• Communications for Statistical Applications and Methods
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• 제26권4호
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• pp.359-370
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• 2019

Grouping structures in covariates are often ignored in regression models. Recent statistical developments considering grouping structure shows clear advantages; however, reflecting the grouping structure on the quantile regression model has been relatively rare in the literature. Treating the grouping structure is usually conducted by employing a group penalty. In this work, we explore the idea of group penalty to the quantile regression models. The grouping structure is assumed to be known, which is commonly true for some cases. For example, group of dummy variables transformed from one categorical variable can be regarded as one group of covariates. We examine the group quantile regression models via two real data analyses and simulation studies that reveal the beneficial performance of group quantile regression models to the non-group version methods if there exists grouping structures among variables.

• Communications for Statistical Applications and Methods
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• 제22권1호
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• pp.41-54
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• 2015

In this article, we propose nonconcave penalties on a reduced-rank regression model to select variables and estimate coefficients simultaneously. We apply HARD (hard thresholding) and SCAD (smoothly clipped absolute deviation) symmetric penalty functions with singularities at the origin, and bounded by a constant to reduce bias. In our simulation study and real data analysis, the new method is compared with an existing variable selection method using $L_1$ penalty that exhibits competitive performance in prediction and variable selection. Instead of using only one type of penalty function, we use two or three penalty functions simultaneously and take advantages of various types of penalty functions together to select relevant predictors and estimation to improve the overall performance of model fitting.

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.481-490
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• 2013

Classification is an important research area as data can be easily obtained even if the number of predictors becomes huge. The support vector machine(SVM) is widely used to classify a subject into a predetermined group because it gives sound theoretical background and better performance than other methods in many applications. The SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of $L_2$ penalty function Fan and Li (2001) proposed the smoothly clipped absolute deviation(SCAD) satisfying good statistical properties. Despite the ability of SVMs, they have drawbacks of non-robustness when there are outliers in the data. We develop a robust SVM method using a weight function with the SCAD penalty function based on the local quadratic approximation. We compare the performance of the proposed SVM with the SVM using the $L_1$ and $L_2$ penalty functions.

• 한국경영과학회지
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• 제38권2호
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• pp.141-157
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• 2013

In this paper, we consider the minimization of the total weighted earliness-tardiness penalty of jobs, regarding the partial precedences between jobs. We present an optimal scheduling algorithm in O(n(n+m log m)) where n is the number of jobs and m is the number of partial precedences. In the algorithm, the optimal schedule is constructed iteratively by considering each group of contiguous jobs as a block that is represented by a tree.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2003년도 춘계학술대회
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• pp.285-290
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• 2003

There is only one server available and arriving work require services from this server. Job are processed by the machine one at a time. The most common objective is to sequence jobs on the severs so as to minimize the penalty for being late, commonly called tardiness penalty Based on other objectives, many criteria may serve as s basis for developing job schedules. Therefore, this study tries to proposed that Scheduling by customer needs group for minimizing the problem and reducing inventory, product development time, cycle time, and order lead time.

• 한국시뮬레이션학회논문지
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• 제19권4호
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• pp.1-9
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• 2010

본 논문에서는 여객선의 승객 비상 탈출 시뮬레이션을 구현하였다. 승객의 행동에 미치는 요인 중 연령, 성별을 고려하여 승객 개인의 보행 속도에 반영하는 속도 기반 모델을 사용하였다. 승객들의 집단 이동을 구현하기 위해 플로킹 알고리즘을 적용하였다. 장애물과의 충돌 회피 및 승객 간의 위치가 겹치는 현상을 방지하기 위해 페널티 보행 속도를 도입하였다. 이 알고리즘을 이용하여 여객선의 승객 탈출 규정인 IMO (International Maritime Organization) MSC (Maritime Safety Committee) Circ.1238에서 정의한 11가지 시험 문제에 적용하였다. 시험 문제를 통해 승객의 위치가 겹치는 현상이 없이 시뮬레이션 되는 것을 확인하였다.

• Safety and Health at Work
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• 제12권1호
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• pp.20-27
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• 2021

Background: Incentive and penalty (I/P) programs are commonly used to increase employees' safety outcomes, but its influence on employees' safety outcomes is under-investigated. Moreover, under developed economies lack safety culture and there is dearth of literature focusing on empirical studies over there [1]. Based on these gaps, this study attempts to see the impact of I/P programs on safety outcomes in a developing country. Methods: The study was carried out in three stages, where Stage I revealed that selected 45 organizations were deficit of safety culture and practices, while only three firms were found good at safety practices. At Stage II, these three firms were divided in two clusters (groups), and were probed further at Stage III. At this stage group, one was manipulated by providing incentives (experimental group) and employees' responses in terms of safety motivation and performance were noticed. Results: It was observed that the experimental group's safety motivation and performance had improved (both for immediate and 1-month later performance). The results were further probed at Phase 3 (after 3 months), where it was found that the benefits of I/P programs were not long lasting and started replenishing. Conclusion: Findings of the study helped researchers conclude that safety incentives have only short-term influence on safety outcomes, while a long-term and permanent solution should be found.

