• Title/Summary/Keyword: Concordance Correlation Coefficient

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The Existence of Mispriced Futures Contracts in the Korean Financial Market (빅데이터 분석을 통한 보유비용모형에 근거한 주가지수선물의 가격괴리에 대한 분석)

  • Kim, Hyun Kyung;Nam, Seung Oh
    • Journal of Information Technology Applications and Management
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    • v.21 no.4
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    • pp.97-125
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    • 2014
  • This study investigates the relationship between stock index and its associated nearby futures markets based on the cost-of-carry model. The purpose of this study is to explore the existence of mispriced futures contracts, and to test whether traders can earn trading profits in real financial market using the information about the mispriced futures contracts. This study suggests the concordance correlation coefficient to investigate the existence of mispriced futures contracts. The concordance correlation coefficient gives a desirable result for trading profits that results from a comparative analysis among profits from trading at the time to indicate trading opportunities determined by the degree of the difference between the observed market price and the theoretical price of a futures contract. In addition, this study also explains that the concordance correlation coefficient developed from the mean square error (MSE) has a statistically theoretical meaning. In conclusion, this study shows that the concordance correlation coefficient is appropriate for analyzing the relationship between the observed stock index futures market price and the theoretical stock index futures price derived from the cost-of-carry model.

An effective evaluation method for the subjective sensibility of linen-like silk (의마 가공된 견직물의 효율적인 주관적 감성평가 방법)

  • You, Ji-Ho;Lee, Jung-Soon
    • Korean Journal of Human Ecology
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    • v.15 no.3
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    • pp.439-447
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    • 2006
  • The purpose of this study is to explore the accuracy and reliability of subjective evaluation instruments in evaluating sensibility of similar fabrics, Kendall's coefficient of concordance W (agreement among subjects) and Spearman rank correlation coefficient (reproducibility after 1 week) were used to evaluate which one is more efficient. Eight kinds of linen-like silk fabrics finished with polyurethane resin were used, Subjective evaluation instruments such as rating scale method, contrasting method against a control, rank ordering method, paired comparison and Quad analysis were used, 'Stiffness and Pliability' and 'Preference of summer fabric' were estimated, From the result of subjective stiffness and pliability, which are effective on objective properties of fabric, the rating scale method in Kendall's coefficient of concordance W and Quad analysis in Spearman rank correlation coefficient were given the highest score, From the result of subjective preference of summer fabric, which are effective on individual sensibility, contrasting method against a control in Kendall's coefficient of concordance W and Quad analysis in Spearman rank correlation coefficient revealed the highest score, Regarding the accuracy, reliability and efficiency, Quad analysis was an efficient method for subjective evaluation of linen-like silk fabrics.

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Audio and Video Bimodal Emotion Recognition in Social Networks Based on Improved AlexNet Network and Attention Mechanism

  • Liu, Min;Tang, Jun
    • Journal of Information Processing Systems
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    • v.17 no.4
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    • pp.754-771
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    • 2021
  • In the task of continuous dimension emotion recognition, the parts that highlight the emotional expression are not the same in each mode, and the influences of different modes on the emotional state is also different. Therefore, this paper studies the fusion of the two most important modes in emotional recognition (voice and visual expression), and proposes a two-mode dual-modal emotion recognition method combined with the attention mechanism of the improved AlexNet network. After a simple preprocessing of the audio signal and the video signal, respectively, the first step is to use the prior knowledge to realize the extraction of audio characteristics. Then, facial expression features are extracted by the improved AlexNet network. Finally, the multimodal attention mechanism is used to fuse facial expression features and audio features, and the improved loss function is used to optimize the modal missing problem, so as to improve the robustness of the model and the performance of emotion recognition. The experimental results show that the concordance coefficient of the proposed model in the two dimensions of arousal and valence (concordance correlation coefficient) were 0.729 and 0.718, respectively, which are superior to several comparative algorithms.

Correlation Between the Osmolar Gap and Serum Ethanol Level and the Accuracy of Estimated Ethanol Level in Trauma Patients and Non-Trauma Patients (외상 환자와 비외상 환자에서 삼투압차와 에탄올 농도의 상관관계 및 추정 에탄올 농도의 정확도)

  • Chang, Hyung Woo;Sim, Min Seob;Han, Sang Kuk;Song, Hyoung Gon
    • Journal of Trauma and Injury
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    • v.22 no.2
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    • pp.148-153
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    • 2009
  • Purpose: The osmolar gap increases in proportion to the ethanol level. Some previous studies have shown that the correlation between the osmolar gap and the ethanol level is weak in trauma patient by using an indirect comparison with other patients. We conducted a direct comparison of the correlation of the osmolar gap to the ethanol level between trauma patients and non-trauma patients. We also analyzed the accuracy of the estimated ethanol level between the two groups. Methods: The research candidates were adult patients who had visited the emergency department of our hospital from December 2003 to November 2008. By using a retrospective chart review, we classified them into three subgroups: non-trauma without shock, trauma without shock, and trauma with shock. In each group, we compared the correlation between the osmolar gap and the measured ethanol level, and we analyzed the accuracy of the estimated ethanol level by using Lin's concordance correlation coefficient. Results: Four hundred forty-seven patients were enrolled in this study. For correlation of the osmolar gap and the measured ethanol level, Pearson's correlation coefficient was 0.916 in all patients, 0.939 in non-trauma without shock patients, 0.917 in trauma without shock patients, and 0.844 in trauma with shock patients. In the analysis of the accuracy of the estimated ethanol level by using Lin's concordance correlation coefficient, the accuracy in trauma with shock patients was lower than that in non-trauma without shock patients. Conclusion: We found that the correlation between the osmolar gap and the measured ethanol level in the patient group with trauma was lower than it was in the patient group without trauma. Moreover trauma patients with shock had a lower accuracy of the estimated ethanol level than non-trauma patients.

