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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Korean Journal of Applied Statistics
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Journal DOI :
The Korean Statistical Society
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Volume & Issues
Volume 22, Issue 6 - Dec 2009
Volume 22, Issue 5 - Oct 2009
Volume 22, Issue 4 - Aug 2009
Volume 22, Issue 3 - Jun 2009
Volume 22, Issue 2 - Apr 2009
Volume 22, Issue 1 - Feb 2009
Selecting the target year
Design of Variance CUSUM
Lee, Eun-Kyung ; Hong, Sung-Hoon ; Lee, Yoon-Dong ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1131~1142
DOI : 10.5351/KJAS.2009.22.6.1131
We suggest a fast and accurate algorithm to compute ARLs of CUSUM chart for controling process variance. The algorithm solves the characteristic integral equations of CUSUM chart (for controling variance). The algorithm is directly applicable for the cases of odd sample sizes. When the sample size is even, by using well-known approximation algorithm combinedly with the new algorithm for neighboring odd sample sizes, we can also evaluate the ARLs of CUSUM charts efficiently and accurately. Based on the new algorithm we consider the optimal design of upward and downward CUSUM charts for controling process variance.
Climate Prediction by a Hybrid Method with Emphasizing Future Precipitation Change of East Asia
Lim, Yae-Ji ; Jo, Seong-Il ; Lee, Jae-Yong ; Oh, Hee-Seok ; Kang, Hyun-Suk ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1143~1152
DOI : 10.5351/KJAS.2009.22.6.1143
A canonical correlation analysis(CCA)-based method is proposed for prediction of future climate change which combines information from ensembles of atmosphere-ocean general circulation models(AOGCMs) and observed climate values. This paper focuses on predictions of future climate on a regional scale which are of potential economic values. The proposed method is obtained by coupling the classical CCA with empirical orthogonal functions(EOF) for dimension reduction. Furthermore, we generate a distribution of climate responses, so that extreme events as well as a general feature such as long tails and unimodality can be revealed through the distribution. Results from real data examples demonstrate the promising empirical properties of the proposed approaches.
Recurrence Plots as an Exploratory Graphical Tool for Evaluating Randomness
Jang, Dae-Heung ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1153~1165
DOI : 10.5351/KJAS.2009.22.6.1153
There are many traditional statistical tests for randomness. We can consider recurrence plots as an exploratory graphical tool for evaluating randomness.
A Comparative Study of the Relationship between Port Effeciency and Ownership Structure
Hwang, Jin-Soo ; Jorn, Hong-Suk ; Kan, Sung-Chan ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1167~1176
DOI : 10.5351/KJAS.2009.22.6.1167
Few studies have investigated the quantitative relationship between port ownership structure and port efficiency with mixed results. This paper therefore contributes to the empirical literature by investigating the impact of port privatization on port efficiency using sample data drawn from the world's major ports. Moreover, this study applies the Bayesian approach to estimate the impact of port ownership on port efficiency. We fit Bayesian stochastic frontier model which is introduced by Griffin and Steel (2007) by WinBUGS. World's 25 main ports data are used for analysis. Based on MCMC sampling, we estimate parameters of the model and efficiency index of each ports. Moreover, we add estimates from package Frontier 4.1c in order to compare them with Bayesian results.
A Study for Traffic Forecasting Using Traffic Statistic Information
Choi, Bo-Seung ; Kang, Hyun-Cheol ; Lee, Seong-Keon ; Han, Sang-Tae ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1177~1190
DOI : 10.5351/KJAS.2009.22.6.1177
The traffic operating speed is one of important information to measure a road capacity. When we supply the information of the road of high traffic by using navigation, offering the present traffic information and the forecasted future information are the outstanding functions to serve the more accurate expected times and intervals. In this study, we proposed the traffic speed forecasting model using the accumulated traffic speed data of the road and highway and forecasted the average speed for each the road and high interval and each time interval using Fourier transformation and time series regression model with trigonometrical function. We also propose the proper method of missing data imputation and treatment for the outliers to raise an accuracy of the traffic speed forecasting and the speed grouping method for which data have similar traffic speed pattern to increase an efficiency of analysis.
A CUSUM Chart for Detecting Mean Shifts of Oscillating Pattern
Lee, Jae-June ; Kim, Duk-Rae ; Lee, Jong-Seon ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1191~1201
DOI : 10.5351/KJAS.2009.22.6.1191
The cumulative sum(CUSUM) control charts are typically used for detecting small level shifts in process control. To control an auto-correlated process, the model-based control methods can be employed, in which the residuals from fitting a time series model are applied to the CUSUM chart. However, the persistent level shifts in the original process may lead to varying mean shifts in residuals, which may deteriorate detection performance significantly. Therefore, in this paper, focussing on ARMA(1,1), we propose a new CUSUM type control method which can detect the dynamic mean shifts in residuals especially with oscillating pattern effectively and, through the simulation study, evaluate its performance by comparing with other various CUSUM type control methods introduced so far.
