• Title/Summary/Keyword: 비모수적 기법

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Issues in Applying CV Methods to the Preliminary Feasibility Test (예비타당성조사 적용 CVM의 분석체계와 개선과제)

  • Eom, Young Sook;Kwon, Oh-Sang;Shin, Youngchul
    • Environmental and Resource Economics Review
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    • v.20 no.3
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    • pp.595-628
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    • 2011
  • This study investigates the issues and suggests reform measures in applying CV methods to the Korea Development Institute's (KDI's) Preliminary Feasibility Test (PFT) of public projects. Most public projects on culture, science and environment evaluated under the PFT system belong to the category of "nonstandard" projects whose outputs are non-marketed, and CV is currently the main tool used for their benefit estimation. A careful discussion and investigation is recommended for the selection of target population, payment vehicle, and number of payment times. Operating expert reviews, focus group interviews, and pre-tests is highly recommended to reduce the potential bias involved in the CV studies. A single or double bounded dichotomous choice format is the most popular design of questionnaire, but we identify several undissolved issues in designing and implementing the format. Some other forms of inducing WTPs may still deserve our consideration. Various specifications of the WTP function need to be tried and tested based on their stability, in particular. Employing a nonparametric approach is also recommended. Treatments of 0 or negative WTPs and protest bids are shown to be the most serious issues that affect the estimation results significantly. We review diverse measures of handling those issues and summarize their advantages and shortcomings.

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A Statistical Homogeneity Analysis of Seoul Rainfall using Bootstrap (Bootstrap 기법을 이용한 서울지점 강우자료의 통계적 동질성 분석)

  • Hwang, Seok-Hwan;Kim, Joong-Hoon;Yoo, Chul-Sang;Jung, Sung-Won;Yoo, Do-Guen
    • Journal of Korea Water Resources Association
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    • v.42 no.10
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    • pp.795-807
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    • 2009
  • In this study, homogeneity analysis was performed between rainfall observation data set of Chukwooki (CWK) and rainfall observation data set of modern rain gage (MRG) using Bootstrap method. Since traditional statistical homogeneity test method are validated only when distribution of their population is known, meteorological data which their statistical distributions of population are complicated were difficult to verify the homogeneity and there were plenty of room for doubt for their statistical significance using historical method. In this reason, in this study homogeneity test was evaluated between two data sets using bootstrap method which is not necessary to infer distribution of population. The test results show that there was an statistical homogeneity between CWK and MRG except for slight impact of climatical trend.

Geostatistical Simulation of Compositional Data Using Multiple Data Transformations (다중 자료 변환을 이용한 구성 자료의 지구통계학적 시뮬레이션)

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.35 no.1
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    • pp.69-87
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    • 2014
  • This paper suggests a conditional simulation framework based on multiple data transformations for geostatistical simulation of compositional data. First, log-ratio transformation is applied to original compositional data in order to apply conventional statistical methodologies. As for the next transformations that follow, minimum/maximum autocorrelation factors (MAF) and indicator transformations are sequentially applied. MAF transformation is applied to generate independent new variables and as a result, an independent simulation of individual variables can be applied. Indicator transformation is also applied to non-parametric conditional cumulative distribution function modeling of variables that do not follow multi-Gaussian random function models. Finally, inverse transformations are applied in the reverse order of those transformations that are applied. A case study with surface sediment compositions in tidal flats is carried out to illustrate the applicability of the presented simulation framework. All simulation results satisfied the constraints of compositional data and reproduced well the statistical characteristics of the sample data. Through surface sediment classification based on multiple simulation results of compositions, the probabilistic evaluation of classification results was possible, an evaluation unavailable in a conventional kriging approach. Therefore, it is expected that the presented simulation framework can be effectively applied to geostatistical simulation of various compositional data.