Analysis of Test-retest Reliability of Individual Items in a Preliminary From of Child-rearing Attitude Scale (양육태도검사 예비형의 문항검사―재검사 신뢰도의 분석)

  • 차재호
    • Journal of the Korean Home Economics Association
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    • v.20 no.2
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    • pp.135-140
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    • 1982
  • As a step preliminary to the factor-analysis of a child-rearing attitude scale under construction, its preliminary form containing a total of 368 self-answered questions was administerd to 88 married women with one or more children in the grade school age. all graduates of colleges and in possession of a home telephone and a house, twice from one week apart. The test-retest correlation coefficients, calculated for each test item based on the subject's choice among the three response alternatives on two test ocasions, ranged from .80 to .10. The cut-off point of r=.41 or lower led to the elimination of 48 items. As a point of incidental interest, the rate of response concordance. The namber of subjects giving the same categroy response on two occasions was calculated for each item and it was correlated with its test. retest correlation coefficient. The two different indices of item test-retest reliability were found not related to each other. Empirical evidence, as well as rational justifications, was presented to show that the correlation coefficient is the better of the tow indices of item test-retest reliability.

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Iodine Quantification on Spectral Detector-Based Dual-Energy CT Enterography: Correlation with Crohn's Disease Activity Index and External Validation

  • Kim, Yeon Soo;Kim, Se Hyung;Ryu, Hwa Sung;Han, Joon Koo
    • Korean Journal of Radiology
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    • v.19 no.6
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    • pp.1077-1088
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    • 2018
  • Objective: To correlate CT parameters on detector-based dual-energy CT enterography (DECTE) with Crohn's disease activity index (CDAI) and externally validate quantitative CT parameters. Materials and Methods: Thirty-nine patients with CD were retrospectively enrolled. Two radiologists reviewed DECTE images by consensus for qualitative and quantitative CT features. CT attenuation and iodine concentration for the diseased bowel were also measured. Univariate statistical tests were used to evaluate whether there was a significant difference in CTE features between remission and active groups, on the basis of the CDAI score. Pearson's correlation test and multiple linear regression analyses were used to assess the correlation between quantitative CT parameters and CDAI. For external validation, an additional 33 consecutive patients were recruited. The correlation and concordance rate were calculated between real and estimated CDAI. Results: There were significant differences between remission and active groups in the bowel enhancement pattern, subjective degree of enhancement, mesenteric fat infiltration, comb sign, and obstruction (p < 0.05). Significant correlations were found between CDAI and quantitative CT parameters, including number of lesions (correlation coefficient, r = 0.573), bowel wall thickness (r = 0.477), iodine concentration (r = 0.744), and relative degree of enhancement (r = 0.541; p < 0.05). Iodine concentration remained the sole independent variable associated with CDAI in multivariate analysis (p = 0.001). The linear regression equation for CDAI (y) and iodine concentration (x) was y = 53.549x + 55.111. For validation patients, a significant correlation (r = 0.925; p < 0.001) and high concordance rate (87.9%, 29/33) were observed between real and estimated CDAIs. Conclusion: Iodine concentration, measured on detector-based DECTE, represents a convenient and reproducible biomarker to monitor disease activity in CD.

Verification of a computer-aided replica technique for evaluating prosthesis adaptation using statistical agreement analysis

  • Mai, Hang-Nga;Lee, Kyeong Eun;Lee, Kyu-Bok;Jeong, Seung-Mi;Lee, Seok-Jae;Lee, Cheong-Hee;An, Seo-Young;Lee, Du-Hyeong
    • The Journal of Advanced Prosthodontics
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    • v.9 no.5
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    • pp.358-363
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    • 2017
  • PURPOSE. The purpose of this study was to evaluate the reliability of computer-aided replica technique (CART) by calculating its agreement with the replica technique (RT), using statistical agreement analysis. MATERIALS AND METHODS. A prepared metal die and a metal crown were fabricated. The gap between the restoration and abutment was replicated using silicone indicator paste (n = 25). Gap measurements differed in the control (RT) and experimental (CART) groups. In the RT group, the silicone replica was manually sectioned, and the marginal and occlusal gaps were measured using a microscope. In the CART group, the gap was digitized using optical scanning and image superimposition, and the gaps were measured using a software program. The agreement between the measurement techniques was evaluated by using the 95% Bland-Altman limits of agreement and concordance correlation coefficients (CCC). The least acceptable CCC was 0.90. RESULTS. The RT and CART groups showed linear association, with a strong positive correlation in gap measurements, but without significant differences. The 95% limits of agreement between the paired gap measurements were 3.84% and 7.08% of the mean. The lower 95% confidence limits of CCC were 0.9676 and 0.9188 for the marginal and occlusal gap measurements, respectively, and the values were greater than the allowed limit. CONCLUSION. The CART is a reliable digital approach for evaluating the fit accuracy of fixed dental prostheses.

