Chansoo Kim

Bayesian Changepoint Analysis of the Annual Maximum of Daily and Subdaily Precipitation over South Korea

Abstract Bayesian changepoint analysis is applied to detect a change point in the 30-year (1976–2005) time series of the area-averaged annual maximum precipitation (A3MP) for the six accumulated time periods (1, 3, 6, 12, 24, and 48 h) over South Korea. Using noninformative priors, Bayesian model selection is performed by posterior probability through the Bayes factor, and the exact Bayes estimators of the parameters and unknown change point for the selected change model are obtained. To investigate the significance of the mean differences in the six A3MP between before and after the change point, posterior probability and 90% highest posterior density credible intervals are examined. The results show that a single change occurred around 1997 in the A3MP without regard to the accumulated time periods over South Korea. This is strongly consistent with the abrupt increases in the intensity and frequency of heavy precipitation after 1997. The A3MP after the change point (1997) significantly increased more th...

Rician nonlocal means denoising for MR images using nonparametric principal component analysis

Denoising is always a challenging problem in magnetic resonance imaging (MRI) and is important for clinical diagnosis and computerized analysis, such as tissue classification and segmentation. The noise in MRI has a Rician distribution. Unlike additive Gaussian noise, Rician noise is signal dependent, and separating the signal from the noise is a difficult task. In this paper, we propose a useful alternative of the nonlocal mean (NLM) filter that uses nonparametric principal component analysis (NPCA) for Rician noise reduction in MR images. This alternative is called the NPCA-NLM filter, and it results in improved accuracy and computational performance. We present an applicable method for estimating smoothing kernel width parameters for a much larger set of images and demonstrate that the number of principal components for NPCA is robust to variations in the noise as well as in images. Finally, we investigate the performance of the proposed filter with the standard NLM filter and the PCA-NLM filter on MR images corrupted with various levels of Rician noise. The experimental results indicate that the NPCA-NLM filter is the most robust to variations in images, and shows good performance at all noise levels tested.

Estimation of the scale parameter of the Rayleigh distribution with multiply type–II censored sample

Based on a multiply type-II censored sample, the maximum likelihood estimator (MLE) and Bayes estimator for the scale parameter and the reliability function of the Rayleigh distribution are derived. However, since the MLE does not exist an explicit form, an approximate MLE which is the maximizer of an approximate likelihood function will be given. The comparisons among estimators are investigated through Monte Carlo simulations. An illustrative example with the real data concerning the 23 ball bearing in the life test is presented.

Prospects of Using Bayesian Model Averaging for the Calibration of One-Month Forecasts of Surface Air Temperature over South Korea

In this study, we investigated the prospect of calibrating probabilistic forecasts of surface air temperature (SAT) over South Korea by using Bayesian model averaging (BMA). We used 63 months of simulation results from four regional climate models (RCMs) with two boundary conditions (NCEP-DOE and ERA-interim) over the CORDEX East Asia. Rank histograms and residual quantile-quantile (R-Q-Q) plots showed that the simulation skills of the RCMs differ according to season and geographic location, but the RCMs show a systematic cold bias irrespective of season and geographic location. As a result, the BMA weights are clearly dependent on geographic location, season, and correlations among the models. The one-month equal weighted ensemble (EWE) outputs for the 59 stations over South Korea were calibrated using the BMA method for 48 monthly time periods based on BMA weights obtained from the previous 15 months of training data. The predictive density function was calibrated using BMA and the individual forecasts were weighted according to their performance. The raw ensemble forecasts were assessed using the flatness of the rank histogram and the R-Q-Q plot. The results showed that BMA improves the calibration of the EWE and the other weighted ensemble forecasts irrespective of season, simulation skill of the RCM, and geographic location. In addition, deterministic-style BMA forecasts usually perform better than the deterministic forecast of the single best member.

Change-Point Analysis of Tropical Night Occurrences for Five Major Cities in Republic of Korea

Bayesian change-point analysis is applied to detect a change-point in the occurrences of tropical night (TN) days in the 50-year time series data for five major cities in Republic of Korea. A TN day is simply defined as a day when the daily minimum temperature is greater than 25∘C. A Bayesian analysis is performed for detecting a change-point at an unknown time point in the TN day frequency time series, which is modeled by an independent Poisson random variable. The results showed that a single change occurred around 1993 for three cities (Seoul, Incheon, and Daegu). However, when we excluded the extraordinary year, 1994, a single change occurred around 1993 only in Seoul and Daegu. The average number of TN days in Seoul and Daegu increased significantly, by more than 150%, after the change-point year. The abrupt increase in TN day frequency in two cities over Republic of Korea around 1993 may be related to the significant decadal change in the East Asian summer monsoon around the mid 1990s and to rapid urbanization.

Simultaneous Estimation of Poisson Means under Weighted Entropy Loss

Let X1, ... , X p be p independent Poisson random variables. The problem is to 5imultaneously estimate the unknown parameters under the weighted entropy loss. Two different classes of dominating estimators are obtained by solving certain difference inequality. Using Monte Carlo method, we compute the risk improvement for the simultaneous estimation of the Poisson means.

