• Title/Summary/Keyword: Marginal likelihood

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Prediction of Probabilistic Meteorological Drought Using Bayesian Network (베이지안 네트워크를 활용한 기상학적 가뭄의 확률론적 예측)

  • Shin, Ji Yae;Kwon, Hyun-Han;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.20-20
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    • 2015
  • 최근 기후변화의 영향으로 전 세계적으로 홍수와 가뭄의 발생빈도가 증가하고 있다. 특히, 가뭄은 우리나라에서 겨울과 봄철을 중심으로 매년 발생되고 있다. 가뭄의 정확한 발생을 판단하기는 어려우나, 가뭄이 발생되면 그 진행속도는 홍수보다 느리기 때문에 초기에 가뭄의 발생가능성을 예측한다면 가뭄에 대한 피해를 줄일 수 있다. 따라서 최근 가뭄 예측에 대한 다양한 연구가 이루어지고 있다. 본 연구에서는 가뭄발생의 불확실성을 내포하기 위하여 Bayesian Network (BN) 모형과 SPI의 자기상관성을 바탕으로 가까운 미래의 가뭄 발생확률을 예측하는 방법을 제안하였다. BN은 변수들 간의 인과관계를 확률적으로 나타낼 수 있는 네트워크 모형으로, 자연현상에 대한 위험도 분석 및 의학 분야에서 질병추정을 위한 모형으로 활용되고 있다. 본 연구에서는 가까운 미래의 가뭄 예측을 위하여 APEC 기후센터(APEC Climate Center, APCC)에서 제공하는 다중모형앙상블(Multi-model Ensemble, MME) 강우예측 결과로 도출한 미래 SPI 및 과거 강우량 자료로 구축한 SPI를 부모노드로, 예측 SPI를 자식노드로 BN을 구축하였다. BN의 각각의 노드를 Gaussian 확률분포모형으로 가정한 뒤, Likelihood weighting 방법으로 주변사후분포확률(Marginal posterior distribution)을 추정하여 미래의 SPI의 발생확률을 계산하였다. 2008년부터 2013년의 BN 가뭄 예측값과 MME 강우예측 결과로 도출한 SPI를 실제 관측 강우량으로 산정한 SPI와 비교하였으며, BN이 실제 관측결과에 가까운 결과가 도출되었다. 본 연구에서는 BN을 활용하여 가까운 미래의 가뭄 발생가능성을 확률적으로 나타낼 수 있는 방법을 제시하였으며, 그 결과 가뭄상태별 가뭄 발생확률이 산정되었다.

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An Economic Valuation of Forest Ecosystem Services: A Choice Modeling Application to the Mekong Delta Project in Vietnam

  • KHAI, Huynh Viet;VAN, Nguyen Phi;DANH, Vo Thanh
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.8
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    • pp.465-473
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    • 2021
  • This study is the application of a choice experiment to assess Mekong Delta urban households' preferences and motivations for ecosystem conservation in the U Minh forest. The study applied a choice modeling approach to estimate the economic values of the proposed ecosystem conservation program in the U Minh forest by accessing urban consumer preferences and their willingness to pay for the project. Discrete choice experimental data was collected from 450 residents in the cities of the Vietnamese Mekong Delta. The multinomial logit model was employed to identify consumer's stated preferences for the environmental and sustainability attributes of the conservation project. The results showed that Mekong Delta urban residents paid much attention to the proposed project to protect and develop the U Minh forest. In addition, the results showed that higher education, income, and knowledge of the U Minh forest revealed a higher likelihood of selecting the project, while the older residents would select the status quo more than the younger ones. The study also proved that the effect of participation had a strong impact on the willingness to pay for the project. The findings could be useful for policymakers to take action to raise resident's awareness and willingness to pay for the U Minh forest project.

