• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.177-183
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• 1997

A data-adaptive order selection procedure is proposed for local polynomial nonparametric regression. For each given polynomial order, bias and variance are estimated and the adaptive polynomial order that has the smallest estimated mean squared error is selected locally at each location point. To estimate mean squared error, empirical bias estimate of Ruppert (1995) and local polynomial variance estimate of Ruppert, Wand, Wand, Holst and Hossjer (1995) are used. Since the proposed method does not require fitting polynomial model of order higher than the model order, it is simpler than the order selection method proposed by Fan and Gijbels (1995b).

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.273-283
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• 2006

In bioassay, the response curve is usually assumed monotone increasing, but its exact form is unknown, so it is very difficult to select the proper functional form for the parametric model. Therefore, we should probably use the nonparametric regression model rather than the parametric model unless we have at least the partial information about the true response curve. However, it is well known that the nonparametric regression estimate is not necessarily monotone. Therefore the monotonizing transformation technique is of course required. In this paper, we compare the finite sample properties of the monotone transformation methods which can be applied to the local linear quasi-likelihood response curve estimate.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.2
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• pp.189-195
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• 2015

The goal of this note is to provide a detailed proof for local boundedness estimate near the boundary for weak solutions for second order elliptic equations with bounded measurable coefficients subject to Neumann boundary condition.

• Bulletin of the Korean Mathematical Society
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• v.53 no.4
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• pp.1123-1148
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• 2016

The aim of this note is to provide detailed proofs for local estimates near the boundary for weak solutions of second order parabolic equations in divergence form with time-dependent measurable coefficients subject to Neumann boundary condition. The corresponding parabolic equations with Dirichlet boundary condition are also considered.

• Industrial Engineering and Management Systems
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• v.10 no.1
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• pp.84-94
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• 2011

In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.

• 지역과문화
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• v.6 no.2
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• pp.77-104
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• 2019

This study examines the efficiency of using local cultural resources in local governments. The study does so by DEA(Data Envelope Analysis) using data from the year 2017 for 17 local governments in Korea. In addition, this study tries to estimate environmental efficiency of local cultural resources. For this, the 'Total Efficiency' including the output variables related to the local cultural resource environment was analyzed. After than It compared the 'Total Efficiency' with the 'Utilization Efficiency', to estimate the 'Environmental Efficiency' of local cultural resources. The followings are results which are significant statistically. Firstly, it was evaluated that five of the 17 local governments utilized the local cultural resources efficiently. Secondly, it was result that the inefficiency of the other local governments was relatively influenced by the economies of scale than PTE(Pure Technical Efficiency). Thirdly, It has been confirmed that environmental aspects such as cultural properties and cultural infrastructure have a considerable impact on the increase or decrease of efficiency in local governments. The difference in the efficiency of local governments are influenced by the population density. In order to improve the efficiency in the future, it is necessary to adjust the appropriate level of input according to the local population estimate, which is a major consumer of the local cultural resource utilization. In addition, the local festivals and village festivals held by local governments should be checked to improve in quality by eliminating inefficiencies. Also, it should be considered of environmental factors together, when analyzing the efficiency of the local cultural resource in local governments.

• Journal of environmental and Sanitary engineering
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• v.19 no.1
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• pp.24-36
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• 2004

This study is to investigate the present condition of waste disposal establishment and to analysis problems which could be produced at location selection formalities of waste disposal establishment. It proposed building methods of waste disposal establishment to lead spontaneous participation of local resident according to case analysis of waste disposal establishment. There are research results; i) Opposition of inhabitants was the majority of reason at the business abandonment or delay of waste disposal establishment. Therefore agreement formation course with local inhabitants is most important position. ii) Many estimate have been needed for waste disposal establishment, but support estimate of government was 30-50% that is really low compare with other environmental establishment. So that it need to increase of government estimate. iii) Location collection is carried out based on law and final collected location must be executed without delay of relation business as soon as possible. iv) Standard of location collection has to divide into small, middle and large size and to apply with same rule according to divided location. v) It must be change public subscription before and location selection after and maintain continuance of information offer to local inhabitants and offered information. vi) after building of waste disposal establishment for solving distrust of waste disposal establishment. It must be planed and carried on useful support countermeasure to local inhabitants in actuality.

• Journal of Korean Society on Water Environment
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• v.28 no.2
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• pp.202-212
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• 2012

Due to the deterioration of water supply network and the deficiency of raw water, the water utility of local governments have performed various projects to improve their revenue water ratio. However, it is very difficult to estimate the cost for maintaining the revenue water ratio at higher level after completing the project, because local governments have different conditions affecting the operating and maintenance cost of water supply network. The purpose of this study is to present a procedure to estimate the operating and maintenance cost required to maintain the target revenue water ratio of the water supply network. For this purpose, we estimated the cost used only for operation and maintenance of water supply network of 164 local governments with the aid of K-Mean Clustering Analysis and the data from 40 representative local governments. Then, the regression analysis was performed to find relationship between revenue water ratio and the operating and maintenance cost with two different data sets generated by two classification methods; the first method classifies the local governments by means of k-means clustering, and the other classifies the local governments according to the index standardized by the operating and maintenance cost per unit length of water mains per revenue water ratio. The results shows that the method based on the index standardized by the cost and revenue water ratio of each government produces more reliable results for finding regression equations between revenue water ratio and the operating and maintenance cost only for water supply network. The estimated regression equations for each group can be used to estimate the cost required to keep the target revenue water ratio of the local government.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.10
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• pp.956-961
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• 2007

We propose a new distance measurement method and local positioning system for the autonomous mobile robots localization. The distance measurement method is able to measure long-range distances with a high accuracy by using ultrasonic sensors. The time of flight of the ultrasonic waves include various noises is calculated accurately by the proposed period detecting method. The proposed local positioning system is composed of four ultrasonic transmitters and one ultrasonic receiver. The ultrasonic transmitter and receiver are separated but they are synchronized by RF (Radio frequency) signal. The proposed system using ultrasonic waves is represented as USAT(Ultrasonic Satellite System). USAT is able to estimate the position using the least square estimation. The experimental results show that the proposed local positioning system enables to estimate the absolute position precisely.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.3
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• pp.263-267
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• 2007

This study proposes a new methodology to estimate the traffic capacity of a personal rapid transit(PRT) system. The proposed method comprises three steps. The first step models the guideway network(GN) of PRT as a digraph, where its node and link represent a station and a one-way guideway link between two stations, respectively. Given local vehicle control strategies, the second step formulates the local traffic capacities through the nodes and links of the GN model. The third step estimates the worst-case local traffic demands based on a shortest-path routing algorithm and an empty vehicle allocation algorithm. By comparing the traffic estimates to the local traffic capacities, we can determine the feasibility of the given GN in traffic capacity.