• The Korean Journal of Applied Statistics
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• v.1 no.1
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• pp.57-67
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• 1987

In time series analysis, we usually require the assumption that time series are stationary. But we may often encounter time series whose parameter values subject to change. Inthis paper w propose a method which can detect the variance change point in anAR(1) model which is subjct to changesat non-predictable time points. Proposed method is compared with other methods using the simulated and real data.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.326-326
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• 2022

기후 변화 시나리오는 온실가스, 에어로졸, 토지이용 변화 등 인위적인 원인으로 발생한 복사강제력 변화를 지구시스템 모델에 적용하여 산출한 미래 기후 전망정보(기온, 강수량, 바람, 습도 등)를 생산하는데 활용된다. 또한, 미래에 기후변화로 인한 영향을 평가하고 피해를 최소화하는데 활용할 수 있는 선제적인 정보로 활용된다. GCM과 RCM은 구조 및 모수화 과정, 불확실성 등의 한계로 인하여 상대적으로 큰 시공간적 규모를 가지며, 실제 관측된 기상인자들을 재현하는데 시공간적 차이 즉 편의(bias)가 발생하며. 실제 관측된 기상인자의 시간적 변화 특성을 재현하지 못하는 문제점을 내재하고 있는 것으로 보고되고 있다. 이러한 점에서 기후모델에서 생산된 정보를 수문학적으로 적용하기 위해서는 시공간적 상세화와 편의 보정은 필수적이다. 본 연구에서는 관측자료를 사용하여 재해석 자료를 편의보정 한 뒤. 기후 변화 시나리오를 합성곱 신경망(CNN)을 기반으로 상세화 과정을 진행하여 고해상도 자료를 생산하였으며, CNN 기반 상세화 기법 적용성은 지상 관측자료 대상으로 평가하였다.

• Journal of Animal Science and Technology
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• v.46 no.4
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• pp.509-516
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• 2004

This study is to investigate the amount of biased estimates for heritability and genetic correlation according to data structure on marbling scores in Korean cattle. Breeding population with 5 generations were simulated by way of selection for carcass weight, Longissimus muscle area and latent values of marbling scores and random mating. Latent variables of marbling scores were categorized into five by the thresholds of 0, I, 2, and 3 SD(DSI) or seven by the thresholds of -2, -1, 0,1I, 2, and 3 SD(DS2). Variance components and genetic pararneters(Heritabilities and Genetic correlations) were estimated by restricted maximum likelihood on multivariate linear mixed animal models and by Gibbs sampling algorithms on multivariate threshold mixed animal models in DS1 and DS2. Simulation was performed for 10 replicates and averages and empirical standard deviation were calculated. Using REML, heritabilitis of marbling score were under-estimated as 0.315 and 0.462 on DS1 and DS2, respectively, with comparison of the pararneter(0.500). Otherwise, using Gibbs sampling in the multivariate threshold animal models, these estimates did not significantly differ to the parameter. Residual correlations of marbling score to other traits were reduced with comparing the parameters when using REML algorithm with assuming linear and normal distribution. This would be due to loss of information and therefore, reduced variation on marbling score. As concluding, genetic variation of marbling would be well defined if liability concepts were adopted on marbling score and implemented threshold mixed model on genetic parameter estimation in Korean cattle.

• Journal of Digital Convergence
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• v.18 no.7
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• pp.237-246
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• 2020

The purpose of this research is to construct a program for mental health of elderly women and to verify its effectiveness. Researchers in order to verify the effectiveness of this research, a garden cultivation program was conducted for 14 elderly women, and the effectiveness was analyzed quantitatively and qualitatively, In quantitative analysis, nonparametric statistical methods were used, and in qualitative analysis, the content of interviews was written and analyzed. As a result, the mental health of elderly women who participated in garden cultivation programs improved. In particular, in qualitative analysis through interviews, garden cultivation gave participants a chance to escape boredom, motivated them to hang out with others. In addition, the harvest that the participants gained through their efforts, for the participants, fulfillment and unconditional sharing delighted them, indicating a positive change in the mental health of elderly women.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.735-744
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• 2021

Maintaining the lifetime of a product is one of the objectives of quality control. In real processes, most samples are constructed with censored data because, in many situations, we cannot measure the lifetime of all samples due to time or cost problems. In this paper, we propose two cumulative sum (CUSUM) control charting procedures to monitor the mean of type I right-censored lognormal lifetime data. One of them is based on the likelihood ratio, and the other is based on the binomial distribution. Through simulations, we evaluate the performance of the two proposed procedures by comparing the average run length (ARL). The overall performance of the likelihood ratio CUSUM chart is better, especially this chart performs better when the censoring rate is low and the shape parameter value is small. Conversely, the binomial CUSUM chart is shown to perform better when the censoring rate is high, the shape parameter value is large, and the change in the mean is small.

