• Title/Summary/Keyword: statistic model

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Residual-based Robust CUSUM Control Charts for Autocorrelated Processes (자기상관 공정 적용을 위한 잔차 기반 강건 누적합 관리도)

  • Lee, Hyun-Cheol
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.3
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    • pp.52-61
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    • 2012
  • The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.

Estimation and Classification of COVID-19 through Climate Change: Focusing on Weather Data since 2018 (기후변화를 통한 코로나바이러스감염증-19 추정 및 분류: 2018년도 이후 기상데이터를 중심으로)

  • Kim, Youn-Su;Chang, In-Hong;Song, Kwang-Yoon
    • Journal of Integrative Natural Science
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    • v.14 no.2
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    • pp.41-49
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    • 2021
  • The causes of climate change are natural and artificial. Natural causes include changes in temperature and sunspot activities caused by changes in solar radiation due to large-scale volcanic activities, while artificial causes include increased greenhouse gas concentrations and land use changes. Studies have shown that excessive carbon use among artificial causes has accelerated global warming. Climate change is rapidly under way because of this. Due to climate change, the frequency and cycle of infectious disease viruses are greater and faster than before. Currently, the world is suffering greatly from coronavirus infection-19 (COVID-19). Korea is no exception. The first confirmed case occurred on January 20, 2020, and the number of infected people has steadily increased due to several waves since then, and many confirmed cases are occurring in 2021. In this study, we conduct a study on climate change before and after COVID-19 using weather data from Korea to determine whether climate change affects infectious disease viruses through logistic regression analysis. Based on this, we want to classify before and after COVID-19 through a logistic regression model to see how much classification rate we have. In addition, we compare monthly classification rates to see if there are seasonal classification differences.

The Evaluation of TOPLATS Land Surface Model Application for Forecasting Flash Flood in mountainous areas (산지돌발홍수 예측을 위한 TOPLATS 지표해석모델 적용성 평가)

  • Lee, Byong Jua;Choi, Su Mina;Yoon, Seong Sima;Choi, Young Jean
    • Journal of Korea Water Resources Association
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    • v.49 no.1
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    • pp.19-28
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    • 2016
  • The objective of this study is the generation of the gridded flash flood index using the gridded hydrologic components of TOPLATS land surface model and statistic flash flood index model. The accuracy of this method is also examined in this study. The study area is the national capital region of Korea, and 38 flash flood damages had occurred from 2009 to 2012. The spatio-temporal resolutions of land surface model are 1 h and 1 km, respectively. The gridded meteorological data are generated using the inverse distance weight method with automatic weather stations (AWSs) of Korea Meteorological Administration (KMA). The hydrological components (e.g., surface runoff, soil water contents, and water table depth) of cells corresponding to the positions of 38 flood damages reasonably respond to the cell based hourly rainfalls. Under the total rainfall condition, the gridded flash flood index shows 71% to 87% from 4 h to 6 h in the lead time based on the rescue request time and 42% to 52% of accuracy at 0 h which means that the time period of the lead time is in a limited rescue request time. From these results, it is known that the gridded flash flood index using the cell based hydrological components from land surface model and the statistic flash flood index model have a capability to predict flash flood in the mountainous area.

External Validation of Carbapenem-Resistant Enterobacteriaceae Acquisition Risk Prediction Model in a Medium Sized Hospital (중규모 종합병원 대상 카바페넴 내성 장내세균속균종(Carbapenem-resistant Enterobacteriaceae) 획득위험 예측모형의 외적타당도 평가)

  • Seo, Su Min;Jeong, Ihn Sook
    • Journal of Korean Academy of Nursing
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    • v.50 no.4
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    • pp.621-630
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    • 2020
  • Purpose: This study was aimed to evaluate the external validity of a carbapenem-resistant Enterobacteriaceae (CRE) acquisition risk prediction model (the CREP-model) in a medium-sized hospital. Methods: This retrospective cohort study included 613 patients (CRE group: 69, no-CRE group: 544) admitted to the intensive care units of a 453-beds secondary referral general hospital from March 1, 2017 to September 30, 2019 in South Korea. The performance of the CREP-model was analyzed with calibration, discrimination, and clinical usefulness. Results: The results showed that those higher in age had lower presence of multidrug resistant organisms (MDROs), cephalosporin use ≥ 15 days, Acute Physiology and Chronic Health Evaluation II (APACHE II) score ≥ 21 points, and lower CRE acquisition rates than those of CREP-model development subjects. The calibration-in-the-large was 0.12 (95% CI: - 0.16~0.39), while the calibration slope was 0.87 (95% CI: 0.63~1.12), and the concordance statistic was .71 (95% CI: .63~.78). At the predicted risk of .10, the sensitivity, specificity, and correct classification rates were 43.5%, 84.2%, and 79.6%, respectively. The net true positive according to the CREP-model were 3 per 100 subjects. After adjusting the predictors' cutting points, the concordance statistic increased to .84 (95% CI: .79~.89), and the sensitivity and net true positive was improved to 75.4%. and 6 per 100 subjects, respectively. Conclusion: The CREP-model's discrimination and clinical usefulness are low in a medium sized general hospital but are improved after adjusting for the predictors. Therefore, we suggest that institutions should only use the CREP-model after assessing the distribution of the predictors and adjusting their cutting points.

Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.435-444
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    • 1997
  • The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

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A study on the oversea construction competitiveness evaluation by ENR data (ENR 통계데이터를 활용한 글로벌 해외건설 경쟁력평가 기초연구)

  • Han, Jae-Goo;Park, Hwan-Pyo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2011.11a
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    • pp.185-187
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    • 2011
  • The purpose of this study is to develop and apply the oversea construction competitiveness evaluation model which measures the competitiveness of construction companies in global construction market. This model consists of the design and construction competitiveness indexes by ENR statistic data and provides the oversea construction competitiveness index based on the evaluation model.

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Bayesian Prediction Inference for Censored Pareto Model

  • Ko, Jeong-Hwan;Kim, Young-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.147-154
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    • 1999
  • Using a noninformative prior and an inverted gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p - th order statistic of n' future observations from the censord Pareto model have been obtained. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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Binary Forecast of Heavy Snow Using Statistical Models

  • Sohn, Keon-Tae
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.369-378
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    • 2006
  • This Study focuses on the binary forecast of occurrence of heavy snow in Honam area based on the MOS(model output statistic) method. For our study daily amount of snow cover at 17 stations during the cold season (November to March) in 2001 to 2005 and Corresponding 45 RDAPS outputs are used. Logistic regression model and neural networks are applied to predict the probability of occurrence of Heavy snow. Based on the distribution of estimated probabilities, optimal thresholds are determined via true shill score. According to the results of comparison the logistic regression model is recommended.

A Study of Bayesian and Empirical Bayesian Prediction Analysis for the Rayleigh Model under the Random Censoring

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.1
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    • pp.53-61
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    • 1995
  • This paper deals with problems of predicting, based on the random censored sampling, a future observation and the p-th order statistic of n' future observations for the Rayleigh model. We consider the prediction intervals for the Rayleigh model with respect to an inverse gamma prior distribution. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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The Characteristics and Implementations of Quality Metrics for Analyzing Innovation Effects in Six Sigma Projects (식스시그마 프로젝트 사례에서 혁신효과 분석을 위한 품질척도의 특성 및 적용)

  • Choi, Sungwoon
    • Journal of the Korea Safety Management & Science
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    • v.16 no.1
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    • pp.169-176
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    • 2014
  • This research discusses the characteristics and the implementation strategies for two types of quality metrics to analyze innovation effects in six sigma projects: fixed specification type and moving specification type. $Z_{st}$, $P_{pk}$ are quality metrics of fixed specification type that are influenced by predetermined specification. In contrast, the quality metrics of moving specification type such as Strictly Standardized Mean Difference(SSMD), Z-Score, F-Statistic and t-Statistic are independent from predetermined specification. $Z_{st}$ sigma level obtains defective rates of Parts Per Million(PPM) and Defects Per Million Opportunities(DPMO). However, the defective rates between different industrial sectors are incomparable due to their own technological inherence. In order to explore relative method to compare defective rates between different industrial sectors, the ratio of specification and natural tolerance called, $P_{pk}$, is used. The drawback of this $P_{pk}$ metric is that it is highly dependent on the specification. The metrics of F-Statistic and t-Statistic identify innovation effect by comparing before-and-after of accuracy and precision. These statistics are not affected by specification, but affected by type of statistical distribution models and sample size. Hence, statistical significance determined by above two statistics cannot give a same conclusion as practical significance. In conclusion, SSMD and Z-Score are the best quality metrics that are uninfluenced by fixed specification, theoretical distribution model and arbitrary sample size. Those metrics also identify the innovation effects for before-and-after of accuracy and precision. It is beneficial to use SSMD and Z-Score methods along with popular methods of $Z_{st}$ sigma level and $P_{pk}$ that are commonly employed in six sigma projects. The case studies from national six sigma contest from 2011 to 2012 are proposed and analyzed to provide the guidelines for the usage of quality metrics for quality practitioners.