• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.909-921
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• 2010

Cross-wave regression imputation and carry-over imputation method are generally used in the analysis of panel data with missing values. Recently it is known that the BLS non-response adjust method has good statistical properties. In this paper we show that the BLS method can be considered as an imputation method with a similar formula of a ratio-estimator. In addition, we show that the carry-over imputation and BLS imputation are approximately the same under the assumption that data follow a non-stationary process with drift. Small simulation studies and real data analysis are performed. For the real data analysis, a monthly labor statistic (2007) is used.

• Journal of Korea Water Resources Association
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• v.42 no.3
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• pp.213-225
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• 2009

A stationary Markov chain model is a stochastic process with the Markov property. Having the Markov property means that, given the present state, future states are independent of the past states. The Markov chain model has been widely used for water resources design as a main tool. A main assumption of the stationary Markov model is that statistical properties remain the same for all times. Hence, the stationary Markov chain model basically can not consider the changes of mean or variance. In this regard, a primary objective of this study is to develop a model which is able to make use of exogenous variables. The regression based link functions are employed to dynamically update model parameters given the exogenous variables, and the model parameters are estimated by canonical correlation analysis. The proposed model is applied to daily rainfall series at Seoul station having 46 years data from 1961 to 2006. The model shows a capability to reproduce daily and seasonal characteristics simultaneously. Therefore, the proposed model can be used as a short or mid-term prediction tool if elaborate GCM forecasts are used as a predictor. Also, the nonstationary Markov chain model can be applied to climate change studies if GCM based climate change scenarios are provided as inputs.