• Title/Summary/Keyword: statistical evaluation

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A comparative Study of ARIMA and Neural Network Model;Case study in Korea Corporate Bond Yields

  • Kim, Steven H.;Noh, Hyunju
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.10a
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    • pp.19-22
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    • 1996
  • A traditional approach to the prediction of economic and financial variables takes the form of statistical models to summarize past observations and to project them into the envisioned future. Over the past decade, an increasing number of organizations has turned to the use of neural networks. To date, however, many spheres of interest still lack a systematic evaluation of the statistical and neural approaches. One of these lies in the prediction of corporate bond yields for Korea. This paper reports on a comparative evaluation of ARIMA models and neural networks in the context of interest rate prediction. An additional experiment relates to an integration of the two methods. More specifically, the statistical model serves as a filter by providing estimtes which are then used as input into the neural network models.

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Application of statistical method for ride evaluation of high speed train (고속철도 승차감 평가에 통계적 기법의 적용)

  • Kim, Young-Guk;Park, Chan-Kyeoung;Ahn, Sung-Kwon;Kim, Ki-Hwan
    • Proceedings of the KSR Conference
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    • 2008.06a
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    • pp.2179-2184
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    • 2008
  • The ride comfort is more important according to train speedup. Generally it is defined as the vehicle vibration. There are many studies on evaluation method of ride comfort for railway. But the ride comfort for Korean high speed train(HSR 350x) has been assessed by statistical method according to UIC 513R. In this paper, the ride indices, which are measured in the Korean high speed train, have been analyzed and reviewed by appling the statistical methodology such as t-test, variance analysis(ANOVA) and regression analysis.

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Statistical Evaluation Method of Irradiated Materials Properties by Nano-Indentation Method

  • V.P. Alekin;I.S. Cho;Y.S. Pyun;C.H. Hahn;Park, Y.
    • Proceedings of the Korean Institute of Surface Engineering Conference
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    • 2003.05a
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    • pp.62-62
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    • 2003
  • A statistical evaluation method was proposed to evaluate mechanical properties by using small specimens and nano-indentation for irradiation study. The method is empirically based on nano-indentation which values are statistically treated. The nano-indentation in function of indentation depth (h) is expressed using the variation factor V(h). Statistical parameters of the indentation are given by histograms. Analytical and experimental relation between histograms of phase dimension distribution and parameters V(h) and G(h) is considered using the condition of additivity of phases' microhardness. The method is applied to estimate mechanical properties of irradiated materials.

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Requirements Derivation and Implementation of Agent-based SPC System by Task Analysis (활동 분석을 통한 에이전트 SPC의 요구사항 규명 및 시스템 구현)

  • Yoo, Ki-Hoon;Lee, Jae-Hoon;Kim, Ki-Tae;Jang, Joong-Soon
    • Journal of Applied Reliability
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    • v.10 no.1
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    • pp.39-56
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    • 2010
  • Statistical process control (SPC) is a powerful technique for monitoring, managing, analysing and improving the process performance. However, its has limitations such as lack of engineering, statistical skill and training, and lesser importance of activity. To solve the problems, this study proposes an intelligent SPC system using specified agents which are derived through analysis and evaluation of the SPC activities. The activities investigated by the relevant researches are categorized as collection, process analysis, diagnosis, detection, cause analysis and rule generation. Also, the evaluation criteria are established as feasibility of automation, frequency, level and time. The requirements of the agent functions are derived by the evaluation, and the types of customized agents are as data collection, store, analysis, diagnosis, monitoring, alarm and reporting. A prototype SPC system represents that the functions of the proposed agents are successfully validated.

Sample size calculation for comparing time-averaged responses in K-group repeated binary outcomes

  • Wang, Jijia;Zhang, Song;Ahn, Chul
    • Communications for Statistical Applications and Methods
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    • v.25 no.3
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    • pp.321-328
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    • 2018
  • In clinical trials with repeated measurements, the time-averaged difference (TAD) may provide a more powerful evaluation of treatment efficacy than the rate of changes over time when the treatment effect has rapid onset and repeated measurements continue across an extended period after a maximum effect is achieved (Overall and Doyle, Controlled Clinical Trials, 15, 100-123, 1994). The sample size formula has been investigated by many researchers for the evaluation of TAD in two treatment groups. For the evaluation of TAD in multi-arm trials, Zhang and Ahn (Computational Statistics & Data Analysis, 58, 283-291, 2013) and Lou et al. (Communications in Statistics-Theory and Methods, 46, 11204-11213, 2017b) developed the sample size formulas for continuous outcomes and count outcomes, respectively. In this paper, we derive a sample size formula to evaluate the TAD of the repeated binary outcomes in multi-arm trials using the generalized estimating equation approach. This proposed sample size formula accounts for various correlation structures and missing patterns (including a mixture of independent missing and monotone missing patterns) that are frequently encountered by practitioners in clinical trials. We conduct simulation studies to assess the performance of the proposed sample size formula under a wide range of design parameters. The results show that the empirical powers and the empirical Type I errors are close to nominal levels. We illustrate our proposed method using a clinical trial example.

