• 제목/요약/키워드: Performance-based Statistics

검색결과 1,048건 처리시간 0.019초

Inhomogeneous Poisson Intensity Estimation via Information Projections onto Wavelet Subspaces

  • Kim, Woo-Chul;Koo, Ja-Yong
    • Journal of the Korean Statistical Society
    • /
    • 제31권3호
    • /
    • pp.343-357
    • /
    • 2002
  • This paper proposes a method for producing smooth and positive estimates of the intensity function of an inhomogeneous Poisson process based on the shrinkage of wavelet coefficients of the observed counts. The information projection is used in conjunction with the level-dependent thresholds to yield smooth and positive estimates. This work is motivated by and demonstrated within the context of a problem involving gamma-ray burst data in astronomy. Simulation results are also presented in order to show the performance of the information projection estimators.

Bandwidth Selection for Local Smoothing Jump Detector

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
    • /
    • 제16권6호
    • /
    • pp.1047-1054
    • /
    • 2009
  • Local smoothing jump detection procedure is a popular method for detecting jump locations and the performance of the jump detector heavily depends on the choice of the bandwidth. However, little work has been done on this issue. In this paper, we propose the bootstrap bandwidth selection method which can be used for any kernel-based or local polynomial-based jump detector. The proposed bandwidth selection method is fully data-adaptive and its performance is evaluated through a simulation study and a real data example.

Portfolio Selection for Socially Responsible Investment via Nonparametric Frontier Models

  • Jeong, Seok-Oh;Hoss, Andrew;Park, Cheolwoo;Kang, Kee-Hoon;Ryu, Youngjae
    • Communications for Statistical Applications and Methods
    • /
    • 제20권2호
    • /
    • pp.115-127
    • /
    • 2013
  • This paper provides an effective stock portfolio screening tool for socially responsible investment (SRI) based upon corporate social responsibility (CSR) and financial performance. The proposed approach utilizes nonparametric frontier models. Data envelopment analysis (DEA) has been used to build SRI portfolios in a few previous works; however, we show that free disposal hull (FDH), a similar model that does not assume the convexity of the technology, yields superior results when applied to a stock universe of 253 Korean companies. Over a four-year time span (from 2006 to 2009) the portfolios selected by the proposed method consistently outperform those selected by DEA as well as the benchmark.

관광 수요를 위한 결합 예측 모형에 대한 연구 (A Study on the Tourism Combining Demand Forecasting Models for the Tourism in Korea)

  • 손흥구;하명호;김삼용
    • 응용통계연구
    • /
    • 제25권2호
    • /
    • pp.251-259
    • /
    • 2012
  • 본 논문은 일별 관광수요 자료를 분석하기 위하여 시계열의 대표적인 3개 모형인 ARIMA, Holt-Winters, AR-GARCH 모형을 적용하였다. 모형의 성능을 비교하기 위해 Armstrong (2001)이 제안한 방법을 이용하여 서로 다른 방법의 예측값을 단순결합과 MSE, SE를 이용한 결합법을 이용하여 정확도 높일 수 있음을 확인하였다.

Quantile Estimation in Successive Sampling

  • ;;;김종민
    • 한국조사연구학회:학술대회논문집
    • /
    • 한국조사연구학회 2006년도 추계학술대회 발표논문집
    • /
    • pp.67-83
    • /
    • 2006
  • In successive sampling on two occasions the problem of estimating a finite population quantile has been considered. The theory developed aims at providing the optimum estimates by combining (i) three double sampling estimators viz. ratio-type, product-type and regression-type, from the matched portion of the sample and (ii) a simple quantile based on a random sample from the unmatched portion of the sample on the second occasion. The approximate variance formulae of the suggested estimators have been obtained. Optimal matching fraction is discussed. A simulation study is carried out in order to compare the three estimators and direct estimator. It is found that the performance of the regression-type estimator is the best among all the estimators discussed here.

  • PDF

QUANTILE ESTIMATION IN SUCCESSIVE SAMPLING

  • Singh, Housila P.;Tailor, Ritesh;Singh, Sarjinder;Kim, Jong-Min
    • Journal of the Korean Statistical Society
    • /
    • 제36권4호
    • /
    • pp.543-556
    • /
    • 2007
  • In successive sampling on two occasions the problem of estimating a finite population quantile has been considered. The theory developed aims at providing the optimum estimates by combining (i) three double sampling estimators viz. ratio-type, product-type and regression-type, from the matched portion of the sample and (ii) a simple quantile based on a random sample from the unmatched portion of the sample on the second occasion. The approximate variance formulae of the suggested estimators have been obtained. Optimal matching fraction is discussed. A simulation study is carried out in order to compare the three estimators and direct estimator. It is found that the performance of the regression-type estimator is the best among all the estimators discussed here.

