• Title/Summary/Keyword: Likelihood Ratio Test

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Statistical Techniques to Detect Sensor Drifts (센서드리프트 판별을 위한 통계적 탐지기술 고찰)

  • Seo, In-Yong;Shin, Ho-Cheol;Park, Moon-Ghu;Kim, Seong-Jun
    • Journal of the Korea Society for Simulation
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    • v.18 no.3
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    • pp.103-112
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    • 2009
  • In a nuclear power plant (NPP), periodic sensor calibrations are required to assure sensors are operating correctly. However, only a few faulty sensors are found to be calibrated. For the safe operation of an NPP and the reduction of unnecessary calibration, on-line calibration monitoring is needed. In this paper, principal component-based Auto-Associative support vector regression (PCSVR) was proposed for the sensor signal validation of the NPP. It utilizes the attractive merits of principal component analysis (PCA) for extracting predominant feature vectors and AASVR because it easily represents complicated processes that are difficult to model with analytical and mechanistic models. With the use of real plant startup data from the Kori Nuclear Power Plant Unit 3, SVR hyperparameters were optimized by the response surface methodology (RSM). Moreover the statistical techniques are integrated with PCSVR for the failure detection. The residuals between the estimated signals and the measured signals are tested by the Shewhart Control Chart, Exponentially Weighted Moving Average (EWMA), Cumulative Sum (CUSUM) and generalized likelihood ratio test (GLRT) to detect whether the sensors are failed or not. This study shows the GLRT can be a candidate for the detection of sensor drift.

Cluster exploration of water pipe leak and complaints surveillance using a spatio-temporal statistical analysis (스캔통계량 분석을 통한 상수도 누수 및 수질 민원 발생 클러스터 탐색)

  • Juwon Lee;Eunju Kim;Sookhyun Nam;Tae-Mun Hwang
    • Journal of Korean Society of Water and Wastewater
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    • v.37 no.5
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    • pp.261-269
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    • 2023
  • In light of recent social concerns related to issues such as water supply pipe deterioration leading to problems like leaks and degraded water quality, the significance of maintenance efforts to enhance water source quality and ensure a stable water supply has grown substantially. In this study, scan statistic was applied to analyze water quality complaints and water leakage accidents from 2015 to 2021 to present a reasonable method to identify areas requiring improvement in water management. SaTScan, a spatio-temporal statistical analysis program, and ArcGIS were used for spatial information analysis, and clusters with high relative risk (RR) were determined using the maximum log-likelihood ratio, relative risk, and Monte Carlo hypothesis test for I city, the target area. Specifically, in the case of water quality complaints, the analysis results were compared by distinguishing cases occurring before and after the onset of "red water." The period between 2015 and 2019 revealed that preceding the occurrence of red water, the leak cluster at location L2 posed a significantly higher risk (RR: 2.45) than other regions. As for water quality complaints, cluster C2 exhibited a notably elevated RR (RR: 2.21) and appeared concentrated in areas D and S, respectively. On the other hand, post-red water incidents of water quality complaints were predominantly concentrated in area S. The analysis found that the locations of complaint clusters were similar to those of red water incidents. Of these, cluster C7 exhibited a substantial RR of 4.58, signifying more than a twofold increase compared to pre-incident levels. A kernel density map analysis was performed using GIS to identify priority areas for waterworks management based on the central location of clusters and complaint cluster RR data.

Reticulocyte hemoglobin content for the diagnosis of iron deficiency in young children with acute infection (급성 감염성 질환을 가진 영유아에서 철결핍 진단 지표로서의 망상적혈구혈색소량)

  • Kim, Jon Soo;Choi, Jun Seok;Choi, Doo Young;You, Chur Woo
    • Clinical and Experimental Pediatrics
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    • v.51 no.8
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    • pp.827-833
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    • 2008
  • Purpose : Early identification of iron deficiency in young children is essential to prevent damaging long-term consequences. It is often difficult for the pediatrician to know which indices should be used when diagnosing these conditions especially in hospitalized young children. This study investigated the clinical significances of reticulocyte hemoglobin content in young children with acute infection. Methods : We studied 69 young children aged from 6 to 24 months admitted with acute infection in a single center. Venous blood was drawn to determine hemoglobin (Hb), mean corpuscular volume (MCV), mean corpuscular hemoglobin (MCH), hemoglobin content (CH), reticulocyte hemoglobin content (CHr), and red blood cell distribution width (RDW) using ADVIA 120 (Bayer Diagnostics, NY, USA). For evaluating iron status, iron, total iron binding capacity, ferritin and transferrin saturation (Tfsat) were determined. Iron deficiency was defined as Tfsat less than 20%, and iron deficiency anemia as Tfsat less than 20% and Hb level less than 11 g/dL. Results : In all, 47 were iron deficient; 17 of these had iron deficiency anemia. CHr was the only significant predictor of iron deficiency (likelihood ratio test=71.25; odds ratio=0.67; P<0.05). Plasma ferritin level had no predictive value (P=0.519). Subjects with CHr less than 27.4 pg had lower Hb level, MCH, CH, Tfsat, and iron levels than those with CHr 27.4 pg or more (P<0.05 for all). Conclusion : CHr level was a sensitive screening tool and the strongest predictor of iron deficiency in hospitalized infants with acute infection; it was cost saving and avoiding additional sampling. However its reference range should be established.

