• 대기
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• 제24권2호
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• pp.173-188
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• 2014

The KMA has cooperated with the Oklahoma University in USA to develop a Polarimetric Radar Data (PRD) simulator to improve the microphysical processes in Korea Local Analysis and Prediction System (KLAPS), which is critical for the utilization of PRD into Numerical Weather Prediction (NWP) field. The simulator is like a tool to convert NWP data into PRD, so it enables us to compare NWP data with PRD directly. The simulator can simulate polarimetric radar variables such as reflectivity (Z), differential reflectivity ($Z_{DR}$), specific differential phase ($K_{DP}$), and cross-correlation coefficient (${\rho}_{hv}$) with input of the Drop Size Distribution (DSD) and scattering calculation of the hydrometeors. However, the simulator is being developed based on the foreign observation data, therefore the PRD simulator development reflecting rainfall characteristics of Korea is needed. This study analyzed a potential application of the 2-Dimension Video Disdrometer (2DVD) data by calculating the raindrop axis ratio according to the rain-types to reflect Korea's rainfall characteristics into scattering module in the simulator. The 2DVD instrument measures the precipitation DSD including the fall velocity and the shape of individual raindrops. We calculated raindrop axis ratio for stratiform, convective and mixed rainfall cases after checking the accuracy of 2DVD data, which usually represent the scattering characteristics of precipitation. The raindrop axis ratio obtained from 2DVD data are compared with those from foreign database in the simulator. The calculated the dual-polarimetric radar variables from the simulator using the obtained raindrop axis ratio are also compared with in situ dual-polarimetric observation data at Bislsan (BSL). 2DVD observation data show high accuracies in the range of 0.7~4.8% compared with in situ rain gauge data which represents 2DVD data are sufficient for the use to simulator. There are small differences of axis ratio in the diameter below 1~2 mm and above 4~5 mm, which are more obvious for bigger raindrops especially for a strong convective rainfall case. These differences of raindrop axis ratio between domestic and foreign rainfall data base suggest that the potential use of disdrometer observation can develop of a PRD simulated suitable to the Korea precipitation system.

• Journal of the Korean Data and Information Science Society
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• 제3권1호
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• pp.79-90
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• 1992

We consider hazard ratio as a descriptive measure to compare the hazard experience of a treatment group with that of a control group with censored survival data. In this paper, we propose a kernel estimator of hazard ratio. The uniform consistency and asymptotic normality of a kernel estimator are proved by using counting process approach via martingale theory and stochastic integrals.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.473-481
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• 2005

The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.

• Journal of the Korean Data and Information Science Society
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• 제22권1호
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• pp.107-113
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• 2011

We present methods for studying the log-density ratio, which allow us to select which predictors are needed, and how they should be included in the logistic regression model. Under multivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of many predictors. The linear, quadratic and crossproduct terms are required in general. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms.

• 산업경영시스템학회지
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• 제36권1호
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• pp.96-102
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• 2013

This paper makes a detailed comparison between two metrics designed for measuring customer's satisfaction in the retail industry. The first metric, which is called the customer service level, has not been widely used due to the intrinsic requirement on the parameter assumption(s) of the demand distribution. Unlike the customer service level metric the in stock ratio metric does not require any requirements on the demand distribution. And the in stock ratio metric is also very easy to understand the meaning. To develop the detailed planning activities for business with the in stock ratio metric on hand one should collect some information as following : 1) POS (Point of sales) data, 2) Inventory Data 3) Inventory Trend.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.105-127
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• 2024

We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

• Journal of the Korean Data and Information Science Society
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• 제18권3호
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• pp.833-845
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• 2007

When X and Y have independent exponential distributions, we develop a Bayesian testing procedure for the ratio of two quantiles under reference prior. The noninformative prior such as reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we develop a Bayesian testing procedure based on fractional Bayes factor and intrinsic Bayes factor. We show that the posterior density under the reference prior is proper and propose the Bayesian testing procedure for the ratio of two quantiles using fractional Bayes factor and intrinsic Bayes factor. Simulation study and a real data example are provided.

• Journal of the Korean Data and Information Science Society
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• 제21권1호
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• pp.195-200
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• 2010

In this paper, we consider estimators and a condence interval for a reliability in two independent right truncated Rayleigh distributions and consider the density of a ratio in two independent right truncated Rayleigh distributions. And we obtain the density of an estimator for a changing point in the density of a ratio in two independent right truncated Rayleigh distributions.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.619-631
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• 2006

When X and Y have independent Poisson distributions, we develop a Bayesian one-sided testing procedures for the ratio of two Poisson means. We propose the objective Bayesian one-sided testing procedures for the ratio of two Poisson means based on the fractional Bayes factor and the intrinsic Bayes factor. Some real examples are provided.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.963-972
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• 2006

This paper focuses on the likelihood based confidence intervals for two inverse gaussian distributions when the parameter of interest is common scale parameter. Confidence intervals based on signed loglikelihood ratio statistic and modified signed loglikelihood ratio statistics will be compared in small sample through an illustrative simulation study.