• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.683-691
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• 2012

In $4{\times}4$ graeco-latin square design, powers of rank transformed statistic for testing the main effect are superior to powers of parametric statistic without regard to the effect structure with equally or unequally spaced effect levels as well as the type of population distributions such as exponential, double exponential, normal and uniform distribution. As numbers of block effect or effect sizes are decreased, powers of rank transformed statistic are much higher than powers of parametric statistic. In case that block effects are smaller than a main effect or one block effect is higher than other block effects, powers of rank transformed statistic are much higher than powers of parametric statistic in $4{\times}4$ graeco-latin square design with three block effects and one main effect.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.401-410
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• 2009

Due to the characteristics of 3 ${\times}$ 3 Latin square design which is composed of two block effects and one main effect, powers of rank transformed statistic for testing the main effect are very superior to powers of parametric statistic without regard to the type of population distributions. By order of when all three effects are fixed, when on one block effect is random, when two block effects are random, the rank transform statistic for testing the main effect shows relatively high powers as compared with the parametric statistic. Further when the size of main effect is big with one equivalent size of block effect and the other small size of block effect, powers of rank transformed statistic for testing the main effect demonstrate excellent advantage to powers of parametric statistic.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1249-1263
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• 2009

The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

• KDI Journal of Economic Policy
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• v.15 no.1
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• pp.185-205
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• 1993

Shiller에 의하여 개발된 분산한계검증모형(分散限界檢證模型)은 간결하고 명쾌한 모형유도(模型誘導)와 강력한 검증결과(檢證結果)에 의해 주목받아 왔으나 비현실적(非現實的)인 가정(假定)들을 통한 모형설계와 검증통계량(檢證統計量)의 통계적 오류로 검증결과의 신뢰성이 의문시되어 왔다. 이러한 문제점을 제거하기 위한 Mankiw-Romer-Shapiro(MRS)모형(模型) 역시 임의변수(任意變數)의 도입으로 인한 검증력(檢證力) 저하(低下)와 고정기대수익율가정(固定期待收益率假定)의 채택으로 결합가설검증(結合假說檢證) 형태를 취하게 되는 문제점을 드러냈다. 본고(本稿)는 MRS모형(模型)의 문제점을 제거하기 위하여 먼저 Lucas의 균형자산가격모형(均衡資産價格模型)을 이용하여 고정기대수익율가정(固定期待收益率假定)을 완화하였고, 이에 의하여 구해진 변수들을 사용하여 합리적(合理的) 기대이론(期待理論)의 일반관계식(一般關係式)으로부터 새로운 검증모형(檢證模型)을 유도하였다. 1982~92년까지의 종합주가지수(綜合株價指數)와 대응하는 배당액(配當額)의 연도별(年度別) 시계열자료(時系列資料)를 가지고 검증실험을 행하여 본 결과 한국(韓國) 주식시장(株式市場)에서 효율적 시장가설은 기각되었고, 이를 통하여 관련정보(關聯情報)가 시장가격(市場價格)에 제대로 반영되지 않고 있으며, 정보(情報)의 비대칭성(非對稱性)으로 인하여 주식시장은 금융자원(金融資源)의 중개기능(仲介機能)을 효율적으로 수행하지 못하고 있음을 알 수 있었다. 따라서 한국 주식시장의 효율성을 제고하기 위하여 먼저 시장의 비효율성을 야기하는 요인(要因)들에 대한 분석(分析)과 이 분석을 통한 효율성(效率性) 장애요인(障碍要因)을 제거하는 것이 주식시장에 대한 정부정책(政府政策)의 우선순위(優先順位)가 되어야 할 것이다.

• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.291-305
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• 2013

Collective traffic data (BPS, PPS etc.) for detection against the distributed denial of service attack on network is the time sequencing big data. The algorithm to detect the change point in the big data should be accurate and exceed in detection time and detection capability. In this work, the sliding window and discretization method is used to detect the change point in the big data, and propose five nonparametric test statistics using empirical distribution functions and ranks. With various distribution functions and their parameters, the detection time and capability including the detection delay time and the detection ratio for five test methods are explored and discussed via monte carlo simulation and illustrative examples.

