• The Korean Journal of Applied Statistics
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• v.5 no.1
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• pp.103-111
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• 1992

The projection pursuit method has been gussested as a technique for the analysis of the multivariate data. This method seeks out interesting linear projections of the multivariate data onto a line of a plane to solve the curse or dimensionality. In this paper we developed the discriminant analysis by using the projection method and simulations were used for comparison between this and other existing discriminant analysis methods.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.165-172
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• 2004

Recently, there have been several studies to develop the multivariate data analysis system which can be readily used. The common characteristic of these studies is to develop the GUI system to which advanced statistical methods can be conveniently applied. In an extension of these studies, this study aims to supply users in various fields an interactive system with the convenience of the environment of GUI, which is constructed with the Excel macro and VBA, to apply multivariate data analysis methods easily. This system provides a graphic-oriented and menu-centered user interface in the Microsoft Excel which is widely used spreadsheet and analysis program.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.809-818
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• 2014

Multivariate skew-normal distribution(distribution that includes multivariate normal distribution) has been recently applied to many application areas. We consider saddlepoint approximation for a statistic of linear combination based on a multivariate skew-normal distribution. This approach can be regarded as an extension of Na and Yu (2013) that dealt saddlepoint approximation for the distribution of a skew-normal sample mean for a linear statistic and multivariate version. Simulations results and examples with real data verify the accuracy and applicability of suggested approximations.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.131-143
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• 1996

다변량 층화임의추출에서 한 변수의 Neyman 최적배분은 다른 변수에 대한 층화분산을 최소화시키지 못하는 결과를 초래할 수도 있다. 따라서 다변량 자료의 경우 '최적'배분 대신에 '절충'배분이 도입되어 왔다. 이 연구에서는 각 변수별 Neyman 최적배분에 근거해서 얻은 층화표본평균벡터의 공분산 행렬에 가장 잘 적합되는 층별로 동일한 크기의 절충배분을 찾고자 한다. 이에 적절한 기준 다섯가지를 제시하고 예를 통해 비교, 분석하였다.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.19-33
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• 2008

Linear regression method, proposed by Haseman and Elston(1972), for detecting linkage to a quantitative trait of sib pairs is a linkage testing method for a single locus and a single trait. However, multivariate methods for detecting linkage are needed, when information from each of several traits that are affected by the same major gene are available on each individual. Amos et al. (1990) extended the regression method of Haseman and Elston(1972) to incorporate observations of two or more traits by estimating the principal component linear function that results in the strongest correlation between the squared pair differences in the trait measurements and identity by descent at a marker locus. But, it is impossible to control the probability of type I errors with this method at present, since the exact distribution of the statistic that they use is yet unknown. In this paper, we propose a multivariate nonparametric trend test for detecting linkage to multiple traits. We compared with a simulation study the efficiencies of multivariate nonparametric trend test with those of the method developed by Amos et al. (1990) for quantitative traits data. For multivariate nonparametric trend test, the results of the simulation study reveal that the Type I error rates are close to the predetermined significance levels, and have in general high powers.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.821-831
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• 2011

It has been relatively incomplete in the field of financial time series to adapt asymmetric features to multivar ate GARCH processes (McAleer et al., 2009). Retaining constant conditional correlation(CCC) structure, this article pursues to introduce asymmetric GARCH modelling in analysing multivariate volatilities in time series in a practical point of view. Multivariate Korean financial time series are analyzed in detail to compar our theory with conventional methodologies including GARCH and EGARCH.

• The Korean Journal of Applied Statistics
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• v.35 no.6
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• pp.703-724
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• 2022

Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1421-1428
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• 2016

This paper concerns the freshness of rice depending on packing materials using MANOVA. Freshness of rice is measured in terms of moisture content and rice flavor. Ordinary paper and charcoal-coated paper are compared as packing materials. Storing places are considered as a block. The bivariate observations of moisture content and the rice flavor are compared using MANOVA for a completely randomized block design. It is observed that there is a significant difference between ordinary paper and charcoal-coated paper. Therefore we apply ANOVA for moisture content and rice flavor, respectively. Significant differences are observed for the moisture content but not for the rice flavor.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.237-240
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• 2017

지구온난화로 인해 세계 곳곳에서 기온상승이 관측되고 있으며, 이는 전지구적 기후시스템의 변화를 보여주는 대표적인 예이다. 온도를 비롯한 강수량, 풍속, 증발량 등의 기상학적, 수문학적 인자들이 각각 서로에게 영향을 주고 받으며 복잡하게 변화할 것이고, 그 변화폭도 점점 커질 것이다. 증발에 영향을 미치는 인자들은 크게 세 가지로 나뉘는데, 태양복사에너지, 온도, 바람, 기압, 습도와 같은 기상학적인자, 증발표면의 특성인자 그리고 수질인자로 분류할 수 있다. 증발에 영향을 주는 인자들은 예전부터 알려져 있지만 이들 간의 복잡한 상호작용에 대해 정확히 이해하기는 쉽지 않다. 본 연구에서는 댐유역의 증발량에 영향을 미치는 기상인자 파악을 위해 2008부터 2016년까지 관측된 낙동강수계 내 안동댐과 남강댐의 기상자료(기온, 강수량, 풍속, 상대습도, 기압, 일사량, 일조시간, 전운량)를 이용한 변화를 분석하였으며, 다변량 통계기법인요인분석을 통해 증발량과 상관성이 높은 인자들을 분류하였다. 안동댐과 남강댐 공통적으로 증발량과 기온, 기압이 같은 요인으로 분류되고 높은 상관성을 보였으며, 강수량, 일조시간, 일사량, 전운량이 같은 요인으로 분류되었다. 국내의 증발량 측정지점에 대한 추가적인 분석과 영향인자를 이용한 다변량회귀식과 인공신경망 통해 증발량 미측정 지점의 증발량 산정이 가능할 것으로 판단된다.

• Journal of the Korean Chemical Society
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• v.44 no.2
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• pp.102-108
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• 2000

Relative retention times (RRTs) of RAH molecules in HPLC are trained and predicted intesting sets using a multiple linear regression (NLR) and an artificial neural network (ANN). The maindescriptors in QSRR are molecular connectivity ($^1X_v,\;^2X_v$), the length-to-breadth ratios (L/B), and molecular dipole moment(D). L/B which is related with slot model is a good descripter in ANN, but isn't in MLR. Varainces which show the accuracy of prediction times in testing sets are 0.0099, 0.0114 for ANN and MLR, respectively. It was shown that ANN can exceed the MLR in prediction accuracy.