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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Journal of the Korean Data and Information Science Society
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Korean Data and Information Science Society
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Volume & Issues
Volume 20, Issue 6 - Nov 2009
Volume 20, Issue 5 - Sep 2009
Volume 20, Issue 4 - Jul 2009
Volume 20, Issue 3 - May 2009
Volume 20, Issue 2 - Mar 2009
Volume 20, Issue 1 - Jan 2009
Selecting the target year
Optimal strategies for collective Parrondo games
Lee, Ji-Yeon ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 973~982
Two losing games that can be combined, either by periodic alternation or by random mixture, to form a winning game are known as Parrondo games. We consider a collective version of Parrondo games in which players are allowed to choose the game to be played by the whole ensemble in each turn. In this paper, we analyze the long-range optimization strategy for all choices of the parameters and find the expected average profit in the steady state.
Measurement and analysis of the service quality of dormitory restaurants through a statistical methods
Kang, Sung ; Choi, Kyoung-Ho ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 983~990
Campus dormitories function as residence halls, which are quarters or entire buildings for residents to conveniently sleep, eat, and study in. And these functions lead us to refer to dormitories as quarters providing residence, food, and an academic atmosphere. Yet, of these functions, the restaurant service acts on dormitory applicants' and their parents' choice of dormitories as strongly as the others do. It is not optional for the residents but compulsory. All residents are required to eat at the restaurants attached to their dormitories. Therefore, when most of the dormitory applicants and their parents look for their favorite dormitories, they won't miss looking into how good the restaurant service is. Considering this tendency, this research, which takes samples of residents as subjects of investigation, aims to survey the service quality of the dormitory restaurants and to find how to enhance the service quality. The result, which is measured and analyzed on the basis of statistical methods, indicates that the responsiveness and empathy to the restaurant service are statistically the significant factors for dormitory applicants and their parents in choosing their favorite dormitories.
KOSPI directivity forecasting by time series model
Park, In-Chan ; Kwon, O-Jin ; Kim, Tae-Yoon ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 991~998
This paper deals with directivity forecasting of time series which is useful for futures trading in stock market. Directivity forecasting of time series is to forecast whether a given time series will rise or fall at next observation time point. For directional forecasting, we consider time regression model and ARIMA model. In particular, we study two statistics, intra-model and extra-model deviation and then show usefulness of intra-model deviation.
Two PM policies following the expiration of free-repair warranty
Jung, Ki-Mun ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 999~1007
This paper considers the optimal periodic preventive maintenance (PM) policy following the expiration of free-repair warranty. We assume that two periodic PM models with random maintenance quality which were proposed by Wu and Clements-Croome (2005) and Jung (2006b), respectively. Given the cost structure to the user during the cycle of the product, we derive the expressions for the expected cost rate per unit time. Also, we obtain the optimal PM number and the optimal PM period by minimizing the expected cost rate per unit time. The numerical examples are presented for illustrative purpose.
Application of sequential analysis in internet shopping malls
Park, Hee-Chang ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1009~1014
The Internet has changed the daily lives of human being in Korea and elsewhere in the world. It has changed the paradigms of traditional commercial activities and created immense opportunities for new business models. Recently, there has been much attention to the internet shopping mall as a means of commercial transaction. To make internet shopping mall competitive, effective customer satisfaction service should be provided and it is necessary to dynamic analysis method for customers' purchasing pattern. In this paper we apply the sequential analysis to comparison of two kinds of sales through the analysis of customers' purchasing pattern.
basis versus indicator function
Kim, Hyoung-Soon ; Park, Dong-Kwon ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1015~1027
Many problems of confounding and identifiability for polynomial models in an experimental design can be solved using methods of algebraic geometry. The theory of
basis is used to characterize the design. In addition, a fractional factorial design can be uniquely represented by a polynomial indicator function.
bases and indicator functions are powerful computational tools to deal with ideals of fractions based on each different theoretical aspects. The problem posed here is to give how to move from one representation to the other. For a given fractional factorial design, the indicator function can be computed from the generating equations in the
basis. The theory is tested using some fractional factorial designs aided by a modern computational algebra package CoCoA.
A study and perceptions of domestic construction companies about the government procurement agreement on the US & Korea FTA
Sung, Joo-Ho ; Lee, Jin-Kuk ; Kang, Jung-Chul ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1029~1048
The purpose of this study is to diagnose the level of perception of domestic construction companies about the US & Korea FTA completed in 2007. According to the survey results, the more innovative the construction company is and the stronger ownership the construction company has, the more actively preparing for FTA. Altogether, our construction companies have well recognised the inevitable impacts on the domestic construction industry. On the other hand, most of them are more or less negative about whether or not the FTA gives us a good chance to switch from domestic companies into global companies.
