- Research Interests
- Time Series Analysis
- Financial Analysis: GARCH models, SV models, Value at Risk
- Applications of DCT: Unit Root Test, Portmanteau Test, Resampling
- Applications of Yeo-Johnson Transformations
- Generalized link functions in GLM and GAM
- Transformation and back-transformation approaches
- Clinical Demonstration for Efficacy of Oriental Medicines
- Machine Learning & Deep Learning
- Publications
- An herbal medicine, Yukgunja-Tang is more effective in a type of functional dyspepsia categorized by facial shape diagnosis: A placebo-controlled, double-blind, randomized trial. Evidence-Based Complementary and Alternative Medicine (2018, SCI). 2018. (with SJ Ko, et al).An algorithm for computing the exact distribution of the Wilcoxon signed-rank statistic. Journal of Korean Statistical Society (2017,SCIE). Vol46:328-338
- Influence of the patient-practitioner interaction context on acupuncture outcomes in functional dyspepsia: study protocol for a multicenter randomized controlled trial. BMC complementary and alternative medicine (2017, SCIE). 17:363 (with Ko, S.J. et al.)
- Comparative Analysis of Tongue Indices between Patients with and without a Self-Reported Yin Deficiency: A Cross-Sectional Study. Evidence-Based Complementary and Alternative Medicine (2017, SCI). Vol 2017:Article ID 1279052. (Kim, S. R. et al)
- Effects of a Herbal Medicine, Yukgunja-Tang, on Functional Dyspepsia Patients Classified by 3-Dimensional Facial Measurement: A Study Protocol for Placebo-Controlled, Double-Blind, Randomized Trial. Evidence-Based Complementary and Alternative Medicine (2017, SCI). Vol 2017:Article ID 2894507. (with Kim, J. et al)
- Individualized Acupuncture for Symptom Relief in Functional Dyspepsia: A Randomized Controlled Trial. The Journal of Alternative and Complementary Medicine (2016, SCI). Vol 22:997-1006. (with Ko, S. J. et al)
- Effect of acupuncture and its influence on cerebral activity in functional dyspepsia patients: study protocol for a randomized controlled trial. Trials (2016, SCIE). Vol 17:183. (with Ko, S. J. et al)
- Comparison of forecasting models of disease occurrence due to the weather in elderly patients.
The Korean Journal of Applied Statistics (2016, KCI). Vol 29:145-155
- Sample Size Determination for One-Sample Location Tests. The Korean Journal of Applied Statistics (2015, KCI). Vol 28:573-581
- Reliability and Validity of the Algometer as a Diagnostic Method of Korean Abdominal Examination. The Journal of Alternative and Complementary Medicine (2014, SCI). Vol
- Effects of Laminaria Japonica Combined with Probiotic Mixture on Intestinal Microbiota: A Randomized Clinical Trial. The Journal of Alternative and Complementary Medicine (2014, SCI). Vol20:A80 (with Ko, S.J et al). Vol 20:A74-75. (with Ko, S.J. et al)
- An Empirical Characteristic Function Approach to Selecting a Transformation to Normality. Communications for Statistical Applications and Methods(2014, KCI). Vol 21:213-224 (with Johnson, R. A. et al)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes : estimating function approach. Journal of the Korean Statistical Society (2014, SCIE). Vol 43:631-641. (with Hwang, S.Y. et al)
- Acupuncture for functional dyspepsia. Trials (2014, SCIE), Vol 15:89. (with G. Han et al.)
- A Test for Randomness of the Binary Random Sequence. The Korean Journal of Applied Statistics(2014, KCI), Vol 14, 115-122
- Laminaria japonica Combined with Probiotics Improves Intestinal Microbiota. Journal OF Medicinal Food (2014, SCI), Vol 17, 76-82. (with S. J. Ko et al.)
- An Empirical Characteristic Function Approach to Selecting a Transformation to Symmetry. Contemporary Developments in Statistical Theory (2014, SCOPUS), 191-202 (with R. A. Johnson)
- Availability of Tongue Diagnosis System for Assessing Tongue Coating Thickness in Patients with Functional Dyspepsia. Evidence-Based Complementary and Alternative Medicine (2013, SCI), Vol 2013, 2013, Article ID 348272 (with J. Kim et al.)
