• Communications of the Korean Mathematical Society
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• v.17 no.1
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• pp.71-80
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• 2002

We give a formulation of the large deviation property for rescalings of random measures on the d-dimensional Euclidean space R$^{d}$ . The approach is global in the sense that the objects are Radon measures on R$^{d}$ and the dual objects are the continuous functions with compact support. This is applied to the cluster random measures with Poisson centers, a large class of random measures that includes the Poisson processes.

• 한국방재학회:학술대회논문집
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• 2010.02a
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• pp.51.2-51.2
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• 2010

A novel approach of Poisson cluster stochastic rainfall generator was validated in its ability to reproduce important rainfall and watershed response characteristics at 104 locations of the United States. The suggested novel approach - The Hybrid Model(THM), as compared to the traditional ones, has an additional function to account for the year-to-year variability of rainfall statistics. The two-sample Kolmogorov-Smirnov test was used to see how well THM and traditional approach of Poisson cluster rainfall model reproduce the distribution of the following hydrologic variables: monthly maximum rainfall depths with 1, 3, 6, 12, and 24 hour duration, monthly maximum flow peaks at the virtual watersheds with Curve Number of 50, 60, 70, 80 and 90; and monthly runoff depths at the same virtual watersheds. In all of the testing variables, THM significantly outperformed the traditional approach. This result indicates that the year-to-year variability of rainfall statistics contains important information about the characteristics of rainfall processes that were not considered by the conventional approach of Poisson cluster rainfall modeling and that further considering it in rainfall simulation will enhance the performance of the rainfall models.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.6-6
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• 2015

본 연구에서는 일단위로 제공되는 RCP 시나리오를 Poisson Cluster 기법을 활용하여 시간강우량으로 생성할 수 있는 모형을 개발하는데 목적이 있다. 일반적으로 시간단위 강우량의 경우 수자원 설계 또는 강우-유출 분석시 가장 기본이 되는 입력 자료로서 이에 대한 모의기법 확립이 기후변화에 따른 수문학적 영향 검토의 신뢰성을 결정짓는 핵심 요소이다. 그러나 국내 다수 연구를 살펴보면 기후변화 시나리오의 시 공간적 상세화 기법을 활용한 일단위 상세화 연구는 다수 존재하였지만, 일단이 이하의 시간적 규모에 대한 연구는 미진한 실정이다. 이러한 이유로 본 연구에서는 시단위 상세화 기법시 일반적으로 사용되고 있는 Poisson Cluster 기법을 활용하여 국내 실정에 맞는 시단위 상세화 기법을 개발고자 한다. 본 연구에서는 RCP 시나리오를 시단위강우량 자료로 생성하기 위해 다음과 같은 연구를 진행하였다. 첫째, 본 연구에서는 기상청에서 제공하는 RCP($27km{\times}27km$) 시나리오를 활용하였으며, 1km 격자 단위로 시공간적 상세화 기법을 수행하였다. 둘째, 시공간적으로 상세화 된 자료를 Poisson Cluster 기법을 기반으로 시간단위 자료를 생성하였으며, 기본적인 통계치(평균, 분산, 왜곡도 등)를 활용하여 관측값과 비교 분석 하였다. 마지막으로, 미래 기후변화 시나리오를 동일한 방법으로 시간단위 자료를 생성하고 연 최대값을 추출하여 빈도해석을 통해 미래 극치 확률강우량을 평가하였다. 본 연구 결과 시간단위 자료를 제공함으로써 미래 수자원 설계 및 영향평가를 효과적으로 수행할 것으로 기대되며, 수문기상변화 예측을 위한 신뢰성 있는 자료로 활용될 수 있을 것으로 판단된다.

