• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.57-76
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• 2007

Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.55 no.7
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• pp.306-312
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• 2006

Support Vector Machine(SVM), of which the foundations have been developed by Vapnik (1995), is gaining popularity thanks to many attractive features and promising empirical performance. In this paper, we propose a new short-term load forecasting technique based on SVM. We discuss the input vector selection of SVM for load forecasting and analyze the prediction performance for various SVM parameters such as kernel function, cost coefficient C, and $\varepsilon$ (the width of 8 $\varepsilon-tube$). The computer simulation shows that the prediction performance of the proposed method is superior to that of the conventional neural networks.

• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.463-473
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• 2015

We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

• The Korean Journal of Applied Statistics
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• v.20 no.3
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• pp.573-584
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• 2007

A well estimated probability of default is most important for constructing a good credit scoring process. The maximum expected utility (MEU) model has been suggested as an alternative of the traditional logistic regression model. Because the MEU model has been constructed using financial data arising from North America and European countries, the MEU model may not be suitable to Korean private firms. Thus, we propose a Korea-specific MEU model by estimating the parameters involved in kernel functions. This Korea-specific MEU model is illustrated using 34,057 private firms to show the performance of the MEU model relative to the usual logistic regression model.

• Computers and Concrete
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• v.33 no.1
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• pp.55-75
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• 2024

The present study introduces an optimum performance soft computing model for predicting the compressive strength of high-performance concrete (HPC) by comparing models based on conventional (kernel-based, covariance function-based, and tree-based), advanced machine (least square support vector machine-LSSVM and minimax probability machine regressor-MPMR), and deep (artificial neural network-ANN) learning approaches using a common database for the first time. A compressive strength database, having results of 1030 concrete samples, has been compiled from the literature and preprocessed. For the purpose of training, testing, and validation of soft computing models, 803, 101, and 101 data points have been selected arbitrarily from preprocessed data points, i.e., 1005. Thirteen performance metrics, including three new metrics, i.e., a20-index, index of agreement, and index of scatter, have been implemented for each model. The performance comparison reveals that the SVM (kernel-based), ET (tree-based), MPMR (advanced), and ANN (deep) models have achieved higher performance in predicting the compressive strength of HPC. From the overall analysis of performance, accuracy, Taylor plot, accuracy metric, regression error characteristics curve, Anderson-Darling, Wilcoxon, Uncertainty, and reliability, it has been observed that model CS4 based on the ensemble tree has been recognized as an optimum performance model with higher performance, i.e., a correlation coefficient of 0.9352, root mean square error of 5.76 MPa, and mean absolute error of 4.1069 MPa. The present study also reveals that multicollinearity affects the prediction accuracy of Gaussian process regression, decision tree, multilinear regression, and adaptive boosting regressor models, novel research in compressive strength prediction of HPC. The cosine sensitivity analysis reveals that the prediction of compressive strength of HPC is highly affected by cement content, fine aggregate, coarse aggregate, and water content.

• Land and Housing Review
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• v.15 no.1
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• pp.57-75
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• 2024

To create dynamic and bustling urban environments, a diverse array of commercial facilities is indispensable. These facilities are recognised as pivotal in attracting and accommodating a larger floating population, thereby suggesting that a greater diversity of commercial establishments fosters heightened consumer expenditure. With this premise, our study endeavours to explore the influence of commercial facility diversity on the Consumer Centre Index. Focused on the temporal context of 2021 and the spatial context of Seoul, our analysis utilizes the Consumer Centre Index, derived from Kernel Density analysis, as the dependent variable. Independent variables encompass factors reflecting commercial attributes and urban characteristics. Employing spatial regression analysis at the administrative district level, we discern that the clustering of similar industries exerts a more pronounced positive effect on consumer activation compared to the clustering of disparate industries. Additionally, the findings underscore the importance of concentrating industries that bolster consumer activation. Anticipated outcomes of this study include insights beneficial for optimizing commercial facility location policies within the consumer market.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.141-149
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• 2013

We present methods for studying the log-density ratio that enables the selection of the predictors and the form to be included in the logistic regression model. Under bivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of two predictors. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms. We also explore other conditions in which the crossproduct and quadratic terms are not needed in the logistic regression model.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.155-163
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• 2005

This paper applies Support Vector Regression (SVR) to estimate and forecast nonlinear autoregressive integrated (ARI) model of the daily exchange rates of four currencies (Swiss Francs, Indian Rupees, South Korean Won and Philippines Pesos) against U.S. dollar. The forecasting abilities of SVR are compared with linear ARI model which is estimated by OLS. Sensitivity of SVR results are also examined to kernel type and other free parameters. Empirical findings are in favor of SVR. SVR method forecasts exchange rate level better than linear ARI model and also has superior ability in forecasting the exchange rates direction in short test phase but has similar performance with OLS when forecasting the turning points in long test phase.

• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.401-408
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• 2013

Soil moisture is a very important variable in various area of hydrological processes. We predict the soil moisture using a support vector regression. The model is trained and tested using the soil moisture data observed in five sites in the Yongdam dam basin. With respect to soil moisture data of of four sites-Jucheon, Bugui, Sangieon and Ahncheon which are used to train the model, the correlation coefficient between the esimtates and the observed values is about 0.976. As the result of the application to Cheoncheon2 for validating the model, the correlation coefficient between the estimates and the observed values of soil moisture is about 0.835. We compare those results with those of artificial neural network models.

• Journal of the Korean Statistical Society
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• v.33 no.4
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• pp.367-379
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• 2004

This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.