Role of Bronchodilator Reversibility Testing in Differentiating Asthma From COPD (만성폐쇄성폐질환과 천식을 감별 진단하는데 기관지확장제 가역성 검사의 역할)

  • Oh, Yeon-Mok;Lim, Chae Man;Shim, Tae Sun;Koh, Younsuck;Kim, Woo Sung;Kim, Dong-Soon;Kim, Won Dong;Kim, Se Kyu;Yoo, Jee Hong;Lee, Sang Do
    • Tuberculosis and Respiratory Diseases
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    • v.57 no.5
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    • pp.419-424
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    • 2004
  • Background : Although bronchodilator reversibility testing is widely performed to diagnose asthma or COPD, there is debate upon its usefulness and methods to differentiate asthma from COPD. The purpose of this study is to elucidate the role of bronchodilator reversibility testing in differentiating asthma from COPD and to confirm which method is better at evaluating bronchodilator reversibility. Methods : 26 asthma patients and 31 COPD patients were reviewed retrospectively. Spirometry was performed before and after bronchodilator inhalation to get $FEV_1$, FVC. To evaluate bronchodilator reversibility, the increase in $FEV_1$ or FVC was expressed as three methods, 'percentage of the baseline value', 'percentage of the predicted value', or 'absolute value'. Area under the ROC curve was measured to compare the three methods. In addition, the criteria of American Thoracic Society (ATS) for bronchodilator reversibility were compared to those of European Respiratory Society (ERS). Results : 1. In differentiating asthma from COPD, 'percentage of the predicted value', or 'absolute value' method was useful but 'percentage of the baseline value' was not. However, the ability to differentiate was weak because areas under the ROC curves by all methods were less than 0.75. 2. The criteria of ERS were superior to those of ATS for bronchodilator reversibility to differentiate asthma from COPD because likelihood ratio (LR) of a positive test by ERS criteria was greater than ATS criteria and because LR of a negative test by ERS criteria was less than ATS criteria. Conclusion : In differentiating asthma from COPD, bronchodilator reversibility testing has a weak role and should be considered as an adjunctive test.

Clinical Differential Diagnosis of Usual Interstitial Pneumonia from Nonspecific Interstitial Pneumonia (통상성 간질성 폐렴과 비특이성 간질성 폐렴의 임상적 감별 진단)

  • An, Chang-Hyeok;Koh, Young-Min;Chung, Man-Pyo;Suh, Gee-Young;Kang, Soo-Jung;Kang, Kyeong-Woo;Ahn, Jong-Woon;Lim, Si-Young;Kim, Ho-Joong;Han, Jeung-Ho;Lee, Kyung-Soo;Kwon, O-Jung;Rhee, Chong-H.
    • Tuberculosis and Respiratory Diseases
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    • v.48 no.6
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    • pp.932-943
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    • 2000
  • Background : Nonspecific interstitial pneumonitis (NSIP) is most likely to be confused with usual interstitial pneumonitis (UIP). Unlike patients witþ UIP, the majority of patients with NSIP have a good prognosis, with most patients improving after treatment with corticosteroids. Therefore it is clinically important to differentiate NSIP from UIP. Up to now, the only means of differentiating these two diseases was by means of surgical lung biopsy. American Thoracic Society (ATS) proposed a clinical diagnostic criteria for UIP to provide assistance to clinicians in its diagnosis without surgical lung biopsy. This study is aimed to investigate whether there were clinical and radiological differences between NSIP and UIP, and the usefulness of ATS clinical diagnostic criteria for UIP in Korea. Methods : We studied 60 patients with UIP and NSIP confirmed by surgical lung biopsy. Clinical manifestations, pulmonary function test, arterial blood gas analysis, bronchoalveolar lavage (BAL), and high resolution computed tomography (HRCT) were evaluated and analyzed by Chi-square test or t-test. The clinical criteria for UIP proposed by ATS were applied to all patients with idiopathic interstitial pneumonia. Results : Forty-two patients with UIP and 18 with NSIP were pathologically identified. Among the 18 patients with NSIP (M : F=1 : 17), the mean age was 55.2$\pm$8.4 (44~73) yr. Among the 42 patients with UIP (M : F=33 : 9), the mean age was 59.5$\pm$7.1 (45~74) yr (p=0.046). Fever was more frequent in NSIP (39%) (p=0.034), but clubbing was frequently observed in UIP (33%) (p=0.023). BAL lymphocytosis was more frequent (23%) (p=0.0001) and CD4/CD8 ratio was lower in NSIP (p=0.045). On HRCT, UIP frequently showed honeycomb appearance (36 of 42 patients) though not in NSIP (p=0.0001). Six of 42 UIP patients (14.3%) met the ATS clinical criteria for IPF, and 3 of 16 NSIP patients (18.8%) met the diagnostic criteria. Conclusion : Being a relatively young female and having short duration of illness, fever, BAL lymphocytosis, low CD4/CD8 ratio with the absence of clubbing and honeycomb appearance in HRCT increase the likelihood of the illness being NSIP. The usefulness of ATS clinical diagnostic criteria for UIP may be low in Korea.

