniques. Dynamical models have improved to provide meaningful seasonal prediction, and their prediction skills are further improved by various ensemble and downscaling techniques. However, experienced scientists and forecasters make subjective correction for the operational seasonal outlook due to limited prediction skills and biases of dynamical models. Here, a hybrid seasonal prediction system that grafts experts' knowledge and understanding onto dynamical MME prediction is developed to guide operational seasonal outlook in Korea. The basis dynamical prediction is based on the APCC MME, which are statistically mapped onto the station-based observations by experienced experts. Their subjective selection undergoes objective screening and quality control to generate final seasonal outlook products after physical ensemble averaging. The prediction system is constructed based on 23-year training period of 1983-2005, and its performance and stability are assessed for the independent 11-year prediction period of 2006-2016. The results show that the ESPreSSO has reliable and stable prediction skill suitable for operational use.

• Asia pacific journal of information systems
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• 제15권2호
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• pp.51-63
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• 2005

There has been substantial research into the bankruptcy prediction. Many researchers used the statistical method in the problem until the early 1980s. Since the late 1980s, Artificial Intelligence(AI) has been employed in bankruptcy prediction. And many studies have shown that artificial neural network(ANN) achieved better performance than traditional statistical methods. However, despite ANN's superior performance, it has some problems such as overfitting and poor explanatory power. To overcome these limitations, this paper suggests a relatively new machine learning technique, support vector machine(SVM), to bankruptcy prediction. SVM is simple enough to be analyzed mathematically, and leads to high performances in practical applications. The objective of this paper is to examine the feasibility of SVM in bankruptcy prediction by comparing it with ANN, logistic regression, and multivariate discriminant analysis. The experimental results show that SVM provides a promising alternative to bankruptcy prediction.