• Journal of the Korean Data and Information Science Society
• /
• v.20 no.6
• /
• pp.1093-1101
• /
• 2009

Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

• Environmental and Resource Economics Review
• /
• v.18 no.1
• /
• pp.105-138
• /
• 2009

This study investigates the spatial distribution of the degree of water pollutants in Han River using data obtained by the water pollution observation stations. This study estimates a non -parametric kernel density function for each water pollutants, and tests a significant difference between two estimated distribution functions. Next, Generalized Entropy inequality indices are evaluated and this research tests difference of inequality indices between two years using bootstrapping method. Lastly in a dynamic of view, it is analyzed that there are significant changes in the ranking of water pollution level. Estimation results show that the degree of inequality in spatial distribution of water pollution tends to be stable or decreasing for last 15 years in a great part of water pollutants, and ranking of water pollution level hardly changes in Han River.

• Environmental and Resource Economics Review
• /
• v.13 no.1
• /
• pp.83-117
• /
• 2004

This study investigates the spatial distributions of the ambient levels of air pollutants ($SO_2$, $NO_2$, $O_3$, CO, and PM) in Seoul metropolitan area using the data obtained by the air pollution observation stations. This study estimated a non-parametric kernel density function and two types of inequality indices, Gini and Entropy. Our estimation results show that the degree of inequality in spatial distribution of air pollution, in general, tends to be stable or slightly decreasing for the period of 1990~2001. In addition, we found that there are significant dynamics of air pollution levels in terms of spatial ranking.

• Korean Journal of Remote Sensing
• /
• v.21 no.5
• /
• pp.393-404
• /
• 2005

As multi-source spatial data fusion mainly deal with various types of spatial data which are specific representations of real world with unequal reliability and incomplete knowledge, proper data representation and uncertainty analysis become more important. In relation to this problem, this paper presents and applies an advanced data representation methodology for different types of spatial data such as categorical and continuous data. To account for the uncertainties of both categorical data and continuous data, fuzzy boundary representation and smoothed kernel density estimation within a fuzzy logic framework are adopted, respectively. To investigate the effects of those data representation on final fusion results, a case study for landslide hazard mapping was carried out on multi-source spatial data sets from Jangheung, Korea. The case study results obtained from the proposed schemes were compared with the results obtained by traditional crisp boundary representation and categorized continuous data representation methods. From the case study results, the proposed scheme showed improved prediction rates than traditional methods and different representation setting resulted in the variation of prediction rates.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.13 no.2
• /
• pp.855-870
• /
• 2019

In this paper, an adaptive iterative algorithm is proposed for motion deblurring by using the salient intensity prior. Based on the observation that the salient intensity of the clear image is sparse, and the salient intensity of the blurred image is less sparse during the image blurring process. The salient intensity prior is proposed to enforce the sparsity of the distribution of the saliency in the latent image, which guides the blind deblurring in various scenarios. Furthermore, an adaptive iteration strategy is proposed to adjust the number of iterations by evaluating the performance of the latent image and the similarity of the estimated blur kernel. The negative influence of overabundant iterations in each scale is effectively restrained in this way. Experiments on publicly available image deblurring datasets demonstrate that the proposed algorithm achieves state-of-the-art deblurring results with small computational costs.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.43 no.4
• /
• pp.208-216
• /
• 2020

With the spread of smart manufacturing, one of the key topics of the 4th industrial revolution, manufacturing systems are moving beyond automation to smartization using artificial intelligence. In particular, in the existing automatic machining, a number of machining defects and non-processing occur due to tool damage or severe wear, resulting in a decrease in productivity and an increase in quality defect rates. Therefore, it is important to measure and predict tool life. In this paper, ν-ASVR (ν-Asymmetric Support Vector Regression), which considers the asymmetry of ⲉ-tube and the asymmetry of penalties for data out of ⲉ-tube, was proposed and applied to the tool wear prediction problem. In the case of tool wear, if the predicted value of the tool wear amount is smaller than the actual value (under-estimation), product failure may occur due to tool damage or wear. Therefore, it can be said that ν-ASVR is suitable because it is necessary to overestimate. It is shown that even when adjusting the asymmetry of ⲉ-tube and the asymmetry of penalties for data out of ⲉ-tube, the ratio of the number of data belonging to ⲉ-tube can be adjusted with ν. Experiments are performed to compare the accuracy of various kernel functions such as linear, polynomial. RBF (radialbasis function), sigmoid, The best result isthe use of the RBF kernel in all cases