Comparison Study of Time Series Clustering Methods
Hong, Han-Woom ; Park, Min-Jeong ; Cho, Sin-Sup ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1203~1214
DOI : 10.5351/KJAS.2009.22.6.1203
In this paper we introduce the time series clustering methods in the time and frequency domains and discuss the merits or demerits of each method. We analyze 15 daily stock prices of KOSPI 200, and the nonparametric method using the wavelet shows the best clustering results. For the clustering of nonstationary time series using the spectral density, the EMD method remove the trend more effectively than the differencing.
Using Generalized Additive Partial Linear Model for Constructing Underwriting System
Ki, Seung-Do ; Kang, Kee-Hoon ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1215~1227
DOI : 10.5351/KJAS.2009.22.6.1215
Underwriting refers to the process that the insurance company measures the potential risk of the future clients and decide whether insuring them with current premium. Although the traditional underwriting system used in Korean automobile insurance market is easy to understand, it is not based on a reliable statistical procedure. In this paper, we propose to apply the generalized additive model into construction of underwriting system, which is based on statistical analysis. We use automobile insurance data in Korea and apply our approach to the data. The results from the empirical analysis would be useful even for determining the significance of each variable in calculating automobile insurance premium.
A Recommending System for Care Plan(Res-CP) in Long-Term Care Insurance System
Han, Eun-Jeong ; Lee, Jung-Suk ; Kim, Dong-Geon ; Ka, Im-Ok ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1229~1237
DOI : 10.5351/KJAS.2009.22.6.1229
In the long-term care insurance(LTCI) system, the question of how to provide the most appropriate care has become a major issue for the elderly, their family, and for policy makers. To help beneficiaries use LTC services appropriately to their needs of care, National Health Insurance Corporation(NHIC) provide them with the individualized care plan, named the Long-term Care User Guide. It includes recommendations for beneficiaries' most appropriate type of care. The purpose of this study is to develop a recommending system for care plan(Res-CP) in LTCI system. We used data set for Long-term Care User Guide in the 3rd long-term care insurance pilot programs. To develop the model, we tested four models, including a decision-tree model in data-mining, a logistic regression model, and a boosting and boosting techniques in an ensemble model. A decision-tree model was selected to describe the Res-CP, because it may be easy to explain the algorithm of Res-CP to the working groups. Res-CP might be useful in an evidence-based care planning in LTCI system and may contribute to support use of LTC services efficiently.
Study Gene Interaction Effect Based on Expanded Multifactor Dimensionality Reduction Algorithm
Lee, Jea-Young ; Lee, Ho-Guen ; Lee, Yong-Won ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1239~1247
DOI : 10.5351/KJAS.2009.22.6.1239
Study the gene about economical characteristic of human disease or domestic animal is a matter of grave interest, preserve and elevation of gene of Korea cattle is key subject. Studies have been done on the gene of Korea cattle using EST based SNP map, but it is based on statistical model, therefore there are difference between real position and statistical position. These problems are solved using both EST_based SNP map and Gene on sequence by Lee et al. (2009b). We have used multifactor dimensionality reduction(MDR) method to study interaction effect of statistical model in general. But MDR method cannot be applied in all cases. It can be applied to the only case-control data. So, method is suggested E-MDR method using CART algorithm. Also we identified interaction effects of single nucleotide polymorphisms(SNPs) responsible for average daily gain(ADG) and marbling score(MS) using E-MDR method.
Sample Size Determination of Univariate and Bivariate Ordinal Outcomes by Nonparametric Wilcoxon Tests
Park, Hae-Gang ; Song, Hae-Hiang ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1249~1263
DOI : 10.5351/KJAS.2009.22.6.1249
The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.
Modelling for Repeated Measures Data with Composite Covariance Structures
Lee, Jae-Hoon ; Park, Tae-Sung ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1265~1275
DOI : 10.5351/KJAS.2009.22.6.1265
In this paper, we investigated the composite covariance structure models for repeated measures data with multiple repeat factors. When the number of repeat factors is more than three, it is infeasible to fit the composite covariance models using the existing statistical packages. In order to fit the composite covariance structure models to real data, we proposed two approaches: the dimension reduction approach for repeat factors and the random effect model approximation approach. Our proposed approaches were illustrated by using the blood pressure data with three repeat factors obtained from 883 subjects.
