• 제목/요약/키워드: Association threshold

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Exploiting a statistical threshold for efficiently identifying correlated pairs

  • 김명주;박희창
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 추계 학술발표회 논문집
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    • pp.197-203
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    • 2006
  • Association rule mining searches for interesting relationships among Items in a given database. Association rules are frequently used by retail stores to assist in marketing, advertising, floor placement, and inventory control. There are three primary quality measures for association rule support and confidence and lift. If there is many item in the association rule, much time is required. Xiong(2004) studies new method which is to compute the support of upper. They used support of upper to the $\theta$. But $\theta$ is subjective. In this paper, we present statistical objective criterion for efficiently identifying correlated pairs.

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절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩 (System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm)

  • 한현웅;안현철
    • 한국정보시스템학회지:정보시스템연구
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    • 제26권3호
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    • pp.63-90
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    • 2017
  • Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

농촌 노인의 맛 감지능 및 맛 기호도와 짠음식 기호도 (Association between Preferences of Salty Food and Acuity and Preferences of Taste of the Elderly People Living in Rural Area)

  • 이미숙
    • 대한지역사회영양학회지
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    • 제18권3호
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    • pp.223-232
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    • 2013
  • The purpose of the study was to investigate the influence of salt (NaCl) recognition threshold and pleasant salt concentrations of Korean rural elderly subjects on preference of salty food as well as food group consumption patterns. The subjects were 213 elderly people (male 71 and female 142) over 65 and under 90 yr of age from Sunchang area. The higher values were found with male subjects in the areas of basic taste recognition threshold and pleasant concentration level of salt. The taste sensitivity scores of male subjects did not decrease with the increasing age, but female subjects exhibited a significant decrease with the age. The major determinant factor of salt preference of the elderly subjects in this study appeared to be personal pleasant concentration of salt rather than salt recognition threshold level and this trend was more evident in males than in females. The subject group of lower salt pleasant concentration i.e. consuming less salt showed the higher number of fruit and fruit juice intakes per week, and higher MNA (define this) scores were implying that they display more desirable nutritional status. Therefore, nutritional education focused on not only a variety of food consumption but also lowering pleasant salt concentration levels is advised to improve the quality of nutrition in the elderly.

Investigation of Biases for Variance Components on Multiple Traits with Varying Number of Categories in Threshold Models Using Bayesian Inferences

  • Lee, D.H.
    • Asian-Australasian Journal of Animal Sciences
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    • 제15권7호
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    • pp.925-931
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    • 2002
  • Gibbs sampling algorithms were implemented to the multi-trait threshold animal models with any combinations of multiple binary, ordered categorical, and linear traits and investigate the amount of bias on these models with two kinds of parameterization and algorithms for generating underlying liabilities. Statistical models which included additive genetic and residual effects as random and contemporary group effects as fixed were considered on the models using simulated data. The fully conditional posterior means of heritabilities and genetic (residual) correlations were calculated from 1,000 samples retained every 10th samples after 15,000 samples discarded as "burn-in" period. Under the models considered, several combinations of three traits with binary, multiple ordered categories, and continuous were analyzed. Five replicates were carried out. Estimates for heritabilities and genetic (residual) correlations as the posterior means were unbiased when underlying liabilities for a categorical trait were generated given by underlying liabilities of the other traits and threshold estimates were rescaled. Otherwise, when parameterizing threshold of zero and residual variance of one for binary traits, heritability estimates were inflated 7-10% upward. Genetic correlation estimates were biased upward if positively correlated and downward if negatively correlated when underling liabilities were generated without accounting for correlated traits on prior information. Residual correlation estimates were, consequently, much biased downward if positively correlated and upward if negatively correlated in that case. The more categorical trait had categories, the better mixing rate was shown.

Relationship Between Stock Price Indices of Abu Dhabi, Jordan, and USA - Evidence from the Panel Threshold Regression Model

  • Ho, Liang-Chun
    • 산경연구논집
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    • 제4권2호
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    • pp.13-19
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    • 2013
  • Purpose - The paper tested the relationship between the stock markets of the Middle East and the USA with the oil price and US dollar index as threshold variables. Research design, data, and methodology - The stock price indices of the USA, the Middle East (Abu Dhabi, Jordan), WTI spot crude oil price, and US dollar index were daily returns in the research period from May 21, 2001 to August 9, 2012. Following Hansen (1999), the panel threshold regression model was used. Results - With the US dollar index as the threshold variable, a negative relationship existed between the stock price indices of Jordan and the USA but no significant result was found between the stock price indices of Abu Dhabi and the USA. Conclusions - The USA is an economic power today:even if it has a closer relationship with the US stock market, the dynamic US economy can learn about subsequent developments and plan in advance. Conversely, if it has an estranged relationship with the US stock market, thinking in a different direction and different investment strategies will achieve good results.

