• Title/Summary/Keyword: bootstrapping method

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Stationary Bootstrapping for the Nonparametric AR-ARCH Model

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.463-473
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    • 2015
  • We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

Figure Identification Method By KoNLPy And Image Object Analysis (KoNLPy와 이미지 객체 분석을 통한 그림 식별 방법)

  • Jihye Kim;Mikyeong Moon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2023.07a
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    • pp.697-698
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    • 2023
  • 최근 딥 러닝 분야의 기술이 발달하면서 Chat GPT, Google Bard와 같은 자연어 처리 기술이 확대되고 있고 이미지 객체를 분석하는 CLIP, BLIP와 같은 기술도 발전되고 있다. 그러나 전시회와 같은 예술 분야는 딥 러닝 기술 기반의 이미지 데이터 활용이 제한적이다. 본 논문은 전시회장에서의 그림 내부의 객체 데이터를 분석하기 위해 이미지 객체 분석 기술을 사용하고 자연어 처리 기반으로 관람객이 특정 그림에 대한 질문을 입력하면 해당 그림을 식별하는 방법을 제시한다. 이를 통해 관람객이 원하는 그림을 선별하여 관람할 수 있도록 한다.

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The Effect of Affective Commitment on Life Satisfaction Among Child Care Teachers: Moderating Role of Social Support (보육교사의 정서적 몰입이 삶의 만족도에 미치는 영향: 사회적 지지의 조절효과)

  • Jongil Yuh
    • Korean Journal of Childcare and Education
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    • v.19 no.5
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    • pp.1-20
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    • 2023
  • Objective: The purpose of the present study was to examine the associations between affective commitment, social support, and life satisfaction among child care teachers. Methods: One hundred fifty-four child care teachers in the metropolitan area of Seoul completed a questionnaire on affective commitment, social support, and life satisfaction. Descriptive statistics, correlation analyses, hierarchical multiple regression analyses using the bootstrapping method were conducted. Results: The results showed that affective commitment predicted increased life satisfaction. The results also revealed significant moderation effects of social support on the relationship between affective commitment and life satisfaction. Further analyses revealed significant moderation effects of support from directors and colleagues on the relationship. Conclusion/Implications: The findings highlight the importance of affective commitment in enhancing life satisfaction among child care teachers. The positive association is more pronounced among child care teachers who perceive social support, highlighting the supportive roles of directors and colleagues in enhancing life satisfaction among child care teachers.

Resampling Methods on Frequency Domains for Time Series (시계열분석을 위한 주파수 공간상에서의 재표집 기법)

  • Yeo In-Kwon;Yoon Wha-Hyung;Cho Sin-Sup
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.121-134
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    • 2006
  • This paper presents the resampling method for time series data in the frequency domain obtained by using discrete cosine transforms(DCT) The advantage of the proposed method is to generate bootstrap samples in time domain comparing with existing bootstrapping method. When time series are stationary, statistical properties of DCT coefficients are investigated and provide the verification of the proposed procedure.

Effects of Satisfaction with Green Space on Life Satisfaction and Mediating Effect of Subjective Health Status of the Urban Elderly (도시노인의 녹지환경 만족도가 삶의 만족도에 미치는 영향과 주관적 건강상태의 매개효과)

  • Lee, Sungeun
    • The Journal of the Convergence on Culture Technology
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    • v.6 no.4
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    • pp.371-377
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    • 2020
  • The purpose of this study is to investigate the effects of satisfaction with green space on life satisfaction and to examine mediating effect of subjective health status in the relationship between satisfaction with green space and life satisfaction of older adults living in cities. For the purpose of the study, older adults aged over 65 years old who participated in 2018 Social Survey conducted by Statistics Korea were analyzed. A total of 4,567 older adults were analyzed using multiple regression analyses and significance of mediating effect was examined using bootstrapping method. Results of the analyses showed that satisfaction with green space had a significant effect on life satisfaction. Since a higher level of satisfaction with green space increased the level of life satisfaction, a direct effect of satisfaction with green space on life satisfaction was revealed. Also satisfaction with green space had a significant effect on subjective health status, so persons with a higher level of satisfaction with green space perceive their subjective health more positively. In regard to mediating effect, subjective health status partially mediated the relationship between satisfaction with green space and life satisfaction of the urban elderly. Results of this study show that green space can be used as an intervention method to improve health and life satisfaction of the urban elderly.

