• Communications for Statistical Applications and Methods
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• 제17권6호
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• pp.829-843
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• 2010

To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.

• Communications for Statistical Applications and Methods
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• 제29권3호
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• pp.353-371
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• 2022

This paper analyzes death counts after World War II of several countries to identify and to compare their stochastic structures. The stochastic structures that this paper entertains are three structural time series models, a local level with a random walk model, a fixed local linear trend model and a local linear trend model. The structural time series models assume that a time series can be formulated directly with the unobserved components such as trend, slope, seasonal, cycle and daily effect. Random effect of each unobserved component is characterized by its own stochastic structure and a distribution of its irregular component. The structural time series models use the Kalman filter to estimate unknown parameters of a stochastic model, to predict future data, and to do filtering data. This paper identifies the best-fitted stochastic model for three types of death counts (Female, Male and Total) of each country. Two diagnostic procedures are used to check the validity of fitted models. Three criteria, AIC, BIC and SSPE are used to select the best-fitted valid stochastic model for each type of death counts of each country.

• Communications for Statistical Applications and Methods
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• 제29권1호
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• pp.103-125
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• 2022

In this paper, we analyze the time series data of the case and death counts of COVID-19 that broke out in China in December, 2019. The study period is during the lockdown of Wuhan. We exploit functional data analysis methods to analyze the collected time series data. The analysis is divided into three parts. First, the functional principal component analysis is conducted to investigate the modes of variation. Second, we carry out the functional canonical correlation analysis to explore the relationship between confirmed and death cases. Finally, we utilize a clustering method based on the Expectation-Maximization (EM) algorithm to run the cluster analysis on the counts of confirmed cases, where the number of clusters is determined via a cross-validation approach. Besides, we compare the clustering results with some migration data available to the public.

• 응용통계연구
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• 제30권1호
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• pp.181-193
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• 2017

본 논문에서는 계층적 시계열 자료 분석을 위한 대표적인 두 가지 방법인 상향식과 최적조합 예측법을 소개한다. 이러한 예측법은 계층적 시계열을 구성하는 모든 계열을 예측해야 하는 독립적 예측과 달리, 임의의 조정 과정이 없이 하위 계층 계열의 예측값의 합은 항상 상위 계층의 예측값과 일치하게 된다. 또한, 독립적 예측과 비교하여 예측력을 향상시킨다. 계층적 예측법의 효율성을 살펴보기 위하여 국내 16개 시도별 남녀 교통사고 발생건수 시계열 자료를 예측하였다. 이를 통하여 교통사고 발생건수에 대한 각 계층의 예측에서 계층적 방법과 독립적 방법의 차이점 및 우수성을 비교하였다.

• Communications for Statistical Applications and Methods
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• 제27권4호
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• pp.487-500
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• 2020

Insurers face increasing demands for cyber liability; entailed in part by a variety of new forms of risk of data breaches. As data breach occurrences develop, our understanding of the volatility in data breach counts has also become important as well as its expected occurrences. Volatility clustering, the tendency of large changes in a random variable to cluster together in time, are frequently observed in many financial asset prices, asset returns, and it is questioned whether the volatility of data breach occurrences are also clustered in time. We now present volatility analysis based on INGARCH models, i.e., integer-valued generalized autoregressive conditional heteroskedasticity time series model for frequency counts due to data breaches. Using the INGARCH(1, 1) model with data breach samples, we show evidence of temporal volatility clustering for data breaches. In addition, we present that the firms' volatilities are correlated between some they belong to and that such a clustering effect remains even after excluding the effect of financial covariates such as the VIX and the stock return of S&P500 that have their own volatility clustering.

• 응용통계연구
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• 제31권2호
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• pp.229-239
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• 2018

본 논문에서는 시간적 계층 개념을 활용하여 시계열 자료를 예측하는 방법을 소개한다. 횡단적 계층 자료 분석에서와 유사한 방법으로 중복되지 않는 시간적 계층을 시계열 자료에 구조화할 수 있다. 이러한 시간적 계층을 활용하여 조정된 예측은 기존의 계층별 독립적 기저 예측 및 상향식 예측보다 더 정확하고 강건한 예측값을 생성한다. 실증 분석으로서 국내 교통사고 발생건수를 시간적 계층 개념을 활용하여 예측한다. 분석 결과, 조정 예측이 기존의 다른 예측보다 예측 성능면에서 더 우수함을 확인할 수 있다.