Analyzing Regional Public Hospitals' Efficiency and Productivity Change (지방의료원의 효율성 및 생산성변화 분석)

  • Jeon, Jin-hwan;Kim, Jong-Ki
    • The Journal of the Korea Contents Association
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    • v.10 no.5
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    • pp.303-313
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    • 2010
  • The purpose of this study is to evaluate the performance efficiency and productivity change of the regional public hospital in Korea. We use DEA(Data Envelopment Analysis) for CCR, BCC model, and MPI(Malmquist Productivity Index). DEA is a useful nonparametric technique for measurement of efficiency of a DMU(Decision Making Unit) and MPI is a evaluation method to measure DMU's productivity change. We utilize 34 regional public hospital's time-series data over 6 years from 2003 to 2008.The results of this study were as follows. First, technical efficiency(TE) shows that approximately 3.6% of inefficiency exists on the regional public hospitals and it reveals that the cause for technical inefficiency is due to scale inefficiency. Second, MPI's results show that regional public hospital made effort to improve total factor productivity change to raise technical efficiency. In order to raise efficiency, the regional public hospitals should deploy internal innovation and the government should support welfare policies.

Bias Correction for GCM Long-term Prediction using Nonstationary Quantile Mapping (비정상성 분위사상법을 이용한 GCM 장기예측 편차보정)

  • Moon, Soojin;Kim, Jungjoong;Kang, Boosik
    • Journal of Korea Water Resources Association
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    • v.46 no.8
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    • pp.833-842
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    • 2013
  • The quantile mapping is utilized to reproduce reliable GCM(Global Climate Model) data by correct systematic biases included in the original data set. This scheme, in general, projects the Cumulative Distribution Function (CDF) of the underlying data set into the target CDF assuming that parameters of target distribution function is stationary. Therefore, the application of stationary quantile mapping for nonstationary long-term time series data of future precipitation scenario computed by GCM can show biased projection. In this research the Nonstationary Quantile Mapping (NSQM) scheme was suggested for bias correction of nonstationary long-term time series data. The proposed scheme uses the statistical parameters with nonstationary long-term trends. The Gamma distribution was assumed for the object and target probability distribution. As the climate change scenario, the 20C3M(baseline scenario) and SRES A2 scenario (projection scenario) of CGCM3.1/T63 model from CCCma (Canadian Centre for Climate modeling and analysis) were utilized. The precipitation data were collected from 10 rain gauge stations in the Han-river basin. In order to consider seasonal characteristics, the study was performed separately for the flood (June~October) and nonflood (November~May) seasons. The periods for baseline and projection scenario were set as 1973~2000 and 2011~2100, respectively. This study evaluated the performance of NSQM by experimenting various ways of setting parameters of target distribution. The projection scenarios were shown for 3 different periods of FF scenario (Foreseeable Future Scenario, 2011~2040 yr), MF scenario (Mid-term Future Scenario, 2041~2070 yr), LF scenario (Long-term Future Scenario, 2071~2100 yr). The trend test for the annual precipitation projection using NSQM shows 330.1 mm (25.2%), 564.5 mm (43.1%), and 634.3 mm (48.5%) increase for FF, MF, and LF scenarios, respectively. The application of stationary scheme shows overestimated projection for FF scenario and underestimated projection for LF scenario. This problem could be improved by applying nonstationary quantile mapping.

Improved Trend Estimation of Non-monotonic Time Series Through Increased Homogeneity in Direction of Time-variation (시변동의 동질성 증가에 의한 비단조적 시계열자료의 경향성 탐지력 향상)

  • Oh, Kyoung-Doo;Park, Soo-Yun;Lee, Soon-Cheol;Jun, Byong-Ho;Ahn, Won-Sik
    • Journal of Korea Water Resources Association
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    • v.38 no.8 s.157
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    • pp.617-629
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    • 2005
  • In this paper, a hypothesis is tested that division of non-monotonic time series into monotonic parts will improve the estimation of trends through increased homogeneity in direction of time-variation using LOWESS smoothing and seasonal Kendall test. From the trend analysis of generated time series and water temperature, discharge, air temperature and solar radiation of Lake Daechung, it is shown that the hypothesis is supported by improved estimation of trends and slopes. Also, characteristics in homogeneity variation of seasonal changes seems to be more clearly manifested as homogeneity in direction of time-variation is increased. And this will help understand the effects of human intervention on natural processes and seems to warrant more in-depth study on this subject. The proposed method can be used for trend analysis to detect monotonic trends and it is expected to improve understanding of long-term changes in natural environment.

