• Communications for Statistical Applications and Methods
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• 제8권2호
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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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• 한국데이터정보과학회 2003년도 춘계학술대회
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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.

• 산업경영시스템학회지
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• 제22권49호
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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.

• 한국항만경제학회지
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• 제38권4호
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• pp.13-23
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• 2022

본 연구는 2015년 1월부터 2020년 4월까지 건화물선 시장의 일별 운임수익률에 대한 레버리지 효과를 포착하기 위한 확률 변동성(stochastic volatility) 모형을 제안하고 운임수익률을 분석한다. 확률 변동성 분석에서 수익률과 변동성 간에 존재하는 음의 상관관계에 기초한 레버리지 효과에 대한 Bayesian Markov Chain Monte Carlo 방법을 포함하는 추정은 건화물선 운임수익률은 레버리지 효과를 포함하는 추정이 일반적인 SV 모형에 기초한 분석보다 유사한 추정치를 나타내지만 레버리지 효과에 대한 상관성 추정에서 통계적으로 유의미함을 나타낸다. 즉, 실증분석 결과는 수익률과 변동성의 상관도, 변동의 크기와 부호에 따라 상이함을 나타내며, 이는 SV 모델이 레버리지 효과를 고려하는 것이 추정치의 적합도를 향상시킴을 나타낸다. 추정모형의 레버리지 효과에 대한 통계적 유의성에 추가적으로 로그 예측력 점수를 통한 분석은 레버리지 효과를 고려하는 모형의 예측력이 향상된 추정 결과를 제시한다. 이러한 실증분석 결과는 레버리지 효과를 포함하는 확률 변동성 모형이 해양 산업의 운임 리스크 모델링에 중요함을 통계적으로 제시하는 유의미한 실증분석 결과다.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.119-133
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• 1999

마코브체인 몬테칼로 방법을 소프트웨어 신뢰모형에 이용하였다. 베이지안 추론에서 조건부 분포를 가지고 사후분포를 결정하는데 있어서의 계산 문제를 고찰하였다. 특히 레코드값을 통계량을 갖고서 혼합과정과 중첩과정에 대하여 깁스샘플링 알고리즘과 메트로폴리스 알고리즘을 활용하여 베이지안 계산과 모형 선택을 제시하고 모의실험자료를 이용하여 수치적 인 계산을 시행하고 그 결과를 비교하였다.

• 한국지형학회지
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• 제27권3호
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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.

• 한국신뢰성학회지:신뢰성응용연구
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• 제1권2호
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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.

• 대한산업공학회지
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• 제26권3호
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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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• 제3권4호
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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.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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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.