• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.103-115
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• 2007

In this paper we studied the small sample asymptotic inference for the autoregressive coefficient in AR(1) model. Based on saddlepoint approximations to the distribution of quadratic forms, we suggest a new approximation to the distribution of the estimators of the noncircular autoregressive coefficients. Simulation results show that the suggested methods are very accurate even in the small sample sizes and extreme tail area.

• Proceedings of the Korean Information Science Society Conference
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• 2001.10a
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• pp.310-312
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• 2001

샘플링되지 않은 불확실한 이동객체의 위치값을 추정하기 위한 기존의 연구방범 중 가장 보편적으로 사용하고 있는 방법은 선형 보간법이다. 선형 보간법을 사용할 경우 샘플링 구간은 좁게하여 오차를 줄일 수 있고 계산 시간을 단축할 수 있지만, 연속적인 이동객체의 경로는 직선이라기 보다는 곡선으로 나타내어지므로 샘플링되지 않은 이동객체의 위치값에 대해 불확실한 위치정보를 사용자에게 반환하게 된다. 따라서 이 논문에서는 샘플링된 이동객체의 위치값에 오차가 없다는 가정하에서 모든 위치점을 지나는 보간 다항식을 구해서 처리하는 선형 보간법 대신 이동객체의 위치값 자체의 오차범위까지 고려하는 다항회귀모형(polynomial regression model)을 이용한 이동객체의 불확실한 이동위치 추정방법을 제시한다. 다항회지모형은 이용할 경우 선형 보간법 보다 추정된 위치값에 대한 오차를 줄일 수 있으며, 이동객체의 과거 및 미래 위치값을 사용자에게 반환해 줄 수 있는 장점을 가진다.

• Proceedings of the Korea Society for Simulation Conference
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• 2004.05a
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• pp.41-47
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• 2004

중심합성계획(central composite design: ccd)은 반응 표면이 곡면적인 특성을 나타낼때 반응 공간을 추정하기 위해 사용되는 실험계획이다. 반응공간이 2차 회귀모형으로 나타나는 경우에 반응곡면의 변화량을 알기 위해서는 변수의 수준이 3이상이 되어야하는데 ccd는 적은 횟수의 실험으로 곡면을 효과적으로 추정하기 위해 2$^{k}$ 요인실험에 추가적으로 중심점(central point)과 축점(axial point)을 표본점에 포함시키는 계획이다. 본 연구에서는 시뮬레이션 실험에서 반응변수가 2차 회귀모형으로 근사되는 경우에 cod를 이용하여 관심 성과치의 반응표면을 추정하고자 한다. 일반적인 실험에서와는 달리 시뮬레이션 실험에서는 두개의 표본점(인자 수준의 조합)에서 분석자가 공통 난수계열(common random number series)을 부여하여 시뮬레이션 시스템 요소의 변화과정을 유사하게 통제할 수 있다. 일반적으로 공통난수법(common random number method)에 의해 얻어지는 두 표본점에서의 반응변수는 서로 양의 상관관계를 가지며 대조 난수(antithetic random number)에 의한 두 반응변수는 음의 상관성을 가지는 것으로 알려졌다. 본 연구는 ccd의 표본점에 공통난수와 대조난수 법을 이용하여 회귀모형의 파라미터를 효과적으로 추정하는 방법을 조사하고 이를 (s, S) 재고관리 모형에 적용하여 그 효율성을 평가하고자 한다.

• Proceedings of the Korean Association for Survey Research Conference
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• 2001.04a
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• pp.73-86
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• 2001

In this paper, we conducted an empirical study to investigate the design and weighting effects on descriptive and analytic statistics. We compared the regression models using the design-based approach and the generalized estimating equations(GEEs) approach with the model-based approach through the design and weighting effects analysis.

• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.839-847
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• 2011

In this study, we derive an estimator based on autocovariance for the regression coefficients vector in the multiple linear regression model. This method is suggested by Park (2009), and although this method does not seem to be intuitively attractive, this estimator is unbiased for the regression coefficients vector. When the vectors of exploratory variables satisfy some regularity conditions, under mild conditions which are satisfied when errors are from autoregressive and moving average models, this estimator has asymptotically the same distribution as the least squares estimator and also converges in probability to the regression coefficients vector. Finally we provide a simulation study that the forementioned theoretical results hold for small sample cases.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.257-266
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• 2016

Random Coefficient Autoregressive models (RCA) have attracted increased interest due to the wide range of applications in biology, economics, meteorology and finance. We consider an RCA as an appropriate model for non-linear properties and better than an AR model for linear properties. We study the methods of RCA parameter estimation. Especially we proposed the special case that an random coefficient ${\phi}(t)$ has the initial value ${\phi}(0)$ in the RCA model. In practical study, we estimated the parameters and compared Prediction Error Sum of Squares (PRESS) criterion between AR and RCA using Korean Mumps data.

• Journal of Korea Society of Industrial Information Systems
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• v.20 no.5
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• pp.1-11
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• 2015

This paper is focused on how the trajectory of launch vehicle could be optimally estimated by the quadratic regression of trajectory data mining for the operation of telemetry ground system in NARO space center during real-time. To receive the telemetry data, the telemetry ground system has to track the space launch vehicle without tracking loss, and it is possible by the well-designed algorithm to estimate a flight position in real-time. For this reason, the quadratic regression model instead of interpolation was considered to estimate the exact position data of launch vehicle and the improvement of antenna performance. For analysis, the real trajectory data which had been logged during NARO 1st launch mission were used, the estimation result of launcher current position was analyzed by the mathematical modeling. In conclusion, the algorithm using quadratic regression based on trajectory data mining showed the better performance than previous interpolation algorithm to estimate the next flight position and the antenna driving performance.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.957-981
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• 2017

A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

• The Korean Journal of Applied Statistics
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• v.31 no.3
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• pp.343-352
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• 2018

We can use quantile regression and expectile regression analysis to estimate trends in extreme regions as well as the average trends of response variables in given explanatory variables. In this paper, we compare the performance between the parametric and nonparametric methods for expectile regression. We introduce each estimation method and analyze through various simulations and the application to real data. The nonparametric model showed better results if the model is complex and difficult to deduce the relationship between variables. The use of nonparametric methods can be recommended in terms of the difficulty of assuming a parametric model in expectile regression.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.13 no.4
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• pp.75-81
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• 1999

This paper presents in the rrethod power demand estimated of consuming facility algorithm using orthogonal polynomial regression rmdel. Estimation rmdel presented can use mathematical rrethod consists. of extrapolation and correlation rrethod, Computation tirre and capacity of presented rmdel was rmre economic than multiple regression rrodel because low-order equation can use in the high-order equation without sorre correction, and vice-versa. Therefore this rmthed can be very usefulness rmthed in the power demand estimation Fourth-order rrodel was very good armng this rrodel that was coJTJp)Sed the estimation rmdel of second, third and fourth-order. Power demand estimated result of consuming facility using correlation rrethod was good in the percentage error of about 2[%1 Also It was to verify efficiency and awroPJiation the estimated rmdel that estimation percentage error was about 1[%] in the oower demand estimated result of 1997.