On Convergence of Stratification Algorithms for Skewed Populations
Park, In-Ho ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1277~1287
DOI : 10.5351/KJAS.2009.22.6.1277
For stratifying skewed populations, the Lavall
e-Hidiroglou(LH) algorithm is often considered to have a take-all stratum with the largest units and some take-some strata with the middle-size and small units. Related to its iterative nature have been reported some numerical difficulties such as the dependency of the ultimate stratum boundaries to a choice of initial boundaries and the slow convergence to locally-optimum boundaries. The geometric stratification has been recently proposed to provide initial boundaries that can avoid such numerical difficulties in implementing the LH algorithm. Since the geometric stratification does not pursuit the optimization but the equalization of the stratum CVs, the corresponding stratum boundaries may not be (near) optimal. This paper revisits these issues concerning convergence and near-optimality of optimal stratification algorithms using artificial numerical examples. We also discuss the formation of the strata and the sample allocation under the optimization process and some aspects related to discontinuity arisen from the finiteness of both population and sample as well.
Interval Estimation of Population Proportion in a Double Sampling Scheme
Lee, Seung-Chun ; Choi, Byong-Su ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1289~1300
DOI : 10.5351/KJAS.2009.22.6.1289
The double sampling scheme is effective in reducing the sampling cost. However, the doubly sampled data is contaminated by two types of error, namely false-positive and false-negative errors. These would make the statistical analysis more difficult, and it would require more sophisticate analysis tools. For instance, the Wald method for the interval estimation of a proportion would not work well. In fact, it is well known that the Wald confidence interval behaves very poorly in many sampling schemes. In this note, the property of the Wald interval is investigated in terms of the coverage probability and the expected width. An alternative confidence interval based on the Agresti-Coull's approach is recommended.
A Study on the Efficiency of the BLS Nonresponse Adjustment According to the Correlation and Sample Size
Kim, Seok ; Shin, Key-Il ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1301~1313
DOI : 10.5351/KJAS.2009.22.6.1301
Efficiency and sensitivity of BLS adjustment method have been studied and the method is known to provide more accurate estimate of total by using properly adjusted weights of samples. However, BLS methods provide different efficiencies according to the magnitudes of correlation coefficients and the sizes of samples in strata. In this paper we study the efficiency of the BLS adjustment according to the sample sizes and correlations in strata. For this study, 2007 monthly labor survey data is used.
A Study on the Weight Adjustment Method for Household Panel Survey
NamKung, Pyong ; Byun, Jong-Seok ; Lim, Chan-Soo ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1315~1329
DOI : 10.5351/KJAS.2009.22.6.1315
The panel survey is need to have a more concern about a response due to a secession and non-response of a sample. And generally a population is not fixed and continuously changed. Thus, the rotation sample design can be used by the method replacing the panel research. This paper is the study of comparison to equal weight method, Duncan weight, Design weight method, weight share method in rotation sample design. More specifically, this paper compared variance estimators about the existing each method for the efficiency comparison, and to compare the precision using the relative efficiency gain by the Coefficient Variance(CV) after getting the design weight from the actual data.
Method of Deciding Optimal Double Pairs When Players are Ordered
Cho, Dae-Hyeon ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1331~1343
DOI : 10.5351/KJAS.2009.22.6.1331
In this paper, we are interested in tennis games and the best of all matches that is fair to most of all participants. Especially when players are ordered in accordance with their playing ability, we are interested in finding the best of all matches that is even with each other's playing pair. We propose a loss function And using our proposed loss function, we get a best match that obtains the minimal loss according to the number of games for given participants.
The Use of Generalized Gamma-Polynomial Approximation for Hazard Functions
Ha, Hyung-Tae ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1345~1353
DOI : 10.5351/KJAS.2009.22.6.1345
We introduce a simple methodology, so-called generalized gamma-polynomial approximation, based on moment-matching technique to approximate survival and hazard functions in the context of parametric survival analysis. We use the generalized gamma-polynomial approximation to approximate the density and distribution functions of convolutions and finite mixtures of random variables, from which the approximated survival and hazard functions are obtained. This technique provides very accurate approximation to the target functions, in addition to their being computationally efficient and easy to implement. In addition, the generalized gamma-polynomial approximations are very stable in middle range of the target distributions, whereas saddlepoint approximations are often unstable in a neighborhood of the mean.
A Robust Test for Location Parameters in Multivariate Data
So, Sun-Ha ; Lee, Dong-Hee ; Jung, Byoung-Cheo ;
Korean Journal of Applied Statistics, volume 22, issue 6, 2009, Pages 1355~1364
DOI : 10.5351/KJAS.2009.22.6.1355
This work propose a robust test for location parameters in multivariate data based on MVE and MCD with the affine equivariance and the high-breakdown properties. We consider the hypothesis testing satisfying high efficiency and high test power simultaneously to bring in the one-step reweighting procedure upon high-breakdown estimators, which generally suffer from the low efficiency and, as a result, usually used only in the exploratory analysis. Monte Carlo study shows that the suggested method retains nominal significance levels and higher testing power without regard to various population distributions than a Hotelling's
test. In an example, a data set containing known outliers does not make an influence toward our proposal, while it renders a Hotelling's