• The Korean Journal of Applied Statistics
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• v.33 no.5
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• pp.569-578
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• 2020

By estimating conditional quantile functions of the response, quantile regression (QR) can provide comprehensive information of the relationship between the response and the predictors. In addition, kernel quantile regression (KQR) estimates a nonlinear conditional quantile function in reproducing kernel Hilbert spaces generated by a positive definite kernel function. However, it is infeasible to use the KQR in analysing a massive data due to the limitations of computer primary memory. We propose a divide and conquer based KQR (DC-KQR) method to overcome such a limitation. The proposed DC-KQR divides the entire data into a few subsets, then applies the KQR onto each subsets and derives a final estimator by aggregating all results from subsets. Simulation studies are presented to demonstrate the satisfactory performance of the proposed method.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.595-611
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• 2016

We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

• Journal of Korea Water Resources Association
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• v.30 no.6
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• pp.641-648
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• 1997

Mutual information is useful for analyzing nonlinear dependence in time series in much the same way as correlation is used to characterize linear dependence. We use multivariate kernel density estimators for the estimation of mutual information at different time lags for single and multiple time series. This approach is tested on a variety of hydrologic data sets, and suggested an appropriate delay time $ au$ at which the mutual information is almost zerothen multi-dimensional phase portraits could be constructed from measurements of a single scalar time series.

• Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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• 1993.07a
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• pp.34-37
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• 1993

지금까지의 항만정온도 평가시에는 주로 회귀연도 50연의 설계파를 입사파로 사용하여 대상수역에서의 파고비를 구한 후 평상시의 파랑에 대해서도 이 비율이 선형적으로 적용 가능한 것으로 가정하고 사용하였다. 그러나, 설계액와 평상시 파랑은 주기외 파고가 달라서 파랑경사가 다르므로 위와 같이 파고비가 선형적으로 비례한다고 가정하는 것은 실제와 상당한 차이를 야기시킬 수 있다. (중략)

• Journal of the Korean Data and Information Science Society
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• v.28 no.3
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• pp.533-545
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• 2017

Quantile regression models provide a variety of useful statistical information by estimating the conditional quantile function of the response variable. However, the traditional linear quantile regression model can lead to the distorted and incorrect results when analysing real data having a nonlinear relationship between the explanatory variables and the response variables. Furthermore, as the complexity of the data increases, it is required to analyse multiple response variables simultaneously with more sophisticated interpretations. For such reasons, we propose a multivariate quantile regression tree model. In this paper, a new split variable selection algorithm is suggested for a multivariate regression tree model. This algorithm can select the split variable more accurately than the previous method without significant selection bias. We investigate the performance of our proposed method with both simulation and real data studies.

• Journal of the Korean Society of Marine Environment & Safety
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• v.27 no.6
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• pp.822-831
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• 2021

Although programs have been developed to evaluate the risk of dragging anchors, it is practically difficult for VTS(vessel traffic service) operators to calculate and evaluate these risks by obtaining input factors from anchored ships. Therefore, in this study, the gross tonnage (GT) that could be easily obtained from the ship by the VTS operators was set as an independent variable, and linear and nonlinear regression analyses were performed using the input factors as the dependent variables. From comparing the fit of the polynomial model (linear) and power series model (nonlinear), the power series model was evaluated to be more suitable for all input factors in the case of container ships and bulk carriers. However, in the case of tanker ships, the power supply model was suitable for the LBP(length between perpendiculars), width, and draft, and the polynomial model was evaluated to be more suitable for the front wind pressure area, weight of the anchor, equipment number, and height of the hawse pipe from the bottom of the ship. In addition, all other dependent variables, except for the front wind pressure area factor of the tanker ship, showed high degrees of fit with a coefficient of determination (R-squared value) of 0.7 or more. Therefore, among the input factors of the dragging anchor risk assessment program, all factors except the external force, seabed quality, water depth, and amount of anchor chain let out are automatically applied by the regression analysis model formula when only the GT of the ship is provided.

• Environmental and Resource Economics Review
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• v.17 no.1
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• pp.3-22
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• 2008

We study nonlinearities of $CO_2$ emissions and economic growth m Korea using the Smooth Transition Autoregressive (or STAR) model. We find evidence for nonlinearities and cyclical regime changes of both time series. In the extended nonlinear empirical work, we characterize dynamic properties of the two time series and then find mutually significant Granger causality between $CO_2$ emissions and economic growth. All these empirical evidences together reinforce long standing concern that economy-wide restrictions on $CO_2$ emissions would hurt economic growth for Korean styled medium industrialized countries.

• Journal of Korea Water Resources Association
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• v.55 no.3
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• pp.229-243
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• 2022

The effects of monthly meteorological data measured at 11 stations in South Korea on pan coefficient were analyzed to develop the four types of multiple linear regression models for estimating pan coefficients. To evaluate the applicability of developed models, the models were compared with six previous models. Pan coefficients were most affected by air temperature for January, February, March, July, November and December, and by solar radiation for other months. On the whole, for 12 months of the year, the effects of wind speed and relative humidity on pan coefficient were less significant, compared with those of air temperature and solar radiation. For all meteorological stations and months, the model developed by applying 5 independent variables (wind speed, relative humidity, air temperature, ratio of sunshine duration and daylight duration, and solar radiation) for each station was the most effective for evaporation estimation. The model validation results indicate that the multiple linear regression models can be applied to some particular stations and months.

• Spatial Information Research
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• v.23 no.5
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• pp.65-73
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• 2015

Newtown Business of Seoul had been performed to reduce deterioration of Gangbuk and economic inequality between Gangnam and Gangbuk. According to this, Eunpyeong-gu was set as test-bed for Newtown business and Newtown business had been completed until 2013. This study aims to analyze the influence of social and economical factors which affect land price using GWR (Geographically Weighted Regression) considered spatial effect. As a result of analysis, GWR model demonstrated a better goodness-of-fit than OLS (Ordinary least square) model typically used in most study. Furthermore, AIC value and Moran's I of residual prove that GWR model is more suitable than OLS model. GWR model enable to explain more detailed than global regression model as coefficient and sign show different value locally. In future, this research will be helpful to develop Eunpyeong-gu considering spatial characters and strength effectiveness of development.

• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.427-439
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• 2017

Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.