Human Response Measurement and Ride Quality Evaluation for Seats having various Material Porperties (물성치가 다른 시트에서의 인체 진동 측정 및 승차감 평가)

  • 조영건;박세진;윤용산
    • Transactions of the Korean Society of Automotive Engineers
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    • v.8 no.3
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    • pp.171-180
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    • 2000
  • This paper deals with the whole-body vibration and ride quality evaluation in the vertical direction. The responses of the floor, hip, back, and head in four subjects were measured for various seats when the floor was excited by random vibration with r.m.s of 1.2m/s2 in the vertical direction. In the transmissibility between the hip and floor, the fundamental mode is observed at 4.4 Hz. In the transmissibility between the head and floor, the fundamental mode at 4.4Hz and the second mode at 7.6Hz are observed. It is shown that the head motion is 41% larger than the hip motion and the response of female subject is larger than that of male subject. The response without backrest also was compared with that with backrest. From these human responses ride quality of five seats were evaluated by the ride value such as transfer ration having frequency weighting function is the statistical sense. It is observed that the seat having high damping property can reduce the most acceleration exposed to hip in the statistical sense for all ride valves, while the seat having different seat spring doesn't show statistical difference.

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Statistical Methods for the Use of Infiltration and Inflow as Performance Index in Sewer Rehabilitation Works (하수관거정비사업에서 침입수.유입수 성과지표 활용을 위한 통계적 방법론에 관한 연구)

  • Kim, Hyung-Joon;Park, Kyoo-Hong
    • Journal of Korean Society of Water and Wastewater
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    • v.24 no.5
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    • pp.617-628
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    • 2010
  • The operation performance of sewer rehabilitation projects conducted with Build-Transfer- Lease contract in Korea will be evaluated using the index of infiltration and inflow (I/I). Though I/I obtained at the fourth year should be initially evaluated based on the I/I values observed for the previous three years after the completion of sewer construction, the concrete methodology have not been proposed to rely on the so called 'performance evaluation committee'. This study suggests two statistical methodology to evaluate the I/I performance; the confidence interval method and the hypothesis-testing method. Assumed ten I/I values in each year for 20 years are used in this study. Two cases are analyzed and compared; case I to use as control data all I/I values for all years obtained before the evaluation year and case II to use I/I values for only 3 years before the evaluation year. As a result, case II tends to have relatively higher scores than case I, reflecting the low mean I/I values at the initial years.

Preparation and evaluation of limestone reference material for a proficiency test (국내산 석회석의 비교숙련도 시험용 시료 제조 및 평가)

  • Jung, Choong-Ho;Park, Deok-Won;Kim, Sung-Min;Yu, Eung-Chul
    • Analytical Science and Technology
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    • v.22 no.1
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    • pp.82-91
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    • 2009
  • Preparation and evaluation of the limestone samples for a proficiency test using domestic limestone have been performed. We have used statistical method for evaluation of the XRF and instrumental analysis results. We have found that there were some outliers from XRF and ICP-OES instrumental analysis results for each sample. After removal of 5 outliers among the 50 samples we could obtain the homogeneous samples which have within a reliability of 95% from a statistical analysis result.

Bivariate ROC Curve and Optimal Classification Function

  • Hong, C.S.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.629-638
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    • 2012
  • We propose some methods to obtain optimal thresholds and classification functions by using various cutoff criterion based on the bivariate ROC curve that represents bivariate cumulative distribution functions. The false positive rate and false negative rate are calculated with these classification functions for bivariate normal distributions.

데이터 퓨전 : 개념, 문제, 대안

  • 한상훈;하덕주;최종후
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.277-281
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    • 2004
  • 최근 마케팅 현업에서 마이크로 마케팅(Micro Marketing)이 마케팅 기법의 화두로 등장하면서 데이터 퓨전(Data Fusion) 또는 데이터 인리치먼트(Data Enrichment)가 각광받는 영역으로 등장하고 있다. 본 연구에서는 데이터 퓨전의 개념과 그를 둘러싸고 있는 통계적 문제와 그 대안에 대하여 논의한다.

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