• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.547-568
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• 2020

Modeling the statistical autocorrelations in spatial data is often achieved through the estimation of the variograms, where the selection of the appropriate valid variogram model, especially for small samples, is crucial for achieving precise spatial prediction results from kriging interpolations. To estimate such a variogram, we traditionally start by computing the empirical variogram (traditional Matheron or robust Cressie-Hawkins or kernel-based nonparametric approaches). In this article, we conduct numerical studies comparing the performance of these empirical variograms. In most situations, the nonparametric empirical variable nearest-neighbor (VNN) showed better performance than its competitors (Matheron, Cressie-Hawkins, and Nadaraya-Watson). The analysis of the spatial groundwater dataset used in this article suggests that the wave variogram model, with hole effect structure, fitted to the empirical VNN variogram is the most appropriate choice. This selected variogram is used with the ordinary kriging model to produce the predicted pollution map of the nitrate concentrations in groundwater dataset.

• The Korean Journal of Applied Statistics
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• 제29권4호
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• pp.679-688
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• 2016

In this paper, we study multiclass loss systems with different server allocation methods. The Markovian states of the systems are defined and their effective representation is investigated. The limiting probabilities are derived based on the Markovian property to determine the performance measures of the systems. The effects of the assignment methods are compared using numerical solutions.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.659-671
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• 2018

In this study, we consider the extension of the heterogeneous autoregressive (HAR) model for realized volatility by incorporating a neural network (NN) structure. Since HAR is a linear model, we expect that adding a neural network term would explain the delicate nonlinearity of the realized volatility. Three neural network-based HAR models, namely HAR-NN, $HAR({\infty})-NN$, and HAR-AR(22)-NN are considered with performance measured by evaluating out-of-sample forecasting errors. The results of the study show that HAR-NN provides a slightly wider interval than traditional HAR as well as shows more peaks and valleys on the turning points. It implies that the HAR-NN model can capture sharper changes due to higher volatility than the traditional HAR model. The HAR-NN model for prediction interval is therefore recommended to account for higher volatility in the stock market. An empirical analysis on the multinational realized volatility of stock indexes shows that the HAR-NN that adds daily, weekly, and monthly volatility averages to the neural network model exhibits the best performance.

• Nuclear Engineering and Technology
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• 제51권1호
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• pp.146-154
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• 2019

An improved principal component analysis (PCA) method is applied for sensor fault detection and isolation (FDI) in a nuclear power plant (NPP) in this paper. Data pre-processing and false alarm reducing methods are combined with general PCA method to improve the model performance in practice. In data pre-processing, singular points and random fluctuations in the original data are eliminated with various techniques respectively. In fault detecting, a statistics-based method is proposed to reduce the false alarms of $T^2$ and Q statistics. Finally, the effects of the proposed data pre-processing and false alarm reducing techniques are evaluated with sensor measurements from a real NPP. They are proved to be greatly beneficial to the improvement on the reliability and stability of PCA model. Meanwhile various sensor faults are imposed to normal measurements to test the FDI ability of the PCA model. Simulation results show that the proposed PCA model presents favorable performance on the FDI of sensors no matter with major or small failures.

• ETRI Journal
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• 제43권3호
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• pp.538-548
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• 2021

This paper proposes an approach to improve the performance of no-reference video quality assessment for sports videos with dynamic motion scenes using an efficient spatiotemporal model. In the proposed method, we divide the video sequences into video blocks and apply a 3D shearlet transform that can efficiently extract primary spatiotemporal features to capture dynamic natural motion scene statistics from the incoming video blocks. The concatenation of a deep residual bidirectional gated recurrent neural network and logistic regression is used to learn the spatiotemporal correlation more robustly and predict the perceptual quality score. In addition, conditional video block-wise constraints are incorporated into the objective function to improve quality estimation performance for the entire video. The experimental results show that the proposed method extracts spatiotemporal motion information more effectively and predicts the video quality with higher accuracy than the conventional no-reference video quality assessment methods.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.143-154
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• 2024

This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.357-363
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• 1998

In this paper we propose a nonparametric lack of fit test based on the bootstrap method for testing the null parametric linear model by using linear smoothers. Most of existing nonparametric test statistics are based on the residuals. Our test is based on the centered bootstrap residuals. Power performance of proposed bootstrap lack of fit test is investigated via Monte carlo simulation.

• The Korean Journal of Applied Statistics
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• 제19권3호
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• pp.587-598
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• 2006

The number of variables exceeds the number of samples in microarray data. We propose a nonparametric local linear logistic classification procedure using orthogonal components for classifying high-dimensional microarray data. The proposed method is based on the local likelihood and can be applied to multi-class classification. We applied the local linear logistic classification method using PCA, PLS, and factor analysis components as new features to Leukemia data and colon data, and compare the performance of the proposed method with the conventional statistical classification procedures. The proposed method outperforms the conventional ones for each component, and PLS has shown best performance when it is embedded in the proposed method among the three orthogonal components.

• The Korean Journal of Applied Statistics
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• 제35권3호
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• pp.445-455
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• 2022

In this paper, we introduce existing Bayesian methods for high-dimensional sparse regression models and compare their performance in various simulation scenarios. Especially, we focus on the variational Bayes approach proposed by Ray and Szabó (2021), which enables scalable and accurate Bayesian inference. Based on simulated data sets from sparse high-dimensional linear regression models, we compare the variational Bayes approach with other Bayesian and frequentist methods. To check the practical performance of the variational Bayes in logistic regression models, a real data analysis is conducted using leukemia data set.

• Journal of the Korean Data and Information Science Society
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• 제25권2호
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• pp.349-356
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• 2014

In baseball, sabermetric batting statistics are used to compare an offensive performance of players. There exist dozens of sabermetric statistics, but baseball fans don't like the complexity of an abundance of measures. This paper provides a batting grade index (BGI) using principal component based on eight batting statistics. These are OPS, ISO, SECA, TA, RC, RC/27, wOBA and XR. We show that how standardized batting statistics are aggregated and weighted to arrive at a single composite measure of BGI. Also our result allows for segmentation of players into groups using the K-means clustering algorithm.