• The Journal of Asian Finance, Economics and Business
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• v.1 no.2
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• pp.31-37
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• 2014

The portfolio selection is one of the most important and vital decisions that a real or legal person, who invests in stock market, should make. The main purpose of this article is the determination of the optimal portfolio with regard to relations among stock returns of companies which are active in Tehran's stock market. For achieving this goal, weekly statistics of company's stocks since Farvardin 1389 until Esfand 1390, has been used. For analyzing statistics and information and examination of stocks of companies which has change in returns, factors analysis approach and clustering analysis has been used (FC approach). With using multivariate analysis and with the aim of reducing the unsystematic risk, a financial portfoliois formed. At last but not least, results of choosing the optimal portfolio rather than randomly choosing a portfolio are given.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.471-487
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• 1996

In this paper we propose an efficient scoring type one-step GM-estimator, which has a bounded influence function and a high break-down point. The main point of the estimator is in the weighting scheme of the GM-estimator. The weight function we used depends on both leverage points and residuals So we construct an estimator which does not downweight good leverage points Unider some regularity conditions, we compute the finite-sample breakdown point and prove asymptotic normality Some simulation results are also presented.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.57-70
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• 2016

Type-II progressive censoring is one of the censoring methods frequently used in clinical studies, reliability trials, quality control of products and industrial experiments. Sometimes in Type-II progressive censoring experiments, the failure rate is low so the waiting time to observe the $m^{th}$ failure will be very long; however, the experimenter may have to terminate the experiment before a predetermined time. In this article, if two generalized types of Type-II progressive censoring are reminded, we then make some changes in the removal method of Type-II progressive censoring such that without reducing the deduction quality, the termination time of the experiment decreases. This can be done with decreasing withdraws throughout the steps of the experiment with a special reasonable method. A simulation study is done and the results are tabulated at the end of this article for a comparison between introduced method and Type-II progressive censoring.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.419-430
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• 2014

An accurate prediction of electricity supply and demand is important for daily life, industrial activities, and national management. In this paper electricity sales is predicted by time series modelling. Real data analysis shows the transfer function model with cooling and heating days as an input time series and a pulse function as an intervention variable outperforms other time series models for the root mean square error and the mean absolute percentage error.

• Journal of Korean Society for Quality Management
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• v.36 no.4
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• pp.1-6
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• 2008

As more and more data are collected one may ask whether the data collected within a short period of time are same. In this case traditional hypothesis testing of $H_o:{\mu}_1={\mu}_2$ vs $H_1:{\mu}_1{\neq}{\mu}_2$ is used to determine whether the data are same when there is no knowledge about equivalence testing. However, this type of hypothesis testing has the undesirable property of penalizing higher precision. So TOST is to be performed in the event of equivalence testing. In this study equivalence testing is introduced where one can find the applications in industry. Traditional two sample t testing is to be compared with the equivalent testing and the procedure to perform the equivalence testing is to be presented along with an example. Finally equivalence testing in terms of the other parameters such as variance, proportion or failure rate is to be sought.

• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.1045-1053
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• 2003

Markovian EWMA control chart for simultaneously monitoring mean vector of the several correlated quality characteristics is investigated. Properties of multivariate Shewhart chart and EWMA chart are evaluated for matched FSI (fixed sampling interval) and VSI(variable sampling interval) scheme. We obtained VSI EWMA chart is more efficient than Shewhart chart for small or moderate shifts. And, we obtained stablized numerical results with Markov chain method when the number of transient state is greater than 100.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.535-543
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• 2003

Cluster analysis has been widely used in many applications, such as pattern analysis or recognition, data analysis, image processing, market research on on-line or off-line and so on. Clustering can identify dense and sparse regions among data attributes or object attributes. But it requires many hours to get clusters that we want, because clustering is more primitive, explorative and we make many data an object of cluster analysis. In this paper we propose a new method of clustering using sample based on grid. It is more fast than any traditional clustering method and maintains its accuracy.

• 한국데이터정보과학회:학술대회논문집
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• 2003.05a
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• pp.65-75
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• 2003

In the Taguchi parameter design, the product array approach using orthogonal arrays is mainly used. However, it often requires an excessive number of experiments. An alternative approach, which is called the combined array approach, was suggested by Welch et. al. (1990) and studied by others. In these studies, only single response variable was considered. We propose how to simultaneously optimize multiple responses when we use the combined array approach.

• Journal of Environmental Science International
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• v.26 no.9
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• pp.1073-1080
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• 2017

Manufacturing and technology industries produce large amounts of air pollutants. Ulsan Metropolitan City, South Korea, is well-known for its large industrial complexes; in particular, the concentration of $SO_2$ here is the highest in the country. We assessed $SO_2$ monitoring sites based on conditional and joint entropy, because this is a common method for determining an optimal air monitoring network. Monthly $SO_2$ concentrations from 12 air monitoring sites were collected, and the distribution of spatial locations was determined by kriging. Mean absolute error, Root Mean Squared Error (RMSE), bias and correlation coefficients were employed to evaluate the considered algorithms. An optimal air monitoring network for Ulsan was suggested based on the improvement of RMSE.

• Journal of Korean Society of Occupational and Environmental Hygiene
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• v.19 no.4
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• pp.363-369
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• 2009

The total number of confined space accident cases from 1999 to 2007 in Korea were 220, causing 353 injuries and 212 casualties. Out of 220 cases, 44(20.0%) occurred in sewage treatment facilities and 40(18.2%) occurred in both manholes and containers. When the main causes of confined space accidents were classified, oxygen deficiency accounted for 69 cases(31.4%), carbon monoxide, 48(21.8%), hydrogen sulfide, 40(18.2%), and organic solvent, 32(14.5%). Improvement of occupational accident statistics is necessary in order to report accurate and precise data for confined space accidents. The structure of confined space must be considered when selecting gas to be measured.