• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1361-1371
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• 2016

Quantile regression provides a variety of useful statistical information to examine how covariates influence the conditional quantile functions of a response variable. However, traditional quantile regression (which assume a linear model) is not appropriate when the relationship between the response and the covariates is a nonlinear. It is also necessary to conduct variable selection for high dimensional data or strongly correlated covariates. In this paper, we propose a penalized quantile regression tree model. The split rule of the proposed method is based on residual analysis, which has a negligible bias to select a split variable and reasonable computational cost. A simulation study and real data analysis are presented to demonstrate the satisfactory performance and usefulness of the proposed method.

• Communications for Statistical Applications and Methods
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• v.24 no.3
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• pp.211-226
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• 2017

The chain-ladder method, for which run-off data is employed is popularly used in the rate-adjustment and loss-reserving practices of non-life-insurance and health-insurance companies. The method is applicable when the underlying assumption of a consistent development pattern is in regards to a cumulative loss payment after the occurrence of an insurance event. In this study, a modified chain-ladder algorithm is proposed for when the assumption is considered to be only partially appropriate for the given run-off data. The concept of a structural-change point in the run-off data and its reflection in the estimation of unpaid loss amounts are discussed with numerical illustrations. Experience data from private health insurance coverage in Korea were analyzed based on the suggested method. The performance in estimation of loss reserve was also compared with traditional approaches. We present evidence in this paper that shows that a reflection of a structural-change point in the chain-ladder method can improve the risk management of the relevant insurance products. The suggested method is expected to be utilized easily in actuarial practice as the algorithm is straightforward.

• Communications for Statistical Applications and Methods
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• v.27 no.1
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• pp.141-148
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• 2020

We consider estimating the proportion of true null hypotheses in multiple testing problems. A traditional multiple testing rate, family-wise error rate is too conservative and old to control type I error in multiple testing setups; however, false discovery rate (FDR) has received significant attention in many research areas such as GWAS data, FMRI data, and signal processing. Identify differentially expressed genes in microarray studies involves estimating the proportion of true null hypotheses in FDR procedures. However, we need to account for unknown dependence structures among genes in microarray data in order to estimate the proportion of true null hypothesis since the genuine dependence structure of microarray data is unknown. We compare various procedures in simulation data and real microarray data. We consider a hidden Markov model for simulated data with dependency. Cai procedure (2007) and a sliding linear model procedure (2011) have a relatively smaller bias and standard errors, being more proper for estimating the proportion of true null hypotheses in simulated data under various setups. Real data analysis shows that 5 estimation procedures among 9 procedures have almost similar values of the estimated proportion of true null hypotheses in microarray data.

• Journal of Korean Institute of Industrial Engineers
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• v.32 no.3
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• pp.210-218
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• 2006

Traditional statistical process control (SPC) applied to discrete part industry in the form of control charts can look for and eliminate assignable causes by process monitoring. On the other hand, engineering process control (EPC) applied to the process industry in the form of feedback control can maintain the process output on the target by continual adjustment of input variable. This study presents controlling and monitoring rules adopted by variable sampling interval (VSI) to change sampling intervals in a predetermined fashion on the predicted process levels under integrated EPC and SPC systems. Twelve rules classified by EPC schemes(MMSE, constrained PI, bounded or deadband adjustment policy) and type of sampling interval combined with EWMA chart of SPC are proposed under IMA (1,1) disturbance model and zero-order (responsive) dynamic system. Properties of twelve control rules under three patterns of process change (sudden shift, drift and random shift) are evaluated and discussed through simulation and control rules for integrated VSI EPC and SPC systems are recommended.

• ETRI Journal
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• v.32 no.5
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• pp.801-809
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• 2010

This paper presents a statistical model-based noise suppression approach for voice recognition in a car environment. In order to alleviate the spectral whitening and signal distortion problem in the traditional decision-directed Wiener filter, we combine a decision-directed method with an original spectrum reconstruction method and develop a new two-stage noise reduction filter estimation scheme. When a tradeoff between the performance and computational efficiency under resource-constrained automotive devices is considered, ETSI standard advance distributed speech recognition font-end (ETSI-AFE) can be an effective solution, and ETSI-AFE is also based on the decision-directed Wiener filter. Thus, a series of voice recognition and computational complexity tests are conducted by comparing the proposed approach with ETSI-AFE. The experimental results show that the proposed approach is superior to the conventional method in terms of speech recognition accuracy, while the computational cost and frame latency are significantly reduced.

