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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 21, Issue 6 - Nov 2010
Volume 21, Issue 5 - Sep 2010
Volume 21, Issue 4 - Jul 2010
Volume 21, Issue 3 - May 2010
Volume 21, Issue 2 - Mar 2010
Volume 21, Issue 1 - Jan 2010
Selecting the target year
Multivariate Shewhart control charts with variable sampling intervals
Cho, Gyo-Young ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 999~1008
The objective of this paper is to develop variable sampling interval multivariate control charts that can offer significant performance improvements compared to standard fixed sampling rate multivariate control charts. Most research on multivariate control charts has concentrated on the problem of monitoring the process mean, but here we consider the problem of simultaneously monitoring both the mean and variability of the process.
Studying on parents' satisfactory factor to elementary school which their children go to. - focusing on Anyang city
Kim, Ho-Il ; Chun, Heui-Ju ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1009~1020
In this study, we applied a hierarchial linear model to Anyang city data because students and their schools are hierarchial data structure. As a result, main factors which affect parents' satisfaction to school which their children go to are parents' satisfaction to Anyang city's education policies and areas which their schools located at. We suggest based on the analysis by this hierarchial linear model that if Anyang city make educational policies more efficient and effective in order for students to study in public school without private education and if Anyang city improve environment related with school like those of new cities, parents' satisfaction to school which their children go to will be increased.
A sample design for the survey on actual state of SMEs
Kim, Dal-Ho ; Hwang, Jin-Seub ; Kwak, Sang-Gyu ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1021~1029
In 2009 the former three surveys on small and medium enterprises were combined into one survey to reduce the response burden of enterprises. In this report, we study a sample design for 2009 survey on actual state of small and medium enterprises (SMEs). However, the differences between the manufacturing industries and knowledge-based service industries are so large that we need to consider separate populations in the survey. The total sample size is decided as 10,000 in new survey design for integration. We allocate the sample sizes for the first stratum based on CV and then allocate the sample sizes for the second stratum using root proportional formula. Also we calculate survey weights and propose the formula for the estimators as well as standard errors using weights for each characteristic.
An improvement of decathlon current scoring system
Lee, Jang-Taek ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1031~1039
The decathlon is an athletic event consisting of ten track and field events. Events are held over two consecutive days and the winners are determined by the combined performance in all. Performance is judged in meters, centimeters, minutes, and seconds. However, how to convert results into points is a difficult and controversial issue. We explored the distribution of decathlon results from the 1991 to 2009 using top 200 decathlons in the Olympic games and word championships. The conclusion is that the results from top level decathlon competition are normally distributed, and the current scoring system does not have the property that the performance with same difficulty should get same points. A new model for evaluating the decathlon score has been applied that display uniform characteristics over all events in order to meet the notion of allroundness. The proposed model is uniform over the events and support self-stabilization.
Forecasting attendance in the Korean professional baseball league using GARCH models
Lee, Jang-Taek ; Bang, So-Young ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1041~1049
In Korean professional baseball, attendance is the largest source of revenue for development of professional baseball and the highest concern of professional baseball teams. So, if there is demand forecasting model, it will be helpful for pennant chasers to work out the strategies for drawing attendance. For this reason, this research intends to suggest the model which estimates Korean professional baseball's attendance and uses all usable variables which have an effect on attendance in limited circumstances. We supposed that dependent variable is attendance as well as several independent variables and error term are homoscedastic variance. And then, we compared the models which assume conditional heteroscedastic variance like GARCH and EGARCH with GARCH-t models which use the assumption that error term's distribution follows student-t distribution. In result of that, we could confirm that the models which were made by using GARCH(1,1)-t made estimates the most accurately among the several models considered.
Selection of target for the minimum expected loss in plating processes
Park, Chang-soon ; Kim, Jung-Jun ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1051~1060
In the plating process of the IC chips for the printed circuit board manufacturing, specification limits for the plating thickness are usually given but its target is not specified in most cases. When the target is not specified, the center point of the specification limits is used instead. When the process capability is large, however, the use of the center point for the target is not the best choice in the context of the total cost. In this paper, the total cost is defined in terms of the production cost and the loss function, and then the optimal choice for target is studied in order to minimize the expected loss. As a consequence, the optimal choice of the target reduces the expected loss significantly, while reducing the process capability slightly.
