• 응용통계연구
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• 제27권7호
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• pp.1139-1149
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• 2014

다변량 금융시계열의 변동성분석을 다변량 기법인 정준상관분석(canonocal correaltion analysis)을 이용해 분석하였다. 변동성의 특성상 계수들이 비음(non-negative)인 정준상관분석, 즉, non-negative and sparse canonical correlation analysis (NSCCA)를 이용해 보았다. 본 논문은 다변량 시계열의 변동성 커브에 대해 연구하고 있으며 제시된 방법론을 이변량 주식자료분석을 통해 예시해 보았다.

• Earthquakes and Structures
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• 제23권3호
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• pp.259-269
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• 2022

In this study, we introduce a canonical correlation analysis method to accurately assess the tunnel damage potential of ground motion. The proposed method can retain information relating to the initial variables. A total of 100 ground motion records are used as seismic inputs to analyze the dynamic response of three different profiles of tunnels under deep and shallow burial conditions. Nine commonly used ground motion parameters were selected to form the canonical variables of ground motion parameters (GMP_CCA). Five structural dynamic response parameters were selected to form canonical variables of structural dynamic response parameters (DRP_CCA). Canonical correlation analysis is used to maximize the correlation coefficients between GMP_CCA and DRP_CCA to obtain multivariate ground motion parameters that can be used to comprehensively assess the tunnel damage potential. The results indicate that the multivariate ground motion parameters used in this study exhibit good stability, making them suitable for evaluating the tunnel damage potential induced by ground motion. Among the nine selected ground motion parameters, peck ground acceleration (PGA), peck ground velocity (PGV), root-mean-square acceleration (RMSA), and spectral acceleration (Sa) have the highest contribution rates to GMP_CCA and DRP_CCA and the highest importance in assessing the tunnel damage potential. In contrast to univariate ground motion parameters, multivariate ground motion parameters exhibit a higher correlation with tunnel dynamic response parameters and enable accurate assessment of tunnel damage potential.

• 한국음향학회지
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• 제36권4호
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• pp.279-284
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• 2017

음원 위치 추정은 여러 방면에서 쓰임이 있는 응용 기술이다. 음원의 위치를 추정하기 위한 기본 기법 중에는 시간 지연 추정 기법이 있다. 이 기법에선 음원의 위치를 추정하기 위해서 두 개 또는 그 이상의 수신기에 들어오는 신호간의 상대적 시간 지연을 알아내야 한다. 시간 지연 추정 기법에는 일반화 된 상호 상관(Generalized Cross-Correlation, GCC) 대표적이지만, 정준형 상관 분석(Canonical Correlation Analysis, CCA)을 이용한 방법도 있다. 본 논문에서는 시간 지연 추정용 정준형 상관 분석의 고유벡터의 희소성을 이용하기 위해 새로운 알고리즘을 제안한다. 이를 위해서 로그-합(log-sum) 정규화를 이용한다. 본 논문에서는 서로 다른 여러 신호 대 잡음비 환경 하에서 비교 모의실험을 하였고, 이 비교 실험을 통하여 얻는 데이터를 통해서 제안한 새 정준형 상관 분석 기반 알고리즘이 이전의 정준형 상관분석 기반 알고리즘이나 기존 GCC보다 더 우수하다는 것을 보인다.

• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.305-313
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• 2019

Generalized canonical correlation analysis (GCCA) extends the canonical correlation analysis (CCA) to the case of more than two sets of variables and there have been many studies on how two-set canonical solutions can be generalized. In this paper, we derive certain stationary equations which can lead the higher-order solutions of several GCCA methods and suggest a type of iterative procedure to obtain the canonical coefficients. In addition, with some numerical examples we present the methods for graphical display, which are useful to interpret the GCCA results obtained.

• 대한산업공학회지
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• 제41권6호
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• pp.579-587
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• 2015

Semiconductor manufacturing industry is a high density integration industry because it generates a vest number of data that takes about 300~400 processes that is supervised by numerous production parameters. It is asked of engineers to understand the correlation between different stages of the manufacturing process which is crucial in reducing production costs. With complex manufacturing processes, and defect processing time being the main cause. In the past, it was possible to grasp the corelation among manufacturing process stages through the engineer's domain knowledge. However, It is impossible to understand the corelation among manufacturing processes nowadays due to high density integration in current semiconductor manufacturing. in this paper we propose a canonical correlation analysis (CCA) using both wafer test voltage variables and fail bit counts variables. using the method we suggested, we can increase the semiconductor yield which is the result of the package test.

• 대기
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• 제26권4호
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• pp.711-716
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• 2016

The dynamical model forecasts using state-of-art general circulation models (GCMs) have some limitations to simulate the real climate system since they do not depend on the past history. One of the alternative methods to correct model errors is to use the canonical correlation analysis (CCA) correction method. CCA forecasts at the present time show better skill than dynamical model forecasts especially over the midlatitudes. Model outputs are adjusted based on the CCA modes between the model forecasts and the observations. This study builds a canonical correlation prediction model for subseasonal (June) precipitation. The predictors are circulation fields over western North Pacific from the Global Seasonal Forecasting System version 5 (GloSea5) and observed snow cover extent over Eurasia continent from Climate Data Record (CDR). The former is based on simultaneous teleconnection between the western North Pacific and the East Asia, and the latter on lagged teleconnection between the Eurasia continent and the East Asia. In addition, we suggest a technique for improving forecast skill by applying the ensemble canonical correlation (ECC) to individual canonical correlation predictions.