• Journal of Intelligence and Information Systems
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• v.7 no.2
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• pp.83-93
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• 2001

Prediction of corporate failure using past financial data is well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks (NNs) can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. Although numerous theoretical and experimental studies reported the usefulness or neural networks in classification studies, there exists a major drawback in building and using the model. That is, the user can not readily comprehend the final rules that the neural network models acquire. We propose a genetic algorithms (GAs) approach in this study and illustrate how GAs can be applied to corporate failure prediction modeling. An advantage of GAs approach offers is that it is capable of extracting rules that are easy to understand for users like expert systems. The preliminary results show that rule extraction approach using GAs for bankruptcy prediction modeling is promising.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.271-280
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• 2005

Kriging methods as traditional spatial data analysis methods and geographical weighted regression models as statistical analysis methods are compared. In this paper, we apply data from the Ministry of Environment to spatial analysis for practical study. We compare these methods to performance with monthly carbon monoxide observations taken at 116 measuring area of air pollution in 1999.

• Journal of Physiology & Pathology in Korean Medicine
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• v.23 no.2
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• pp.269-277
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• 2009

"Kenjurok" is a set of medical records of Todo Yoshimasu, a Japanese docotr in the eighteenth century, who suggested that all diseases have originated from a poison, which is his own pathological term describing abnormal states of the body, The 54 records in "Kenjurok" were analyzed in statistical respects, including gender ratio, demographic distribution of patients, types of diseases, and herbal prescriptions used. Among 54 cases, male patients outnumbered female, as much as four times. The patients were quite evenly distributed according to ages. In 23 cases out of 54, abdomen palpation data were mentioned, Majority of the prescriptions used were originated from Sanghanron(傷寒論:Treaties on Febrile Diseases)/Geumgeyoryak(金匱要略: Synopsis of Golden Chamber). In frequency of use of prescriptions, however, showed somewhat different result, that is although Sanghan/Geumge prescriptions were used most often, esoteric prescriptions handed down in his family also composed significant part. The speculations derived from these statistical results are: Although Todo favored abdommen palpation to locate the poison and to decide a prescription, the proportion of abdomen palpation was not as high as expectation, He did use prescriptions not only in Sanghan/Geumge, but also other diverse prescriptions, rather often than not, which are regarded unique Japanese traditional prescriptions including poisonous minerals such as mercury and arsenic.

• Journal of Aerospace System Engineering
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• v.14 no.2
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• pp.50-56
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• 2020

In this study, we investigated whether long short-term memory (LSTM) can be used in the future to predict F10.7 index data; the F10.7 index is a space environment factor affecting atomic oxygen erosion. Based on this, we compared the prediction performances of LSTM, the Autoregressive integrated moving average (ARIMA) model (which is a traditional statistical prediction model), and the similar pattern searching method used for long-term prediction. The LSTM model yielded superior results compared to the other techniques in the prediction period starting from the max/min points, but presented inferior results in the prediction period including the inflection points. It was found that efficient learning was not achieved, owing to the lack of currently available learning data in the prediction period including the maximum points. To overcome this, we proposed a method to increase the size of the learning samples using the sunspot data and to upgrade the LSTM model.

• The Korean Journal of Applied Statistics
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• v.32 no.5
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• pp.683-692
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• 2019

It is hard to imagine teaching statistics without the help of technology. Technology is changing the way in which the content of introductory statistics is taught and the forms of textbook used. Almost all students carry mobile devices all the time that allows them to learn anytime and anywhere if we provide them with statistical electronic textbook. The use of smartphones for asking questions and finding answers in class, it can encourage students to engage more in lectures. This paper analyzes the data obtained using e-textbook in traditional classroom and discusses the future research direction of e-textbooks.