A study of association rule by considering the frequency
Lim, Je-Soon ; Lee, Kyeong-Jun ; Cho, Young-Seuk ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1061~1069
In data mining, association rule is a popular and well researched method for discovering interesting relations between variables. There are three measures for association rule, support, confidence and lift. But there are some problem in them. They don't consider the frequency of variable in case. So, we need the new association rule which consider the frequency.In this paper, we proposed the new association rule. We compared the proposed association rule with the original association rule from example data. As a result, we knew our function was better than the original function in terms of sensitivity.
A Study on the performance pattern in the elite decathlon
Lee, Jang-Taek ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1071~1079
The decathlon is an athletic event consisting of ten track and field events. Events are held over two consecutive days and the winners are determined by the combined performance in all. We considered the best 200 decathletes who competed in the recent Olympics games and World Championship decathlon. We have used correspondence analysis to identify the relationship between ordered individual performance and the overall performance. Canonical correlation analysis of first day events versus second day events could shed light on the change of the level of performance between the two days. Correlation analysis was used to verify relation between cumulative event rank and final decathlon rank. Therefore, we conclude that the decathlon favors those atheletes who do well at the track events to become the best players. The best players in the decathlon performed relatively poorly in the 1,500 metres, but did well in the long jump, the 400 metres and the 110-metre hurdles. Decathletes in this study have a positive correlation between overall performance and maximal excellence in a particular discipline. Thus, to compete successfully at this level, a uniform, relatively high performance in all individual disciplines is required.
Statistical analysis and its application of bicycle accidents
Hong, Chong-Sun ; Kim, Moung-Jin ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1081~1090
Most nations including Korean government make a great endeavor to realize low-carbon and green-growth world. We also work hard to expand bicycle facilities and bicycle road in order to increase bicycle transportation rate. Nowadays number of cyclists is increasing but fortunately, bicycle accidents also increase rapidly. Most data of bicycle accidents published by National Police Agency annually are represented as frequencies in two dimensional contingency tables. In this work, risk rates and characteristics of bicycle accidents are analyzed by using concepts of the probability and conditional probability. Especially with numbers of estimated cyclists and registered cars, risk rates of various kinds of bicycle accidents are obtained. Under the assumption of the conditional independence, probability of bicycle accident occurred at realistic situations could be estimated. Furthermore we discuss to reduce bicycle accidents with these results obtained in this work.
A study on the guardian's mental attitudes and self-esteem toward their children with muscular dystrophy
Nam, Mi-Ja ; Cho, Kil-Ho ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1091~1100
The purpose of this study is to investigate by questionnaire method the guardian's mental attitudes and self-esteem toward their children with muscular dystrophy according to the sex, the age, the academic background, the family budget monthly income, the children's grade, the body ability, the muscular dystrophy recognition lapse, and religion. The guardian's mental attitudes toward their children with muscular dystrophy regarding the consultation hope, the basic recognition, the child custody, the personnel relationship and the childcare, the view of the future are very closely connected with each category and they are various from the whole categories.
Effect of whole body cryotherapy with spinal decompression on lumbar disc herniation by functional assessment measures
Ma, Sang-Yeol ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1101~1108
This study was conducted to investigate whether whole body cryotherapy and spinal decompression have effectiveness on the pain, lumbar flexion range of motion, and global perceived effect scale in patients with lumbar disc herniation. Thirty subjects were participated in this study. And they were all randomly divided into whole body cryotherapy and spinal decompression group. To evaluate the effects of whole body cryotherapy and spinal decompression, subjects were evaluated by using visual analogue scale, lumbar flexion range of motion, and global perceived effect scale. The assessment parameters were evaluated before, after 2 weeks treatments. And we received a consent form whole body cryotherapy subjects. The results of paired t-test, independent t-test, and ANCOVA analysis of variance showed that pain, lumbar flexion range of motion, global perceived effect scale were significantly improved after than before therapy in whole body cryotherapy group. So we conclude that whole body cryotherapy has effectiveness on the pain, lumbar flexion range of motion, and global perceived effect scale in patients with lumbar disc herniation.
