• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.6
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• pp.143-151
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• 2009

Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.915-922
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• 2013

Quantile regression can estimate multiple conditional quantile functions of the response, and as a result, it provide comprehensive information of the relationship between the response and the predictors. However, when estimating several conditional quantile functions separately, two or more estimated quantile functions may cross or overlap and consequently violate the basic properties of quantiles. In this paper, we propose a new stepwise method to estimate multiple non-crossing quantile functions using constraints on the kernel coefficients. A simulation study are presented to demonstrate satisfactory performance of the proposed method.

• KDI Journal of Economic Policy
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• v.17 no.1
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• pp.81-105
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• 1995

본고(本稿)에서는 공적분방법(共積分方法)을 이용한 우리나라의 수출함수(輸出函數) 추정(推定)을 시도하였다. 이를 위하여 수출물량(輸出物量), 교역상대국(交易相對國)의 소득(所得), 수출품의 상대가격(相對價格)으로 이루어지는 수출수요함수(輸出需要函數)를 가정하고 각 변수에 대한 단위근(單位根) 검정(檢定)과 추정식의 공적분(共積分) 검정(檢定)을 실시하였다. 단위근(單位根) 검정(檢定) 결과(結果) 해당 변수 모두가 단위근(單位根)을 갖는 것으로 판명되었으나, 이들 사이에 유의한 공적분관계(共積分關係)는 발견되지 않았다. 공적분(共積分)이 존재하지 않는다는 것은 수출수요함수(輸出需要函數)에 누락된 변수(變數)가 있을 가능성을 시사하는 것으로 해석할 수 있다. 본고의 후반부에서는 이같이 누락되어 있는 변수들의 총체를 비가격경쟁력(非價格競爭力) 변수로 명명하고 이를 Kalman Filtering 방법으로 추정하고자 하였다. 추정결과, 얻어진 비가격경쟁력(非價格競爭力) 계열의 시간경로 모습은 대체적으로 선험적 기대에 부합하였으나 이로 인한 소득(所得) 및 가격탄성치(價格彈性値)의 변화는 몇가지 이론적인 근거에서 기대하였던 크기에 미흡하였다.

• Journal of Korea Water Resources Association
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• v.45 no.2
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• pp.191-201
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• 2012

This study reviewed the parameter estimation procedure of the Freund bivariate exponential distribution for the decision of the annual maximum rainfall event. The method of moments was reviewed first, whose results were compared with those from the method of maximum likelihood. Both methods were applied to the hourly rainfall data of the Seoul rain gauge station measured from 1961 to 2010 to select the annual maximum rainfall events, which were also compared each other. The results derived are as follows. First, when applying the method of moments for the parameter estimation, it was found necessary to consider the correlation coefficient between the two variables as well as the mean and variance. Second, the method of maximum likelihood was better to reproduce the mean, but the method of moments was better to reproduce the annual variation of the variance. Third, The annual maximum rainfall events derived were very similar in both cases. Among differently selected annual maximum rainfall events, those with the higher rainfall amount were selected by the method of maximum likelihood, but those with the higher rainfall intensity by the method of moments.

• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.1-10
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• 2020

We propose a unified approach to variable selection, transformation and outliers in the linear model. The procedure includes a sequential method for outlier detection and a least trimmed squares estimator for variable transformation. It uses all possible subsets regressions for model selection. Some real data analyses and the simulation results are provided to show the efficiency of the methods in the context of the correct variable selection and the fitness of the estimated model.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.937-944
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• 2021

The problem of selecting variables is addressed in partial linear regression. Model selection for partial linear models is not easy since it involves nonparametric estimation such as smoothing parameter selection and estimation for linear explanatory variables. In this work, several approaches for variable selection are proposed using a fast forward selection algorithm, least angle regression (LARS). The proposed procedures use t-test, all possible regressions comparisons or stepwise selection process with variables selected by LARS. An example based on real data and a simulation study on the performance of the suggested procedures are presented.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.310-310
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• 2012

확률강우량 산정은 수공구조물의 설계에 있어서 중요한 과정이다. 확률강우량을 산정함에 있어 지난 수십년간 모멘트법, 최우도법, 확률가중모멘트법, 그리고 L-모멘트법 등의 매개변수적 방법이 발달되어 적용되어 왔다. 매개변수적 빈도해석 방법은 그 적용성이 여러 연구를 통해 검정되었지만 가정한 확률분포와 매개변수 추정방법에 따라 확률강우량이 달라지며 강우지속시간과 기후변화 등에 따른 분포의 변동성을 고려해야 하는 단점이 있다. 매개변수적 빈도해석 방법의 단점을 극복하기 위하여 최근에 핵밀도함수 등을 포함한 다양한 비매개변수적 빈도해석 방법이 제안되고 있다. 본 연구에서는 서울기상관측소의 지난 50년간 지속시간 24시간 강우량을 바탕으로 수자원 분야에서 다양하게 적용된 바가 있는 인공신경망 기법과 대표적인 매개변수적 빈도해석 방법인 L-모멘트법을 이용하여 확률강우량을 산정하고 비교하였다. 그 결과 인공신경망 기법은 전통적인 매개변수방법의 하나인 L-모멘트법 보다 확률강우량 산정에 있어서 높은 정확도를 가지는 것으로 나타났다.

• Korean Chemical Engineering Research
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• v.52 no.5
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• pp.564-573
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• 2014

Economic optimization of cumene manufacturing process to produce cumene from benzene and propylene was studied. The chosen objective function was the operational profit per year that subtracted capital cost, utility cost, and reactants cost from product revenue and other benefit. The number of design variables of the optimization are 6. Matlab connected to and controlled Unisim Design to calculate operational profit with the given design variables. As the first step of the optimization, design variable points was sampled and operational profit was calculated by using Unisim Design. By using the sampled data, the estimation model to calculate the operational profit was constructed, and the optimization was performed on the estimation model. This study compared second order polynomial and support vector regression as the estimation method. As the sampling method, central composite design was compared with Hammersley sequence sampling. The optimization results showed that support vector regression and Hammersley sequence sampling were superior than second order polynomial and central composite design, respectively. The optimized operational profit was 17.96 MM$ per year, which was 12% higher than 16.04 MM$ of base case.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.27-34
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• 2004

The Horvitz-Thompson(H-T) estimator is less efficient than PPS estimators in some cases. We use the two-stage variable transformation in order to remove the drawbacks and increase the efficiency of H-T estimator. We transform the auxiliary variable to use the Midzuno-Sen sampling scheme at the first stage. And the next stage, we also transform the study variable to reduce the variance of H-T estimator using the inclusion probability obtained from the first transformation. We compare the efficiency between a suggested modified H-T estimator and PPS estimators.

• Proceedings of the Korean Statistical Society Conference
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• 2001.11a
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• pp.63-68
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• 2001

조사과정에서 필연적으로 발생하는 무응답을 보정하기 위해 보조정보를 사용한다. 이 때, 이용 가능한 보조정보의 차원이 크면, 계산과정에서 많은 시간이 소요되며 데이터를 다루기가 매우 어렵다. 또한 추정량의 분산이 보조정보의 차원에 의존하기 때문에 과소추정의 문제가 발생한다. 이러한 문제를 해결하기 위해 무응답 보정에서 적절한 보조정보의 선택 방법을 제안하였고, 이에 대한 효율성을 모의실험을 통해 살펴보았다.