• Korean Journal of Agricultural and Forest Meteorology
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• v.23 no.2
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• pp.122-133
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• 2021

Cultivar parameter calibration can be affected by the reliability of the input data to a crop growth model. In South Korea, two sets of weather stations, which are included in the automated synoptic observing system (ASOS) or the automatic weather system (AWS), are available for preparation of the weather input data. The objectives of this study were to estimate the cultivar parameter using those sets of weather data and to compare the uncertainty of these parameters. The cultivar parameters of CERES-Rice model for Shindongjin cultivar was calibrated using the weather data measured at the weather stations included in either ASO S or AWS. The observation data of crop growth and management at the experiment farms were retrieved from the report of new cultivar development and research published by Rural Development Administration. The weather stations were chosen to be the nearest neighbor to the experiment farms where crop data were collected. The Generalized Likelihood Uncertainty Estimation (GLUE) method was used to calibrate the cultivar parameters for 100 times, which resulted in the distribution of parameter values. O n average, the errors of the heading date decreased by one day when the weather input data were obtained from the weather stations included in AWS compared with ASO S. In particular, reduction of the estimation error was observed even when the distance between the experiment farm and the ASOS stations was about 15 km. These results suggest that the use of the AWS stations would improve the reliability and applicability of the crop growth models for decision support as well as parameter calibration.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1253-1262
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• 2016

When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.

• Communications for Statistical Applications and Methods
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• v.18 no.5
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• pp.625-636
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• 2011

This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.611-622
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• 2021

With a wide recognition that financial time series typically exhibits asymmetry patterns in volatility so called leverage effects, various asymmetric GARCH(1, 1) processes have been introduced to investigate asymmetric volatilities. A lot of researches have also been directed to non-stationary volatilities to deal with frequent high ups and downs in financial time series. This article is concerned with both asymmetric and non-stationary GARCH-type models. As a subsequent paper of Choi et al. (2020), we review various asymmetric and non-stationary GARCH(1, 1) processes, and in turn propose how to compare competing models using a parametric bootstrap methodology. As an illustration, Dow Jones Industrial Average (DJIA) is analyzed.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.733-745
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• 2017

Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.237-245
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• 2000

In this paper we consider a logistic regression model based on two-stage case-control sampling and study the Weighted Exogeneous Sampling Maximum Likelihood(WESML) method to get an asymptotically normal estimates of the parameters in a logistic regression model. A numerical example is carried out to demonstrate the differences between the Conditional Maximum Likelihood(CML) estimates and the WESML estimates for two-stage case-control data.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.697-710
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• 2021

Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

• Korean Journal of Remote Sensing
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• v.35 no.3
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• pp.347-358
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• 2019

Lambertian cloud model (Lambertian Cloud Model) is the simplified cloud model which is used to effectively retrieve the vertical ozone distribution of the atmosphere where the clouds exist. By using the Lambertian cloud model, the optical characteristics of clouds required for radiative transfer simulation are parametrized by Optical Centroid Cloud Pressure (OCCP) and Effective Cloud Fraction (ECF), and the accuracy of each parameter greatly affects the radiation simulation accuracy. However, it is very difficult to generalize the vertical ozone error due to the OCCP error because it varies depending on the radiation environment and algorithm setting. In addition, it is also difficult to analyze the effect of OCCP error because it is mixed with other errors that occur in the vertical ozone calculation process. This study analyzed the ozone retrieval error due to OCCP error using two methods. First, we simulated the impact of OCCP error on ozone retrieval based on Optimal Estimation. Using LIDORT radiation model, the radiation error due to the OCCP error is calculated. In order to convert the radiation error to the ozone calculation error, the radiation error is assigned to the conversion equation of the optimal estimation method. The results show that when the OCCP error occurs by 100 hPa, the total ozone is overestimated by 2.7%. Second, a case analysis is carried out to find the ozone retrieval error due to OCCP error. For the case analysis, the ozone retrieval error is simulated assuming OCCP error and compared with the ozone error in the case of PROFOZ 2005-2006, an OMI ozone profile product. In order to define the ozone error in the case, we assumed an ideal assumption. Considering albedo, and the horizontal change of ozone for satisfying the assumption, the 49 cases are selected. As a result, 27 out of 49 cases(about 55%)showed a correlation of 0.5 or more. This result show that the error of OCCP has a significant influence on the accuracy of ozone profile calculation.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.9 no.2
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• pp.141-147
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• 2016

NHPP software reliability models for failure analysis can have, in the literature, exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, infinite failures NHPP models that repairing software failure point in time reflects the situation, was presented for comparing property. Commonly used in the field of software reliability based on Flexible Weibull extension distribution software reliability of infinite failures was presented for comparison problem. The result is that a relatively small shaping parameter was effectively. The parameters estimation using maximum likelihood estimation was conducted and model selection was performed using the mean square error and the coefficient of determination.. In this research, software developers to identify software failure property follows shape parameter, some extent be able to help is considered.