On the actual coverage probability of hypergeometric parameter
Kim, Dae-Hak ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1109~1115
In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.
Analysis of time series models for PM10 concentrations at the Suwon city in Korea
Lee, Hoon-Ja ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1117~1124
The PM10 (Promethium 10) 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 has been considered for analyzing the monthly PM10 data at the southern part of the Gyeonggi-Do, Suwon monitoring site in Korea. In the ARE model, six meteorological variables and four pollution variables are used as the explanatory variables for the PM10 data set. The six meteorological variables are daily maximum temperature, wind speed, relative humidity, rainfall, radiation, and amount of cloud. The four air pollution explanatory variables are sulfur dioxide (
), nitrogen dioxide (
), carbon monoxide (CO), and ozone (
). The result showed that the monthly ARE models explained about 13-49% for describing the PM10 concentration.
FADA: A fuzzy anomaly detection algorithm for MANETs
Bae, Ihn-Han ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1125~1136
Lately there exist increasing demands for online abnormality monitoring over trajectory stream, which are obtained from moving object tracking devices. This problem is challenging due to the requirement of high speed data processing within limited space cost. In this paper, we present a FADA (Fuzzy Anomaly Detection Algorithm) which constructs normal profile by computing mobility feature information from the GPS (Global Positioning System) logs of mobile devices in MANETs (Mobile Ad-hoc Networks), computes a fuzzy dissimilarity between the current mobility feature information of the mobile device and the mobility feature information in the normal profile, and detects effectively the anomaly behaviors of mobile devices on the basis of the computed fuzzy dissimilarity. The performance of proposed FADA is evaluated through simulation.
Prediction model analysis of 2010 South Africa World Cup
Hong, Chong-Sun ; Jung, Min-Sub ; Lee, Jae-Hyoung ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1137~1146
There are a lot of methods to predict the result of a game and many forecasting researches have been studied. Among many methods, if a statistical model including some realistic random variables is used to forecast, more accurate prediction could be expected than any others. In this work, Bradley-Terry model is considered to predict results of 2010 South Africa World Cup games via paired comparison method. This prediction model includes some random variables which affect the results of games. The worth parameters for each country in this model are convergence values obtained by using Newton-Raphson algorithm. With this model, we can forecast top 16 among 32 countries and up to who will win the victory. Final results of 2010 South Africa World Cup games are compared with this prediction and discuss further works.
Weighted association rules considering item RFM scores
Park, Hee-Chang ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1147~1154
One of the important goals in data mining is to discover and decide the relationships between different variables. Association rules are required for this technique and it find meaningful rules by quantifying the relationship between two items based on association measures such as support, confidence, and lift. In this paper, we presented the evaluation criteria of weighted association rule considering item RFM scores as importance of items. Original RFM technique has been used most widely applied method using customer information to find the most profitable customers. And then we compared general association rule technique with weighted association rule technique through the simulation data.
Modeling and performance analysis of movement-based registration considering implicit registration effect of outgoing calls
Suh, Jae-Joon ; Lee, Tae-Han ; Baek, Jang-Hyun ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1155~1169
This study considers movement-based registration (MBR). In MBR, a mobile station (MS) performs location registration whenever the number of entering cells reaches the specified movement threshold M. MBR is simple and its implementation is quite straightforward. However, it may result in more registrations than other similar schemes. An improved MBR scheme called MBIR (MBR with implicit registration) was proposed to reduce registration cost of MBR and its approximated performance was analyzed. In this study, we point out some problems of the previous analysis method and propose an exact analysis method of MBIR. Using the exact analysis method, we show that the previous analysis includes considerable errors and improvement of MBIR in our study seems to be larger than in the previous study.
