• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.4
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• pp.366-370
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• 2013

Regression Analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper introduce Theil's method to find a fuzzy regression model which explain the relationship between explanatory variable and response variables. Theil's method is a robust method which is not sensive to outliers. Theil's method use medians of rate of increment based on randomly chosen pairs of each components of ${\alpha}$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. We propose an example to show Theil's estimator is robust than the Least squares estimator.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.781-790
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• 2009

This paper deals with a rank transformation method and a Theil's method based on an ${\alpha}$-level set of a fuzzy number to construct a fuzzy linear regression model. The rank transformation method is a simple procedure where the data are merely replaced with their corresponding ranks, and the Theil's method uses the median of all estimates of the parameter calculated from selected pairs of observations. We also consider two numerical examples to evaluate effectiveness of the fuzzy regression model using the proposed method and of another fuzzy regression model using the least square method.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.3
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• pp.1471-1477
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• 2014

This paper addresses the development on supply-demand outlook model of Jeju winter radish and introduces a projection of supply-demand and market prices during 2014-2018 using the model. The supply-demand outlook model is specified as a partial equilibrium model of Jeju winter radish. Each equation in the model is estimated by using the econometric techniques. A review of the model stability is also carried out by the references based on RMSPE, MAPE, and Theil's inequality coefficients. According to the reference of RMAPE, the error rates of the forecasting values of the cultivation ares, production quantity, and consumption quantity show less than 4% and the error rate of market price is below 10%. The cultivation area and production quantity are projected respectively to be increased to 6,650ha and 433,310MT in 2018.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.16 no.11
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• pp.7781-7787
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• 2015

The purpose of This paper is to address the development on supply-demand outlook model of aqua-cultured korean Flatfish and introduces a projection of supply-demand and market prices during 2015-2017 using developed model. The supply-demand outlook model is composed as a partial equilibrium model of Korean Flat fish. Each equation in the model is estimated by the econometric techniques. A reviews of the demand-outlook model stability is also carried out by the references based on RMSPE. MAPE, and Theil's inequality coefficients. According to the reference of RMSPE, the error rates of the forecasting values of the aqua culture area, culturing quantity, production quantity, market price show less than 4%, The production quantity and farm price are predicted respectively to be 42,561MT and 10,191KW per kg in 2017.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.505-512
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• 2016

The paper is concerned with high frequency financial time series. A weighted hybrid volatility is suggested to compute daily volatilities based on high frequency data. Various realized volatility (RV) computations are reviewed and the weights are chosen by minimizing the differences between the hybrid volatility and the realized volatility. A high frequency time series of KOSPI200 index is illustrated via QLIKE and Theil-U statistics.

• Journal of Korean Society of Transportation
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• v.21 no.3
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• pp.15-22
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• 2003

In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.

• International Journal of Highway Engineering
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• v.9 no.3
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• pp.21-28
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• 2007

We suggest a new spatial linear interpolation method to substitute linear interpolation method which widely used in transportation engineering to impute the missing daily traffic volume. We layout daily traffic volume which is time series data over the virtual lattice space to consider the spatial correlation. We used Moran Index to evaluate the spatial correlations among daily traffic volume in same week and same date traffic volume by week considering the circularity of daily traffic volume. For real application, we used daily traffic volume on November, 2004 provided by Korea Institute of Construction Technology(KICT) and transformed daily traffic volume to 4 times 7 virtual lattice space to reflect the spatial correlation. Finally we showed that the spatial linear interpolation method has good performance for missing data imputation based on MAPE, RMSE, and Theil's U criteria.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.4
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• pp.538-545
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• 2020

This study measured the economic impact (from 2012 through the end of 2017) of the KOR-USA FTA (Free Trade Agreement) on the Korean citrus industry according to importing orange from the USA after the implementation of the KOR-USA FTA. Citrus fruits were divided into field citrus grown in open fields, house citrus grown in green houses, and late-maturing citrus (including winter season citrus) based on the cultivation methods and the varieties of citrus. We specified the structural and dynamic recursive demand-supply equilibrium models of three citrus fruits to analyze policy simulations. The results showed that for field citrus, due to the impact of some amounts of TRQ, the annual average of the real gross revenue dropped by 2.39 billion KRW between 2012 and 2017. As for house citrus, due to the impact of oranges and cherries, the annual average of the real gross revenue declined by 3.01 billion KRW between 2012 and 2017, and for late-maturing citrus (including winter season citrus), the annual average of the real gross revenue fell by 15.11 billion KRW between 2012 and 2017. This paper also suggests several policy implications.

• Journal of Korean Society of Transportation
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• v.20 no.6
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• pp.45-56
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• 2002

In this research we estimated regional gross fixed capital stock of transport sector, such as road railroad, airport and seaport during 1968-1997 in Korea. We also compared our estimation results with those of Korea and Japan. As basic analytic method, we used the regional allocation method. To estimate regional gross fixed capital stock of transport sector, we used the basic data on national wealth surveys in 1997, regional land price index and regional facilities index in transport sectors. We used the most reasonable data in the process of estimation after reviewing the collected data In order to get the reasonable capital stock by regions. we chose the allocation index which can minimize the difference between the estimated result and the real regional capital stock in the process to allocate the total gross capital into the regions. Compared our results with those of other researches in Korea, estimates in our research project could be said more accurate than those.