• Proceedings of the Korea Air Pollution Research Association Conference
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• 1998.10a
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• pp.97-100
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• 1998

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.895-906
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• 2015

Diffusion is a mathematical tool to explain the fluctuation of financial assets and the movement of particles in a micro time scale. There are ongoing statistical trials to develop an estimation method for diffusion models based on likelihood. When we estimate diffusion models by applying the maximum likelihood estimation method on data observed at discrete time points, we need to know the transition density of the diffusion. In order to approximate the transition densities of diffusion models, we suggests the method to approximate the path integral of the random process with normal random variables, and compare the numerical properties of the method with other approximation methods.

• Proceedings of the Korea Water Resources Association Conference
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• 2003.05b
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• pp.695-698
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• 2003

No Abstract, See Full Text

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2000.05a
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• pp.65-65
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• 2000

• KSCE Journal of Civil and Environmental Engineering Research
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• v.43 no.6
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• pp.763-774
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• 2023

The water availability in a river is related to the return flow of residential water. However it is still difficult to determine the exact return flow. In this study, the residential water-cycle system is defined as a process consisting of water inflow, water transfer and water outflow. The study area is Hampyeong-gun, Jeollanam-do, and is set as a single inflow to a single outflow through the water-cycle system after classification of complete and incomplete measurement points. The time-series prediction models(ARIMA model and TFM) are established with daily inflow and outflow data for 6 years. Inflow and outflow are predicted by dividing into training and test periods. As a result, both models show the feasibility of short-term prediction by deriving stable residuals and securing statistical significance, implementing the preliminary form of the water-cycle system. As a further study, it is suggested to predict the actual return flow of the target basin and efficient water operation by adding input factors and selecting the optimal model.

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.21-32
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• 2023

The amount of money processed in medicine from the Korea Consumer Agency was studied by the various time series models. The medical data set from the Korea Consumer Agency were consisted of counseling, damage relief and conciliation. For the analysis of time series, autoregressive moving average model, vector autoregressive model and the transfer function model were used. We considered the stationarity and cross correlation function for the identification and fitting. As a result, the transfer function model showed a better prediction. Whereas, the vector autoregressive model also provided good information for the degree and duration of the influence of variables.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.697-712
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• 2010

This paper is concerned with the statistical analysis and development of stochastic models for the demand for life insurance policy loans. For these, firstly the characteristics of the regression trend, periodicity and dependence of the monthly demand for life insurance policy loans are investigated by a statistical analysis of the monthly demand data for the years 1999 through 2008. Secondly, the causal relationships between the demand for life insurance policy loans and the economic variables including unemployment rate and inflation rate for the period are investigated. The results show that inflation rate is main factor influencing policy loan demands. The overall evidence, however, failed to establish unidirectional causality relationships between the demand series and the other variables under study. Finally, based on these, univariate time series model and transfer function model where the demand series is related to one input series are derived, respectively, for the prediction of the demand for life insurance policy loans. A statistical procedure for using the model to predict the demand for life insurance policy loans is also proposed.

• Journal of Korea Water Resources Association
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• v.36 no.3 s.134
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• pp.345-363
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• 2003

From the General Circulation Models(GCMs), it is known that the increases of concentrations of greenhouse gases will have significant implications for climate change in global and regional scales. The GCM has an uncertainty in analyzing the meteorologic processes at individual sites and so the 'downscaling' techniques are used to bridge the spatial and temporal resolution gaps between what, at present, climate modellers can provide and what impact assessors require. This paper describes a method for assessing local climate change impacts using a robust statistical downscaling technique. The method facilitates the rapid development of multiple, low-cost, single-site scenarios of daily surface weather variables under current and future regional climate forcing. The construction of climate change scenarios based on spatial regression(transfer function) downscaling and on the use of a local stochastic weather generator is described. Regression downscaling translates the GCM grid-box predictions with coarse resolution of climate change to site-specific values and the values were then used to perturb the parameters of the stochastic weather generator in order to simulate site-specific daily weather values. In this study, the global climate change scenarios are constructed using the YONU GCM control run and transient experiments.

• Journal of Korea Water Resources Association
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• v.54 no.7
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• pp.523-534
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• 2021

Meteorological drought originates from a precipitation deficiency and propagates to agricultural and hydrological droughts through the hydrological cycle. Comparing with the meteorological drought, agricultural and hydrological droughts have more direct impacts on human society. Thus, understanding how meteorological drought evolves to agricultural and hydrological droughts is necessary for efficient drought preparedness and response. In this study, meteorological and hydrological droughts were defined based on the observed precipitation and the synthesized streamflow by the land surface model. The Bayesian network model was applied for probabilistic analysis of the propagation relationship between meteorological and hydrological droughts. The copula function was used to estimate the joint probability in the Bayesian network. The results indicated that the propagation probabilities from the moderate and extreme meteorological droughts were ranged from 0.41 to 0.63 and from 0.83 to 0.98, respectively. In addition, the propagation probabilities were highest in autumn (0.71 ~ 0.89) and lowest in winter (0.41 ~ 0.62). The propagation probability increases as the meteorological drought evolved from summer to autumn, and the severe hydrological drought could be prevented by appropriate mitigation during that time.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.124-124
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• 2012

기후변화가 수자원에 미치는 영향을 예측하는 데에 널리 사용되는 GCMs (General Circulation Models)는 모의 결과의 시 공간적 해상도가 낮기 때문에 상세화 (Downscaling) 기법을 거쳐 수문 모형에 적용된다. 상세화 기법은 크게 역학적 상세화 (Dynamical downscaling)와 통계적 상세화 (Statistical downscaling)로 구분되며, 종류가 매우 다양하고 각각의 모의 능력에 차이가 있으므로 적절한 기법을 선택할 필요가 있다. 본 연구의 목적은 통계적 상세화 기법 중 인공신경망과 LARS-WG 모형을 활용하여 CGCM3.1 T63의 모의 결과를 상세화하고, 두 모형의 모의 결과를 비교하는 데에 있다. 인공신경망은 비선형함수에 의한 전이함수 모형인 반면 LARS-WG는 추계학적 기상 발생기 모형으로, 각 모형을 이용해 CGCM3.1 T63의 강수량 및 평균기온 모의 결과를 서울 지역에 대해 공간적으로 상세화하였다. 모형의 검 보정은 1971년부터 2000년까지 30년 동안의 서울 관측소 일 기상 자료와 CGCM3.1 T63 (20C3M 시나리오) 모의 결과를 이용하여 수행하였다. 각 기법의 비교 및 평가는 2001년부터 2011년까지 11년 동안의 일 기상 자료와 CGCM3.1 T63 (IPCC SRES A1B 시나리오) 모의 결과를 이용하였다. 분석 결과, 인공신경망 모형은 입력 자료의 형태에 따라 모의 결과가 크게 달라지는 특성을 보였으며, LARS-WG 모형은 강수량을 실제보다 과소 추정하는 경향을 보였다. 본 연구에서는 강수량과 평균기온만을 대상으로 하였으나, 추후에 다른 기상인자를 고려함으로써 모형의 적용성을 보다 종합적으로 판단할 수 있을 것이다.