• Proceedings of the Korea Water Resources Association Conference
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• 2004.05b
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• pp.777-783
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• 2004

하천 세내지 주변은 급속한 시가지 조성과 인구밀집으로 유역의 불투수층이 증가하여 홍수도달시간이 짧아지고 홍수유출량이 증가하고 있다. 또한 엘리뇨${\cdot}$라니냐 등의 이상기후로 홍수사상의 발생 빈도와 규모가 증가하면서 홍수피해도 대형화되어 가고 있다. 그러나 치수사업은 다른 공공사업에 비해 경제성이 저평가 되어 투자우선순위가 밀려 사업시행이 지연되고 예방적 차원의 대책도 미흡하여 피해가 증가하는 악순환이 계속되고 있다. 따라서 본 인구에서는 우리나라의 치수경제성 분석에 있어 계량화하지 못하고 있는 자산이용고도화 효과를 치수안전도와 더불어 분석하고자 한다. 자산이용고도화는 치수사업 시행으로 해당지역의 치수안전도 향상에 따른 자산가치의 상승을 말하는데, 특정지역의 자산가치를 가장 객관적으로 표현할 수 있는 공시지가를 근거로 분석을 수행하였다. 치수사업 시행으로 인한 편익과 하천 특성에 따른 지가변동률의 차이가 통계적으로 유의성이 있는지를 분산분석을 통해 검증하였으면, 자산가치의 상승을 순수 연평균지가변동률로 나타내었다. 치수안전도는 홍수피해 잠재성과 홍수방어능력으로 구분하였는데 홍수피해 잠재성은 도시화율에 따라 구분하였고, 홍수방어능력은 홍수량의 빈도해석과 불확실성을 고려하여 조건부 비초과확률로 나타내었다. 본 연구에서는 소도시 지역(경안천, 복하천, 청미천)을 대상으로 200년 빈도의 홍수사상에 내해 10년, 50년 설계빈도로 건설된 제방의 조건부 비초과확률을 산정하여 지가변동률의 추이를 비교 분석하였다. 분석 결과, 소도시 지역에서는 조건부 비초과확률이 $10\%$ 상승했을 때 순수 연평균지가변동률이 5배정도 상승함을 알 수 있었다.다시 입력자료로 사용하는 업데이트 방식을 사용하기 때문에 예측결과의 오차가 완전하게 보정되지 않으면 다음 결과에 역시 오차를 주게 되어 오차보정이 상당히 중요하다는 것을 알 수 있었다. 오차를 보다 효과적으로 보정하기 위해서는 퍼지제어에 사용되는 퍼지규칙의 수를 늘리고, 유입량에 직접적인 영향을 주는 강우량과 연계한 2변수의 Fuzzy-Grey 모형을 이용한다면 보다 정확한 유입량 예측이 가능할 것으로 사료된다.이 작은 오차를 발생하였으며, 전체적으로 퍼프 모형이 입자모형보다는 훨씬 적은 수의 계산을 통해서도 작은 오차를 나타낼 수 있다는 것을 알 수 있었다. 그러나 Gaussian 분포를 갖는 퍼프모형은 전단흐름에서의 긴 유선형 농도분포를 모의할 수 없었고, 이에 관한 오차는 전단계수가 증가함에 따라 비선형적으로 증가하였다. 향후, 보다 다양한 흐름영역에서 장${\cdot}$단점 분석 및 오차해석을 수행한 후에 각각의 Lagrangian 모형의 장점만을 갖는 모형결합 방법을 제시할 수 있을 것으로 판단된다.mm/$m^{2}$로 감소한 소견을 보였다. 승모판 성형술은 전 승모판엽 탈출증이 있는 두 환아에서 동시에 시행하였다. 수술 후 1년 내 시행한 심초음파에서 모든 환아에서 단지 경등도 이하의 승모판 폐쇄 부전 소견을 보였다. 수술 후 조기 사망은 없었으며, 합병증으로는 유미흉이 한 명에서 있었다. 술 후 10개월째 허혈성 확장성 심근증이 호전되지 않아 Dor 술식을 시행한 후 사망한 예를 제외한 나머지 6명은 특이 증상 없이 정상 생활 중이다 결론: 좌관상동맥 페동맥이상 기시증은 드물기는 하나, 영유아기에 심근경색 및 허혈성 심근증 또는 선천성 승모

• Journal of Korea Water Resources Association
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• v.37 no.8
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• pp.663-674
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• 2004

In this study, the principle of water allocation is proposed based on efficiency, equity, sustainability. Also weighting factors are estimated with sectoral factors and regional factors. The former represents relative weights among water use and the latter represents physical characteristics of water demand places. The AHP(Analytic Hierarchy Process) is applied to estimate the sectoral factors, and compounded regional-characteristic factors and regional-scale factors, which reflects socioeconomic statistics for the regional factors. By applying these weighting factors, water allocation rules for dam is developed and applied to Andong dam which supplies water to parts of Busan Shi, Daegu Shi and Goryeong Gun in a water-deficit situation. As a result, it is estimated that Water allocation by priorities distributes the entire water shortage to the lowest rank of water sectors or regions, while water allocation by relative weighting factors disperse all the burdens of water shortage to all sectors and regions.

