• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.895-902
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• 2011

This paper is mainly concerned about providing confidence prediction interval for exchange rate during economic crisis. Our proposed method is to use block bootstrap method for prediction interval for next day. It is shown that block bootstrap method is particularly effective for interval prediction of exchange rate during economic crisis.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.337-343
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• 2003

In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

• Communications for Statistical Applications and Methods
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• v.26 no.3
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• pp.261-272
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• 2019

In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.287-297
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• 2009

In terms of generalized autoregressive conditional heteroscedastic(GARCH) model, estimation of prediction interval based on likelihood is quite sensitive to distribution of error. Moveover, it is not an easy job to construct prediction interval for conditional variance. Recent studies show that the bootstrap method can be one of the alternatives for solving the problems. In this paper, we introduced the bootstrap approach proposed by Pascual et al. (2006). We employed it to Korean stock price data set.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.343-358
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• 2006

The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model.

• Food Science and Biotechnology
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• v.17 no.6
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• pp.1352-1356
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• 2008

Bootstrap method, a computer-intensive statistical technique to estimate the distribution of a statistic was applied to deal with uncertainty and variability of the experimental data in stochastic prediction modeling of microbial growth on a chill-stored food. Three different bootstrapping methods for the curve-fitting to the microbial count data were compared in determining the parameters of Baranyi and Roberts growth model: nonlinear regression to static version function with resampling residuals onto all the experimental microbial count data; static version regression onto mean counts at sampling times; dynamic version fitting of differential equations onto the bootstrapped mean counts. All the methods outputted almost same mean values of the parameters with difference in their distribution. Parameter search according to the dynamic form of differential equations resulted in the largest distribution of the model parameters but produced the confidence interval of the predicted microbial count close to those of nonlinear regression of static equation.

• Korean Journal of Radiology
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• v.21 no.4
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• pp.402-412
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• 2020

Objective: To evaluate the performance of predicting early recurrence using preoperative factors only in comparison with using both pre-/postoperative factors. Materials and Methods: We retrospectively reviewed 549 patients who had undergone curative resection for single hepatcellular carcinoma (HCC) within Milan criteria. Multivariable analysis was performed to identify pre-/postoperative high-risk factors of early recurrence after hepatic resection for HCC. Two prediction models for early HCC recurrence determined by stepwise variable selection methods based on Akaike information criterion were built, either based on preoperative factors alone or both pre-/postoperative factors. Area under the curve (AUC) for each receiver operating characteristic curve of the two models was calculated, and the two curves were compared for non-inferiority testing. The predictive models of early HCC recurrence were internally validated by bootstrap resampling method. Results: Multivariable analysis on preoperative factors alone identified aspartate aminotransferase/platelet ratio index (OR, 1.632; 95% CI, 1.056-2.522; p = 0.027), tumor size (OR, 1.025; 95% CI, 0.002-1.049; p = 0.031), arterial rim enhancement of the tumor (OR, 2.350; 95% CI, 1.297-4.260; p = 0.005), and presence of nonhypervascular hepatobiliary hypointense nodules (OR, 1.983; 95% CI, 1.049-3.750; p = 0.035) on gadoxetic acid-enhanced magnetic resonance imaging as significant factors. After adding postoperative histopathologic factors, presence of microvascular invasion (OR, 1.868; 95% CI, 1.155-3.022; p = 0.011) became an additional significant factor, while tumor size became insignificant (p = 0.119). Comparison of the AUCs of the two models showed that the prediction model built on preoperative factors alone was not inferior to that including both pre-/postoperative factors {AUC for preoperative factors only, 0.673 (95% confidence interval [CI], 0.623-0.723) vs. AUC after adding postoperative factors, 0.691 (95% CI, 0.639-0.744); p = 0.0013}. Bootstrap resampling method showed that both the models were valid. Conclusion: Risk stratification solely based on preoperative imaging and laboratory factors was not inferior to that based on postoperative histopathologic risk factors in predicting early recurrence after curative resection in within Milan criteria single HCC patients.

• Korean Journal of Radiology
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• v.24 no.5
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• pp.395-405
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• 2023

Objective: This study aimed to develop and validate models using radiomics features on a native T1 map from cardiac magnetic resonance (CMR) to predict left ventricular reverse remodeling (LVRR) in patients with nonischemic dilated cardiomyopathy (NIDCM). Materials and Methods: Data from 274 patients with NIDCM who underwent CMR imaging with T1 mapping at Severance Hospital between April 2012 and December 2018 were retrospectively reviewed. Radiomic features were extracted from the native T1 maps. LVRR was determined using echocardiography performed ≥ 180 days after the CMR. The radiomics score was generated using the least absolute shrinkage and selection operator logistic regression models. Clinical, clinical + late gadolinium enhancement (LGE), clinical + radiomics, and clinical + LGE + radiomics models were built using a logistic regression method to predict LVRR. For internal validation of the result, bootstrap validation with 1000 resampling iterations was performed, and the optimism-corrected area under the receiver operating characteristic curve (AUC) with 95% confidence interval (CI) was computed. Model performance was compared using AUC with the DeLong test and bootstrap. Results: Among 274 patients, 123 (44.9%) were classified as LVRR-positive and 151 (55.1%) as LVRR-negative. The optimism-corrected AUC of the radiomics model in internal validation with bootstrapping was 0.753 (95% CI, 0.698-0.813). The clinical + radiomics model revealed a higher optimism-corrected AUC than that of the clinical + LGE model (0.794 vs. 0.716; difference, 0.078 [99% CI, 0.003-0.151]). The clinical + LGE + radiomics model significantly improved the prediction of LVRR compared with the clinical + LGE model (optimism-corrected AUC of 0.811 vs. 0.716; difference, 0.095 [99% CI, 0.022-0.139]). Conclusion: The radiomic characteristics extracted from a non-enhanced T1 map may improve the prediction of LVRR and offer added value over traditional LGE in patients with NIDCM. Additional external validation research is required.

• Annals of Hepato-Biliary-Pancreatic Surgery
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• v.27 no.1
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• pp.40-48
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• 2023

Backgrounds/Aims: Timing of resection for synchronous colorectal liver metastasis (CRLM) has been debated for decades. The aim of the present study was to assess the feasibility of simultaneous resection of CRLM in terms of major complications and develop a prediction model for safe resections. Methods: A retrospective single-center study of synchronous, resectable CRLM, operated between 2013 and 2021 was conducted. Upper limit of 95% confidence interval (CI) of major complications (≥ grade IIIA) was set at 40% as the safety threshold. Logistic regression was used to determine predictors of morbidity. Prediction model was internally validated by bootstrap estimates, Harrell's C-index, and correlation of predicted and observed estimates. Results: Ninety-two patients were operated. Of them, 41.3% had rectal cancers. Major hepatectomy (≥ 4 segments) was performed for 25 patients (27.2%). Major complications occurred in 20 patients (21.7%, 95% CI: 13.8%-31.5%). Predictors of complications were the presence of comorbidities and major hepatectomy (area under the ROC curve: 0.692). Unacceptable level of morbidity (≥ 40%) was encountered in patients with comorbidities who underwent major hepatectomy. Conclusions: Simultaneous bowel and CRLM resection appear to be safe. However, caution should be exercised when combining major liver resections with bowel resection in patients with comorbid conditions.