• Journal of the Korean Data and Information Science Society
• /
• 제22권5호
• /
• pp.829-837
• /
• 2011

본 논문에서는 비관측요인모형을 이용하여 한국의 국내총생산 시계열 자료를 분석한다. 이 모형이 확률적 및 결정적 요인들을 모두 포괄할 수 있다는 점을 이용하여, 보다 다양한 형태로 시계열 자료의 모형화를 시도하였으며, 지수평활법 및 박스-젠킨스의 ARIMA모형과 예측력을 비교하였다. 국내 총생산 자료에 대한 2년간의 미래 예측에서 비관측요인모형이 보다 우수함을 보인다.

• 한국식품위생안전성학회지
• /
• 제19권1호
• /
• pp.19-24
• /
• 2004

미생물 위해성 평가의 용량-반응 모델은 생물학적 모델과 경험적 모델로 나눌 수 있다. 생물학적 모델은 미생물의 분포형태, 미생물에 대한 숙주의 감수성, 감염을 일으킬 수 있는 미생물 수에 대한 가정을 바탕으로 성립된 모델로서, 대표적으로 Exponential model과 $\beta$-Poisson model이 있다. 경험적 모델은 주로 화학물질의 독성을 나타내는데 이용되어 온 모델로, Weibull-Gamma model등이 있다. 여러 용량-반응 모델 중에서 실험 데이터에 적합한 모델을 걱정하는 데에는 deviance function(Y)을 이용하며, 현재 일부 식중독균에 대해서는 사람과 실험동물에서의 용량-반응 모델이 연구되어 있다.

• 아태비즈니스연구
• /
• 제14권4호
• /
• pp.343-356
• /
• 2023

Purpose - This study attempted to predict short-term transportation demand using trains and getting off at Gangchon Station. Through this, we present numerical data necessary for future tourist inflow policies in the Gangchon area of Chuncheon and present related implications. Design/methodology/approach - This study collected and analyzed transportation demand data from Gangchon Station using the Gyeongchun Line and ITX-Cheongchun Train from January 2014 to August 2023. Winters exponential smoothing model and ARIMA model were used to reflect the trend and seasonality of the raw data. Findings - First, transportation demand using trains to get off at Gangchon Station in Chuncheon City is expected to show a continuous increase from 2020 until the forecast period is 2024. Second, the number of passengers getting off at Gangchon Station was found to be highest in May and October. Research implications or Originality - As transportation networks are improving nationwide and people's leisure culture is changing, the number of tourists visiting the Gangchon area in Chuncheon City is continuously decreasing. Therefore, in this study, a time series model was used to predict short-term transportation demand alighting at Gangchon Station. In order to calculate more accurate forecasts, we compared models to find an appropriate model and presented forecasts.

• Journal of the Korean Statistical Society
• /
• 제30권1호
• /
• pp.41-61
• /
• 2001

The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

• ETRI Journal
• /
• 제25권5호
• /
• pp.356-368
• /
• 2003

This paper analyzes the characteristics of packet losses in mobile computing environments based on the Gilbert model and then describes a mechanism that can recover the lost audio packets using redundant data. Using information periodically reported by a receiver, the sender dynamically adjusts the amount and offset values of redundant data with the constraint of minimizing the bandwidth consumption of wireless links. Since mobile computing environments can be often characterized by frequent and consecutive packet losses, loss recovery mechanism need to deal efficiently with both random and consecutive packet losses. To achieve this, the suggested mechanism uses relatively large, discontinuous exponential offset values. That gives the same effect as using both the sequential and interleaving redundant information. To verify the effectiveness of the mechanism, we extended and implemented RTP/RTCP and applications. The experimental results show that our mechanism, with an exponential offset, achieves a remarkably low complete packet loss rate and adapts dynamically to the fluctuation of the packet loss pattern in mobile computing environments.

• 산업경영시스템학회지
• /
• 제17권31호
• /
• pp.1-10
• /
• 1994

The purpose of this study is to search for the most effective forecasting model for condenser with independent demand among the quantitative methods such as Brown's exponential smoothing method, Box-Jenkins method, and multiple regression analysis method. The criterion for the comparison of the above models is mean squared error(MSE). The fitting results of these three methods are as follows. 1) Brown's exponential smoothing method is the simplest one, which means the method is easy to understand compared to others. But the precision is inferior to other ones. 2) Box-Jenkins method requires much historic data and takes time to get to the final model, although the precision is superior to that of Brown's exponential smoothing method. 3) Regression method explains the correlation between parts with similiar demand pattern, and the precision is the best out of three methods. Therefore, it is suggested that the multiple regression method is fairly good in precision for forecasting our item and that the method is easily applicable to practice.

• Communications for Statistical Applications and Methods
• /
• 제4권1호
• /
• pp.259-269
• /
• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• Journal of applied mathematics & informatics
• /
• 제5권2호
• /
• pp.277-284
• /
• 1998

The reliability and an estimate for it are derived for series-parallel and parallel-deries stress-strength model under assumption that all components are subjected to a common stress. We also obtain the asymptotic normal distribution of the estimate.

• 한국정보전자통신기술학회논문지
• /
• 제9권3호
• /
• pp.306-311
• /
• 2016

소프트웨어 개발과정에서 소프트웨어 신뢰성은 매우 중요한 이슈이다. 소프트웨어 고장분석을 위한 유한고장 비동질적인 포아송과정에서 고장발생률이 상수이거나, 단조 증가 또는 단조 감소하는 패턴을 가질 수 있다. 본 연구에서는 소프트웨어 제품 테스팅 과정에서 관측고장시간에 근거한 로그 및 지수형 결함 발생률을 고려한 소프트웨어 신뢰성 모형에 대하여 연구 하였다. 신뢰성 분야에서 많이 사용되는 Goel-Okumoto모형을 이용한 새로운 로그 및 지수형 결함 확률을 반영한 문제를 제시하였다. 수명분포는 유한고장 비동질적인 포아송과정을 이용하고 모수추정법은 최우 추정법을 이용 하였다. 따라서 본 논문에서는 로그 및 지수형 결함발생률을 고려한 소프트웨어 모형분석을 위하여 소프트웨어 고장 시간간격 자료를 적용하여 비교 분석하였다. 본 연구에서 제안된 방법은 로그 및 지수형 결함발생률을 고려한모형도 신뢰성 측면에서 효율적이기 때문에 (결정계수가 80% 이상) 이 분야에서 기존 모형의 하나의 대안으로 사용할 수 있음을 확인 할 수 있었다. 이 연구를 통하여 소프트웨어 개발자들은 다양한 수명분포를 고려함으로서 소프트웨어 고장형태에 대한 사전지식을 파악하는데 도움을 줄 수 있으리라 사료 된다.

• Journal of the Korean Statistical Society
• /
• 제29권1호
• /
• pp.123-135
• /
• 2000

This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.