• 응용통계연구
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• 제30권1호
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• pp.135-145
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• 2017

주성분 분석(principal component analysis; PCA)은 서로 상관되어 있는 다변량 자료의 차원을 축소하는 대표적인 기법으로 많은 다변량 분석에서 활용되고 있다. 하지만 주성분은 모든 변수들의 선형결합으로 이루어지므로, 그 결과의 해석이 어렵다는 한계가 있다. sparse PCA(SPCA) 방법은 elastic net 형태의 벌점함수를 이용하여 보다 성긴(sparse) 적재를 가진 수정된 주성분을 만들어주지만, 변수들의 그룹구조를 이용하지 못한다는 한계가 있다. 이에 본 연구에서는 기존 SPCA를 개선하여, 자료가 그룹화되어 있는 경우에 유의한 그룹을 선택함과 동시에 그룹 내 불필요한 변수를 제거할 수 있는 새로운 주성분 분석 방법을 제시하고자 한다. 그룹과 그룹 내 변수 구조를 모형 적합에 이용하기 위하여, sparse 주성분 분석에서의 elastic net 벌점함수 대신에 계층적 벌점함수 형태를 고려하였다. 또한 실제 자료의 분석을 통해 제안 방법의 성능 및 유용성을 입증하였다.

• Communications for Statistical Applications and Methods
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• 제29권4호
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• pp.441-451
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• 2022

In the era of bigdata, scalability is a crucial issue in learning models. Among many others, the Alternating Direction of Multipliers (ADMM, Boyd et al., 2011) algorithm has gained great popularity in solving large-scale problems efficiently. In this article, we propose applying the ADMM algorithm to solve the least square problem penalized by the pairwise-difference penalty, frequently used to identify group structures among coefficients. ADMM algorithm enables us to solve the high-dimensional problem efficiently in a unified fashion and thus allows us to employ several different types of penalty functions such as LASSO, Elastic Net, SCAD, and MCP for the penalized problem. Additionally, the ADMM algorithm naturally extends the algorithm to distributed computation and real-time updates, both desirable when dealing with large amounts of data.

• Asian-Australasian Journal of Animal Sciences
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• 제32권9호
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• pp.1349-1354
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• 2019

Objective: The objective of this study was to determine the best approach for handling missing records of first to successful insemination (FS) in Japanese Black heifers. Methods: Of a total of 2,367 records of heifers born between 2003 and 2015 used, 206 (8.7%) of open heifers were missing. Four penalty methods based on the number of inseminations were set as follows: C1, FS average according to the number of inseminations; C2, constant number of days, 359; C3, maximum number of FS days to each insemination; and C4, average of FS at the last insemination and FS of C2. C5 was generated by adding a constant number (21 d) to the highest number of FS days in each contemporary group. The bootstrap method was used to compare among the 5 methods in terms of bias, mean squared error (MSE) and coefficient of correlation between estimated breeding value (EBV) of non-censored data and censored data. Three percentages (5%, 10%, and 15%) were investigated using the random censoring scheme. The univariate animal model was used to conduct genetic analysis. Results: Heritability of FS in non-censored data was $0.012{\pm}0.016$, slightly lower than the average estimate from the five penalty methods. C1, C2, and C3 showed lower standard errors of estimated heritability but demonstrated inconsistent results for different percentages of missing records. C4 showed moderate standard errors but more stable ones for all percentages of the missing records, whereas C5 showed the highest standard errors compared with noncensored data. The MSE in C4 heritability was $0.633{\times}10^{-4}$, $0.879{\times}10^{-4}$, $0.876{\times}10^{-4}$ and $0.866{\times}10^{-4}$ for 5%, 8.7%, 10%, and 15%, respectively, of the missing records. Thus, C4 showed the lowest and the most stable MSE of heritability; the coefficient of correlation for EBV was 0.88; 0.93 and 0.90 for heifer, sire and dam, respectively. Conclusion: C4 demonstrated the highest positive correlation with the non-censored data set and was consistent within different percentages of the missing records. We concluded that C4 was the best penalty method for missing records due to the stable value of estimated parameters and the highest coefficient of correlation.