A comparison on coefficient estimation methods in single index models
Choi, Young-Woong ; Kang, Kee-Hoon ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1171~1180
It is well known that the asymptotic convergence rates of nonparametric regression estimator gets worse as the dimension of covariates gets larger. One possible way to overcome this problem is reducing the dimension of covariates by using single index models. Two coefficient estimation methods in single index models are introduced. One is semiparametric least square estimation method, which tries to find approximate solution by using iterative computation. The other one is weighted average derivative estimation method, which is non-iterative method. Both of these methods offer the parametric convergence rate to normal distribution. However, practical comparison of these two methods has not been done yet. In this article, we compare these methods by examining the variances of estimators in various models.
A study on the estimation of the credibility in an extended Buhlmann-Straub model
Yi, Min-Jeong ; Go, Han-Na ; Choi, Seung-Kyoung ; Lee, Eui-Yong ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1181~1190
When an insurer develops an insurance product, it is very critical to determine reasonable premiums, which is directly related to insurer's profits. There are three methods to determine premiums. Frist, the insurer utilizes premiums paid to the similar cases to the current one. Second, the insurer calculates premiums based on policyholder's past records. The last method is to combine the first with the second one. Based on the three methods, there are two major theories determining premiums, Limited Fluctuation Credibility Theory not based on statistical models and Greatest Accuracy Credibility Theory based on statistical models. There are well-known methods derived from Greatest Accuracy Credibility Theory, such as, Buhlmann model and Buhlmann-Straub model. In this paper, we extend the Buhlmann-Straub model to accommodate the fact that variability grows according to the number of data in practice and suggest a new non-parametric method to estimate the premiums. The suggested estimation method is also applied to the data gained from simulation and compared with the existing estimation method.
Analysis of the impact on quitting one's first job using the stepwise sequence - based on graduates occupatinal mobility survey
Chung, Woo-Ho ; Lee, Sung-Im ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1191~1201
In this paper, we analyze the impact on quitting one's first job based on "Graduates Occupational Mobility Survey" data given by Korea Employment Information Service. According to the survey, there are a large number of questionnaires on quitting one's first job and so it is not easy to choose among them. We will investigate model selection criteria and apply the procedure proposed by Shtatland et al. (2003) to identify the final model.
Small diagnostic scale for internet addiction
Oh, Kwang-Sik ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1203~1209
Internet addiction is a serious social problem in information society. The purpose of this study is to develope a small diagnostic scale in order to detect internet addiction easily. The reliability and validity of K-scale and Kimberly Young-scale is investigated. Five small diagnostic scale is suggested by factor analysis and regression. The comparision of these small scale is established by correlation coefficient, chi-square test, gamma value of concordance in contingency table. In view of reliability and validity, we suggest a small diagnostic scale. The results of this study may be useful to detect internet addiction by oneself.
Convergence of IT service providers and brick-and-mortar companies in an industrial cluster
Yi, Jun-Sub ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1211~1224
The study derives various anticipated benefits resulting from locating small and medium sized IT service firms in a specific industrial cluster area. The study also derives IT service agility factors to obtain competitive advantages vital to real-time global enterprises. The anticipated benefits were then used to analyze how they improve the firms' agility. Using questionnaire data, factor analyses were used to figure out eight anticipated benefit factors including coordination, information sharing, business costs, speciality, communication, trust improvement, mutual business understanding, and reciprocity. The eight empirically derived benefit factors were then used to examine how they affect the IT service agility including flexibility, speed, responsiveness, and lean efficiency. The results of regression analyses showed that each one of the anticipated benefit factors except communication influence one or more IT service agility factors.
Development of educational software for coarse classifying and model evaluation in credit scoring
Jung, Ki-Mun ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1225~1235
The coarse classifying procedure in credit scoring splits the values of a continuous characteristic into bands and the values of a discrete characteristic into groups of values. Also, the scorecard degrades over time and thus we should adjust the cut-off score being used. However, the coarse classifying and the adjustment of cut-off score in credit scoring are very complicate and troublesome procedure. Thus, in this paper, we develop a software for the coarse classifying and the model evaluation by using Visual Basic Language. By using the developed software, we can find the best split in the coarse classifying and the optimal cut-off score in the model evaluation.
