• Proceedings of the Korea Water Resources Association Conference
• /
• 2015.05a
• /
• pp.557-557
• /
• 2015

To overcome main drawbacks of parametric models, k-nearest neighbor resampling (KNNR) is suggested for water quality analysis involving geographic information. However, with KNNR nonparametric model, Geographic information is not properly handled. In the current study, to manipulate geographic information properly, we introduce a depth function which is a novel statistical concept in the classical KNNR model for stormwater quality simulation. An application is presented for a case study of the total suspended solids throughout the entire United States. Total suspended solids concentration data of stormwater demonstrated that the proposed model significantly improves the simulation performance rather than the existing KNNR model.

• Journal of the Korea Institute of Military Science and Technology
• /
• v.14 no.5
• /
• pp.859-870
• /
• 2011

The purpose of this paper is to develop reliability analysis procedures for repairable systems with interval failure time data and apply the procedures for assessing the storage reliability of a subsystem of a certain type of guided missile. In the procedures, the interval failure time data are converted to pseudo failure times using the uniform random generation method, mid-point method or equispaced intervals method. Then, such analytic trend tests as Laplace, Lewis-Robinson, Pair-wise Comparison Nonparametric tests are used to determine whether the failure process follows a renewal or non-renewal process. Monte Carlo simulation experiments are conducted to compare the three conversion methods in terms of the statistical performance for each trend test when the underlying process is homogeneous Poisson, renewal, or non-homogeneous Poisson. The simulation results show that the uniform random generation method is best among the three. These results are applied to actual field data collected for a subsystem of a certain type of guided missile to identify its failure process and to estimate its mean time to failure and annual mean repair cost.

• The Korean Journal of Applied Statistics
• /
• v.33 no.1
• /
• pp.25-46
• /
• 2020

This paper presents ordinal probit semiparametric regression models using Bayesian Spectral Analysis Regression (BSAR) method. Ordinal probit regression is a way of modeling ordinal responses - usually more than two categories - by connecting the probability of falling into each category explained by a combination of available covariates using a probit (an inverse function of normal cumulative distribution function) link. The Bayesian probit model facilitates posterior sampling by bringing a latent variable following normal distribution, therefore, the responses are categorized by the cut-off points according to values of latent variables. In this paper, we extend the latent variable approach to a semiparametric model for the Bayesian ordinal probit regression with nonparametric functions using a spectral representation of Gaussian processes based BSAR method. The latent variable is decomposed into a parametric component and a nonparametric component with or without a shape constraint for modeling ordinal responses and predicting outcomes more flexibly. We illustrate the proposed methods with simulation studies in comparison with existing methods and real data analysis applied to a Korean National Health and Nutrition Examination Survey (KNHANES) 2016 for investigating nonparametric relationship between smoking behavior and coffee intake.

• The Korean Journal of Applied Statistics
• /
• v.28 no.3
• /
• pp.529-540
• /
• 2015

A cross-over design is frequently used in clinical trials (especially in bioequivalence tests with a parametric method) for the comparison of two treatments. Missing values frequently take place in cross-over designs in the second period. Usually, subjects that have missing values are removed and analyzed. However, it can be unsuitable in clinical trials with a small sample size. In this paper, we compare single imputation methods in a $2{\times}2$ cross-over design when missing values exist in the second period. Additionally, parametric and nonparametric methods are compared after applying single imputation methods. A Monte-Carlo simulation study compares type I error and the power of methods.

• The Korean Journal of Applied Statistics
• /
• v.26 no.2
• /
• pp.291-305
• /
• 2013

Collective traffic data (BPS, PPS etc.) for detection against the distributed denial of service attack on network is the time sequencing big data. The algorithm to detect the change point in the big data should be accurate and exceed in detection time and detection capability. In this work, the sliding window and discretization method is used to detect the change point in the big data, and propose five nonparametric test statistics using empirical distribution functions and ranks. With various distribution functions and their parameters, the detection time and capability including the detection delay time and the detection ratio for five test methods are explored and discussed via monte carlo simulation and illustrative examples.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.41 no.3
• /
• pp.147-153
• /
• 2004

This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

• The Korean Journal of Applied Statistics
• /
• v.22 no.6
• /
• pp.1203-1214
• /
• 2009

In this paper we introduce the time series clustering methods in the time and frequency domains and discuss the merits or demerits of each method. We analyze 15 daily stock prices of KOSPI 200, and the nonparametric method using the wavelet shows the best clustering results. For the clustering of nonstationary time series using the spectral density, the EMD method remove the trend more effectively than the differencing.

• The Korean Journal of Applied Statistics
• /
• v.31 no.6
• /
• pp.761-769
• /
• 2018

Simulations are important for survival analyses that deal with censored data. Cox models are widely used in survival analyses, therefore, we investigate how to generate censored data that can simulate the Cox model. Bender et al. (Statistics in Medicine, 24, 1713-1723, 2005) provided a parametric method for generating survival times, but we need to generate censoring times as well as survival times to simulate the censored data. In addition to the parametric method for generating censored data, a nonparametric method is also proposed and applied to a real data set.

• The Korean Journal of Applied Statistics
• /
• v.19 no.1
• /
• pp.149-161
• /
• 2006

The most important component in decision tree algorithm is the rule for split variable selection. Many earlier algorithms such as CART and C4.5 use greedy search algorithm for variable selection. Recently, many methods were developed to cope with the weakness of greedy search algorithm. Most algorithms have different selection criteria depending on the type of variables: continuous or nominal. However, ordinal type variables are usually treated as continuous ones. This approach did not cause any trouble for the methods using greedy search algorithm. However, it may cause problems for the newer algorithms because they use statistical methods valid for continuous or nominal types only. In this paper, we propose a ordinal variable selection method that uses Cramer-von Mises testing procedure. We performed comparisons among CART, C4.5, QUEST, CRUISE, and the new method. It was shown that the new method has a good variable selection power for ordinal type variables.

• The Korean Journal of Applied Statistics
• /
• v.11 no.1
• /
• pp.163-175
• /
• 1998

The change of hazard rates at some unknown time point has been the interest of many statisticians. But it was restricted to the constant hazard rates which correspond to the exponential distribution. In this paper we generalize the change-point model in which any specific functional forms of hazard rates are net assumed. The assumed model includes various types of changes before and after the unknown time point. The Nelson estimator of cumulative hazard function is introduced. We estimate the change-point maximizing slope changes of Nelson estimator. Consistency and asymptotic distribution of bootstrap estimator are obtained using the martingale theory. Through a Monte Carlo study we check the performance of the proposed method. We also explain the proposed method using the Stanford Heart Transplant Data set.