• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.325-340
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• 1994

Effects of temporal aggregation on estimation for ARMA models are studied by investigating the Hannan & Rissanen (1982)'s procedure. The temporal aggregation of autoregressive process has a representation of an autoregressive moving average. The characteristic polynomials associated with autoregressive part and moving average part tend to have roots close to zero or almost identical. This caused a numerical problem in the Hannan & Rissanen procedure for identifying and estimating the temporally aggregated autoregressive model. A Monte-Carlo simulation is conducted to show the effects of temporal aggregation in predicting one period ahead realization.

• Communications for Statistical Applications and Methods
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• 제23권4호
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• pp.355-362
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• 2016

Ensemble methods often help increase prediction ability in various predictive models by combining multiple weak learners and reducing the variability of the final predictive model. In this work, we demonstrate that ensemble methods also enhance the accuracy of prediction under kernel ridge regression and kernel logistic regression classification. Here we apply bagging and random forests to two kernel-based predictive models; and present the procedure of how bagging and random forests can be embedded in kernel-based predictive models. Our proposals are tested under numerous synthetic and real datasets; subsequently, they are compared with plain kernel-based predictive models and their subsampling approach. Numerical studies demonstrate that ensemble approach outperforms plain kernel-based predictive models.

• 한국해양학회지
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• 제27권1호
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• pp.35-45
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• 1992

본 논문의 목적은 엘니뇨현상의 예측을 위한 확률모델의 개발과 그 응용에 있다. 이를 위해, 먼저 태평양 적도지역의 월평균 해면수온의 편차시계열을 기초로 하여 엘 니뇨 현상의 지속기간, 강도의 결정방법과 이 현상의 출현에 대한 판별방법을 제안하 였다. 다음으로 과거 40년(1951-1990) 자료의 편차시계열에 나타난 엘니뇨의 연변동 성, 주기성, 종속성 등 확률구조 및 통계적 특성을 파악하였고, 이 결과를 엘니뇨현상 의 예측을 위한 시계열 비선형확률모델을 유도하였는데 이용하였다. 마지막으로 유도 된 확률모델의 실제적용을 위한 통계절차를 제안하였다.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.783-791
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• 2008

Estimation procedure of the finite population proportion and distribution function is considered. Based on a logistic regression model, an approximately model- optimal estimator is defined and conditions for the estimator to be design-consistent are given. Simulation study shows that the model-optimal design-consistent estimator defined under a logistic regression model performs well in estimating the finite population distribution function.

• Nuclear Engineering and Technology
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• 제50권1호
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• pp.107-115
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• 2018

To ensure the structural integrity of nuclear power plants, it is essential to predict the lifetime of Alloy 182 weld, which is used for welding in nuclear reactors. The lifetime of Alloy 182 weld is directly related to the crack initiation time. Owing to the large time scatter in most crack initiation tests, a probabilistic model, such as the Weibull distribution, has mainly been adopted for prediction. However, since statistically more advanced methods than current typical methods may be applied, we suggest a statistical procedure for parameter estimation of the crack initiation time of Alloy 182 weld, considering right-censored data and the covariate effect. Furthermore, we suggest a procedure for uncertainty evaluation of the estimators based on the bootstrap method. The suggested statistical procedure can be applied not only to Alloy 182 weld but also to any material degradation data set including right-censored data with covariate effect.

• 한국지진공학회논문집
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• 제20권1호
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• pp.45-54
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• 2016

This study suggests a prediction model of ground motion spectral shape considering characteristics of earthquake records in Korea. Based on the Graizer and Kalkan's prediction procedure, a spectral shape model is defined as a continuous function of period in order to improve the complex problems of the conventional models. The approximate spectral shape function is then developed with parameters such as moment magnitude, fault distance, and average shear velocity of independent variables. This paper finally determines estimator coefficients of subfunctions which explain the corelation among the independent variables using the nonlinear optimization. As a result of generating the prediction model of ground motion spectral shape, the ground motion spectral shape well estimates the response spectrum of earthquake recordings in Korea.

• Communications for Statistical Applications and Methods
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• 제22권2호
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• pp.173-180
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• 2015

We propose a selection procedure of principal components in principal component regression. Our method selects principal components using variable selection procedures instead of a small subset of major principal components in principal component regression. Our procedure consists of two steps to improve estimation and prediction. First, we reduce the number of principal components using the conventional principal component regression to yield the set of candidate principal components and then select principal components among the candidate set using sparse regression techniques. The performance of our proposals is demonstrated numerically and compared with the typical dimension reduction approaches (including principal component regression and partial least square regression) using synthetic and real datasets.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 춘계학술대회논문집
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• pp.738-741
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• 2003

In general, the essential requirement for cruisers or car ferries is the reduction in noise to ensure high quality and comfort. Recently, the Ro-Ro Passengers Ferry (ROPAX) was built in Hyundai Heavy Industries. In order to minimize the noise levels, careful attention have to De paid by the special committee of experts from the initial design stage to the sea trial. Proper countermeasures, considering the characteristics of sources and receiver spaces, were applied from the noise prediction and various experiment results. Finally, this ship was successfully delivered with excellent noise properties. This paper describes the procedure of noise analysis, the countermeasures of noise control, and the measurement results of the sea trial. Onboard noise analysis had been carried out by statistical energy analysis program and outdoor noise prediction program based on ISO9614. The prediction results are in good agreements with the measurement results. The technology to minimize the noise levels for cruisers or car ferries has been established throughout the construction of this ship.

• 전기학회논문지
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• 제58권1호
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• pp.173-180
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• 2009

It is difficult to predict non-stationary or chaotic time series which includes the drift and/or the non-linearity as well as uncertainty. To solve it, we propose an effective prediction method which adopts data preprocessing and multiple model TS fuzzy predictors combined with model selection mechanism. In data preprocessing procedure, the candidates of the optimal difference interval are determined based on the correlation analysis, and corresponding difference data sets are generated in order to use them as predictor input instead of the original ones because the difference data can stabilize the statistical characteristics of those time series and better reveals their implicit properties. Then, TS fuzzy predictors are constructed for multiple model bank, where k-means clustering algorithm is used for fuzzy partition of input space, and the least squares method is applied to parameter identification of fuzzy rules. Among the predictors in the model bank, the one which best minimizes the performance index is selected, and it is used for prediction thereafter. Finally, the error compensation procedure based on correlation analysis is added to improve the prediction accuracy. Some computer simulations are performed to verify the effectiveness of the proposed method.

• 대한교통학회지
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• 제17권1호
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• pp.141-157
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• 1999

본 논문은 현재 및 가까운 미래에 있을 교통정보의 제공에 관한 일반적인 가능성으로서 교통현상의 기술이 가능한 교통예측모형의 사용에 대한 총체적인 정리를 함과 함께 바람직한 모형의 제시가 주요 목적이다. 이를 위하여 우선 동적교통배정모형, 통계모형, 모의실험모형, 및 휴리스틱모형이 어떵게 교통정보제공을 위해서 사용될 수 있는지를 각 모형별 제반 특성적 측면에서 검토를 한다. 다음에 이러한 모형의 각종 요구사항이 분석되며, 더 나아가 단기간 교통 상황을 예측하기 위한 각 모형의 능력 및 장단점이 서술적인 관점에서 기술되어진다. 마지막으로, 이러한 각각의 장점을 수용할 수 있을 만한 포괄적인 예측모형의 전형이 그러한 모형을 구축함에 있어서 필요로 하는 데이터의 요구조건과 함께 제시된다.