TAR-GARCH processes as Alternative Models for Korea Stock Prices Data (TAR-GARCH 모형을 이용한 국내 주가 자료 분석)

  • 황선영;김은주
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.437-445
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    • 2000
  • The present paper is introducing a new model so called TAR-GARCH in the context of stock price analysis Conventional models such as AR(l), TAR(l), ARCH(I) and GARCH( 1,1) are briefly reviewed and TAR-GARCH is suggested in analyizing domestic stock prices. Also, relevant iterative estimation procedure is developed. It is seen that TAR-GARCH provides the better fit relative to traditional first order models for stock prices data in Korea.

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Characteristics of TSP Concentrations Measured at Gosan: Statistical Analysis (고산에서 측정한 TSP 농도 특성: 통계적 해석)

  • 박민하;김용표;강창희;김원형
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.1
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    • pp.93-100
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    • 2003
  • In this technical information, the long-term measurement data at Gosan between 1992 and 2001 are analyzed with various statistical methods. First. it was confirmed that the basic assumption of t-test is important to classify data correctly. Second, it was founded that the difference of the number of data per month can affect the averaged concentration. Third, by using a non-parametric statistical method long term trend of aerosol composition free from seasonal effects is obtained.

A study to detect trend in serially correlated hydrological series (자료의 상관성이 경향성 분석에 미치는 영향에 대한 연구)

  • Oh Je Seung;Kim Byung Sik;Kim Hung Soo;Seoh Byung Ha
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.786-791
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    • 2005
  • 경향성을 분석하기 위한 여러 기법 가운데 비모수적 방법인 Mann-Kendall 검정(MK 검정)은 수문시계열의 분석에서 널리 사용되어지고 있다. 이 검정 방법은 분석 대상 자료가 독립이라는 가정 하에 수행되며, 자료가 계열상관되어 있는 경우에는 그 상관성의 영향으로 경향성 존재의 유무를 정확하게 판단할 수 없게 된다. 따라서 MK 검정을 이용할 때 자료의 상관성으로 인해 받게되는 영향을 소거시키기 위해 효과적인 자료의 크기(Effective Sample Size, ESS)를 이용하는 수정된 MK 검정 방법을 이용하고자 한다. 본 연구에서는 ESS가 얼마만큼 계열상관성을 제거할 수 있는지 Monte Carlo모의를 통해 검토하였다. MK 검정 결과 계열상관계수의 증가에 따라 자료가 경향성을 나타내는 비율이 높아 겼으나, ESS에 의해 수정된 MK 검정을 수행한 결과 계열상관계수의 영향이 제거되었음을 알 수 있었다. 그러나 ESS에 치한 방법은 상관성의 영향을 과대하게 제거하게 되고, 이에 의해 실제 경향성이 존재하는 자료마저도 비 경향성이라고 판단하게 되는 오류를 가지고 있었다. 이러한 문제점을 해결하기 위해 MK 검정에서 경향성으로 판단된 자료에 대해 경향정도를 분석하여 제거한 후 다시 ESS에 의해 수정된 MK 검정을 실시하였다. 본 연구를 통하여 상관성이 존재하는 자료에 대한 MK 검정 방법의 오류를 제거 할 수 있었으며, 또한 실측 자료의 적용을 통해 수정 MK 검정이 경향성 분석에 매우 유용함을 확인 하였다.

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Analysis of Inspection Interval according to the Operating Platform of Overseas Purchase Missile (국외구매 대함유도탄의 운용 플랫폼에 따른 검사 주기 분석)

  • Hur, Jang Wan
    • Journal of Aerospace System Engineering
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    • v.15 no.1
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    • pp.63-71
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    • 2021
  • The South Korean Navy has operated Harpoon guided missiles through step-by-step acquisition after adopting them for the first time in 1978. As Harpoon guided missiles have been operated for a long time, it is necessary to make an active follow-up logistics support to guarantee their performance. Inspection of guided missiles is a basic activity to check the status of missiles. This study was conducted to check if the existing inspection interval of Harpoon guided missiles that have been operated for a long time was appropriate. Regarding research methods, based on the Navy's field operation materials, this study analyzed and presented inspection interval by section according to the period of operation, utilizing the Martinez's theory and a non-parametric MCF technique.