• Nuclear Engineering and Technology
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• v.44 no.3
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• pp.323-330
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• 2012

The development of data-based models requires uncertainty analysis to explain the accuracy of their predictions. In this paper, an uncertainty analysis of the support vector regression (SVR) model, which is a data-based model, was performed because previous research showed that the SVR method accurately estimates the collapse moments of wall-thinned pipe bends and elbows. The uncertainty analysis method used in this study was an analytic uncertainty analysis method, and estimates with a 95% confidence interval were obtained for 370 test data points. From the results, the prediction interval (PI) was very narrow, which means that the predicted values are quite accurate. Therefore, the proposed SVR method can be used effectively to assess and validate the integrity of the wall-thinned pipe bends and elbows.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.21-35
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• 1996

In this paper, estimation and prediction procedures are discussed for grneral situation in which the failure time follows the independent density $f_{i}({\varepsilon}_{i})$ for the accelerated life testing under Type II censoring. In the context of accelerated life test experiment, procedures are given for estimating the parameters in the Eyring model, and for estimating mean life at a given future stress level. The procedures given are conditional confidence interval procedures, obtained by conditioning on ancillary statistics. A comparison is made of these procedures and procedures based on asymptotic properties of the maximum, likelihood estimates.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2003.06a
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• pp.66-69
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• 2003

This paper presents the procedures for the evaluation of the maximum surface roughness and the shapes of the cut remainder employing the ridge method. The shapes and the heights of the cut remainder are estimated by overlapping adjacent ridges in consideration of the various machining parameters: the feedrate. the path interval. The maximum surface roughness in plane cutting modes are derived as a function of the maximum effective cutter radius, R$\_$eff,max/. and the path interval ratio, $\tau$$\_$fp/, The predicted results are compared with the values estimated by the conventional roughness model.

• Survey Research
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• v.9 no.1
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• pp.87-100
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• 2008

We calculated the predictive interval for the number of seats belonging to major political parties in the case of the 2004 General Election of Korea, using Bayesian frame of inference. Moreover, we proposed the adjustment procedure for correcting the minor group's propensity of refusal or nonresponse due to effect of the spiral of silence.

• Structural Engineering and Mechanics
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• v.46 no.4
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• pp.447-458
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• 2013

Splitting tensile strength (STS) is a respectable mechanical property reflecting ability of the concrete. The STS of concrete is mainly related to compressive strength (CS), water/binder (W/B) ratio and concrete age. In this study, the assessment of STS is made by a novel uncertainty-oriented method which uses least square optimization and then predicts STS of concrete by uncertain (fuzzy) numbers. The approximation method addresses a novel integration of fuzzy set theory and multivariate statistics. The numerical examples showed that the method is applicable with relatively limited data. In addition, the prediction of uncertainty at various levels of possibility can be described. In conclusion, the uncertainty-oriented interval analysis can be suggested an effective tool for appraising the uncertainties in concrete technology.

• Communications for Statistical Applications and Methods
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• v.25 no.6
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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.

• Journal of Distribution Science
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• v.12 no.2
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• pp.59-71
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• 2014

Purpose - In recent years, many firms have attempted various approaches to cope with the continual increase of aviation transportation. The previous research into freight charge forecasting models has focused on regression analyses using a few influence factors to calculate the future price. However, these approaches have limitations that make them difficult to apply into practice: They cannot respond promptly to small price changes and their predictive power is relatively low. Therefore, the current study proposes a freight charge-forecasting model using time series data instead a regression approach. The main purposes of this study can thus be summarized as follows. First, a proper model for freight charge using the autoregressive integrated moving average (ARIMA) model, which is mainly used for time series forecast, is presented. Second, a modified ARIMA model for freight charge prediction and the standard process of determining freight charge based on the model is presented. Third, a straightforward freight charge prediction model for practitioners to apply and utilize is presented. Research design, data, and methodology - To develop a new freight charge model, this study proposes the ARIMAC(p,q) model, which applies time difference constantly to address the correlation coefficient (autocorrelation function and partial autocorrelation function) problem as it appears in the ARIMA(p,q) model and materialize an error-adjusted ARIMAC(p,q). Cargo Account Settlement Systems (CASS) data from the International Air Transport Association (IATA) are used to predict the air freight charge. In the modeling, freight charge data for 72 months (from January 2006 to December 2011) are used for the training set, and a prediction interval of 23 months (from January 2012 to November 2013) is used for the validation set. The freight charge from November 2012 to November 2013 is predicted for three routes - Los Angeles, Miami, and Vienna - and the accuracy of the prediction interval is analyzed using mean absolute percentage error (MAPE). Results - The result of the proposed model shows better accuracy of prediction because the MAPE of the error-adjusted ARIMAC model is 10% and the MAPE of ARIMAC is 11.2% for the L.A. route. For the Miami route, the proposed model also shows slightly better accuracy in that the MAPE of the error-adjusted ARIMAC model is 3.5%, while that of ARIMAC is 3.7%. However, for the Vienna route, the accuracy of ARIMAC is better because the MAPE of ARIMAC is 14.5% and the MAPE of the error-adjusted ARIMAC model is 15.7%. Conclusions - The accuracy of the error-adjusted ARIMAC model appears better when a route's freight charge variance is large, and the accuracy of ARIMA is better when the freight charge variance is small or has a trend of ascent or descent. From the results, it can be concluded that the ARIMAC model, which uses moving averages, has less predictive power for small price changes, while the error-adjusted ARIMAC model, which uses error correction, has the advantage of being able to respond to price changes quickly.