Estimation of the incubation period of P. vivax malaria in Korea from 2006 to 2008
Nah, Kyeong-Ah ; Choi, Il-Su ; Kim, Yong-Kuk ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1237~1242
Based on the detailed travel history of cases from 2006 to 2008 who reside in non-malarious areas, statistical estimates of the incubation periods were obtained. The data suggest that cases fall into two categories with short- and long-term incubation periods, respectively. 72 and 25 cases successfully met our criteria for inferring the durations of short- and long-term incubation periods. The mean short- and long-term incubation periods were estimated to be 25.42 days and 328.6 days weeks, respectively.
Sample size comparison for two independent populations
Ko, Hae-Won ; Kim, Dong-Jae ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1243~1251
For clinical trials, it is common to compare the placebo and new drug. The method of calculating a sample size for two independent populations are the t-test that is used for parametric methods, and the Wilcoxon rank-sum test that is used in the non-parametric methods. In this paper, we propose a method that is using Kim's (1994) statistic power based on the linear placement statistic, which was proposed by Orban and Wolfe (1982). We also compare the sample size for the proposed method with that for using Wang et al. (2003)'s sample size formula which is based on Wilcoxon rank-sum test, and with that of t-test for parametric methods.
Developing the predictive model for stomach cancer using data mining
Park, Il-Su ; Han, Jun-Tae ; Kang, Suk-Bok ; Ji, Jae-Hoon ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1253~1261
We develope the predictive model for the incidence of the stomach cancer by utilizing the health screening data of the National Health Insurance in Korea. We also explore the characteristics for the stomach cancer. We perform the logistic regression analysis using the data mining methodology and use SAS Enterprise Miner 4.1. This study shows that there exists a higher rate of the stomach cancer for males than females. Our study confirms that the major influencing factors for the incidence of the stomach cancer are age, drinking and a family history of cancer, lack of exercise. For man, the age is the most important determinant of the stomach cancer incidence, whereas the drinking is the most important determinant of the stomach cancer incidence for women.
A statistical analysis on the selection of the optimal covariance matrix pattern for the cholesterol data
Jo, Jin-Nam ; Baik, Jai-Wook ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1263~1270
Sixty patients were divided into three groups. Each group of twenty persons had fed on different diet foods over 5 weeks. Cholesterol had been measured repeatedly five times at an interval of a week during 5 weeks. It resulted from mixed model analysis of repeated measurements data that homogeneous toeplitz covariance matrix pattern was selected as the optimal covariance pattern. The correlations between measurements of different times for the covariance matrix are somewhat highly correlated as 0.64-0.78. Based upon the homogeneous toeplitz covariance pattern model, the time effect was found to be highly significant, but the treatment effect and treatment-time interaction effect were found to be insignificant.
Support vector machine and multifactor dimensionality reduction for detecting major gene interactions of continuous data
Lee, Jea-Young ; Lee, Jong-Hyeong ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1271~1280
We have used multifactor dimensionality reduction (MDR) method to study genegene interaction effect of statistical model in general. But, MDR method could not be applied in the continuous data. In this paper, continuous-type data by the support vector machine (SVM) algorithm are proposed to the MDR method which provides an introduction to the technique. Also we apply the method on the identify major interaction effects of single nucleotide polymorphisms (SNPs) responsible for economic traits in a Korean cattle population.
A study on the distribution of the distance of Mal movement in Yut board game
Kim, Do-Hyeong ; Oh, Chang-Hyuck ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1281~1288
We consider Yut board game with four Yut sticks which are of the same shape and the same size so that they have the same probability of showing back when they are tossed. Since, in Yut board game, a player have to toss four sticks one more when sawi Mo or sawi Yut appears, the player may be interested in the distance which Mal can move in one's turn. Therefore, the probability mass function of the distance is obtained and probabilities with several values of back probability are summarized in a table. Also, the expectation, the variance, the skewness, and the kurtosis of the distribution are calculated and their values are also tablized for some values of back probability.