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.8 no.6
• /
• pp.2056-2069
• /
• 2014

In order to implement interactive and personalized Web services properly, it is necessary to understand the tangible and intangible responses of the users and to recognize their emotional states. Recently, some studies have attempted to build emotional state estimation models based on facial expressions. Most of these studies have applied multiple regression analysis (MRA), artificial neural network (ANN), and support vector regression (SVR) as the prediction algorithm, but the prediction accuracies have been relatively low. In order to improve the prediction performance of the emotion prediction model, we propose a novel SVR model that is optimized using a genetic algorithm (GA). Our proposed algorithm-GASVR-is designed to optimize the kernel parameters and the feature subsets of SVRs in order to predict the levels of two aspects-valence and arousal-of the emotions of the users. In order to validate the usefulness of GASVR, we collected a real-world data set of facial responses and emotional states via a survey. We applied GASVR and other algorithms including MRA, ANN, and conventional SVR to the data set. Finally, we found that GASVR outperformed all of the comparative algorithms in the prediction of the valence and arousal levels.

• Journal of Distribution Science
• /
• v.13 no.5
• /
• pp.71-82
• /
• 2015

Purpose - The purpose of this study is to investigate risk price implied from the pricing kernel of Korean stock distribution market. Recently, it is considered that the quantitative easing programs of major developed countries are contributing to a reduction in global uncertainty caused by the 2007~2009 financial crisis. If true, the risk premium as compensation for global systemic risk or economic uncertainty should show a decrease. We examine whether the risk price in the Korean stock distribution market has declined in recent years, and attempt to provide practical implications for investors to manage their portfolios more efficiently, as well as academic implications. Research design, data and methodology - To estimate the risk price, we adopt a non-parametric method; the minimum norm pricing kernel method under the LOP (Law of One Price) constraint. For the estimation, we use 17 industry sorted portfolios provided by the KRX (Korea Exchange). Additionally, the monthly returns of the 17 industry sorted portfolios, from July 2000 to June 2014, are utilized as data samples. We set 120 months (10 years) as the estimation window, and estimate the risk prices from July 2010 to June 2014 by month. Moreover, we analyze correlation between any of the two industry portfolios within the 17 industry portfolios to suggest further economic implications of the risk price we estimate. Results - According to our results, the risk price in the Korean stock distribution market shows a decline over the period of July 2010 to June 2014 with statistical significance. During the period of the declining risk price, the average correlation level between any of the two industry portfolios also shows a decrease, whereas the standard deviation of the average correlation shows an increase. The results imply that the amount of systematic risk in the Korea stock distribution market has decreased, whereas the amount of industry-specific risk has increased. It is one of the well known empirical results that correlation and uncertainty are positively correlated, therefore, the declining correlation may be the result of decreased global economic uncertainty. Meanwhile, less asset correlation enables investors to build portfolios with less systematic risk, therefore the investors require lower risk premiums for the efficient portfolio, resulting in the declining risk price. Conclusions - Our results may provide evidence of reduction in global systemic risk or economic uncertainty in the Korean stock distribution market. However, to defend the argument, further analysis should be done. For instance, the change of global uncertainty could be measured with funding costs in the global money market; subsequently, the relation between global uncertainty and the price of risk might be directly observable. In addition, as time goes by, observations of the risk price could be extended, enabling us to confirm the relation between the global uncertainty and the effect of quantitative easing. These topics are beyond our scope here, therefore we reserve them for future research.