• Journal of KIISE
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• v.44 no.9
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• pp.954-965
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• 2017

A stable power supply is very important for the maintenance and operation of the power infrastructure. Accurate power consumption prediction is therefore needed. In particular, a university campus is an institution with one of the highest power consumptions and tends to have a wide variation of electrical load depending on time and environment. For this reason, a model that can accurately predict power consumption is required for the effective operation of the power system. The disadvantage of the existing time series prediction technique is that the prediction performance is greatly degraded because the width of the prediction interval increases as the difference between the learning time and the prediction time increases. In this paper, we first classify power data with similar time series patterns considering the date, day of the week, holiday, and semester. Next, each ARIMA model is constructed based on the classified data set and a daily power consumption forecasting method of the university campus is proposed through the time series cross-validation of the predicted time. In order to evaluate the accuracy of the prediction, we confirmed the validity of the proposed method by applying performance indicators.

• The Korean Journal of Pain
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• v.33 no.2
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• pp.153-165
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• 2020

Background: Well-validated risk prediction models help to identify individuals at high risk of diseases and suggest preventive measures. A recent systematic review reported lack of validated prediction models for low back pain (LBP). We aimed to develop prediction models to estimate the 8-year risk of developing LBP and its recurrence. Methods: A population based prospective cohort study using data from 435,968 participants in the National Health Insurance Service-National Sample Cohort enrolled from 2002 to 2010. We used Cox proportional hazards models. Results: During median follow-up period of 8.4 years, there were 143,396 (32.9%) first onset LBP cases. The prediction model of first onset consisted of age, sex, income grade, alcohol consumption, physical exercise, body mass index (BMI), total cholesterol, blood pressure, and medical history of diseases. The model of 5-year recurrence risk was comprised of age, sex, income grade, BMI, length of prescription, and medical history of diseases. The Harrell's C-statistic was 0.812 (95% confidence interval [CI], 0.804-0.820) and 0.916 (95% CI, 0.907-0.924) in validation cohorts of LBP onset and recurrence models, respectively. Age, disc degeneration, and sex conferred the highest risk points for onset, whereas age, spondylolisthesis, and disc degeneration conferred the highest risk for recurrence. Conclusions: LBP risk prediction models and simplified risk scores have been developed and validated using data from general medical practice. This study also offers an opportunity for external validation and updating of the models by incorporating other risk predictors in other settings, especially in this era of precision medicine.

• Korean Journal of Ecology and Environment
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• v.43 no.1
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• pp.161-167
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• 2010

In this study, we implemented an experimental approach of ecological model development in order to emphasize the importance of input variable selection with respect to time-delayed arrangement between input and output variables. Time-series modeling requires relevant input variable selection for the prediction of a specific output variable (e.g. density of a species). Inadequate variable utility for input often causes increase of model construction time and low efficiency of developed model when applied to real world representation. Therefore, for future prediction, researchers have to decide number of time-delay (e.g. months, weeks or days; t-n) to predict a certain phenomenon at current time t. We prepared a total of 3,900 equation models produced by Time-Series Optimized Genetic Programming (TSOGP) algorithm, for the prediction of monthly averaged density of a potamic phytoplankton species Stephanodiscus hantzschii, considering future prediction from 0- (no future prediction) to 12-months ahead (interval by 1 month; 300 equations per each month-delay). From the investigation of model structure, input variable selectivity was obviously affected by the time-delay arrangement, and the model predictability was related with the type of input variables. From the results, we can conclude that, although Machine Learning (ML) algorithms which have popularly been used in Ecological Informatics (EI) provide high performance in future prediction of ecological entities, the efficiency of models would be lowered unless relevant input variables are selectively used.