Perception of discrepancy in the upper midline position in conjunction with the gingival display according to various occupations in Iran

  • Hooman Zarif Najafi;Taraneh Estedlal;Maryam Saki;Maryam Azadi
    • 대한치과교정학회지
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    • 제53권3호
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    • pp.163-174
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    • 2023
  • Objective: This study evaluated the influence of various gingival displays on the esthetic perception in the presence of upper dental midline discrepancy. Methods: A smiling image of a male subject was altered digitally to produce five image series: normal smile (series A), decreased tooth show (series B), increased gingival show (series C), maxillary cant (series D), and asymmetric upper lip elevation (series E). In each image series, the midline was deviated to the right and left incrementally. A total of 210 raters (four professional groups and laypersons, n = 42 in each group) determined the midline deviation threshold and the attractiveness of midline position in each series. Results: The right and left thresholds were statistically similar for the symmetrical series (A, B, and C), while for series D, the right threshold was significantly lower. In most rater groups, the mean threshold order was: B > A > E > C > D. In all the series, the raters selected the coincident midline as the most attractive series except for series D, for which 1-2-mm deviations to the left were selected as the most attractive by almost all the groups. Conclusions: It is crucial to establish the coincident midline position in a symmetrical smile, especially when a gummy smile exists. In the asymmetrical gingival show, a coincident midline might not be the most esthetic midline position.

패널문턱회귀를 활용한 외국인 직접투자와 현지국 흡수능력의 관계 연구 (A Study on the Relationship between Foreign Direct Investment and the Absorptive Capacity of a Host Country Using Panel Threshold Regression)

  • 가오투장;황지영;황윤섭;유천
    • 무역학회지
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    • 제47권4호
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    • pp.89-102
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    • 2022
  • This study is designed to investigate the effect of inflow FDI on the host country's economic growth and the role of absorptive capacity in this relationship. Eight developing countries in East Asia, including Mongolia, Indonesia, Malaysia, Myanmar, the Philippines, Thailand, Vietnam, and Cambodia, are analyzed. Year data from 2000 to 2018 are used. Based on the study of Hansen (1999), the panel threshold effect model is used, and human capital, R&D, and infrastructure are set as absorptive capacity by referring to Wang and Hwang (2013). The analysis results are as follows. It is confirmed that FDI has a positive effect on the economic growth of the host country, and absorption capacity strengthens the relationship between FDI and economic growth in a positive direction. At this time, it appears that a threshold exists for the moderating effect of the absorptive capacity. It presents useful implications for economic growth in developing countries.

Methodology of Mapping Quantitative Trait Loci for Binary Traits in a Half-sib Design Using Maximum Likelihood

  • Yin, Zongjun;Zhang, Qin;Zhang, Jigang;Ding, Xiangdong;Wang, Chunkao
    • Asian-Australasian Journal of Animal Sciences
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    • 제18권12호
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    • pp.1669-1674
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    • 2005
  • Maximum likelihood methodology was applied to analyze the efficiency and statistical power of interval mapping by using a threshold model. The factors that affect QTL detection efficiency (e.g. QTL effect, heritability and incidence of categories) were simulated in our study. Daughter design with multiple families was applied, and the size of segregating population is 500. The results showed that the threshold model has a great advantage in parameters estimation and power of QTL mapping, and has nice efficiency and accuracy for discrete traits. In addition, the accuracy and power of QTL mapping depended on the effect of putative quantitative trait loci, the value of heritability and incidence directly. With the increase of QTL effect, heritability and incidence of categories, the accuracy and power of QTL mapping improved correspondingly.

탐지문턱값 적응기법을 이용한 표적추적 유효화 영역의 최적화 (Optimization of the Validation Region for Target Tracking Using an Adaptive Detection Threshold)

  • 최성린;김용식;홍금식
    • 한국항공우주학회지
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    • 제30권2호
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    • pp.75-82
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    • 2002
  • 불확실한 측정값 근원의 문제에서는 표적을 최적으로 탐지해내는 것이 유용하다. 본 논문에서는 클러터 환경에서 표적을 추적하는 경우에 탐지확률 및 오경보확률과 동시에 탐지문턱값 처리에 따른 추적오차를 살펴보고, 문턱값과 표적추적 유효화영역의 최적화 알고리즘을 제안한다. 제안한 알고리즘은 시뮬레이션을 통해 상태추정오차공분산의 측면에서 성능을 분석한다.