• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.407-416
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• 2001

Sample surveys are usually designed and analyzed to produce estimates for a large area or populations. Therefore, for the small area estimations, sample sizes are often not large enough to give adequate precision. Several small area estimation methods were proposed in recent years concerning with sample sizes. Here, we will compare simple Bayesian approach with Bayesian prediction for small area estimation based on linear regression model. The performance of the proposed method was evaluated through unemployment population data form Economic Active Population(EAP) Survey.

• 한국데이터정보과학회:학술대회논문집
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• 2003.05a
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• pp.171-176
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• 2003

This paper deals with the problem of predicting order statistics in samples from a Rayleigh population when an outlier is present. Bayesian predictive distribution and prediction bounds of the p-th order statistics is obtained where an outlier of type $\theta\delta$ is present. In this connection, some identies are derived.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.49
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• pp.23-31
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• 1999

Bayesian approach using nonhomogeneous Poisson process is considered for modelling software reliability problem. The usefulness of the iterative sampling-based method increases greatly as the dimension of a problem increases. Maximum likelihood estimator and Gibbs estimator are derived. Model selection based on a predictive likelihood is studied. A numerical example is given.

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

• Journal of The Geomorphological Association of Korea
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• v.27 no.3
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• pp.87-103
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• 2020

The purpose of this study is to evaluate the risk of cropland and man-made infrastructures in a landslide-prone area using a GIS-based method. To achieve this goal, a landslide inventory map was prepared based on aerial photograph analysis as well as field observations. A total of 550 landslides have been counted in the entire study area. For model analysis and validation, extracted landslides were randomly selected and divided into two groups. The landslide causative factors such as slope, aspect, curvature, topographic wetness index, elevation, forest type, forest crown density, geology, land-use, soil drainage, and soil texture were used in the analysis. Moreover, to identify the correlation between landslides and causative factors, pixels were divided into several classes and frequency ratio was also extracted. A landslide susceptibility map was constructed using a bayesian predictive model (BPM) based on the entire events. In the cross validation process, the landslide susceptibility map as well as observation data were plotted with a receiver operating characteristic (ROC) curve then the area under the curve (AUC) was calculated and tried to extract a success rate curve. The results showed that, the BPM produced 85.8% accuracy. We believed that the model was acceptable for the landslide susceptibility analysis of the study area. In addition, for risk assessment, monetary value (local) and vulnerability scale were added for each social thematic data layers, which were then converted into US dollar considering landslide occurrence time. Moreover, the total number of the study area pixels and predictive landslide affected pixels were considered for making a probability table. Matching with the affected number, 5,000 landslide pixels were assumed to run for final calculation. Based on the result, cropland showed the estimated total risk as US $ 35.4 million and man-made infrastructure risk amounted to US $ 39.3 million.

• Journal of Applied Reliability
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• v.1 no.2
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• pp.183-192
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• 2001

Jelinski-Moranda model and modified Jelinski-Moranda model in software reliability are studied and we consider maximum likelihood estimator and Bayes estimates of the number of faults and the fault-detection rate per fault. A gibbs sampling approach is employed to compute the Bayes estimates, future survival function is examined. Model selection based on prequential likelihood of the conditional predictive ordinates. A numerical example with simulated data set is given.

• Journal of Korean Institute of Industrial Engineers
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• v.26 no.3
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• pp.193-199
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• 2000

In many studies, considerable attention has been focussed upon choosing a model which represents underlying process of time series and forecasting the future. In the real world, however, there may be some cases that one model can not reflect all the characteristics of original time series. Under such circumstances, we may get better performance by combining the forecasts from several models. The most popular methods for combining forecasts involve taking a weighted average of multiple forecasts. But the weights are usually unstable. In cases the assumptions of normality and unbiasedness for forecast errors are satisfied, a Bayesian method can be used for updating the weights. In the real world, however, there are many circumstances the Bayesian method is not appropriate. This paper proposes a PNN(Probabilistic Neural Net) approach as a method for combining forecasts that can be applied when the assumption of normality or unbiasedness for forecast errors is not satisfied. In this paper, PNN method, which is similar to Bayesian approach, is suggested as an updating method of the unstable weights in the combination of the forecasts. The PNN method has been usually used in the field of pattern recognition. Unlike the Bayesian approach, it requires no assumption of a specific prior distribution because it gets probabilities by using the distribution estimated from given data. Empirical results reveal that the PNN method offers superior predictive capabilities.

• Interdisciplinary Bio Central
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• v.3 no.4
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• pp.15.1-15.11
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• 2011

Background: Histone deacetylase (HDAC) 8 is one of its family members catalyzes the removal of acetyl groups from N-terminal lysine residues of histone proteins thereby restricts transcription factors from being expressed. Inhibition of HDAC8 has become an emerging and effective anti-cancer therapy for various cancers. Application computational methodologies may result in identifying the key components that can be used in developing future potent HDAC8 inhibitors. Results: Facilitating the discovery of novel and potential chemical scaffolds as starting points in the future HDAC8 inhibitor design, quantitative structure-activity relationship models were generated with 30 training set compounds using genetic function approximation (GFA) and Bayesian algorithms. Six GFA models were selected based on the significant statistical parameters calculated during model development. A Bayesian model using fingerprints was developed with a receiver operating characteristic curve cross-validation value of 0.902. An external test set of 54 diverse compounds was used in validating the models. Conclusions: Finally two out of six models based on their predictive ability over the test set compounds were selected as final GFA models. The Bayesian model has displayed a high classifying ability with the same test set compounds and the positively and negatively contributing molecular fingerprints were also unveiled by the model. The effectively contributing physicochemical properties and molecular fingerprints from a set of known HDAC8 inhibitors were identified and can be used in designing future HDAC8 inhibitors.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.798-805
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• 2005

Estimating the effects of price increase on a company's sales is important task faced by managers. If consumer has prior information on price increase or expect it, there would be stockpiling and subsequent drops in sales. In addition, consumer can suppress demand in the short run. Above factors make the sales dynamic and unstable. We develop a time series model to evaluate the sales patterns with stockpiling and short term suppression of demand and also propose a forecasting procedure. For estimation, we use panel data and extend the model to Bayesian hierarchical structure. By borrowing strength across cross-sectional units, this estimation scheme gives more robust and reasonable result than one from the individual estimation. Furthermore, the proposed scheme yields improved predictive power in the forecasting of hold-out sample periods.