Statistical process control of dye solution stream using spectrophotometer
Lee, Won-Jae ; Cho, Gyo-Young ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1289~1303
The need for statistical process control to check the performance of a process is becoming more important in chemical and pharmaceutical industries. This study illustrates the method to determine whether a process is in control and how to produce and interpret control charts. In the experiment, a stream of green dyed water and a stream of pure water were continuously mixed in the process. The concentration of the dye solution was measured before and after the mixer via a spectrophotometer. The in-line mixer provided benefits to the dye and water mixture but not for the stock dye solution. The control charts were analyzed, and the pre-mixer process was in control for both the stock and mixed solutions. The R and X-bar charts showed virtually all of the points within control limits, and there were no patterns in the X-bar charts to suggest nonrandom data. However, the post-mixer process was shown to be out of control. While the R charts showed variability within the control limits, the X-bar charts were out of control and showed a steady increase in values, suggesting that the data was nonrandom. This steady increase in dye concentration was due to discontinuous, non-steady state flow. To improve the experiment in the future, a mixer could be inserted into the stock dye tank. The mixer would ensure that the dye concentration of the stock solution is more uniform prior to entering the pre-mixer ow cell. Overall, this would create a better standard to judge the water and dye mixture data against as well.
The CUSUM test for stochastic volatility models
Kim, Moo-Sup ; Lee, Sang-Yeol ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1305~1310
In this paper, we consider a change point test for stochastic volatility models. By considering the relation between moments of the logarithms of squared returns and the parameters, we construct the cusum test to detect changes of the parameters. We also carry out a simulation study and verify that the proposed test is more powerful than the cusum test proposed by Kokoszka and Leipus (2000).
A continuous time asymmetric power GARCH process driven by a L
Lee, Oe-Sook ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1311~1317
A continuous time asymmetric power GARCH(1,1) model is suggested, based on a single background driving L
vy process. The stochastic differential equation for the given process is derived and the strict stationarity and kth order moment conditions are examined.
Restricted support vector quantile regression without crossing
Shim, Joo-Yong ; Lee, Jang-Taek ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1319~1325
Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.
Noninformative priors for the common location parameter in half-t distributions
Kang, Sang-Gil ; Kim, Dal-Ho ; Lee, Woo-Dong ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1327~1335
In this paper, we want to develop objective priors for the common location parameter in two half-t distributions with unequal scale parameters. The half-t distribution is a non-regular class of distribution. One can not develop the reference prior by using the algorithm of Berger of Bernardo (1989). Specially, we derive the reference priors and prove the propriety of joint posterior distribution under the developed priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.
Linkages between the Korea and Asia-Pacic stock markets
Shin, Yang-Gyu ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1337~1341
The paper investigates linkages between the Korea stock market and each of the major Asia-Pacific stock markets, namely those of the Japan, China, Australia, New-Zealand, We employs the Johansen technique to test for pairwise cointergration between the Korea stock market and each of the major Asia-Pacific stock markets. The major stock indices of the markets are used, from 1 September 2006 to 31 August 2010. The results from the test implies that the Korea market is not cointergrated with any of the major Asia-Pacific markets during the period. Our study implies that there are no long-run linkages between the Korea and any of the major Asia-Pacific stock markets.
Two Bayesian methods for sample size determination in clinical trials
Kwak, Sang-Gyu ; Kim, Dal-Ho ; Shin, Im-Hee ; Kim, Ho-Gak ; Kim, Sang-Gyung ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1343~1351
Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.
On the clustering of huge categorical data
Kim, Dae-Hak ;
Journal of the Korean Data and Information Science Society, volume 21, issue 6, 2010, Pages 1353~1359
Basic objective in cluster analysis is to discover natural groupings of items. In general, clustering is conducted based on some similarity (or dissimilarity) matrix or the original input data. Various measures of similarities between objects are developed. In this paper, we consider a clustering of huge categorical real data set which shows the aspects of time-location-activity of Korean people. Some useful similarity measure for the data set, are developed and adopted for the categorical variables. Hierarchical and nonhierarchical clustering method are applied for the considered data set which is huge and consists of many categorical variables.