Comparison of prediction performance using statistical postprocessing methods

As the 2018 Winter Olympics are to be held in Pyeongchang, both general weather information on Pyeongchang and specific weather information on this region, which can affect game operation and athletic performance, are required. An ensemble prediction system has been applied to provide more accurate weather information, but it has bias and dispersion due to the limitations and uncertainty of its model. In this study, homogeneous and nonhomogeneous regression models as well as Bayesian model averaging (BMA) were used to reduce the bias and dispersion existing in ensemble prediction and to provide probabilistic forecast. Prior to applying the prediction methods, reliability of the ensemble forecasts was tested by using a rank histogram and a residualquantile-quantile plot to identify the ensemble forecasts and the corresponding verifications. The ensemble forecasts had a consistent positive bias, indicating over-forecasting, and were under-dispersed. To correct such biases, statistical post-processing methods were applied using fixed and sliding windows. The prediction skills of methods were compared by using the mean absolute error, root mean square error, continuous ranked probability score, and continuous ranked probability skill score. Under the fixed window, BMA exhibited better prediction skill than the other methods in most observation station. Under the sliding window, on the other hand, homogeneous and non-homogeneous regression models with positive regression coefficients exhibited better prediction skill than BMA. In particular, the homogeneous regression model with positive regression coefficients exhibited the best prediction skill.

Bayesian meta-analysis using skewed elliptical distributions

Meta-analysis refers to a quantitative method for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution proposed originally by Chen, Dey, and Shao [M. H. Chen, D. K. Dey, Q. M. Shao, A new skewed link model for dichotomous quantal response data, J. Amer. Statist. Assoc. 94 (1983), pp. 1172–1186.] and Branco and Dey [D. Branco and D.K. Dey, A general class of multivariate skew-elliptical distributions, J. Multivariate Anal. 79, pp. 99–113.]. These rich classes of models combine the information of independent studies, allowing investigation of variability both between and within studies and incorporating weight functions. We constructed a detailed computational scheme under skewed normal and skewed Students t distribution using the MCMC method. Bayesian model selection was conducted by Bayes factor under a different skewed error. Finally, we illustrated our methodology using a real data example taken from Johnson [M.F. Johnson, Comparative efficacy of Naf and SMFP dentifrices in caries prevention: a meta-analysis overview, J Eur. Organ. Caries Res. 27 (1993), pp. 328–336.].

Comparison of Statistical Post-Processing Methods for Probabilistic Wind Speed Forecasting

In this study, the statistical post-processing methods that include bias-corrected and probabilistic forecasts of wind speed measured in PyeongChang, which is scheduled to host the 2018 Winter Olympics, are compared and analyzed to provide more accurate weather information. The six post-processing methods used in this study are as follows: mean bias-corrected forecast, mean and variance bias-corrected forecast, decaying averaging forecast, mean absolute bias-corrected forecast, and the alternative implementations of ensemble model output statistics (EMOS) and Bayesian model averaging (BMA) models, which are EMOS and BMA exchangeable models by assuming exchangeable ensemble members and simplified version of EMOS and BMA models. Observations for wind speed were obtained from the 26 stations in PyeongChang and 51 ensemble member forecasts derived from the European Centre for Medium-Range Weather Forecasts (ECMWF Directorate, 2012) that were obtained between 1 May 2013 and 18 March 2016. Prior to applying the post-processing methods, reliability analysis was conducted by using rank histograms to identify the statistical consistency of ensemble forecast and corresponding observations. Based on the results of our study, we found that the prediction skills of probabilistic forecasts of EMOS and BMA models were superior to the biascorrected forecasts in terms of deterministic prediction, whereas in probabilistic prediction, BMA models showed better prediction skill than EMOS. Even though the simplified version of BMA model exhibited best prediction skill among the mentioned six methods, the results showed that the differences of prediction skills between the versions of EMOS and BMA were negligible.

Intercomparison of prediction skills of ensemble methods using monthly mean temperature simulated by CMIP5 models

This study focuses on an objective comparison of eight ensemble methods using the same data, training period, training method, and validation period. The eight ensemble methods are: BMA (Bayesian Model Averaging), HMR (Homogeneous Multiple Regression), EMOS (Ensemble Model Output Statistics), HMR+ with positive coefficients, EMOS+ with positive coefficients, PEA_ROC (Performance-based Ensemble Averaging using ROot mean square error and temporal Correlation coefficient), WEA_Tay (Weighted Ensemble Averaging based on Taylor’s skill score), and MME (Multi-Model Ensemble). Forty-five years (1961-2005) of data from 14 CMIP5 models and APHRODITE (Asian Precipitation- Highly-Resolved Observational Data Integration Towards Evaluation of Water Resources) data were used to compare the performance of the eight ensemble methods. Although some models underestimated the variability of monthly mean temperature (MMT), most of the models effectively simulated the spatial distribution of MMT. Regardless of training periods and the number of ensemble members, the prediction skills of BMA and the four multiple linear regressions (MLR) were superior to the other ensemble methods (PEA_ROC, WEA_Tay, MME) in terms of deterministic prediction. In terms of probabilistic prediction, the four MLRs showed better prediction skills than BMA. However, the differences among the four MLRs and BMA were not significant. This resulted from the similarity of BMA weights and regression coefficients. Furthermore, prediction skills of the four MLRs were very similar. Overall, the four MLRs showed the best prediction skills among the eight ensemble methods. However, more comprehensive work is needed to select the best ensemble method among the numerous ensemble methods.