- Effect of Korean Herbal Medicine Combined with a Probiotic Mixture on Diarrhea-Dominant Irritable Bowel Syndrome. Evidence-Based Complementary and Alternative Medicine(2013, SCI), Vol 2013, Article ID 824605 (with S. J. Ko et al.)
- The Effects of Banha-sasim-tang on Dyspeptic Symptoms and Gastric Motility in Cases of Functional Dyspepsia. Evidence-Based Complementary and Alternative Medicine(2013, SCI), Vol 2013, Article ID 265035 (with J. W. Park et al.)
- Yukmijihwang-tang for the treatment of xerostomia in the elderly. Trials (2013, SCIE), Vol 14:281 (with G. Han et al.)
- Prediction of the Number of Food Poisoning Occurrences by Microbes. The Korean Journal of Applied Statistics (2013, KCI), Vol 26, 923-932
- Effect of Korean red ginseng on cold hypersensitivity in the hands and feet. Trials (2013, SCIE), Vol 14:438 (with K. S. Park et al.)
- Analysis of Food Poisoning via Zero Ination Models. The Korean Journal of Applied Statistics (2012, KCI), Vol 25, 859-864 (with H. S. Jung et al.)
- Development of differential criteria on tongue coating thickness in tongue diagnosis. Complementary Therapies in Medicine (2012, SCI), Vol 20, 316-322 (with J. Kim et al.)
- Statistical Interpretation of Economic Bubbles. The Korean Journal of Applied Statistics (2012, KCI), Vol 25, 889-896
- Models for forecasting food poisoning occurrences. Journal of the Korean Data & Information Science Society (2012, KCI), Vol 23, 1117-1125
- A case study on the risk of stepdown ELS. The Korean Journal of Applied Statistics (2011, KCI), Vol 24 (with H. Kim)
- Clustering analysis of Korea's meteorological data. Journal of the Korean Data & Information Science Society (2011, KCI), Vol 22
- Effect of herbal extract granules combined with probiotic mixture on irritable bowel syndrome with diarrhea. Trials (2011, SCIE), Vol 12 (with S. J. Ko et al.)
- A unit root test via a discrete cosine transform. The Korean Journal of Applied Statistics (2011, KCI), Vol 24, 35-43 (with G. Lee)
- Asymptotics in transformed ARMA models. The Korean Communications in Statistics (2011, KCI), Vol 18, 71-78.
- Banha-sasim-tang as an herbal formula for the treatment of functional dyspepsia. Trials (2010, KCI), Vol 11 (with J.W. Park et al.)
- Mean functions based on beta-mixtures in nonhomogeneous Poisson processes. Journal of the Korean Statistical Society (2010, SCIE), Vol 39, 237-244 (with D.K. Kim, D.H. Park)
- Effects of Korean red ginseng on dry mouth: A randomized, double-blind, placebo-controlled trial. Journal of Ginseng Research (2010, SCIE), Vol 34, 183-191. (with J.W. Park et al.)
- VaR estimation via transformed GARCH models. Communications of the Korean Statistical Society (2009), Vol 16, pp 891-901. (with J. Park)
- Prediction value estimation in transformed GARCH models. The Korean Journal of Applied Statistics (2009), Vol 22, pp 971-979. (with J. Park)
- A fast Bayesian detection of change points in long-memory processes. The Korean Journal of Applied Statistics (2009), Vol 22, pp 735-744. (with J. W. Kim, S. Cho)
- Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference. Statistical Methodology (2009), Vol 6, pp 61-69. (with S.Y. Hwang, I.V. Basawa)
- Efficient method of detecting blurry images. Journal of Ubiquitous Convergence Technology (2008), Vol 2, pp 27-39. (with E. Tsomko, H. J. Kim, J. Paik)
- Bayesian inferences for software reliability models based on beta-mixture mean value functions. The Korean Journal of Applied Statistics (2008), Vol 21, pp 835-843. (with S. Nam, K. Kim, S. Cho)
- Small area estimation via generalized estimating equations and the panel analysis of unemployment rates. The Korean Journal of Applied Statistics (2008), Vol 21, pp 665-674. (with K. Son, Y. Kim)
- Estimation of prediction values in ARMA models via the transformation and back-transformation method. The Korean Journal of Applied Statistics (2008), Vol 21, 537-546. (with H. Cho)
- Prediction interval estimation in transformed ARMA models. The Korean Journal of Applied Statistics (2007), Vol 20, pp 541-550. (with H. Cho, S. Oh)
- Generalized weighted additive models based on distribution functions. Statistics & Probability Letters (2007), Vol 77, pp 1394-1402
- A portmanteau test based on the discrete cosine transform. The Korean Journal of Applied Statistics (2007), Vol 20, pp 323-332. (with S. Oh, H. Cho).