Using genetic algorithms to develop volatility index-assisted hierarchical portfolio optimization
Byun, Hyun-Woo ; Song, Chi-Woo ; Han, Sung-Kwon ; Lee, Tae-Kyu ; Oh, Kyong-Joo ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1049~1060
The expansion of volatility in Korean Stock Market made it more difficult for the individual to invest directly and increased the weight of indirect investment through a fund. The purpose of this study is to construct the EIF(enhanced index fund) model achieves an excessive return among several types of fund. For this purpose, this paper propose portfolio optimization model to manage an index fund by using GA(genetic algorithm), and apply the trading amount and the closing price of standard index to earn an excessive return add to index fund return. The result of the empirical analysis of this study suggested that the proposed model is well represented the trend of KOSPI 200 and the new investment strategies using this can make higher returns than Buy-and-Hold strategy by an index fund, if an appropriate number of stocks included.
Study of validation process according to various option strategies in a KOSPI 200 options market
Song, Chi-Woo ; Oh, Kyong-Joo ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1061~1073
Stock price index option investing is a scientific investment method and various index and investment strategies have been developed. The purpose of this study is to apply the variety of option investment strategies that have been introduced in the market and validate them using past option trading data. Option data was based on an actual stock exchange market tick data ranging from September 2001 to January 2007. Visual Basic is used to propose an option back-testing model. Validation process was carried out by transferring the tick data into ten-minute intervals and empirically analyzed. Furthermore, most option-related strategies have been applied to the model, and the usefulness of each strategies can be easily evaluated. As option investment has high leverage followed by high risks and profit, the optimal option investment strategy should be used according to the market condition at the time to make stable profit with minimum risk.
Model construction with core questions from a course evaluation survey
Pak, Ro-Jin ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1075~1083
The scientific research method went through construction of hypothesis and collection of data by experiment or observation and abstracting the hypothesis based on the experience which uses the data. The statistical methodology plays an important role in this process. The method which acquires a data becomes an initial process of abstraction and a survey research using structured questionnaires is a basic tool. After the data is acquired, the high-class statistical techniques such as the regression analysis and the linear structural equation model are used to abstract a hypothesis. By the way, from time to time the concepts which have become abstractive do not help us to understand an actual phenomena, rather it is need to extract some knowledge from questions themselves. In this article, we review the well known statistical methods providing the ways of finding core questions which possibly answer a researcher wants to know. We deal with course evaluation data as an example and try to set up the strategy for improving course evaluation.
Analysis of statistical models for ozone concentrations at the Paju city in Korea
Lee, Hoon-Ja ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1085~1092
The ozone data is one of the important environmental data for measurement of the atmospheric condition of the country. In this article, the Autoregressive Error (ARE) model and Neural Networks (NN) model have been considered for analyzing the ozone data at the northern part of the Gyeonggi-Do, Paju monitoring site in Korea. In the both ARE model and NN model, seven meteorological variables and four pollution variables are used as the explanatory variables for the ozone data set. The seven meteorological variables are daily maximum temperature, wind speed, relative humidity, rainfall, dew point temperature, steam pressure, and amount of cloud. The four air pollution explanatory variables are Sulfur dioxide (
), Nitrogen dioxide (
), Cobalt (CO), and Promethium 10 (PM10). The result showed that the NN model is generally better suited for describing the ozone concentration than the ARE model. However, the ARE model will be expected also good when we add the explanatory variables in the model.
Quantile regression using asymmetric Laplace distribution
Park, Hye-Jung ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1093~1101
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.
Generalization of modified systematic sampling and regression estimation for population with a linear trend
Kim, Hyuk-Joo ; Kim, Jeong-Hyeon ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1103~1118
When we wish to estimate the mean or total of a finite population, the numbering of the population units is of importance. In this paper, we have proposed two methods for estimating the mean or total of a population having a linear trend, for the case when the reciprocal of the sampling fraction is an even number and the sample size is an odd number. The first method involves drawing a sample by using a method which is a generalization of Singh et al's (1968) modified systematic sampling, and using interpolation in determining the estimator. The second method involves selecting a sample by modified systematic sampling, and estimating the population parameters by the regression estimation method. Under the criterion of the expected mean square error based on Cochran's (1946) infinite superpopulation model, the proposed methods have been compared with existing methods. We have also made a comparison between the two proposed methods.
Prediction of a winner in PGA tournament using neural network
Min, Dae-Kee ; Hyun, Moo-Sung ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1119~1127
In PGA golf, total prize money and average score are good response variable related to golf skills such as driving distance, green in regulation and putts per green in regulation. But it's not easy to predict the winner of coming tournament. Thus I applied Neural Networks which has pretty good advantages for non-linear complex modeling to binary data. In neural network architectures, I applied NRBF and MLP architecture model for binary data which represent who had a win or not.
