• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.5
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• pp.326-332
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• 2012

In this paper, error analyses on the calculation of offshore wind speed have been conducted using HeMOSU-1 data to develop offshore wind energy in Yeonggwang sea of Korea and onshore observed wind data in Buan, Gochang and Yeonggwang for 2011. Offshore wind speed data at 98.69 m height above M.S.L is estimated using relational expression induced by linear regression analysis between onshore and offshore wind data. In addition, estimated offshore wind speed data is set at 87.65 m above M.S.L using power law wind profile model with power law exponent(0.115) and its results are compared with the observed data. As a result, the spatial adjustment error are 1.6~2.2 m/s and the altitude adjustment error is approximately 0.1 m/s. This study shows that the altitude adjustment error is about 5% of the spatial adjustment error. Thus, long term observed data are needed when offshore wind speed was estimated by onshore wind speed data. because the conversion of onshore wind data lead to large error.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.927-934
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• 2010

In this paper, we introduce a method of parameter estimation of progressive Type I interval censored sample and progressive type II censored sample. We propose a new parameter estimation method, that is converting the data which obtained by progressive type I interval censored, those data be used to estimate of the parameter in progressive type II censored sample. We used exponential distribution with unknown scale parameter, the maximum likelihood estimator of the parameter calculates from the two methods. A simulation is conducted to compare two kinds of methods, it is found that the proposed method obtains a better estimate than progressive Type I interval censoring method in terms of mean square error.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.47 no.10
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• pp.747-752
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• 2019

By using the failure information and the cumulative test execution time obtained by performing the reliability growth test, it is possible to estimate the parameter of the reliability growth model, and the Mean Time Between Failure (MTBF) of the product can be predicted through the parameter estimation. However the failure information could be acquired periodically or the number of sample data of the obtained failure information could be small. Because there are various constraints such as the cost and time of test or the characteristics of the product. This may cause the error of the parameter estimation of the reliability growth model to increase. In this study, the Bayesian method is applied to estimating the parameters of the reliability growth model when the number of sample data for the fault information is small. Simulation results show that the estimation accuracy of Bayesian method is more accurate than that of Maximum Likelihood Estimation (MLE) respectively in estimation the parameters of the reliability growth model.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.605-619
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• 1999

본 논문은 회귀분석에서 오차항의 1차 자기상관 존재 여부 및 그 값을 검정하는 방법을 베이지안 접근법으로 제안하였다. 이 방법은 모수공간의 다중분할로 인해 얻어진 여러 가설들에 대한 다중결정문제를 다중 베이즈요인에 관한 이론과 일반화 Savage-Dickey 밀도비를 이용한 사후확률 추정법을 합성하여 개발되었다. 이 방법은 기존의 검정법들에서 가능한 검정 뿐 아니라 이들이 해결할 수 없는 자기상관에 대한 다중결정문제에도 사용이 가능한데 그 효용성이 있다. 모의실험을 통하여 제안된 검정법의 유효성을 평가하였다.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.763-779
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• 2009

Sample design is studied to estimate the number of records from singing rooms. The definition of survey population, stratification, sample size and allocation of sample are discussed with using the collected real data. The validity of sample design is testified by the log data collected from online singing room which is sampled with suggested design. Estimation of the number of hitting of off-line singing room is proposed and calculated from the log data collected from sampled off-line singing rooms. The difference of online and off-line singing rooms is analyzed and the method of distribution of singing room royalty is suggested.

• Journal of the Korean Geographical Society
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• v.51 no.2
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• pp.219-233
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• 2016

In social science fields, statistical models are used almost exclusively for causal explanation, and explanatory modeling has been a mainstream until now. In contrast, predictive modeling has been rare in the fields. Hence, we focus on constructing the predictive non-parametric model, instead of the explanatory model. Gangnam-gu, Seoul was chosen as a study area and we collected single-family house sales data sold between 2011 and 2014. We applied non-parametric models proposed in machine learning area including generalized additive model(GAM), random forest, multivariate adaptive regression splines(MARS) and support vector machines(SVM). Models developed recently such as MARS and SVM were found to be superior in predictive power for house price estimation. Finally, spatial autocorrelation was accounted for in the non-parametric models additionally, and the result showed that their predictive power was enhanced further. We hope that this study will prompt methodology for property price estimation to be extended from traditional parametric models into non-parametric ones.

• KIPS Transactions on Software and Data Engineering
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• v.6 no.12
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• pp.565-572
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• 2017

Traditional method for time series analysis, autoregressive integrated moving average (ARIMA) allows to mine significant patterns from the past observations using autocorrelation and to forecast future sequences. However, Korean baseball games do not have regular intervals to analyze relationship among the past attendance observations. To address this issue, we propose artificial neural network (ANN) based attendance prediction model using various measures including performance, team characteristics and social influences. We optimized ANNs using grid search to construct optimal model for regression problem. The evaluation shows that the optimal and ensemble model outperform the baseline model, linear regression model.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1309-1317
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• 2013

There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

• The Journal of the Acoustical Society of Korea
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• v.19 no.3
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• pp.35-44
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• 2000

In this paper, we propose a new trajectory model for characterizing segmental features and their interaction based upon a general framework of hidden Markov models. Each segment, a sequence of vectors, is represented by a trajectory of observed sequences. This trajectory is obtained by applying a new design matrix which includes transitional information on contiguous frames, and is characterized as a polynomial regression function. To apply the trajectory to the segmental HMM, the frame features are replaced with the trajectory of a given segment. We also propose the likelihood of a given segment and the estimation of trajectory parameters. The obervation probability of a given segment is represented as the relation between the segment likelihood and the estimation error of the trajectories. The estimation error of a trajectory is considered as the weight of the likelihood of a given segment in a state. This weight represents the probability of how well the corresponding trajectory characterize the segment. The proposed model can be regarded as a generalization of a conventional HMM and a parametric trajectory model. The experimental results are reported on the TIMIT corpus and performance is show to improve significantly over that of the conventional HMM.