• Journal of KIISE:Information Networking
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• v.32 no.3
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• pp.279-290
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• 2005

Recently, as the serious damage caused by DDoS attacks increases, the rapid detection and the proper response mechanisms are urgent. However, existing security mechanisms do not effectively defend against these attacks, or the defense capability of some mechanisms is only limited to specific DDoS attacks. In this paper, we propose a detection architecture against DDoS attack using data mining technology that can classify the latest types of DDoS attack, and can detect the modification of existing attacks as well as the novel attacks. This architecture consists of a Misuse Detection Module modeling to classify the existing attacks, and an Anomaly Detection Module modeling to detect the novel attacks. And it utilizes the off-line generated models in order to detect the DDoS attack using the real-time traffic. We gathered the NetFlow data generated at an access router of our network in order to model the real network traffic and test it. The NetFlow provides the useful flow-based statistical information without tremendous preprocessing. Also, we mounted the well-known DDoS attack tools to gather the attack traffic. And then, our experimental results show that our approach can provide the outstanding performance against existing attacks, and provide the possibility of detection against the novel attack.

• CRM연구
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• v.3 no.2
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• pp.43-68
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• 2010

One of the recent research trends that universities are increasingly adopting the concept of 'customer' and the customer-oriented strategy has urged us to research enterprise-wide CRM strategy adaptable to university administration. As the first step of CRM strategy for university management, we try to validate the difference of CRM strategic factors among university types. Drawing upon both CRM process and customer equity drivers, which have been recognized as core frameworks for CRM strategy, we developed those survey instruments adoptable into university industry, and validated statistically-significant difference among 12 types of university group constructed by the levels of university evaluation and the location of the universities. We collected 261 responses from 177 universities from all over the country and analyzed the data to see the levels of CRM processes consisting of customer acquisition, retention, and expansion, and customer equity drivers consisting of value equity, brand equity, and relationship equity by using multivariate ANOVA(MANOVA). The result confirms the explicit differences of the levels of CRM processes and customer equity drivers between the groups by university evaluation levels(high/middle/low). However, the analysis failed to show the significant differences of those between the group by university locations(the capital/the suburbs/the six megalopolises/other countries). More specifically, the level of activities for customer acquisition and retention of the universities in the higher-graded group are significantly different from those in the lower-graded group from the perspective of CRM process. In terms of customer equity drivers, the levels of both brand equity and relationship equity of the higher-graded group are significantly higher than those of both middle and lower-graded group. In addition, we found that the value equity between the higher and lower-graded groups, and the brand equity between the middle and lower-graded groups are different each other. This study provides an important meaning in that we tried to consider CRM strategy which has been mainly addressed in profit-making industries in terms of non-profit organization context. Our endeavors to develop and validate empirical measurements adoptable to university context could be an academic contribution. In terms of practical meaning, the processes and results of this study might be a guideline to many universities to build their own CRM strategies. According to the research results, those insights could be expressed in several messages. First, we propose to universities that they should plan their own differentiated CRM strategies according to their positions in terms of university evaluation. For example, although it is acceptable that a university in lower-level group might follow the CRM process strategy of the middle-level group universities, it is not a good idea to imitate the customer acquisition and retention activities of the higher-level group universities. Moreover, since this study reported that the level of universities' brand equity is just correlated with the level of university evaluation, it might be pointless for the middle or lower-leveled universities if they just copy their brand equity strategies from those of higher-leveled ones even though such activities are seemingly attractive. Meanwhile, the difference of CRM strategy by university position might provide universities with the direction where they should go for their CRM strategies. For instance, our study implies that the lower-positioned universities should improve all of the customer equity drivers with concerted efforts because their value, brand, and relationship equities are inferior compared with the higher and middle-positioned universities' ones. This also means that they should focus on customer acquisition and expansion initiatives rather than those for customer retention because all of the customer equity drivers could be influenced by the two kinds of CRM processes (KIm and Lee, 2010). Surely specific and detailed action plans for enhancing customer equity drivers should be developed after grasping their customer migration patterns illustrated by the rates of acquisition, retention, upgrade, downgrade, and defection for each customer segment.