• Journal of Korea Water Resources Association
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• v.35 no.1
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• pp.109-124
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• 2002

This study is an effort to develop a stochastic model of precipitation series that preserves the pattern of occurrence of precipitation events throughout the year as well as several characteristics of the duration, amount, and intensity of precipitation events. In this study an event cluster model is used to describe the occurrence of precipitation events. A logarithmic negative mixture distribution is used to describe event duration and separation. The number of events within each cluster is also described by the Poisson cluster process. The duration of each event within a cluster and the separation of events within a single cluster are described by a logarithmic negative mixture distribution. The stochastic model for hourly precipitation occurrence process is fitted to historical precipitation data by estimating the model parameters. To allow for seasonal variations in the precipitation process, the model parameters are estimated separately for each month. an analysis of thirty-four years of historical and simulated hourly precipitation data for Seoul indicates that the stochastic model preserves many features of historical precipitation. The seasonal variations in number of precipitation events in each month for the historical and simulated data are also approximately identical. The marginal distributions for event characteristics for the historical and simulated data were similar. The conditional distributions for event characteristics for the historical and simulated data showed in general good agreement with each other.

• Journal of the Chungcheong Mathematical Society
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• v.13 no.2
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• pp.19-27
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• 2001

In this paper we study another kind of the large deviation property, i.e. moderate deviation type for random amount of random measures on $R^d$ about a Poisson point process and a Poisson center cluster random measure.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.345-354
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• 2016

Inhomogeneous Poisson process models are widely applied to landslide data to understand how environmental variables systematically influence the risk of landslides. However, those models cannot successfully explain the clustering phenomenon of landslide locations. In order to overcome this limitation, we propose to use a Cauchy cluster process model and show how it improves the goodness of fit to the landslide data in terms of K-function. In addition, a numerical study is performed to select the optimal estimation method for the Cauchy cluster process.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.235-251
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• 1999

In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.682-693
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• 1995

• Health Policy and Management
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• v.3 no.2
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• pp.159-176
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• 1993

The utilization of outpatient care services involves two steps of sequential decisions. The first step decision is about whether to initiate the utilization and the second one is about how many more visits to make after the initiation. Presumably, the initiation decision is largely made by the patient and his or her family, while the number of additional visits is decided under a strong influence of the physician. Implication is that the analysis of the outpatient care utilization requires to specify each of the two decisions underlying the utilization as a distinct stochastic process. This paper is concerned with the number of physician visits, which is, by definition, a discrete variable that can take only non-negative integer values. Since the initial visit is considered in the analysis of whether or not having made any physician visit, the focus on the number of visits made in addition to the initial one must be enough. The number of additional visits, being a kind of count data, could be assumed to exhibit a Poisson distribution. However, it is likely that the distribution is over dispersed since the number of physician visits tends to cluster around a few values but still vary widely. A recently reported study of outpatient care utilization employed an analysis based upon the assumption of a negative binomial distribution which is a type of overdispersed Poisson distribution. But there is an indication that the use of Poisson distribution making adjustments for over-dispersion results in less loss of efficiency in parameter estimation compared to the use of a certain type of distribution like a negative binomial distribution. An analysis of the data for outpatient care utilization was performed focusing on an assessment of appropriateness of available techniques. The data used in the analysis were collected by a community survey in Hwachon Gun, Kangwon Do in 1990. It was observed that a Poisson regression with adjustments for over-dispersion is superior to either an ordinary regression or a Poisson regression without adjustments oor over-dispersion. In conclusion, it seems the most approprite to assume that the number of physician visits made in addition to the initial visist exhibits an overdispersed Poisson distribution when outpatient care utilization is studied based upon a model which embodies the two-part character of the decision process uderlying the utilization.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.373-383
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• 2018

The spatial scan statistic is a widely used method to detect spatial clusters. The method imposes a large number of scanning windows with pre-defined shapes and varying sizes on the entire study region. The likelihood ratio test statistic comparing inside versus outside each window is then calculated and the window with the maximum value of test statistic becomes the most likely cluster. The results of cluster detection respond sensitively to the shape and the maximum size of scanning windows. The shape of scanning window has been extensively studied; however, there has been relatively little attention on the maximum scanning window size (MSWS) or maximum reported cluster size (MRCS). The Gini coefficient has recently been proposed by Han et al. (International Journal of Health Geographics, 15, 27, 2016) as a powerful tool to determine the optimal value of MRCS for the Poisson-based spatial scan statistic. In this paper, we apply the Gini coefficient to normal-based spatial scan statistics. Through a simulation study, we evaluate the performance of the proposed method. We illustrate the method using a real data example of female colorectal cancer incidence rates in South Korea for the year 2009.