• Asian-Australasian Journal of Animal Sciences
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• 제21권11호
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• pp.1576-1584
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• 2008

In this study, canonical correlation analysis (CCA) was applied to estimate the relationship between three different sexual maturity traits (X set: days to first egg (DFE), weight of the first egg (WFE), body weight at first egg (BWFE)) and level of nutrient intake (Y set: energy (EI) and protein intake (PI)) or the egg production traits at two different periods (Z set: number of egg (NE1 and NET) and weight of egg (WE1 and WET) from 22 to 25 (Wfirst) and 22 to 33 wk of age (Wall), respectively), which were measured from 64 egg-type pullets (Isa Brown) manipulated for time of access to energy and protein sources to onset of egg production. Partial CCA (PCCA) was used to eliminate the contribution of differences in the levels of nutrient intake to canonical variables for X and Z sets at the first production period. Estimated canonical correlation coefficients between X set and Y set (0.429, p = 0.042), X set and Z set (0.390, p = 0.007 for Wfirst) and within Z set (between Wfirst and Wall; 0.780, p<0.001), and partial canonical correlation coefficient between X set and Z set (0.415, p = 0.009) were significant. Canonical weights and loadings from CCA indicated that the BWFE had the largest contribution compared to the DFE and WFE to variation of egg number produced at two different periods. The results from PCCA indicated that the contribution of PI and EI to the degree of the correlation between canonical variables for X and Z sets were unfavourable. In conclusion, the effect of body weight at sexual maturity upon the availability of nutrients can have a higher contribution to variation of egg production in pullets if the contribution of differences in nutrient intakes to onset of egg production were eliminated.

• 전자공학회논문지
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• 제52권10호
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• pp.139-147
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• 2015

Steady state visual evoked potential (SSVEP)는 뇌파의 종류 중 하나로서 다른 뇌파에 비해 훈련 시간이 짧고, 비교적 높은 신호대잡음비 (signal-to-noise ratio)와 높은 정보전달량 (information transfer rate)을 가지고 있어서 최근에 뇌-컴퓨터 접속 장치 (brain-computer interface; BCI)에 많이 사용되고 있다. SSVEP 신호를 분석하는 기존 기법에는 전력 스펙트럼 밀도 분석 (power spectral density analysis; PSDA)과 정준상관분석 (canonical correlation analysis; CCA)이 있다. 그러나 PSDA는 단일 전극만을 사용하기 때문에 잡음에 취약한 단점이 있고, CCA는 PSDA보다 높은 정확도를 가지지만 사인-코사인을 기준 신호로 가지므로 짧은 시간 윈도우 길이를 가질 경우 실시간 BCI 시스템에 적용되기 어렵다. 따라서 본 논문에서는 기존의 기법들의 한계점을 보완하기 위해 CCA의 결과로 얻을 수 있는 정준변수 간의 전력차이를 이용하는 CCA와 PSDA를 결합한 기법을 제안한다. 실험 결과를 통해, SSVEP 기반 BCI 시스템이 짧은 시간 윈도우 길이를 가질 때 제안된 기법이 기존의 CCA 기법에 비해 더욱 높은 주파수 인식 정확도를 가짐을 보여준다.

• 대한전자공학회논문지SP
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• 제49권4호
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• pp.105-110
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• 2012

정준상관분석 (canonical correlation analysis, CCA)은 두 변수집단 사이의 선형 관계를 측정하는 확률적 분석 기법으로 이를 이용하여 다수의 신호가 혼재되어 수신된 신호로부터 각각의 신호원을 분리하는 것이 가능하다. 기존에 CCA와 자기회귀(auto regressive) 기법을 이용하여 혼재된 신호를 분리하는 기법이 제안되었으나 신호원 분리를 효과적으로 수행하기 위해서는 높은 신호 대 잡음비 (signal-to-noise ratio)가 요구되는 문제가 있다. 본 논문에서는 자기회귀 기법의 파라미터 계산시 잡음성분이 포함되어있는 자기공분산 행렬의 주대각 원소를 제거하여 잡음의 영향을 최소화하고 이를 통하여 신호원 분리 성능을 개선하는 방안을 제안한다. 제안하는 기법은 기존에 제안된 CCA와 자기회귀을 이용한 신호 분리 기법에 비하여 더 우수한 신호 분리 성능을 보일 뿐 만 아니라 신호원 분리 과정에서 요구되는 계산량을 줄일 수 있다.

• 한국축산식품학회지
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• 제38권4호
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• pp.794-805
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• 2018

To identify correlation between fresh meat and processed meat products, we performed canonical correlation analysis (CCA) to predict the relationship between pork supply and meat product production in Korea. Results of CCA showed a canonical correlation of 0.8576 in the first canonical pair (p<0.01). The production of meat products showed the highest correlation with pork import but the lowest correlation with the production of domestic pork. Although Korean consumer preferred meat products produced by fresh domestic pork, inexpensively imported pork with high share in meat products was supplied in the market. Therefore, securing domestically produced raw meat is important for expanding consumption of domestic meat products. Results of this study suggest that meat processor and pig producer can achieve the $6^{th}$ industrialization by combining the production of raw pork materials, meat processing, and sales service.