• Journal of Korean Society for Quality Management
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• v.28 no.2
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• pp.39-56
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• 2000

${\overline{X}}$ control chart has proven to be an effective tool to improve the product quality. Shewhart charts assume that the observations are independent and normally distributed. Under the presence of positive autocorrelation and severe skewness, the control limits are not accurate because assumptions are violated- Autocorrelation in process measurements results in frequent false alarms when standard control chats are applied in process monitoring. In this paper, Threshold Bootstrap and Moving Block Bootstrap are used for constructing a confidence interval of correlated observations. Monte Carlo simulation studies are conducted to compare the performance of the bootstrap methods and that of standard method for constructing control charts under several conditions.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.1484-1487
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• 2007

본 연구에서는 우리나라를 주지적으로 내습하여 많은 강수를 유발시키는 태풍의 특성에 대해 고찰하고, Nonparametric Bootstrap Simulation 기법에 적용하여 확률 강우량을 산정하였다. 우리나라에 영향을 준 것으로 나타난 139개 태풍에 대하여, 중심 위치와 중심 기압 자료와 우리나라 강우관측소의 시간강수량 자료를 이용하여 Nonparametric Bootstrap Simulation 기법에 적용하였다. 우리나라에 영향을 준 태풍운 연평균 3.09회 발생하고, 약 107시간 영향을 주는 것으로 나타났다. 본 연구에서는 서울과 부산 지점을 대상으로 Nonparametric Bootstrap Simulation 기법을 적용하여 태풍에 의해 발생할 수 있는 확률강우량을 산정하여, 빈도해석에 의한 확률강우량과 비교를 수행하였다. 그 결과, 서울 지점은 태풍에 의한 강우량이 그리 크지 않았으나, 부산 지점은 태풍에 의해서 발생할 수 있는 강우량이 매우 큰 것으로 분석 되었다.

• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.495-506
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• 2015

Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.177-187
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• 2020

This article is concerned with the issue of forecasting and evaluation of threshold-asymmetric volatility models for time series of count data. In particular, threshold integer-valued models with conditional Poisson and conditional negative binomial distributions are highlighted. Based on the parametric bootstrap method, some evaluation measures are discussed in terms of one-step ahead forecasting. A parametric bootstrap procedure is explained from which directional measure, magnitude measure and expected cost of misclassification are discussed to evaluate competing models. The cholera data in Bangladesh from 1988 to 2016 is analyzed as a real application.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.452-452
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• 2015

수문학 분야에서 하천유량은 중요한 요소이므로 신뢰성을 바탕으로 지속적이고 정확한 관측이 필요하다. 일반적으로 수위나 강우량의 경우 지속적이고, 자동적인 측정으로 비교적 정확한 관측이 가능하다. 하지만, 기술적인 한계와 경제적인 면에서 연속적인 유량측정이 어렵기 때문에 수위-유량 관계곡선을 이용하여 유량을 산정하고 있다. 수위-유량 관계를 통해 유량을 산정할 경우 계산방법과 분석과정에서 오차가 발생되고 산정된 유량의 오차로 이어지게 된다. 따라서, 신뢰성있는 유량 산정을 위해서는 수위-유량 관계곡선의 불확실성을 감소시키는 것이 중요하다. 본 연구에서는 Bayesian 회귀분석 및 Bootstrap 방법을 이용하여 수위-유량 관계 곡선식의 매개변수를 추정하였다. 또한 앞의 2가지 방법의 적용성을 평가하기 위해서 기존 방법인 최소자승법에 의한 매개변수 추정치 결과의 신뢰구간을 비교분석 하였다. 본 연구를 통해 다양한 통계학적 방법을 이용한 결과로부터 수위-유량 관계곡선의 불확실성을 감소시키는데 효과적인 방법을 찾고자 한다.

• The Journal of Fisheries Business Administration
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• v.52 no.1
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• pp.23-46
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• 2021

The purpose of this study is to understand the production efficiency of individual fishing communities and provide directions for improvement. The subject of the study is aquaculture type Ochon-Gye in Goheung-gun. The analysis method used bootstrap-DEA to overcome the statistical reliability problem of the traditional DEA analysis technique. In addition, data mining-GIS was applied to identify the spatial productivity of fishing communities. The values of technology efficiency, pure technology efficiency, and scale efficiency were estimated for 32 aquaculture-type fishing villages. Then, using the benchmarking reference set and weights, the projection was presented through adjustment of the input factor excess, and furthermore, the confidence interval of the efficiency values considering statistical significance was estimated using bootstrap.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.7-15
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• 2006

이번 연구의 목적은 평균 대신에 중앙값을 이용한 관리도를 제시하며 관리한계선을 결정하기 위하여 표본 중앙값에 대한 근사분포에서 bootstrap 방법을 이용한 분산을 추정하는 연구를 한다.

• Journal of Korea Water Resources Association
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• v.42 no.10
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• pp.795-807
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• 2009

In this study, homogeneity analysis was performed between rainfall observation data set of Chukwooki (CWK) and rainfall observation data set of modern rain gage (MRG) using Bootstrap method. Since traditional statistical homogeneity test method are validated only when distribution of their population is known, meteorological data which their statistical distributions of population are complicated were difficult to verify the homogeneity and there were plenty of room for doubt for their statistical significance using historical method. In this reason, in this study homogeneity test was evaluated between two data sets using bootstrap method which is not necessary to infer distribution of population. The test results show that there was an statistical homogeneity between CWK and MRG except for slight impact of climatical trend.

• The Journal of the Korea Contents Association
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• v.15 no.5
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• pp.475-487
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• 2015

This study measures the managerial efficiency of Korea's 14 public enterprises using bootstrap DEA in 2013. In addition, it examines the factors that affect on the bootstrap bias-corrected efficiency using truncated regression analysis. The results and implications of this study are as follows. First, using bootstrap DEA model analysis, the results showed that the mean technical efficiency was 0.3182, the mean pure technical efficiency was 0.4994 and the mean scale efficiency was 0.6585. The main cause of technical inefficiency was due to pure technical inefficiency. Second, rank test between technical efficiency of general DEA model and bootstrap DEA model was no significant difference under CRS and VRS assumption. Third, the main cause of the inefficiency in 11 DMUs among 14 DMUs were mainly due to the pure technology and three DMUs were because of the scale efficiency. Finally, in the truncated regression analysis, cost of labor, profit, sales, return of equity, and the number of employees appeared as factors affecting the scale efficiency at the 10% significance level.

• Journal of Korean Society of Forest Science
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• v.100 no.3
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• pp.392-396
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• 2011

The purpose of this study was to develop the basic wood density (Abbreviated BWD) for Pinus densiflora and to evaluate the applicability of bootstrap simulation method. The data sets were divided into two groups based on eco-types in Korea, one from Gangwon type and the other from Jungbu type. The estimated BWDs derived from bootstrap simulation, which is one of the non-parametric statistics, were 0.418 ($g/cm^3$) in the Pinus densiflora in Gangwon while 0.464 ($g/cm^3$) in the Pinus densiflora in Jungbu. To evaluate the bootstrap simulation, the mean BWD, standard error and 95% confidence interval of probability density were estimated. The number of replication were 100, 500, 1,000, and 5,000 times that showed constant 95% confidence interval, while tended to decrease in terms of standard errors. The results of this study could be very useful to apply basic wood density values to calculate reliable carbon stocks for Pinus densiflora in Korea.