A study on email efficiency on recommendation system
Kim, Yon-Hyong ; Lee, Seok-Won ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1129~1143
This paper proposes a recommendation system (Association Rule System for Targeting) which considers target which is not considered by previous Logistic Regression system, and proves that the efficiency of the recommendation system is better than that of the current and previous Apriori algorithm system. Also this study shows that the click and purchasing rate of the proposed Association Rule System for Targeting is much higher than those of current Apriori algorithm system after the purchasing campaign even though the open rate of the former is lower than that of the latter. In comparison with Logistic Regression methodology, this paper proves with experimental data that the purchasing effect of the proposed system for specific items is much higher in accuracy than that of current Apriori algorithm system even though the purchasing rate of current Apriori algorithm system is higher in whole shopping malls than that of the proposed Association Rule System for Targeting.
The re-projections under 7 age on Korean registered population and a comparison with the reported population statistical data
Kim, Jong-Tae ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1145~1153
The problem of Korean registered population is that population classified by age increases as one grows older until 6 age or 7 age. This paper is to suggest an algorithm of the re-projection under 7 age on Korean registered population and to analysis of comparison with the reported population statistical data. As the result, the reprojections population is trusted in the number of 0 age on the comparison of other reported population statistical data.
A sample design for life and attitude survey of Gyeongbuk people
Kim, Dal-Ho ; Cho, Kil-Ho ; Hwang, Jin-Seub ; Jung, Kyung-Ha ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1155~1167
We made a new sample design for life and consciousness survey of Kyungpook people in 2007. We used the 10% sample survey data of 2005 population and housing census as a survey population. After stratification, we allocate proportionally samples within strata after examining various characteristics in previous survey, which includes economic activity state, an income level per year, and housing possession. And we calculated weight in a new sample design and derived estimators and a formula of standard error using the weights.
Optimal step stress accelerated life tests for the exponential distribution under periodic inspection and type I censoring
Moon, Gyoung-Ae ; Park, Yong-Kil ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1169~1175
In this paper, the inferences of data obtained from periodic inspection and type I censoring for the step-stress accelerated life test are studied. The exponential distribution with a failure rate function that a log-linear function of stress and the tampered failure rate model are considered. The maximum likelihood estimators of the model parameters are estimated and also the optimal stress change time which minimize the asymptotic variance of maximum likelihood estimators of parameters is determined. A numerical example will be given to illustrate the proposed inferential procedures and the sensitivity of the asymptotic variance of the estimated mean by the guessed parameters is investigated.
Design and analytical evaluation of a fuzzy proxy caching for wireless internet
Bae, Ihn-Han ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1177~1190
In this paper, we propose a fuzzy proxy cache scheme for caching web documents in mobile base stations. In this scheme, a mobile cache model is used to facilitate data caching and data replication. Using the proposed cache scheme, the individual proxy in the base station makes cache decisions based solely on its local knowledge of the global cache state so that the entire wireless proxy cache system can be effectively managed without centralized control. To improve the performance of proxy caching, the proposed cache scheme predicts the direction of movement of mobile hosts, and uses various cache methods for neighboring proxy servers according to the fuzzy-logic-based control rules based on the membership degree of the mobile host. The performance of our cache scheme is evaluated analytically in terms of average response delay and average energy cost, and is compared with that of other mobile cache schemes.
On loss functions for model selection in wavelet based Bayesian method
Park, Chun-Gun ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1191~1197
Most Bayesian approaches to model selection of wavelet analysis have drawbacks that computational cost is expensive to obtain accuracy for the fitted unknown function. To overcome the drawback, this article introduces loss functions which are criteria for level dependent threshold selection in wavelet based Bayesian methods with arbitrary size and regular design points. We demonstrate the utility of these criteria by four test functions and real data.
Estimation for the double Rayleigh distribution based on progressive Type-II censored samples
Kang, Suk-Bok ; Jung, Won-Tae ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1199~1206
This paper deals with the estimation based on progressive Type-II censored samples from the double Rayleigh distribution. We derive some estimators of the location and scale parameters of the double Rayleigh distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.
A practical application of cluster analysis using SPSS
Kim, Dae-Hak ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1207~1212
Basic objective in cluster analysis is to discover natural groupings of items or variables. In general, clustering is conducted based on some similarity (or dissimilarity) matrix or the original input text data. Various measures of similarities (or dissimilarities) between objects (or variables) are developed. We introduce a real application problem of clustering procedure in SPSS when the distance matrix of the objects (or variables) is only given as an input data. It will be very helpful for the cluster analysis of huge data set which leads the size of the proximity matrix greater than 1000, particularly. Syntax command for matrix input data in SPSS for clustering is given with numerical examples.
Noninformative priors for Pareto distribution
Kim, Dal-Ho ; Kang, Sang-Gil ; Lee, Woo-Dong ;
Journal of the Korean Data and Information Science Society, volume 20, issue 6, 2009, Pages 1213~1223
In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jereys' prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order matching prior and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. A real example is also considered.