• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.595-603
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• 2009

Typically the standard optimal allocation method distributes the sample for each stratum considering survey cost. In case of varying survey cost for each survey unit, we need to consider more practical allocation method. In other words, according to characteristics of an individual unit, we consider the optimal dynamic allocation method which first selects the survey unit having maximum value of benefit cost ratio. In terms of this, the proposed allocation method is different from standard optimal allocation method which allocate samples for each stratum and selects the random sample according to each size of sample. This paper is considered the dynamic optimal allocation method for the stratified randomized response technique which surveys for sensitive characteristic of survey units such as drug abuse, abortion, alcoholic. We prove the practical usefulness of proposed method using the numerical example.

• Journal of Korean Society for Quality Management
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• v.15 no.2
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• pp.69-73
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• 1987

The aim of this study is to find out the optimal goods for the marketing research through analysing the factor effecting the marketing survey by using the experimental design method. The decisive effecting factors in relation with the marketing survey were investigated as follows; 1. A row effect (Ai; i = 1, 2, ... n) is the design sorts of woman-clothes bias. 2. A column effect (Bi; i = 1, 2, ... n) is the woman-consumer bias. In this paper the experimental design, execution and statistical analys is were conducted to find out the optimal goods for marketing research.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.553-568
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• 2022

The Household Income and Expenditure Survey is a representative survey of Statistics Korea, which aims to measure and analyze national income and consumption levels and their changes by understanding the current state of household balances. Recently, the disconnection problem in these time series caused by the large-scale reorganization of the survey methods in 2017 and 2019 has become an issue. In this study, we model the characteristics of the time series in the Household Income and Expenditure Survey up to 2016, and use the modeling to compute forecasts for linking the expenditures in 2017 and 2018. In order to evenly reflect the characteristics across all expenditure item series and to reduce the impact of a specific forecast model, we synthesize a total of 8 models such as regression models, time series models, and machine learning techniques. In particular, the noteworthy aspect of this study is that it improves the forecast by using the optimal combination technique that can exactly reflect the hierarchical structure of the Household Income and Expenditure Survey without loss of information as in the top-down or bottom-up methods. As a result of applying the proposed method to forecast expenditure series from 2017 to 2019, it contributed to the recovery of time series linkage and improved the forecast. In addition, it was confirmed that the hierarchical time series forecasts by the optimal combination method make linkage results closer to the actual survey series.

• Journal of the Korea Institute of Military Science and Technology
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• v.15 no.6
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• pp.802-811
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• 2012

This study proposes an OMS/MP preparation methodology using a simulation method instead of a survey method. We applied our methodology to the next generation detection radar, providing reasonable peace- and war-time OMS/MP values. Based on these results, we propose the process to calculate RAM objective values. The previous survey method required to supplement its method since the method used data from a similar weapon system. In addition, the previous method didn't provide enough reliability for the future weapon system. Instead of using the previous survey method, we propose to use war game simulation, which provides a better OMS/MP values. Based on these results, we propose the logical consecutive process that prepares combat and simulation scenarios, peace- and war-time OMS/MP values and RAM objective values.

• The Korean Journal of Ecology
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• v.21 no.5_1
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• pp.409-418
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• 1998

A molel study was conducted to determine the optimal sample size for the analysis of the aquatic insect community in a stream reach of the Pangtae Creek, Kangwon-do in October 1995 and may 1996. The results showed that the required minimum sample size varied and depended on the purposes of the community analysis. Acoording to the Species: Area Curve method, at least 16 Surber samplings ($30{\times}30cm$) were required in a stream reach in each spring and fall survey. The species diversity index did not vary significantly as the sample size increased. Based on the coefficient of variation analysis, the minimum sample sizes of 10 were required in order to compare seasonal differences of the community in the study area. Considering the static community structure of aquatic insects, including both species numbers and individual numbers of aquatic insects, 11 and 7 samplings were optimal sizes for the fall and spring survey, respectively. We concluded that 12 Surber samplings from 3 riffle-pool sequences (4 samplings at each riffle-pool sequence) would be required in a stream reach (length 1 km) to obtain reliable as well as cost efficient data. Our model showed that the optimal sample size should be determined by interactions between minimum sample size, the degree of data reliability, and cost efficiency.

• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1335-1351
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• 2015

In order to effectively understand the perception of businesses and consumers, the Bank of Korea has released Economic Sentiment Index (ESI), a composite indicator of business survey index (BSI) and consumer survey index (CSI), since 2102. The usefulness of ESI has been widely recognized. However, there exists a margin for improvement in terms of its predictive power. In this study, we evaluated the usefulness of ESI and improved the ESI by complementing its defaults. Our results of empirical analysis proved that dynamic optimal weight navigation process using the sliding window method is very useful in determining the optimal weights of configurations item of ESI based on economic situation.

• Bulletin of the Korean Mathematical Society
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• v.48 no.4
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• Proceedings of the Korean Geotechical Society Conference
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• 2008.10a
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• pp.1318-1327
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• 2008

Geotechnical sites in urban areas may have embedded structures such as utility lines and underground concrete structures, which cause difficulties in site investigation. This study is a preliminary research to establish knowledge base for developing an optimal technique for site investigation in urban areas. Surface-wave method and resistivity survey, which are frequently adopted for non-destructive site-investigation for geotechnical sites, were investigated to characterize effects of adjacent structures. In case of surface wave method, patterns of wave propagation were investigated for typical sets of multi-layered geotechnical profiles by numerical simulation based on forward modeling theory and field experiments for small-size model tests and real-scale tests in the field. In case of resistivity survey, 3-D finite element analyses and field tests were performed to investigate effects of adjacent concrete structures. These theoretical and experimental researches for surface-wave method and resistivity survey resulted in establishing physical criteria to cause interference of adjacent structures in site investigation at urban areas.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.247-256
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• 2003

In this study, we systemize the theoretical validity for applying RRM to three-stage cluster sampling method and derive the estimate and it's variance of sensitive parameter. We derive the minimum variance form under the optimal values of the subsample sizes when the costs are fixed. Under the some given precision, we obtain the optimal values of the subsample sizes and derive the minimum cost form by using them. We apply the three-stage cluster RRM to field survey and suggest some necessary points for practical use.

• Journal of Korea Water Resources Association
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• v.36 no.1
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• pp.45-59
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• 2003

The method in this study, which is more efficiency than the existing method, propose the optimal rehabilitation model based on the deterioration prediction of the laying pipe by using the deterioration survey method of the water distribution system. The deterioration prediction model divides the deterioration degree of each pipe into 5 degree by using the probabilistic neural network. Also, the optimal residual durability is estimated by the calculated deterioration degree in each pipe and pipe diameter. The optimal rehabilitation model by integer programming base on the shortest path can calculate a time and cost of maintenance, rehabilitation, and replacement. Also, the model is divided into budget constraint and no budget constraint. Consequently, the model proposed by the study can be utilized as the quantitative method for the management of the water distribution system.