• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.319-327
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• 1999

Zero-Inflated Poisson distributions have been widely used for defect-free products in manufacturing processes. It is very interesting to check the shift after the unknown changepoint. If the detectives are caused by the two different types of factor, we should use bivariate zero-inflated model. In this paper, likelihood ratio tests were used to detect the shift of changes after the changepoint. Some inferences for the parameters in this model were made.

• IE interfaces
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• v.20 no.2
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• pp.133-141
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• 2007

As the sales of the Sports Toto, the Korean lottery on sports games, have increased significantly in recent five years, interest in predicting the various results of sports matches has also been raised. Dixon and Coles (1997) proposed a bivariate Poisson model to predict the results of English soccer league matches. In this paper, we pay attention to the physical condition of players that may affect soccer match results and revise Dixon and Coles' model to consider probable fatigue due to the players' short rest followed by their frequent matches. We observed the fatigue effect in the match results, and found positive betting returns available when using our prediction model. Furthermore, the validity of probability-based odds in European and Korean betting markets is analyzed.

• International Journal of Highway Engineering
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• v.12 no.2
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• pp.43-49
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• 2010

This study deals with the traffic accident of the Cheongju arterial link sections. The purpose of the study is to develop the traffic accident model. In pursuing the above, this study gives particular attentions to developing the ZAM(zero-altered model) model using the accident data of arterial roads devided by 322 small link sections. The main results analyzed by ZIP(zero inflated Poisson model) and ZINB(zero inflated negative binomial model) which are the methods of ZAM, are as follows. First, the evaluation of various developed models by the Vuong statistic and t statistic for overdispersion parameter ${\alpha}$ shows that ZINB is analyzed to be optimal among Poisson, NB, ZIP(zero-inflated Poisson) and ZINB regression models. Second, ZINB is evaluated to be statistically significant in view of t, ${\rho}$ and ${\rho}^2$ (0.63) values compared to other models. Finally, the accident factors of ZINB models are developed to be the traffic volume(ADT), number of entry/exit and length of median. The traffic volume(ADT) and the number of entry/exit are evaluated to be the '+' factors and the length of median to be '-' factor of the accident.

• Proceedings of the Korea Concrete Institute Conference
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• 2003.11a
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• pp.465-472
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• 2003

Creep Poisson's ratio reported by previous experimental studies on multiaxial creep of concrete was controversial. The Poisson's ratio is very sensitive to small experimental error that is inevitably induced, and the sensitivity may cause the controversy. It is difficulty to find out the properties on multiaxial creep of concrete. Therefore, a new approach method to analyze the test results is needed to precisely understand the properties on multiaxial creep of concrete. In this study, microplane model is used as a new approach method in analyzing the multiaxial creep test data. The six data sets extracted from the literature are fitted from regression analysis. Double-power law as a model representing volumetric and deviatoric creep evolutions on microplane is used, and six parameters in volumetric and deviatoric compliances are determined on the assumption that the volumetric and deviatoric creep strains are linearly proportional to corresponding stresses. The optimum fits give very accurate description of the test data. The Poisson's ratio calculated from the optimum fits varies with time and does not depends on the stress states, namely, uniaxial, biaxial, and triaxial stress states. Regression analysis is also performed on the assumption that the Poisson's ratio remains constant with titre. The constant Poisson's ratio can be use in practice without serious error.

• Korean Management Science Review
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• v.32 no.2
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• pp.69-78
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• 2015

This paper considers a Bayesian Poisson model for multivariate count data using multiplicative rates. More specifically we compose the parameter for overall arrival rates by the product of two parameters, a common effect and an individual effect. The common effect is composed of autoregressive evolution of the parameter, which allows for analysis on seasonal effects on all multivariate time series. In addition, analysis on individual effects allows the researcher to differentiate the time series by whatevercharacterization of their choice. This type of model allows the researcher to specifically analyze two different forms of effects separately and produce a more robust result. We illustrate a simple MCMC generation combined with a Gibbs sampler step in estimating the posterior joint distribution of all parameters in the model. On the whole, the model presented in this study is an intuitive model which may handle complicated problems, and we highlight the properties and possible applications of the model with an example, analyzing real time series data involving customer arrivals to a large retail store.

• Journal of the Korea Concrete Institute
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• v.16 no.2 s.80
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• pp.195-204
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• 2004

Poisson's ratio due to multiaxial creep of concrete reported by existing experimental works was controversial. Poisson's ratio calculated from measured strain is very sensitive to small experimental error. This sensitivity make it difficult to find out whether the Poisson's ratio varies with time or remain constant, and whether the Poisson's ratio has different value with stress states or not. A new approach method is needed to resolve the discrepancy and obtain reliable results. This paper presents analytical study on multiaxial creep test results. Microplane model as a new approach method is applied to optimally fitting the test data extracted from experimental studies on multiaxial creep of concrete. Double-power law is used as a model to present volumetric and deviatoric creep evolutions on a microplane. Six parameters representing the volumetric and deviatoric compliance functions are determined from regression analysis and the optimum fits accurately describe the test data. Poisson's ratio is calculated from the optimum fits and its value varies with time. Regression analysis is also performed assuming that Poisson's ratio remains constant with time. Four parameters are determined for this condition, and the error between the optimum fits and the test data is slightly larger than that for six parameter regression results. The constant Poisson's ratio with time is obtained from four parameter analysis results and the constant value can be used in practice without serious error.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.421-430
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• 2006

In sample survey sample designs are performed by geographically-based domain such as countries, states and metropolitan areas. However mostly statistics of interests are smaller domain than sample designed domain. Then sample sizes are typically small or even zero within the domain of interest. Shin and Lee(2003) mentioned Spatial Autoregressive(SAR) model in small area estimation model-based method and show the effectiveness by MSE. In this study, Bayesian Auto-Poisson Model is applied in model-based small area estimation method and compare the results with SAR model using MSE ME and bias check diagnosis using regression line. In this paper Survey of Disability, Aging and Cares(SDAC) data are used for simulation studies.

• Journal of Korea Water Resources Association
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• v.37 no.10
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• pp.813-822
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• 2004

This study quantifies and compares the drought return and duration characteristics by applying the Poisson process as well as based on by analyzing the observed data directly. The drought spatial distributions derived for the Gyunggi province are also compared. The monthly rainfall data are used to construct the SPI as a drought index. Especially, this study focuses on the evaluation of the Poisson process model when applying it to various data lengths such as in the spatial analysis 'of drought. Summarizing the results are as follows. (1) The Poisson process is found to be effective for the quantification of drought, especially when the data length is short. When applying the Poisson process, two neighboring sites are found insensitive to the data length to show similar drought characteristics, so the overall drought pattern becomes smoother than that derived directly from the observed data. (2) When the data length is very different site by site, the spatial analysis of drought based on a model application seems better than that based on the direct data analysis. This study also found more obvious spatial pattern of drought occurrence and duration when applying the Poisson process.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.6 no.4
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• pp.574-581
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• 2002

Traditional queueing analyses are very useful for designing a network's capacity and predicting their performances, however most of the predicted results from the queueing analyses are quite different from the realistic measured performance. And recent empirical studies on LAN, WAN, and VBR traffic characteristic have indicated that the models used in the traditional Poisson assumption cannot properly predict the real traffic properties due to underestimation of the long-range dependence of network traffics and self-similar properties. In this paper, It is also shown that the self-similar traffic reflects real Ethernet traffic characteristics by comparing Pareto-like ON/OFF source model which is exactly self-similar model to the traditional Poisson model. It is also performed optimization design and performance analysis of ATM network using Internet traffic characteristics.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.141-147
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• 1995

A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.