- Resampling methods on frequency domains for time series. The Korean Journal of Applied Statistics (2006), Vol 19, pp 121-134. (with W.H. Yoon, S. Cho)
- An Estimation of VaR in Stock Markets Using Transformations. Journal of the Korean Data & Information Science Society (2005), Vol 16, pp 567-579. (with C.M. Jeong)
- Variable selection and transformation in linear regression models. Statistics & Probability Letters (2005), Vol 72, pp 219-226
- Generalized weighted linear models based on distribution functions - A Frequentist perspective. The Korean Journal of Applied Statistics (2004), Vol 17, pp 489-498.
- An estimation of VaR under price limits. Journal of the Korean Data & Information Science Society (2004), Vol 15, pp 825-835. (with Y.S. Park)
- A Bayesian inference for power law process with a single change point. The Asian Journal on Quality (2004), Vol 5, pp 1-9. (with K. Kim, S. Cho, J.J. Kim)
- Generalized patchwork algorithm for image watermarking. Multimedia Systems (2003), Vol 9, pp 261-265. (with H.J. Kim)
- Bootstrapping log periodogram regression. The Korean Communications in Statistics (2003), Vol 10, pp 1047-1056. (with G. Nam, S. Cho)
- Modified patchwork algorithm: a novel audio watermarking scheme. IEEE Transactions on Speech and Audio Processing (2003), Vol 11, pp 381-386. (with H.J. Kim)
- A test of the multivariate normality based on likelihood functions. The Korean Journal of Applied Statistics (2002), Vol 15, pp223-232.
- Blind Watermarking Algorithms: A Tutorial. Journal of Broadcast Engineering (2001), Vol 6, pp 270-282. (with H.J. Kim)
- Prediction interval estimation in transformed linear models. Statistics & Probability Letters (2001), Vol 51, pp 345-350. (with K. Cho, R.A. Johnson, W.Y. Loh)
- Asymptotic theory for Box-Cox transformation in linear models. Statistics & Probability Letters (2001), Vol 51, pp 337-344. (with K. Cho, R.A. Johnson, W.Y. Loh)
- Selecting a transformation to reduce skewness. JKSS (2001), Vol 30, pp 563-571.
- Goodness of link tests for binary response data. The Korean Communications in Statistics (2001), Vol 8, pp 357-366.
- A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry. Statistics & Probability Letters (2001), Vol 51, pp 64-69. (with R.A. Johnson)
- A new family of power transformations to improve normality or symmetry. Biometrika (2000), Vol 87, pp 954-959. (with R.A. Johnson)
- Speech watermark based on patchwork for digital broadcasting. Journal of Broadcast Engineering (2000), Vol 5, pp 220-226. (with H.J. Kim, T.H. Choi, K. Kim, J.K. Manandhar)
- Optimal channel modeling for multicasting in VOD. Journal of Control, Automation and Engineering (2000), Vol 6, pp 623-628. (with H.J. Kim, J.K. Manandhar)
- The generalized logistic models with transformations. JKSS (1998), Vol 27, pp 495-506. (with R.A. Johnson)
- Asymptotic relative efficiency of t-test following transformations. JKSS (1997), Vol 26, pp 467-476.
- Patents
- Statistical method for embedding and detecting digital watermarking. 10-0422181-0000 (IPC: H04N 7/24)
- Audio watermark rehabilitation apparatus and themethod that is damaged by speed alternation attack. 10-0837839-0000 (IPC: G10L 21/00)
- Working Papers
- A Bayesian detection of multiple change points in GARCH models. (with S. Cho)
- A new type of asymmetric GARCH models using Yeo-Johnson transformation
- Bootstrap calibration in transformed models. (with K. Cho)
