• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.137-148
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• 2001

Compositional data found in many practical applications consist of non-negative vectors of proportions with the constraint which the sum of the elements of each vector is unity. It is well-known that the statistical analysis of compositional data suffers from the unit-sum constraint. Moreover, the non-linear pattern frequently displayed by the data does not facilitate the application of the linear multivariate techniques such as principal component analysis. In this paper we develop new type of principal component analysis for compositional data using Box-Cox contrast transformation. Numerical illustrations are provided for comparative purpose.

• Journal of Korea Water Resources Association
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• v.36 no.2
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• pp.153-159
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• 2003

When available rainfall data is not sufficient, a rough tendency of I-D-F relationship appeared frequently. In fact, rainfall intensity on the curve shows abnormally higher value the longer rainfall duration is applied that gives rise to great confusion to apply a rainfall I-D-F relationships curve to a practical work, however, the research work will present a way to solve above mentioned problem by the use of the Box-Cox transformation formula for a given rainfall data. The study came to a conclusion that the Box-Cox transformation formula is satisfied to utilize in a practical work on the ground of analysis for rainfall data of Sancheong and Yeongcheon.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.153-158
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• 2002

시계열 자료의 분석에서 분산이 일정하지 않을 경우 이에 대한 해결방법으로 변환이 사용된다. 그러나 이러한 변환은 분산을 안정화시킴으로서 추정 및 검정에 타당성을 주는 반면 새로운 편의를 생성하거나(Granger & Newbold,1976) 모형을 복잡하게 만듦으로써 해석의 어려움도 수반한다. 신과 강(2001)은 평균이 크고 그에 비해 분산이 작을 경우 Box-Cox 멱 변환이 시계열 자료에 대하여 별 영향을 미치지 않음을 연구하였다. 본 논문은 이에 대한 확장으로 공간자료에서도 이 이론이 성립함을 밝혔다.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.283-290
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• 2006

Generally speaking, power transformations such as Box-Cox transformation(1964) is applied for variance stabilization and symmetry. But, when the distribution of the original data has a large mean with a small variance or the coefficient of variation is very small, they don't work at all. This paper propose a simple method to introduce a shift parameter before applying power transformations and showed the numerical evidence by Monte Carlo simulation and a real data analysis.

• The Korean Journal of Applied Statistics
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• v.21 no.2
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• pp.327-340
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• 2008

This paper derives joint and conditional Lagrange multiplier tests based on information matrix for testing functional form and/or the presence of autocorrelation in a regression model. Small sample properties of these tests are assessed by Monte Carlo study and comparisons are made with LM tests based on Hessian matrix. The results show that the proposed $LM_E$ tests have the most appropriate finite sample performance.

• Annual Conference on Human and Language Technology
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• 2006.10e
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• pp.164-170
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• 2006

본 논문에서는 한국어 동사의 개념적 클러스터링 방법을 제안하다. 사용되는 기법은 독립성분분석, Box-Cox 변환, 상관분석 등이다. 독립성분분석은 잠재적인 성분을 통계적 독립(statistical independence)에 기반하여 추출하는 분석 방법이다. 그런데, 독립성분분석에서는 mixture(동사)의 분포는 정규 분포(가우시안 분포)에 따른다고 가정한다. 따라서 동사의 분포를 보다 정규 분포화 할 필요가 있다. 이에 본 논문에서는 Box-Cox 변환을 이용하여 동사의 분포를 정규 분포에 근사한다. 또한, 독립성분분석에서는 추출할 적당한 성분의 개수를 결정할 수가 없다. 이에 본 논문에서는 주성분분석의 결과로 획득되는 고유치의 누적 기여율을 이용하여 독립성분의 수를 결정한다. 그리고, 추출된 독립성분 벡터와 동사 벡터간의 상관계수에 이용하여 독립성분(개념)에 밀접하게 관련 있는 동사들을 하나의 클러스터로 구성한다. 한국어 동사를 대상으로 클러스터링한 결과, Box-Cox 변환을 적용한 경우가 더 좋은 성능을 보였다.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.21-29
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• 2009

Engle and Russell (1998) proposed the ACD(Autoregressive Conditional Duration) model to explain the relationship between the prices and the duration times of the stocks. In this paper, we first introduce the various types of the ACD models such as the linear ACD, log ACD and Box-Cox ACD models and we evaluate the performance of the models for analysing the transaction data of the stocks in Korea.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.6B
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• pp.390-401
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• 2007

This paper is to estimate and analyze the price elasticities of demand for mobile calls. We used the data for the period from January 2000 to December 2005 on a monthly basis. Data used are call minutes to mobile-originating(ML+MM), tariff for dispatch of fixed and mobile calls($P_L,P_M$), income(Y), and subscriber for mobile(N). In order to provide robust estimates of price elasticities, we have used two different econometric models. One is a Dynamic model which includes a lagged dependent variable and so can differentiate between long-un and short-run price elasticities using the Generalized Method of Moments(GMM). The other is a Box-Cox transformation model which is one of the most useful methods. Box-Cox transformation model shows that elasticity changes with the lapse of time. The results are as follow : Not including the price indices for land-originating, the estimate is overestimated otherwise. In Box-Cox transformation case, price elasticity had been steadily declining. And this result shows that mobile services had been changed necessities increasingly in Korea.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.29 no.2
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• pp.143-149
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• 1996

Forecasts of the monthly catches of anchovy in Korea were carried out by the seasonal Autoregressive Integrated Moving Average (ARIMA) model and spectral analysis. The seasonal ARIMA model is as follows: $$(1-0.431B)(1-B^{12})Z_t=(1-0.882B^{12})e_t$$ where: $Z_t=value$ at month $t;\;B^{p}$ is a backward shift operator, that is, $B^pZ_t=Z_{t-p};$ and $e_t=error$ term at month t, which is to forecast 24 months ahead the anchovy catches in Korea. The prediction error by the Box-Cox transformation on monthly anchovy catches in Korea was less than that by the logarithmic transformation. The equation of the Box-Cox transformation was $Y'=(Y^{0.58}-1)/0.58$. Forecasts of the monthly anchovy catches for $1991\~1992$, which were compared with the actual catches, had an absolute percentage error (APE) range of $1.0\~63.2\%$. Total observed annual catches in 1991 and 1992 were 170,293 M/T and 168,234 M/T respectively, while the predicted catches were 148,201 M/T and 148,834 M/T $(API\;13.0\%\;and\;11.5\%,\;respectively)$. The spectrum analysis of the monthly catches of anchovy showed some dominant fluctuations in the periods of 2.2, 6.1, 10.2 12.0 and 14.7 months. The spectrum analysis was also useful for selecting the ARIMA model.

• Journal of Korea Water Resources Association
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• v.36 no.3 s.134
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• pp.399-411
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• 2003

An approach determining a confidence interval of Nash's observed mean instantaneous unit hydrograph is developed. In the approach, both two parameters are treated as correlated gaussian random variables based on the theory of Box-Cox transformation and the regional similarity relation, so that linear statistical parameter estimation is possible. A parametric bootstrap method is adopted to give the confidence interval of the mean observed hydrograph. The proposed methodology is also applicable to estimate the parameters of Nash's model for un-gauged basins. An application to a watershed has shown that the proposed approach is adequate to assess the uncertainty of the Nash's hydrograph and to evaluate parameters for un-gauged basins.