• Journal of Digital Convergence
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• v.18 no.10
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• pp.33-39
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• 2020

In order to cope with traffic accidents efficiently, the maximum number of traffic accidents, deaths and serious injuries that can occur during the day should be presented quantitatively. In order to examine the characteristics of traffic accidents in different regions, it was divided into the Seoul metropolitan area, Chungcheong area, Gyeongbuk area, Honam area, and Gyeongnam area and was suitable for the generalized extreme value distribution (GEV). The parameters of the GEV distribution were estimated by the L-moments, and the Anderson-Darling test and the Cramer-von Mises test confirmed the suitability of the distribution. According to the analysis, the maximum number of traffic accidents that can occur once every 50 years is 401 in the Seoul metropolitan area, 168 in the South Gyeongsang region, 455 in the North Gyeongsang region, 136 in the Chungcheong region and 205 in the South Jeolla region. Compared to the Seoul metropolitan area, which has a large population and car registration, the number of traffic accidents is relatively high due to the large area, mountainous areas, and logistics movement caused by the industrial complex.

• Genomics & Informatics
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• v.14 no.4
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• pp.181-186
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• 2016

Glucose tolerance tests have been devised to determine the speed of blood glucose clearance. Diabetes is often tested with the standard oral glucose tolerance test (OGTT), along with fasting glucose level. However, no single test may be sufficient for the diagnosis, and the World Health Organization (WHO)/International Diabetes Federation (IDF) has suggested composite criteria. Accordingly, a single multi-class trait was constructed with three of the fasting phenotypes and 1- and 2-hour OGTT phenotypes from the Korean Association Resource (KARE) project, and the genetic association was investigated. All of the 18 possible combinations made out of the 3 sets of classification for the individual phenotypes were taken into our analysis. These were possible due to a method that was recently developed by us for estimating genomic associations using a generalized index of dissimilarity. Eight single-nucleotide polymorphisms (SNPs) that were found to have the strongest main effect are reported with the corresponding genes. Four of them conform to previous reports, located in the CDKAL1 gene, while the other 4 SNPs are new findings. Two-order interacting SNP pairs of are also presented. One pair (rs2328549 and rs6486740) has a prominent association, where the two single-nucleotide polymorphism locations are CDKAL1 and GLT1D1. The latter has not been found to have a strong main effect. New findings may result from the proper construction and analysis of a composite trait.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.441-452
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• 2013

This study analyzed the relationship between key film and a box office record success factors based on movies released in the first quarter of 2013 in Korea. An over-fitting problem can happen if there are too many explanatory variables inserted to regression model; in addition, there is a risk that the estimator is instable when there is multi-collinearity among the explanatory variables. For this reason, optimal variable selection based on high explanatory variables in box-office performance is of importance. Among the numerous ways to select variables, LASSO estimation applied by a generalized linear model has the smallest prediction error that can efficiently and quickly find variables with the highest explanatory power to box-office performance in order.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.667-675
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• 2018

When a financial time series consists of daily (closing) returns, traditional volatility models such as autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) are useful to figure out daily volatilities. With high frequency returns in a day, one may adopt various multivariate GARCH techniques (MGARCH) (Tsay, Multivariate Time Series Analysis With R and Financial Application, John Wiley, 2014) to obtain intraday volatilities as long as the high frequency is moderate. When it comes to the ultra high frequency (UHF) case (e.g., one minute prices are available everyday), a new model needs to be developed to suit UHF time series in order to figure out continuous time intraday-volatilities. Aue et al. (Journal of Time Series Analysis, 38, 3-21; 2017) proposed functional GARCH (fGARCH) to analyze functional volatilities based on UHF data. This article introduces fGARCH to the readers and illustrates how to estimate fGARCH equations using UHF data of KOSPI and Hyundai motor company.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.6
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• pp.493-500
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• 2014

This paper presents findings from the assessment of the volcanic ash fragility for multi-hazard resisting vinyl greenhouse and livestock shed among the agricultural facilities. The volcanic ash fragility was evaluated by using a combination of the FOSM (first-order second-moment) method, available statistics of volcanic load, facility specifications, and building code. In this study, the evaluated volcanic ash fragilities represent the conditional probability of failure of the agricultural facilities over the full range of volcanic ash loads. For the evaluation, 6 types(ie., 2 single span, 2 tree crop, and 2 double span types) of multi-hazard resisting vinyl greenhouses and 3 types(ie., standard, coast, and mountain types) of livestock sheds are considered. All volcanic ash fragilities estimated in this study were fitted by using parameters of the GEV(generalized extreme value) distribution function, and the obtained parameters were complied into a database to be used in future. The volcanic ash fragilities obtained in this study are planning to be used to evaluate risk by volcanic ash when Mt. Baekdu erupts.

