• Title/Summary/Keyword: change-point problem

검색결과 315건 처리시간 0.025초

도시주변 행정구역통합대상 농촌지역의 쟁점과 주민의사에 관한 연구 (A Study on the Problematic Issues and Residents Preference of Administrative Boundary Integration for Rurban Development : A Case Study on the WanJu County)

  • 정철모
    • 농촌계획
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    • 제5권2호
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    • pp.14-23
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    • 1999
  • This studys concerns with a critical issues of urban and rural integration for rurban development. Todays, many of urban-rural integrated cities are confronted with the negative effects of administrative boundary integration. The first problem is induced from the developmental gaps and different residential demands between the core-city and peripheral-county. The second problem is social-economic and administrative unification costs neglected. The third problem is the environmental pollutions and degradations in peripheral-county by rapid urbanization. The forth problem is the inequality of the public services and regional investments in the urban-rural Integrated cities. The fifth problem is the administrative relation and financial distribution between core-city and residual province when the urban-rural integrated core-city becomes large urban city. The results of the questionnaire analysis as follows. The first point, the preference of administrative boundary integration is different in intra-areas of urban-rural integrated county by it's location. The second point, the diversity of preference of residents depends on theirs job, age, resdential period, education and income level. So, administrative boundary integration must consider the many important factors which affect the socio-economic situations between the core-city and peripheral-county. In conclusion, residents' preference for the admistrative boundary integration depends on their situation without rational approach for macro regional development. In this contexts, comprehensive approach for the urban-rural administrative boundary integration is needed in consistent with rapid change of local government's functions.

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Deciding a sampling length for estimating the parameters in Geometric Brownian Motion

  • Song, Jun-Mo
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.549-553
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    • 2011
  • In this paper, we deal with the problem of deciding the length of data for estimating the parameters in geometric Brownian motion. As an approach to this problem, we consider the change point test and introduce simple test statistic based on the cumulative sum of squares test (cusum test). A real data analysis is performed for illustration.

변화점을 고려한 소프트웨어 신뢰도 성장모형의 모수추정 (A Parameter Estimation of Software Reliability Growth Model with Change-Point)

  • 김도훈;박천건;남경현
    • 응용통계연구
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    • 제21권5호
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    • pp.813-823
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    • 2008
  • 비동질적 포아송과정(NHPP) 모형은 신뢰성 공학에서 소프트웨어 내에 남아있는 결함발견현상을 설명하는데 자주 사용된다. 이때 결함발견율은 연속적이며 단조함수를 가정하였으나 현실적으로 소프트웨어 시험환경, 전략 및 자원할당 등으로 인해 결함발견율이 변하는 경우가 있다. 본 논문은 결함발견율이 변화하는 변화점 문제를 고려한 소프트웨어 신뢰도 성장모형(SRGM)을 고려하여 모수를 추정하는데 목적이 있다. 이를 위해 자료를 모의 생성한 후 평균값 함수의 각 모수를 최우추정법과 최소제곱법을 이용하여 추정하며, 결함발견구간이 일정하게 증가하는 경우와 일정하게 증가하지 않는 경우를 각각 고려한다. 이때 각 모수의 적합도 비교 평가를 통하여 변화점을 고려한 SRGM에서의 최적 추정법을 수치적 방법으로 판단한다.

실질금리 결정모형에서의 구조변화분석 (Structural Change Analysis in a Real Interest Rate Model)

  • 전덕빈;박대근
    • 경영과학
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    • 제18권1호
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    • pp.119-133
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    • 2001
  • It is important to find the equilibrium level of real interest rate for it affects real and financial sector of economy. However, it is difficult to find the equilibrium level because like the most macroeconomic model the real interest model has parameter instability problem caused by structural change and it is supported by various theories and definitions. Hence, in order to cover these problems structural change detection model of real interest rate is developed to combine the real interest rate equilibrium model and the procedure to detect structural change points. 3 equations are established to find various effects of other interest-related macroeconomic variables and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis (December, 1987), the starting point of Economic Stabilization Policy (January, 1982), the starting point of capital liberalization (January, 1988), the starting and finishing points of Interest deregulation (January, 1992 and December, 1994), Foreign Exchange Crisis (December, 1977) are detected as important points. From the equation of fisher and real effects, real interest rate level is estimated as 4.09% (October, 1988) and dependent on the underlying model, it is estimated as 0%∼13.56% (October, 1988), so it varies so much. It is expected that this result is connected to the large scale simultaneous equations to detect the parameter instability in real time, so induces the flexible economic policies.