EVALUATION OF MANDIBULAR CONDYLE POSITION IN TMJ TRANSCRANIAL RADIOGRAPH (악관절의 경두개 방사선사진에서 하악과두위 평가에 관한 연구)

  • Do Jeong-ju;Kim Eun-Kyung
    • Journal of Korean Academy of Oral and Maxillofacial Radiology
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    • v.22 no.1
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    • pp.67-75
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    • 1992
  • Transcranial radiograph is widely used in the diagnosis of craniomandibular disorder because it can be used by the dentist with relative ease in spite of image distortion. But correct information can be obtained only when one know the image change by projection angulation. The author compared the condyle position in the 3 groups of transcranial radiographs (horizontal angulation - 0°, 5°, individualized) with that in the individualized corrected lateral tomogram by objective and subjective evaluation methods. The results were as follows: 1. Among 3 transcranial groups, the condyle position in individualized group showed the highest concordance rate with that in the tomogram group in objective and subjective evaluation methods. 2. Correlation coefficient between individualized transcranial group and tomogram group in objective evaluation method was highest (P≤0.01). 3. Image clarity in individualized transcranial group was worse than that of the other two transcranial groups.

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An Image Depth Estimation Algorithm based on Pixel-wise Confidence and Concordance Correlation Coefficient (픽셀단위 상대적 신뢰도와 일치상관계수를 이용한 영상의 깊이 추정 알고리즘)

  • Kim, Yeonwoo;Lee, Chilwoo
    • Journal of Korea Multimedia Society
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    • v.21 no.2
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    • pp.138-146
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    • 2018
  • In this paper, we describe an algorithm for extracting depth information from a single image based on CNN. When acquiring three-dimensional information from a single two-dimensional image using a deep-learning technique, it is difficult to accurately predict the edge portion of the depth image because it is a part where the depth changes abruptly. in this paper, we introduce the concept of pixel-wise confidence to take advantage of these characteristics. We propose an algorithm that estimates depth information from a highly reliable flat part and propagates it to the edge part to improve the accuracy of depth estimation.

A Study on Aadjustment of the Patterns, and the Correlation between the Diagnostic Tool for Climacteric and Postmenopausal Syndrome Pattern Identification (CaPSP) and Korean Medicine Doctors' Diagnosis (갱년기장애 및 폐경기 후 증후군 변증진단 도구의 변증분류 조정과 진단의 간의 진단일치도 연구)

  • Lee, In-Seon;Kim, Jong-Won;Jeon, Soo-Hyung;Chi, Gyoo-Yong;Kang, Chang-Wan
    • The Journal of Korean Obstetrics and Gynecology
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    • v.34 no.1
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    • pp.1-14
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    • 2021
  • Objectives: We studied for the adjustment of the patterns of 'The Diagnostic Tool for Climacteric and Postmenopausal Syndrome Pattern Identification (hereinafter CaPSPI)' (studyI) and the correlation between CaPSPI and Korean medicine doctors' diagnosis which was carried out without knowing the results of CaPSPI (studyII). Methods: The studyI followed the previous study method in 2018 (2018-3). The studyII was conducted from June 1, 2019 to July 10, 2020 with ◯◯ University Korean Medicine Hospital IRB's approval (2019-4). Doctors' diagnosis was conducted face-to-face with the subjects. Doctors' diagnosis was carried out based on the Kupperman's questionnaire, 'Diagnosis System of Oriental Medicine (hereinafter DSOM)' and four examinations (四診) records. The diagnosis was marked with 0 for 'no', 1 for 'somewhat', 2 for 'yes' and 3 for 'very yes'. The correlation between CaPSPI and the mean of doctors diagnostic scores were investigated statistically. Results: The studyI showed that heart-heat (心火) pattern was added. The Factor loading coefficient for heart-heat was 0.551 to 0.789, and the Cronbach's coefficient was 0.896. The studyII showed that the diagnosis (Kappa statistic) of two doctors showed statistically significant concordance (all eight patterns), with correlation of them were 0.3 or higher. And the correlation between the CaPSPI score and the mean of doctors' diagnostic score showed a statistically significant correlation, with liver qi depression (肝鬱) being the highest at 0.552 and dual deficiency of the heart-spleen (心脾兩虛) being the lowest at 0.301. Conclusions: Since the diagnosis results of CaPSPI showed a significant correlation with the diagnosis of Korean traditional medicine experts, it was believed that the CaPSPI results can be trusted and used for clinical purposes.