• Journal of Environmental Impact Assessment
• /
• v.28 no.6
• /
• pp.580-591
• /
• 2019

This study analyzed roadkill hotspots in Yeongju, Mungyeong-si Andong-si and Cheongsong-gun to compare the method of searching the area of the spatial cluster for selecting the roadkill hotspots. The local spatial autocorrelation index Getis-Ord Gi* statistics were calculated by different units of analysis, drawing hotspot areas of 9% from 300 m and 14% from 1 km on the basis of the total road area. The rating of Z-score in the 1km hotspot area showed the highest Z-score in the 28th National Road section on the border between Yecheon-gun and Yeongj-si. The kernel density method performed general kernel density estimation and network kernel density estimation analysis, both of which made it easier to visualize roadkill hotspots than district unit analysis, but there were limitations that it was difficult to determine statistically significant priority. As a result, local hotspot areas were found to be different according to the cluster analysis method, and areas that are in common need of reduction measures were found to be the hotspot of 28th National Road through Yeongju-si and Yecheon-gun. It is deemed that the results of this study can be used as basic data when identifying roadkill hotspots and establishing measures to reduce roadkill.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2017.05a
• /
• pp.381-381
• /
• 2017

수자원 분야에 대한 기후변화의 영향은 홍수, 가뭄 등 극치 수문사상의 증가와 변동성 확대를 초래하는 것으로 알려져 있으며, 이에 따라 예년에 비해 발생빈도 및 심도가 증가한 가뭄에 대한 모니터링 및 피해경감을 위해 정부에서는 국민안전처를 비롯한 관계기관 합동으로 생활 공업 농업용수 등 분야별 가뭄정보를 제공하고 있다. 국토교통부와 환경부는 생활 및 공업용수 분야의 가뭄정보 제공을 위해 광역 지방 상수도를 이용하는 급수 지역과 마을상수도, 소규모급수시설 등 미급수지역의 용수수급 정보를 분석하여 가뭄 분석정보를 제공 중에 있다. 하지만, 미급수지역에 대한 가뭄 예?경보는 기준이 되는 수원정보의 부재로 기상 가뭄지수인 SPI6를 이용하여 정보를 생산하고 있다. 기상학적 가뭄 상황과 물부족에 의한 체감 가뭄은 차이가 있으며, 미급수 지역의 경우 지하수를 주 수원으로 사용하는 지역이 대부분으로 기상학적 가뭄지수인 SPI6를 이용한 가뭄정보로 실제 물수급 상황을 반영하기는 부족한 실정이다. 따라서 본 연구에서는 미급수지역의 주요 수원인 지하수의 수위 상황을 반영한 가뭄모니터링 기법을 개발하고자 하였으며, 가용량 분석이 현실적으로 어려운 지하수의 특성을 고려하여 수위 거동의 통계적 분석을 통해 가뭄을 모니터링 할 수 있는 방법으로 접근하였다. 국가지하수관측소 중 관측기간이 10년 이상이고 강우와의 상관성이 높은 관측소들을 선정한 후, 일수위 관측자료를 월별로 분리하여 1월~12월 각 월에 대해 핵밀도 함수 추정기법(kernel densitiy estimation)을 적용하여 월별 지하수위 분포 특성을 도출하였다. 각 관측소별 관측수위 분포에 대해 백분위수(percentile)를 이용하여, 25%~100% 사이는 정상, 10%~25% 사이는 주의단계, 5%~10% 사이는 심한가뭄, 5% 이하는 매우심함으로 가뭄의 단계를 구분하였다. 각 백분위수에 해당하는 수위 값은 추정된 Kernel Density와 Quantile Function을 이용하여 산정하였고, 최근 10일 평균수위를 현재의 수위로 설정하여 가뭄의 정도를 분류하였다. 분석된 결과는 관측소를 기점으로 역거리가중법(inverse distance weighting)을 통해 공간 분포를 시켰으며, 수문학적, 지질학적 동질성을 반영하기 위하여 유역도 및 수문지질도를 중첩한 공간연산을 통해 전국 지하수 가뭄상태를 나타내는 지하수위 등급분포도를 작성하였다. 실제 가뭄상황과의 상관성을 분석하기 위해 언론기사를 통해 확인된 가뭄시기와 백문위수 25%이하로 분석된 지하수 가뭄시기를 ROC(receiver operation characteristics) 분석을 통해 비교 검증하였다.