• Title/Summary/Keyword: 비모수 모형

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A Development of Traffic Accident Prediction Model at Rural Unsignalized Intersections Using Random Parameter (Random Parameter를 이용한 지방부 무신호교차로 교통사고 예측모형개발)

  • Lee, Kyu-Hoon;Oh, Ju-Taek;Park, Jeong-Soon
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.16 no.4
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    • pp.64-75
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    • 2017
  • Previous count models using fixed parameter can not consider the unobserved heterogeneity, as the standard error of the count value is underestimated, excessive t-values are derived thereby reducing the reliability of the model. Also, the study of unsignalized intersections are inadequate because of the difficulty of collecting data and statistical limits for accurate analytical processes compared to the signalized intersections. The purpose of this study is to analyze the factors affecting traffic accidents by constructing the count model using random parameters, and it aimed to distinguish between existing studies based on the rural unsignalized intersections. As a result of the analysis, 7 variables were presented as significant variables, and 2 variables(presence of crosswalk, speed limit) were presented as random parameter.

Simulation Study for Statistical Methods in Comparing Cure Rates between Two Groups (모의실험을 통한 두 처리군간 치료율 비교방법 연구)

  • 박미라;이재원;진서훈
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.253-267
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    • 2004
  • In some clinical trials, one may see that a significant fraction of patients are cured and their original disease does not recur even after termination of treatment and pro-longed follow-up. This situation occurs frequently in pediatric cancer trials where there are excellent therapeutic results. In such cases, interest concentrated on the difference of cure rates rather than other types of differences in failure distributions. Various authors have investigated the parametric and nonparametric methods for testing the difference of cure rates. In this study, we compare by simulation the power and size of a parametric test and five nonparametric tests in a various range of the alternatives, censoring rates and cure rates. Our objectives are to determine if any test was preferable on the basis of size and power in various situation, and to investigate the effect of the model misspecification.

The influence analysis of admission variables on academic achievements (학업성취도에 대한 대입전형 요인들의 영향력 분석)

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.729-736
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    • 2010
  • In this paper, we study the influence analysis of admission variables including their characteristics on academic achievements of freshmen at K university in Busan. First, multiple regression analysis is used to examine the main effects of admission variables including students' characteristics on the academic achievements. Also, Decision tree analysis is used to examine the interaction effects for the admission variables on the academic achievements. The results of this paper may be helpful to K university in designing effective admissions strategies for recruiting students.

A Sensitivity Analysis of JULES Land Surface Model for Two Major Ecosystems in Korea: Influence of Biophysical Parameters on the Simulation of Gross Primary Productivity and Ecosystem Respiration (한국의 두 주요 생태계에 대한 JULES 지면 모형의 민감도 분석: 일차생산량과 생태계 호흡의 모사에 미치는 생물리모수의 영향)

  • Jang, Ji-Hyeon;Hong, Jin-Kyu;Byun, Young-Hwa;Kwon, Hyo-Jung;Chae, Nam-Yi;Lim, Jong-Hwan;Kim, Joon
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.12 no.2
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    • pp.107-121
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    • 2010
  • We conducted a sensitivity test of Joint UK Land Environment Simulator (JULES), in which the influence of biophysical parameters on the simulation of gross primary productivity (GPP) and ecosystem respiration (RE) was investigated for two typical ecosystems in Korea. For this test, we employed the whole-year observation of eddy-covariance fluxes measured in 2006 at two KoFlux sites: (1) a deciduous forest in complex terrain in Gwangneung and (2) a farmland with heterogeneous mosaic patches in Haenam. Our analysis showed that the simulated GPP was most sensitive to the maximum rate of RuBP carboxylation and leaf nitrogen concentration for both ecosystems. RE was sensitive to wood biomass parameter for the deciduous forest in Gwangneung. For the mixed farmland in Haenam, however, RE was most sensitive to the maximum rate of RuBP carboxylation and leaf nitrogen concentration like the simulated GPP. For both sites, the JULES model overestimated both GPP and RE when the default values of input parameters were adopted. Considering the fact that the leaf nitrogen concentration observed at the deciduous forest site was only about 60% of its default value, the significant portion of the model's overestimation can be attributed to such a discrepancy in the input parameters. Our finding demonstrates that the abovementioned key biophysical parameters of the two ecosystems should be evaluated carefully prior to any simulation and interpretation of ecosystem carbon exchange in Korea.

Two-Stage Experimental Design for Multiple Objectives (다수목적을 위한 2단계 실험)

  • Jang, Dae-Heung;Kim, Youngil
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.93-102
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    • 2015
  • The D-optimal design for the nonlinear model typically depends on the unknown parameters to be estimated. Therefore, it is strongly recommended in literature to use a sequential experimental design for estimating the parameters. In this paper two stage experimental design is discussed under many different circumstances including estimating parameters. The method is so universal to be applied to any mixture of objectives for any model including linear model. A hybrid approach is suggested to handle more than 2 objectives in two-stage experimental design. The design is discussed in approximate design framework.