Estimation of Shelf Life Distribution of Seasoned Soybean Sprouts Using the Probability of Bacillus cereus Contamination and Growth

  • Lee, Dong-Sun;Hwang, Keum-Jin;Seo, II;Park, Jin-Pyo;Paik, Hyun-Dong
    • Food Science and Biotechnology
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    • v.15 no.5
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    • pp.773-777
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    • 2006
  • Growth of Bacillus cereus was assessed during the storage of seasoned soybean sprouts at 0,5, 10, and $15^{\circ}C$. No lag time in its growth curve was observed and thus the specific growth rate of B. cereus in the exponential growth phase was estimated for bootstrapped microbial count data. The distribution of the specific growth rate could be explained by the BetaGeneral distribution function, and temperature dependence was described by the Ratkowsky square root model. The temperature dependence of the growth could be successfully incorporated into the differential equation of microbial growth to predict the B. cereus count on the seasoned soybean sprouts under fluctuating temperature conditions. Safe shelf lives with different probabilities to reach $10^5\;CFU/g$ were presented at four different temperatures, considering the variation in initial contamination and specific growth rate by the Monte Carlo method and 2-step bootstrapping, respectively. Safe shelf lives defined as the time with a probability of less than 0.1% of reaching the critical limit, were 13.4, 5.2, 3.6, and 2.8 days at 0, 5, 10, and $15^{\circ}C$, respectively.

A Study on the Significance of Spatial Interaction Model from the Urban Competitive Point of View (입지 경쟁력과 공간상호작용 모형의 유의성 검정)

  • Kim, Dong-Yoon
    • Journal of The Korean Digital Architecture Interior Association
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    • v.12 no.1
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    • pp.71-79
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    • 2012
  • This study aims at finding relationships between the competitiveness of cities and the size or distance of them, based on some premises; (1) the competitiveness can be measured on the interval-ratio level, that is, factor scores, (2) a hypothesis that the spatial interaction model is valid for the relationships can be generally accepted. Based on the general recognition a research hypothesis that the more is the population or the nearer is the distance from a central city the higher is the competitiveness score is constructed. According to the premises 5-factor scores and composite score are calculated by means of regression method, and the scores are regressed on cities' populations and distances from Seoul city. Using bootstrapping method for the tests of significance is effective due to small sample of 21 cities. Results of the analyses show that most aspects of the hypothesis should be rejected or adjusted. Scores on Health-welfare factor, public service factor, and commercial vitality factor have no relation to the cities' sizes or distances. But the results also find the facts that the strong (negative) relationships exist between (1) educational base factor score and population, (2) density factor score and distance. Although this study improves systematic and analytic understanding of spatial interaction patterns, the understanding should be invalid for the general context because it has used the data on 21 cities in the capital region at the time of 2009.

Bootstrapping Composite Quantile Regression (복합 분위수 회귀에 대한 붓스트랩 방법의 응용)

  • Seo, Kang-Min;Bang, Sung-Wan;Jhun, Myoung-Shic
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.341-350
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    • 2012
  • Composite quantile regression model is considered for iid error case. Since the regression coefficients are the same across different quantiles, composite quantile regression can be used to combine the strength across multiple quantile regression models. For the composite quantile regression, bootstrap method is examined for statistical inference including the selection of the number of quantiles and confidence intervals for the regression coefficients. Feasibility of the bootstrap method is demonstrated through a simulation study.

Microbial Quality Change Model of Korean Pan-Fried Meat Patties Exposed to Fluctuating Temperature Conditions

  • Kim, So-Jung;An, Duck-Soon;Lee, Hyuek-Jae;Lee, Dong-Sun
    • Preventive Nutrition and Food Science
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    • v.13 no.4
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    • pp.348-353
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    • 2008
  • Aerobic bacterial growth on Korean pan.fried meat patties as a primary quality deterioration factor was modeled as a function of temperature to estimate microbial spoilage on a real.time basis under dynamic storage conditions. Bacteria counts in the stretch.wrapped foods held at constant temperatures of 0, 5, 10 and $15^{\circ}C$ were measured throughout storage. The bootstrapping method was applied to generate many resampled data sets of mean microbial counts, which were then used to estimate the parameters of the microbial growth model of Baranyi & Roberts in the form of differential equations. The temperature functions of the primary model parameters were set up with confidence limits. Incorporating the temperature dependent parameters into the differential equations of bacterial growth could produce predictions closely representing the experimental data under constant and fluctuating temperature conditions.

Boosted Regression Method based on Rejection Limits for Large-Scale Data (대량 데이터를 위한 제한거절 기반의 회귀부스팅 기법)

  • Kwon, Hyuk-Ho;Kim, Seung-Wook;Choi, Dong-Hoon;Lee, Kichun
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.4
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    • pp.263-269
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    • 2016
  • The purpose of this study is to challenge a computational regression-type problem, that is handling large-size data, in which conventional metamodeling techniques often fail in a practical sense. To solve such problems, regression-type boosting, one of ensemble model techniques, together with bootstrapping-based re-sampling is a reasonable choice. This study suggests weight updates by the amount of the residual itself and a new error decision criterion which constructs an ensemble model of models selectively chosen by rejection limits. Through these ideas, we propose AdaBoost.RMU.R as a metamodeling technique suitable for handling large-size data. To assess the performance of the proposed method in comparison to some existing methods, we used 6 mathematical problems. For each problem, we computed the average and the standard deviation of residuals between real response values and predicted response values. Results revealed that the average and the standard deviation of AdaBoost.RMU.R were improved than those of other algorithms.