• Journal of the Korean Statistical Society
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• v.26 no.1
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• pp.31-46
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• 1997

Let $X_{t}$ = .beta. $X_{{t-1}}$ + .epsilon.$_{t}$ be an autoregressive process where $\mid$.beta.$\mid$ < 1 and {.epsilon.$_{t}$} is independent and identically distriubted with regularly varying tail probabilities. This process is called the asymptotically stationary first-order autoregressive process (AR(1)) with infinite variance. In this paper, we obtain a host of weak convergences of some point processes based on bootstrapping of { $X_{t}$}. These kinds of results can be generalized under the infinite variance assumption to ensure the asymptotic validity of the bootstrap method for various functionals of { $X_{t}$} such as partial sums, sample covariance and sample correlation functions, etc.ions, etc.

• Journal of the Korean Data and Information Science Society
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• v.12 no.2
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• pp.125-143
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• 2001

We, in this paper, propose a kernel estimator of hazard ratio with censored survival data. The uniform consistency and asymptotic normality of the proposed estimator are proved by using counting process approach. In order to assess the performance of the proposed estimator, we compare the kernel estimator with Cox estimator and the generalized rank estimators of hazard ratio in terms of MSE by Monte Carlo simulation. Two examples are illustrated for our results.

• East Asian mathematical journal
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• v.18 no.1
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• pp.111-125
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• 2002

Many different families of infinite series were recently observed to be summable in closed forms by means of certain operators of fractional calculus(that is, calculus of integrals and derivatives of any arbitrary real or complex order). In this sequel to some of these recent investigations, the authors present yet another instance of applications of certain fractional calculus operators. Alternative derivations without using these fractional calculus operators are shown to lead naturally a family of analogous infinite sums involving hypergeometric functions.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.25-37
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• 2001

We consider the finite element method applied to nonlinear Sobolev equation with smooth data and demonstrate for arbitrary order ($k{\geq}2$) finite element spaces the optimal rate of convergence in $L_{\infty}\;W^{1,{\infty}}({\Omega})$ and $L_{\infty}(L_{\infty}({\Omega}))$ (quasi-optimal for k = 1). In other words, the nonlinear Sobolev equation can be approximated equally well as its linear counterpart. Furthermore, we also obtain superconvergence results in $L_{\infty}(W^{1,{\infty}}({\Omega}))$ for the difference between the approximate solution and the generalized elliptic projection of the exact solution.

• 한국지구물리탐사학회:학술대회논문집
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• 2003.11a
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• pp.352-361
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• 2003

We have evaluated the extent of saltwater intrusion from electrical resistivity distribution in a coastal aquifer system in the southeastern part of Busan, Korea. This aquifer system is divided into four layers according to the hydrogeologic characteristics and the horizontal extent of intruded saltwater is determined at each layer through the geostatistical interpretation of electrical resistivity data. In order to define the statistical structure of electrical resistivity data, variogram analysis is carried out to obtain best generalized covariance models. IRF-k (intrinsic random function of order k) kriging is performed with covariance models to produce the plane of spatial mean resistivities. The kriged estimates are evaluated by cross validation to show a good agreement with the true values and the statistics of cross validation represented low errors for the estimates. In the resistivity contour maps more than 5 m below the surface, we can see a dominant direction of saltwater intrusion beginning from the east side. The area of saltwater intrusion increases with depth. The northeast side has low resistivities less than 5 ohm-m due to the presence of saline water in the depth range of 20 m through 70 m. These results show that the application of geostatistical technique to electrical resistivity data is useful for assessing saltwater intrusion in a coastal aquifer system.