On the Exponentiated Generalized Modified Weibull Distribution

  • Aryal, Gokarna;Elbatal, Ibrahim
    • Communications for Statistical Applications and Methods
    • /
    • 제22권4호
    • /
    • pp.333-348
    • /
    • 2015
  • In this paper, we study a generalization of the modified Weibull distribution. The generalization follows the recent work of Cordeiro et al. (2013) and is based on a class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann. We introduce a class of exponentiated generalized modified Weibull (EGMW) distribution and provide a list of some well-known distributions embedded within the proposed distribution. We derive some mathematical properties of this class that include ordinary moments, generating function and order statistics. We propose a maximum likelihood method to estimate model parameters and provide simulation results to assess the model performance. Real data is used to illustrate the usefulness of the proposed distribution for modeling reliability data.

다국어 사용자 후기에 대한 속성기반 감성분석 연구 (A study on the aspect-based sentiment analysis of multilingual customer reviews)

  • 지성영;이시윤;최대우;강기훈
    • 응용통계연구
    • /
    • 제36권6호
    • /
    • pp.515-528
    • /
    • 2023
  • 전자상거래 시장의 성장과 더불어 소비자들은 상품 및 서비스 구매 시 다른 사용자가 작성한 후기 정보에 기반하여 구매 의사를 결정하게 되며 이러한 후기를 효과적으로 분석하기 위한 연구가 활발히 이루어지고 있다. 특히, 사용자 후기에 대해 단순 긍/부정으로 감성분석하는 것이 아니라 다면적으로 분석하는 속성기반 감성분석 방법이 주목받고 있다. 속성기반 감성분석을 위한 다양한 방법론 중 최신 자연어 처리 기술인 트랜스포머 계열 모델을 활용한 분석 방법이 있다. 본 논문에서는 최신 자연어 처리 기술 모델에 두 가지 실제 데이터를 활용하여 다국어 사용자 후기에 대한 속성기반 감성분석을 진행하였다. 공개된 데이터 셋인 SemEval 2016의 Restaurant 데이터와 실제 화장품 도메인에서 작성된 다국어 사용자 후기 데이터를 활용하여 속성기반 감성분석을 위한 트랜스포머 계열 모델의 성능을 비교하였고 성능 향상을 위한 다양한 방법론도 적용하였다. 다국어 데이터를 활용한 모델을 통해 언어별로 별도의 모델을 구축하지 않고 한가지 모델로 다국어를 분석할 수 있다는 점에서 효용 가치가 클 것으로 예상된다.

시뮬레이션 기반한 심근경색증 상황 교육 적용에 따른 임상판단력과 간호수행자신감 (Clinical Judgment Force and Nursing Performance Satisfaction by Application of Simulation-based Myocardial Infarction Education)

  • 신승옥
    • 한국산업융합학회 논문집
    • /
    • 제22권6호
    • /
    • pp.721-727
    • /
    • 2019
  • The purpose of this study is to investigate the relationship between clinical judgment and nursing performance based on myocardial infarction simulation applied to nursing students. Method: 39 fourth grade nursing students participated in this explanatory study with sampling of accommodations. The Lasater Clinical Judgment Rubric has been used in self-reported clinical trials and satisfaction with judging practices. Data were analyzed by descriptive statistics, t-test and Pearson's correlation coefficient using SPSS WIN 19. Results: Scenarios with myocardial infarction were scored by self-reported clinical judgment. Total mean score of clinical judgment and total mean value of clinical judgment is 4.17 ± 0.80. Correlation Between Variables After Simulation Practice is highly significant for providing positive clinical judgment and satisfaction with nursing performance. Conclusion: The simulation-based practice associated with adult nursing in myocardial infarction was useful for clinical judgment and nursing performance satisfaction, which improved the core basic skills of nursing students.

지수가중이동평균 관리도의 백분위수 기반 설계 (Percentile-based design of exponentially weighted moving average charts)

  • 구지윤;이재헌
    • 응용통계연구
    • /
    • 제37권2호
    • /
    • pp.177-189
    • /
    • 2024
  • 관리도에서 런길이는 관리 통계량이 관리한계를 벗어날 때까지 관측한 표본의 수로 정의한다. 일반적으로 런길이의 분포는 비대칭이 심하고 변동성이 크기 때문에 평균 런길이만 사용하여 관리도를 설계하고 성능을 평가하는 것은 적절하지 않을 수도 있다. 평균 런길이 기반 설계에 대한 대안으로 이 논문에서는 백분위수를 기반으로 한 관리도의 설계를 소개하고, 이를 지수가중이동평균 관리도의 설계에 적용하는 절차를 제안하고 있다. 이 절차는 백분위수 모수들이 주어진 경우, 모의실험을 통하여 적합된 함수를 사용하여 관리한계의 계수를 설정하는 것이다. 또한 모의실험을 수행하여 제안된 설계 절차를 평균 런길이 기반 설계와 비교하고 평가하였다. 모의실험 결과, 제안된 절차는 이상상태에서 탐지 능력은 거의 유지하면서 관리상태에서의 성능을 향상시킨다는 사실을 확인할 수 있었다.