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조선왕조실록에 나타난 주거문제 (The Housing Problem appeared in Chosen Dynasty Chronicles)

  • 한지현;박선희
    • 한국주거학회논문집
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    • 제10권4호
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    • pp.41-52
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    • 1999
  • The objective of this study is to consider the disputed point of housing problem appeared in Chosun Dynasty Chronicles and to consider the change of housing problem appeared in Chronicles according to the times. The results are: Housing affairs problem appeared steadily until king Se-chong and increased sporadically under the reign of king Sung-chong, Chung-chong. General housing hardly appeared in the early of Chosun. And it appeared sometimes in the late of Chosun. Palace problem increased gradually from the early of Chosun. And in the times of king Yonsangun it appeared most highly. Later it decreased gradually, but in the times of king Kwanghaegun it increased suddenly. And it hardly appeared in the late of Chosun. National disaster problem appeared a little in the early of Chosun but increased gradually in the middle and late of Chosun.

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A Bayesian time series model with multiple structural change-points for electricity data

  • Kim, Jaehee
    • Journal of the Korean Data and Information Science Society
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    • 제28권4호
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    • pp.889-898
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    • 2017
  • In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

강우자료의 비동질성 규명을 위한 변동점 분석기법의 상호비교 및 적용 (Intercomparison of Change Point Analysis Methods for Identification of Inhomogeneity in Rainfall Series and Applications)

  • 이상호;김상욱;이영섭;성장현
    • 한국수자원학회논문집
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    • 제47권8호
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    • pp.671-684
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    • 2014
  • 변동점 분석은 강우, 유량, 온도 등의 수문기상자료의 기초적인 정보를 이해함에 있어 유용한 수단으로 활용될 수 있다. 특히 합리적인 방법으로 분석된 미래 강우량에 대한 변동점 분석 결과는 최근 기후변화로 인해 발생되는 홍수나 가뭄과 같은 수문현상을 예측하는 데 있어 문제가 되는 비동질성 또는 비정상성 요인을 해결하는 데 있어 중요하게 활용될 수 있다. 따라서 본 연구에서는 변동성 분석을 위해 이용되는 3가지의 이론(CUSUM, BCP, DP)을 소개함과 함께 3가지 기법들의 특성을 알아보기 위한 상호비교 연구를 수행하였다. 3가지 종류의 합성 모의 강우자료의 생성을 통해 3가지 기법들을 수행한 뒤 그 결과를 특정 성능평가 절차를 거쳐 평가하였으며, 그 중 2가지 기법을 국내 관측 강우자료 및 미래 강우자료의 변동점 분석에 적용하고 그 결과를 제시하였다. 기법 간 비교를 통해 BCP 0.9가 가장 우수한 탐색능력이 있는 것으로 분석되었으며, DP 또한 합리적으로 사용될 수 있을 것으로 판단되었다. 향후 이와 같은 강우자료에 대한 변동점 분석에 관한 연구는 비동질성이나 비정상성을 고려하여 수문모형을 구축하는 연구 등에 있어 효율적으로 사용될 수 있다.

음소 특성 정규화를 통한 화자 변화 검출 (Speaker Change Detection by Normalization of Phonetic Characteristics)

  • 김형순;박혜영;박선영
    • 대한음성학회지:말소리
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    • 제47호
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    • pp.97-107
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    • 2003
  • Speaker change detection is to detect automatically a point of time at which speaker was replaced. Since feature parameters used for speaker change detection depend not only on speaker characteristics but also on phonetic characteristics, spoken contents included in the feature parameters inevitably causes performance degradation of speaker change detection. In this paper, to alleviate this problem, a method to normalize phonetic variations in speech feature parameters is proposed for emphasizing changes due to speaker characteristics. Experimental results show that the proposed method improves the performance of speaker change detection.

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컨베이어 시스템 분기점에서의 셋업 최소화 문제 (Setup Minimization Problem in a Diverging Point of the Conveyor System)

  • 김형태;한용희
    • 산업경영시스템학회지
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    • 제36권3호
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    • pp.95-108
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    • 2013
  • The problem of constrained sequencing of a set of jobs on a conveyor system with the objective of minimizing setup cost is investigated in this paper. A setup cost is associated with extra material, labor, or energy required due to the change of attributes in consecutive jobs at processing stations. A finite set of attributes is considered in this research. Sequencing is constrained by the availability of conveyor junctions. The problem is motivated by the paint purge reduction problem at a major U.S. automotive manufacturer. We first model a diverging junction with a sequence-independent setup cost and predefined attributes as an assignment problem and this model is then extended for a more general situation by relaxing the initial assumptions in various ways.

Cusum of squares test for discretely observed sample from diusion processesy

  • Lee, Sang-Yeol;Lee, Tae-Wook;Na, Ok-Young
    • Journal of the Korean Data and Information Science Society
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    • 제21권1호
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    • pp.179-183
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    • 2010
  • In this paper, we consider the change point problem in diusion processes based on discretely observed sample. Particularly, we consider the change point test for the dispersion parameter when the drift has unknown parameters. In performing a test, we employ the cusum of squares test based on the residuals. It is shown that the test has a limiting distribution of the sup of a Brownian bridge. A simulation result as to the Ornstein-Uhlenbeck process is provided for illustration. It demonstrates the validity of our test.