News Impacts and the Asymmetry of Oil Price Volatility (뉴스충격과 유가변동성의 비대칭성)

  • Mo, SooWon
    • Environmental and Resource Economics Review
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    • v.13 no.2
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    • pp.175-194
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    • 2004
  • Volumes of research have been implemented to estimate and predict the oil price. These models, however, fail in accurately predicting oil price as a model composed of only a few observable variables is limiting. Unobservable variables and news that have been overlooked in past research, yet have a high likelihood of affecting the oil price. Hence, this paper analyses the news impact on the price. The standard GARCH model fails in capturing some important features of the data. The estimated news impact curve for the GARCH model, which imposes symmetry on the conditional variances, suggests that the conditional variance is underestimated for negative shocks and overestimated for positive shocks. Hence, this paper introduces the asymmetric or leverage volatility models, in which good news and bad news have different impact on volatility. They include the EGARCH, AGARCH, and GJR models. The empirical results showed that negative shocks introduced more volatility than positive shocks. Overall, the AGARCH and GJR were the best at capturing this asymmetric effect. Furthermore, the GJR model successfully revealed the shape of the news impact curve and was a useful approach to modeling conditional heteroscedasticity.

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A Study On Variance Estimation in Smoothing Goodness-of-Fit Tests (평활 적합도 검정에서의 분산추정의 영향)

  • Yoon, Yong-Hwa;Kim, Jong-Tae;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.189-202
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    • 1998
  • The goat of this paper is to study on variance estimation - Rice variance estimation, Gasser, Sroka and Jennen-Steinmetz's varince estimation - in smoothing goodness-of-fit tests. The comparisons of powers on test statistics are conducted by the change of variance, the number of oscillations, the amplitude of the alternative sample distribution.

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Implementation of Real-time Object Tracking Algorithm based on Non-parametric Difference Picture and Kalman Filter (비모수적 차영상과 칼만 필터를 이용한 실시간 객체 추적 알고리즘의 구현)

  • 김영주;김광백
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.10C
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    • pp.1013-1022
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    • 2003
  • This paper implemented the real-time object tracking algorithm that extracts and tracks the moving object adaptively to input frame sequence by using non-parametric image processing method and Kalman filter-based dynamic AR(2) process method. By applying non-parametric image processing to input frames, the moving object was extracted from the background adaptively to diverse environmental conditions. And the movement of object was able to be adaptively estimated and tracked by modeling the various movement of object as dynamic AR(2) process and estimating based on the Kalman filter the parameters of AR(2) process dynamically changing along time. The experiments of the implemented object tracking system showed that the proposed method tracked the moving object as more approximately as the estimation error became about l/2.5∼1/50 of one of the traditional tracking method based on linear Kalman filter.

A Study of the Human Capital Efficiency in the Korean Online Game Business using Non-parametric Analysis Model(DEA) (비모수 분석모형(DEA)을 활용한 국내 온라인게임 기업의 인적자본 효율성 연구)

  • Yoon, Gun-Woo;Ryu, Seoung-Ho
    • Journal of Korea Game Society
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    • v.9 no.2
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    • pp.81-93
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    • 2009
  • This study aims to investigate human capital in Korea's online game industry (as the representative of IT-based creative services) under the knowledge-based economy paradigm. In recognition of the importance of intellectual capital closely intertwined with human capital and the economic potential of the online game industry, Korean government has begun to show active support. In this context, this study measures the human capital efficiency in online game business by using non-parametric analysis (Data Envelopment Analysis, DEA). Most previous studies (human capital theory, knowledge based economy theory, economic growth theory) have proved that human capital has a very positive effect on sustainable growth of corporate management and wealth of nations. As such, this paper uses the DEA to obtain the efficiency of the human capital (scale, investment, education, compensation). The results of this study will suggest strategic implications on maximizing the human capital in online game corporations and provide a reference frame for government policies.

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A Comparative Study on Reliability Attributes for Software Reliability Model Dependent on Lindley and Erlang Life Distribution (랜들리 및 어랑 수명분포에 의존한 소프트웨어 신뢰성 모형에 대한 신뢰도 속성 비교 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.5
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    • pp.469-475
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    • 2017
  • Software reliability is one of the most basic and essential problems in software development. In order to detect the software failure phenomenon, the intensity function, which is the instantaneous failure rate in the non-homogeneous Poisson process, can have the property that it is constant, non-increasing or non-decreasing independently at the failure time. In this study, was compared the reliability performance of the software reliability model using the Landely lifetime distribution with the intensity function decreasing pattern and Erlang lifetime distribution from increasing to decreasing pattern in the software product testing process. In order to identify the software failure phenomenon, the parametric estimation was applied to the maximum likelihood estimation method. Therefore, in this paper, was compared and evaluated software reliability using software failure interval time data. As a result, the reliability of the Landely model is higher than that of the Erlang distribution model. But, in the Erlang distribution model, the higher the shape parameter, the higher the reliability. Through this study, the software design department will be able to help the software design by applying various life distribution and shape parameters, and providing software reliability attributes data and basic knowledge to software reliability model using software failure analysis.