• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2003.04a
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• pp.167-170
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• 2003

본 연구는 무감독영상해석(Unsupervised Classification)에서 주성분 분석법(Principal Component Analysis)의 응용성을 연구하기 위하여, 주성분 분석법을 K-means, ISODATA 두가지 무감독분류법에 적용하였다. 적용대상지역은 제주도이다. 본 연구에서 주성분 분석 방법중에서 비정규형 주성분 분석방법 (Unstandardized PCA)과 정규형 주성분 분석방법(Standardized PCA) 두가지 경우로 나누어서 각각 연구하였다. 이를 위하여 제주도의 Landsat TM영상과 국토연구원에서 조사한 제주도 식생분류 조사자료와 현장조사 자료 그리고 1/25,000 수치지도를 이용하였다. 그리고 분석된 자료의 정확도를 평가하기 위하여 오차행렬(Error Matrix)을 도입하여 계산하였다. 우선 비정규형 주성분 분석법으로 구한 주성분 영상과 Landsat TM 원래 영상을 오차행렬을 이용하여 제주도의 식생 분류에 각각 적용하였다. 그 결과, K-means 무감독분류법에서는 Landsat TM 자료를 직접 이용한 경우에는 바다와 육상의 분류가 잘 되지 않았으며, 또한 전반적인 영상분류결과가 관측치와 많은 차이를 보였다. 그러나, 주성분 분석법으로 계산된 주성분 영상으로 K-means방법으로 분류 한 결과는 관측치와 잘 일치를 하였다. ISODATA의 경우, Landsat TM 원래영상을 계산하면, K-means으로 분류한 결과보다는 좋은 값을 나타냈으나, 주성분 분석법으로 구한 영상의 계산결과와 비교하면, 주성분 영상으로 구한 분류결과의 정확도가 약 15%정도 높게 나타났다. 정규형 주성분 분석법의 경우를 보면 K-means에서는 Landsat TM원래 자료보다 우수한 결과를 보여주었으나, 비정규형 주성분 분석법으로 계산된 결과보다는 정확도가 다소 떨어지는 단점이 있었고, ISODATA의 경우도 Landsat TM원래 자료보다 약 7%정도의 높은 정확도를 보였으나, 비정규형 영상보다는 약8%정도 낮은 정확도를 보였다. 본 연구에서 주성분 분석법으로 계산된 결과에서 주목되는 것은, 주성분 분석법으로 구한 주성분 영상은 분류방법(K-means, ISODATA, artificial neural networks)에 따라 분류된 결과값이 비슷하게 나타난 반면, Landsat TM원래 자료는 분류방법에 따라 결과값이 많은 차이를 보여 주었다. 그리고 주성분 분석 방법 중에서도 비정규형 주성분 분석법(Unstandardized PCA)이 정규형 주성분 분석법(Standardized PCA)보다 영상분석에서 더 좋은 결과를 보여주는 것으로 나타났다.

• Proceedings of the Korean Information Science Society Conference
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• 1999.10b
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• pp.146-148
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• 1999

문서분류의 문제점 중의 하나는 사용하는 데이터의 차원이 매우 크다는 것이다. 그러므로 문서에서 필요한 단어만을 자동적으로 추출하여 문서데이터의 차원을 축소하는 작업이 문서분류에서는 필수적이다. DF(Document Frequency)는 문서의 차원축소의 대표적인 통계적 방법 중 하나인데, 본 논문에서는 문서의 차원축소에 DF와 주성분 분석(PCA)을 비교하여 주성분 분석이 문서의 차원축소에 적합함을 실험적으로 보인다. 그리고 비선형 주성분 분석(nonlinear PCA) 방법 중 locally linear PCA와 kenel PCA를 적용하여 비선형 주성분 분석을 이용하여 문서의 차원을 줄이는 것이 선형 주성분 분석을 이용하는 것 보다 문서분류에 더 적합함을 실험적으로 보인다.

• Proceedings of the Korea Information Processing Society Conference
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• 2020.05a
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• pp.13-14
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• 2020

고차원의 데이터를 처리하기 위해서는 데이터의 성질을 유지하면서 특징을 잘 반영할 수 있는 특징 추출 방법이 필요하며 주성분분석 방법은 대표적인 특징 추출 방법이다. 본 연구에서는 데이터가 고차원인 경우 데이터 특징 추출을 위한 주성분 분석의 주성분 변수 선정시 적응적 상관도(Correlation)를 기반으로 한 주성분 분석 방법을 제안한다. 제안하는 방법은 입력 데이터간의 상관관계를 기반으로 상관도를 적응적으로 반영하여 데이터의 주성분을 분석함으로써 실제 데이터의 특징을 나타내는 세분화 변수 선정 시 데이터 편향성의 영향을 줄이기 위한 방법이다.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.385-392
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• 2015

Principal component analysis (PCA), a dimension-reduction technique, is usually implemented after the variables are standardized when the measurement unit of variables are different. To standardize a variable we divide it by its standard deviation. But there is another way to transform a variable to be independent of its measurement unit. It is to divide it by its mean rather than standard deviation. Implementing PCA on standardized variables is equivalent to implementing PCA with a correlation matrix of original variables. Similarly, implementing PCA on the transformed variables divided by their means is equivalent to implementing PCA with a matrix related to the coefficients of variation of the original variables. We explain why we need to implement PCA on the variables transformed by their means.

• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.311-321
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• 2017

Principal component analysis is a popular statistical method to reduce the dimension of the high dimensional climate data and to extract meaningful climate patterns. Based on the principal component analysis, we can further apply a regression approach for the linear prediction of future climate, termed as principal component regression (PCR). In this paper, we develop a new PCR method based on the regularized principal component analysis for spatial data proposed by Wang and Huang (2016) to account spatial feature of the climate data. We apply the proposed method to temperature prediction in the East Asia region and compare the result with conventional PCR results.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.321-328
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• 2009

In regression analysis, the ordinary least squares estimates of regression coefficients become poor, when the correlations among predictor variables are high. This phenomenon, which is called multicollinearity, causes serious problems in actual data analysis. To overcome this multicollinearity, many methods have been proposed. Ridge regression, shrinkage estimators and methods based on principal component analysis (PCA) such as principal component regression (PCR) and latent root regression (LRR). In the last decade, many statisticians discussed sensitivity analysis (SA) in ordinary multiple regression and same topic in PCR, LRR and logistic principal component regression (LPCR). In those methods PCA plays important role. Many statisticians discussed SA in PCA and related multivariate methods. We introduce the method of PCR and LRR. We also introduce the methods of SA in PCR and LRR, and discuss the properties of SA in PCR and LRR.

• KIPS Transactions on Software and Data Engineering
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• v.10 no.3
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• pp.79-84
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• 2021

A feature extraction method capable of reflecting features well while mainaining the properties of data is required in order to process high-dimensional data. The principal component analysis method that converts high-level data into low-dimensional data and express high-dimensional data with fewer variables than the original data is a representative method for feature extraction of data. In this study, we propose a principal component analysis method based on adaptive correlation when selecting principal component variables in principal component analysis for data feature extraction when the data is high-dimensional. The proposed method analyzes the principal components of the data by adaptively reflecting the correlation based on the correlation between the input data. I want to exclude them from the candidate list. It is intended to analyze the principal component hierarchy by the eigen-vector coefficient value, to prevent the selection of the principal component with a low hierarchy, and to minimize the occurrence of data duplication inducing data bias through correlation analysis. Through this, we propose a method of selecting a well-presented principal component variable that represents the characteristics of actual data by reducing the influence of data bias when selecting the principal component variable.

• Korean Journal of Plant Taxonomy
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• v.34 no.3
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• pp.205-220
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• 2004

Numerical analysis based on the 67 morphological characters from 28 populations of 6 species of Korean Rhus sensu lato (Anacardiaceae) was performed for the taxonomic delimitation. Based on the results of PCA with 47 quantitative characters, the sum of contributions for the total variance of three major principal components was 77,9% (PCl 35.2%, PC2 22.5% and PC3 20.2%). The sum of contributions for the total variance of three major principal components were 90,7% (PCl 37.7%, PC2 33.0% and PC3 20.0%) based on the results of PCA with 20 qualitative The characters. Two dimensional plotting from PCA results recognized six distinct species. UPGMA phenogram based on simple matching coefficient method recognized clear taxonomic delimitations among six taxa. On the cluster analysis, qualitative characters were more useful for grouping the species treated. Numerical analysis was very valuable to delimit the Korean taxa of Rhus s.l.

• Convergence Security Journal
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• v.12 no.3
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• pp.3-10
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• 2012

This study aimed at making a way of securing the access by using PCA. We got our result through using Box-Plot and PCA with the access data of the area of security level A~E at K(IPS)center. In order to perform PCA, We confirmed the extracted value of commonality has no problem in performing PCA because VIF is below 2.902. Based on this result, We classified people into Green-list, Blue-list, Red-list, and Black-list in a standard of security level with 1.453, as the eigen value of 1 main element, 1.283, as eigen value of 2 main elementm, 1.142, as the eigen value of 3 main element.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.967-975
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• 2010

Since the least squares estimation is not appropriate when multicollinearity exists among the regressors of the linear regression model, the principal components regression is used to deal with the multicollinearity problem. This article suggests a new procedure for the selection of suitable principal components. The procedure is based on the condition index instead of the eigenvalue. The principal components corresponding to the indices are removed from the model if any condition indices are larger than the upper limit of the cutoff value. On the other hand, the corresponding principal components are included if any condition indices are smaller than the lower limit. The forward inclusion method is employed to select proper principal components if any condition indices are between the upper limit and the lower limit. The limits are obtained from the linear model which is constructed on the basis of the conjoint analysis. The procedure is evaluated by Monte Carlo simulation in terms of the mean square error of estimator. The simulation results indicate that the proposed procedure is superior to the existing methods.