• 대한교통학회지
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• 제32권4호
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• pp.380-388
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• 2014

연평균 일교통량(AADT)은 도로를 계획하고 설계하는데 있어 매우 중요한 기초자료로 활용된다. 상시 교통량 조사 자료는 연간 일교통량이 수집되어 AADT를 구할 수 있지만, 단기 교통량 조사(short-term traffic counts)의 경우 특정 기간에만 조사되므로 AADT를 추정하여야 한다. 본 연구에서는 교통량 자료가 시공간적 특성을 동시에 지닌다는 점에 착안하여 공간통계방법을 이용하여 AADT를 추정하였다. 공간통계모형 중 보편적으로 이용되는 크리깅 모형을 적용하였으며, 여러 가지 크리깅 모형을 비교분석하였다. 또한 사회경제지표를 반영하여 AADT 추정 정확도를 높이는 방법에 대하여 알아보았다. 모형의 비교평가를 위하여 일반국도 상시조사 자료를 이용하여 제안된 모형의 AADT 추정오차를 분석하고, 적용된 다양한 크리깅 모형의 성능을 비교하였다. 이러한 연구결과는 AADT 추정 정확도를 향상시킴으로써 적정 수준의 교통시설 공급과 서비스 수준 향상에 기여할 것으로 기대된다.

• Journal of Preventive Medicine and Public Health
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• 제34권1호
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• pp.61-72
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• 2001

Objectives : To evaluate the hypothesis that increasing ambient levels of ozone or particulate matter are associated with increased emergency room visits for asthma and to quantify the strength of association, if any, between these. Methods : Daily counts of emergency room visits for asthma, air quality, and weather data were collected from hospitals with over 200 beds and from monitoring Stations in Seoul, Korea from 1994 through 1997. Daily counts of emergency mom visits for asthma attack were analyzed using a general additive Poisson model, with adjustment for the effects of secular trend, seasonal variation, Sunday and holiday, temperature, and humidly, according to levels of ozone and particulate matter. Results : The association between daily counts of emergency room visits for asthma attack and ozone levels was statistically significant in summer(from June to August), and the RR by unit inclement of 100 ppb ozone was 1.30(95% CI = $1.11\sim1.52$) without lag time. With restriction of the period from April to September in 1996, the RR was 1.37(95% CI = $1.06\sim1.76$), and from June to August in 1995, the RR was 1.62(95% CI = $1.12\sim2.35$). In the data for children$(5\sim14yr)$, the RR was 2.57(95% CI = $1.31\sim5.05$) with restriction of the period from April to September in 1997. There was no Significant association between TSP levels and asthma attacks, but a slight association was seen between PM10 levels and asthma attacks in a very restricted period. Conclusion : There was a statistically significant association between ambient levels of ozone and daily counts of emergency room visits for asthma attack. Therefore, we must make efforts to effectively minimize air pollution, in order to protect public health.

• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1565-1572
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• 2015

In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.

• 융합정보논문지
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• 제9권12호
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• pp.54-61
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• 2019

최근 들어 IITS는 스마트 시티관련 산업계에서 중요한 주제로 떠오르고 있다. IITS의 주요 목적인 교통체증 (차량 사고에 기인한) 예방책들이 발전된 센서 및 통신 기술의 도움을 받아 다양하게 시도되었다. 관련 연구들에서는 자동차 사고와 사고 위치적 특성, 날씨, 운전자 행동, 시간 등 다양한 요인들과 상관 관계가 있음을 보여주고 있다. 우리 연구는 자동차 사고와 사고 발생 시간 사이의 상관관계에 주제를 집중했다. 본 논문에서는 ARIMA (Auto-Regressive Integrated Moving Average) 자동 회귀, 정상 및 지연 순서를 결정하는 세 가지 요소를 확인하기 위해 ADF (Augmented Dickey-Fuller)를 포함한 ARIMA 테스트를 수행했다. 본 연구 결과로서 시간 별 자동차 충돌 수 예측에 대한 요약을 제시하며, 한국 내 자동차 사고 데이터는 ARIMA 모델에 적용될 수 있음을 보여주었고, 국내 자동차 사고는 하루를 기준으로 일정한 주기가 존재하는 성격을 가지고 있다는 것을 제시했다.