Analysis of Consumer Preferences for Wine (국산 포도주 개발을 위한 소비자 선호분석)

  • Park, Eun-Kyung;Ryu, Jin-Chun;Kim, Tae-Kyun
    • Food Science and Preservation
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    • v.17 no.3
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    • pp.418-424
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    • 2010
  • Although the wine industry continues to grow, little empirical research on consumer preferences has been conducted. Thus, our objective was to analyze consumer views on wine attributes. A choice experiment (CE) was designed to detect a marginal willingness to pay for particular characteristics of wine (balance, flavor, color, clarity, and value-for-money). A questionnaire was administered and 286 responses were received. A multinomial logit model was estimated using the maximum likelihood method. The results indicated that balance, flavor, color, clarity, and price were all important to consumers. The CE data revealed that estimates of marginal willingness to pay were 31,899 won/bottle for balance, 23,088 won/bottle for flavor, 3,230 won/bottle for color, and 25,936 won/bottle for clarity. The balance of a wine was most important, and the flavor, clarity, and color were also significant. The results of this work will be of assistance in promoting the domestic wine industry.

Marginal Effect Analysis of Travel Behavior by Count Data Model (가산자료모형을 기초로 한 통행행태의 한계효과분석)

  • 장태연
    • Journal of Korean Society of Transportation
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    • v.21 no.3
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    • pp.15-22
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    • 2003
  • In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.

A Study on the Prediction of Power Consumption in the Air-Conditioning System by Using the Gaussian Process (정규 확률과정을 사용한 공조 시스템의 전력 소모량 예측에 관한 연구)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.64-72
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    • 2016
  • In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

Application of Bayesian Approach to Parameter Estimation of TANK Model: Comparison of MCMC and GLUE Methods (TANK 모형의 매개변수 추정을 위한 베이지안 접근법의 적용: MCMC 및 GLUE 방법의 비교)

  • Kim, Ryoungeun;Won, Jeongeun;Choi, Jeonghyeon;Lee, Okjeong;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.4
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    • pp.300-313
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    • 2020
  • The Bayesian approach can be used to estimate hydrologic model parameters from the prior expert knowledge about the parameter values and the observed data. The purpose of this study was to compare the performance of the two Bayesian methods, the Metropolis-Hastings (MH) algorithm and the Generalized Likelihood Uncertainty Estimation (GLUE) method. These two methods were applied to the TANK model, a hydrological model comprising 13 parameters, to examine the uncertainty of the parameters of the model. The TANK model comprises a combination of multiple reservoir-type virtual vessels with orifice-type outlets and implements a common major hydrological process using the runoff calculations that convert the rainfall to the flow. As a result of the application to the Nam River A watershed, the two Bayesian methods yielded similar flow simulation results even though the parameter estimates obtained by the two methods were of somewhat different values. Both methods ensure the model's prediction accuracy even when the observed flow data available for parameter estimation is limited. However, the prediction accuracy of the model using the MH algorithm yielded slightly better results than that of the GLUE method. The flow duration curve calculated using the limited observed flow data showed that the marginal reliability is secured from the perspective of practical application.

Characteristics and Severity of Side Right-Angle Collisions at Signalized Intersections (신호교차로의 측면직각 층돌사고 특성과 심각도)

  • Park, Jeong-Soon;Park, Gil-Soo;Kim, Tae-Young;Park, Byung-Ho
    • International Journal of Highway Engineering
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    • v.10 no.4
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    • pp.199-211
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    • 2008
  • This study deals with the side right-angle collisions of 4-legged signalized intersections in Cheongju. The goals are to analyze the characteristics of accidents and to find out the accident factors that affect severity using ordered probit model. In pursuing the above, the study uses the data of 580 side right-angle collisions occurred at the 181 intersections(2004-2005). The analyses show that more accidents were occurred in the nighttime and in going straight. The main cause was analyzed to be the red-light violation. Also, the main results of modeling are the following, First, the likelihood ratio index is 0.094 and t-ratio values that explain goodness of fit are significant. Second, minor road traffic volumes, minor road lanes, major road left-turn lanes, major road left-turn signal, major road yellow signal time, cross angle, major and minor road speed limits are significant factors affecting crash severities at signalized intersections.