• The Korean Journal of Applied Statistics
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• v.34 no.1
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• pp.25-38
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• 2021

Recently the need for network surveillance to detect abnormal behavior within dynamic social networks has increased. We consider a dynamic version of the degree corrected stochastic block model (DCSBM) to simulate dynamic social networks and to monitor for a significant structural change in these networks. To apply a control charting procedure to network surveillance, in-control model parameters must be estimated from the Phase I data, that is from historical data. In network surveillance, however, there are many situations where sufficient relevant historical data are unavailable. In this paper we propose a self-starting Shewhart control charting procedure for detecting change in the dynamic networks. This procedure can be a very useful option when we have only a few initial samples for parameter estimation. Simulation results show that the proposed procedure has good in-control performance even when the number of initial samples is very small.

• Journal of Korea Water Resources Association
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• v.48 no.7
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• pp.567-579
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• 2015

This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

• Korean Journal of Agricultural and Forest Meteorology
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• v.19 no.1
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• pp.27-35
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• 2017

This research was to elucidate the generation method of daily precipitation data from monthly data. We applied a combined method of Markov chain and gamma distribution function using 4 specific parameters of ${\alpha}$, ${\beta}$, p(W/W) and p(W/D) for generation of daily rainfall data using daily precipitation data for the past 30 years which were collected from the country's 23 meteorological offices. Four parameters, applied to use for the combination method, were calculated by maximum likelihood method in location of 23 sites. There are high correlations of 0.99, 0.98 and 0.98 in rainfall days, rainfall probability and mean amount of daily rainfall between measured and simulated data in case of those parameters. In case of using parameters estimated from monthly precipitation, correlation coefficients in rainfall days, rainfall probability and mean amount of daily rainfall are 0.84, 0.83 and 0.96, respectively. We concluded that a combination method with parameter estimation from monthly precipitation data can be applied, in practical purpose such as assessment of climate change in agriculture and water resources, to get daily precipitation data in Korea.

• Journal of Music and Human Behavior
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• v.6 no.1
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• pp.33-53
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• 2009

The purpose of this study is to examine the effects of a singing program on withdrawal behaviors of children in low-income families. To measure the effects of the singing program, the researcher compared the results of K-YSR and TRF withdrawal scales before and after the program. Finally, the researcher did research on the subjects' musical and non-musical behaviors related to withdrawal through a record of behavior observation. The results of this study were asfollows: First, after comparing the results of K-YSR and TRF withdrawal scales conducted before and after the singing program, the mean of the scores was decreased by 6.4 and 3.6 points respectively (p = .042). Second, an analysis of withdrawal-related behavioral changes in music activities after the program showed an increase in frequency of eye contact, as well as tone and volume of subjects' voices. The results of this study indicate that the singing program has positive effects on withdrawal behaviors of children in low-income familiesin addition, it is effective in alleviating withdrawal-related behaviors.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.6
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• pp.2437-2445
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• 2013

The objective of this study is finding the relationship between interstate highway accident frequencies and geometrics using Random Parameter Negative Binomial model. Even though it is impossible to take account of the same design criteria to the all segments or corridors on the road in reality, previous research estimated the fixed value of coefficients without considering each segment's characteristic. The drawback of the traditional negative binomial is not to explain the integrated variations in terms of time and the distinct characters specific segment has. This results in under-estimation of the standard error which inflates the t-value and finally, affects the modeling estimation. Therefore, this study tries to find the relationship of accident frequencies with the heterogeneous geometrics using 9-years and 7-interstate highway data in Washington State area. 16-types of geometrics are used to derive the model which is compared with the traditional negative binomial Model to understand which Model is more suitable. In addition, by calculating marginal effect and elasticity, heterogeneous variables' effect to the accidents are estimated. Hopefully, this study will help to estiblish the future policy of geometrics.