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Zombie Firms and Performance of R&D Support Programs for Small and Medium Enterprises (한계기업과 중소기업 R&D 지원 성과)

  • Kam, Ju-sik;Jung, Taehyun
    • Journal of Korea Technology Innovation Society
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    • v.21 no.4
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    • pp.1474-1492
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    • 2018
  • This study empirically analyzes the direct effects of government support for SMEs (project success) and indirect effects (sales growth) focusing on the differences between financially difficult firms (so-called 'zombie' firms) and 'normal' firms. If the zombie firm has a problem in technology development (success of the project) and the economic resilience capability (sales growth), then excluding them from the government's R&D support programs would enhance the overall efficiency of the programs. If not, government R&D could complement the market failure and play a positive role in revitalizing marginal firms. In this study, we collected data about 7,575 firms who participated in seven government R&D programs in 2013 and 2014. As a result of the logistic regression analysis, we did not find evidence that the likelihood of success for zombie firms was lower than that for the normal firms. However, the tendency of sales growth after the project was smaller for the zombie firms than for the normal firms. For zombie firms, we also found that firms that succeeded in the project were more likely to increase sales than those that failed.

Poor People and Poor Health: Examining the Mediating Effect of Unmet Healthcare Needs in Korea

  • Kim, Youngsoo;Kim, Saerom;Jeong, Seungmin;Cho, Sang Guen;Hwang, Seung-sik
    • Journal of Preventive Medicine and Public Health
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    • v.52 no.1
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    • pp.51-59
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    • 2019
  • Objectives: The purpose of this study was to estimate the mediating effect of subjective unmet healthcare needs on poor health. The mediating effect of unmet needs on health outcomes was estimated. Methods: Cross-sectional research method was used to analyze Korea Health Panel data from 2011 to 2015, investigating the mediating effect for each annual dataset and lagged dependent variables. Results: The magnitude of the effect of low income on poor health and the mediating effect of unmet needs were estimated using age, sex, education level, employment status, healthcare insurance status, disability, and chronic disease as control variables and self-rated health as the dependent variable. The mediating effect of unmet needs due to financial reasons was between 14.7% to 32.9% of the total marginal effect, and 7.2% to 18.7% in lagged model. Conclusions: The fixed-effect logit model demonstrated that the existence of unmet needs raised the likelihood of poor self-rated health. However, only a small proportion of the effects of low income on health was mediated by unmet needs, and the results varied annually. Further studies are necessary to search for ways to explain the varying results in the Korea Health Panel data, as well as to consider a time series analysis of the mediating effect. The results of this study present the clear implication that even though it is crucial to address the unmet needs, but it is not enough to tackle the income related health inequalities.

Comparison of Determinants of Healthy Food Intake Before and After COVID-19 - Based on 2019~2021 Consumer Behavior Survey for Food - (COVID-19 전후 건강식품 섭취 여부 결정요인 비교 - 2019년~2021년 식품소비행태조사 자료 이용 -)

  • Su-yeon Jung;Na-young Kim;Eun-seo Jeon;Keum-il Jang;Seon-woong Kim
    • The Korean Journal of Food And Nutrition
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    • v.36 no.4
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    • pp.309-320
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    • 2023
  • This study examined the determinants of healthy food purchases before and after COVID-19 in Korea. Binomial and multinomial logistic regression models were applied to Korea Rural Economic Institute's Food Consumer Behavior Survey data from 2019 to 2021. The analysis revealed a significant decrease in the non-intake of healthy food in 2021 compared to 2019, suggesting the impact of COVID-19 on healthy food consumption. Consumption patterns also changed, with a decrease in direct purchases and an increase in gift-based purchases. Several variables showed significant effects on healthy food intake. Single-person households exhibited a higher probability of eating healthy food after COVID-19. The group perceiving themselves as healthy had a lower likelihood of consuming healthy food pre-COVID-19, but this changed after the pandemic. Online food purchases, eco-friendly food purchases, and nut consumption showed a gradual decrease in the probability of non-intake over time. Gender and age also influenced healthy food intake. The probability of eating healthy food increased in the older age group compared to the younger group, and the probability increased significantly after COVID-19. The probability of buying gifts was significantly higher in those in their 60s, indicating that the path to obtaining healthy food differed by age.