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Market Structure Analysis of Automobile Market in U.S.A (미국자동차시장의 구조분석)

  • Choi, In-Hye;Lee, Seo-Goo;Yi, Seong-Keun
    • Journal of Global Scholars of Marketing Science
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    • v.18 no.1
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    • pp.141-156
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    • 2008
  • Market structure analysis is a very useful tool to analyze the competition boundary of the brand or the company. But most of the studies in market structure analysis, the concern lies in nondurable goods such as candies, soft drink and etc. because of the their availability of the data. In the field of durable goods, the limitation of the data availability and the repurchase time period constrain the study. In the analysis of the automobile market, those of views might be more persuasive. The purpose of this study is to analyze the structure of automobile market based on some idea suggested by prior studies. Usually the buyers of the automobile tend to buy upper tier when they buy in the next time. That kind of behavior make it impossible to analyze the structure of automobile market under the level of automobile model. For that reason I tried to analyze the market structure in the brand or company level. In this study, consideration data was used for market structure analysis. The reasons why we used the consideration data are summarized as following. Firstly, as the repurchase time cycle is too long, brand switching data which is used for the market analysis of nondurable good is not avaliable. Secondly, as we mentioned, the buyers of the automobile tend to buy upper tier when they buy in the next time. We used survey data collected in the U.S.A. market in the year of 2005 through questionaire. The sample size was 8,291. The number of brand analyzed in this study was 9 among 37 which was being sold in U.S.A. market. Their market share was around 50%. The brands considered were BMW, Chevrolet, Chrysler, Dodge, Ford, Honda, Mercedes, and Toyota. �� ratio was derived from frequency of the consideration set. Actually the frequency is different from the brand switch concept. In this study to compute the �� ratio, the frequency of the consideration set was used like a frequency of brand switch for convenience. The study can be divided into 2 steps. The first step is to build hypothetical market structures. The second step is to choose the best structure based on the hypothetical market structures, Usually logit analysis is used for the choice best structure. In this study we built 3 hypothetical market structure. They are type-cost, cost-type, and unstructured. We classified the automobile into 5 types, sedan, SUV(Sport Utility Vehicle), Pickup, Mini Van, and Full-size Van. As for purchasing cost, we classified it 2 groups based on the median value. The median value was $28,800. To decide best structure among them, maximum likelihood test was used. Resulting from market structure analysis, we find that the automobile market of USA is hierarchically structured in the form of 'automobile type - purchasing cost'. That is, result showed that automobile buyers considered function or usage first and purchasing cost next. This study has some limitations in the analysis level and variable selection. First, in this study only type of the automobile and purchasing cost were as attributes considered for purchase. Considering other attributes is very needful. Because of the attributes considered, only 3 hypothetical structure could be analyzed. Second, due to the data, brand level analysis was tried. But model level analysis would be better because automobile buyers consider model not brand. To conduct model level study more cases should be obtained. That is for acquiring the better practical meaning, brand level analysis should be conducted when we consider the actual competition which occurred in the real market. Third, the variable selection for building nested logit model was very limited to some avaliable data. In spite of those limitations, the importance of this study lies in the trial of market structure analysis of durable good.

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Blood Eosinophil and Serum Eosinophil Cationic Protein as a Marker of Bronchial Hyperresponsiveness in Children with Suspected Asthma (천식 증상 환아에서 기관지과민성의 지표로서 혈액 내 호산구와 혈청 호산구 양이온 단백(ECP))

  • Park, Yang;Kang, Hee;Kang, Eun Kyeong;Koh, Young Yull
    • Clinical and Experimental Pediatrics
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    • v.45 no.12
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    • pp.1577-1584
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    • 2002
  • Purpose : Airway inflammation is considered to be a characteristic feature of asthma, and eosinophils are recognized as the most important inflammatory cells. This study aims to assess the importance of blood eosinophil count and serum eosinophil cationic protein(ECP) levels as a noninvasive marker of bronchial hyperresponsiveness(BHR) in children with suspected asthma. Methods : This study used data from 87 subjects with asthma-like symptoms(6-18 years old). The $FEV_1$ and provocative concentration producing a 20% fall in $FEV_1(PC_{20})$ on methacholin inhalation challenge test were measured. Four groups were classified based on $PC_{20}$[Group I : <2 mg/mL; Group II : 2-8 mg/mL; Group III : 8-18 mg/mL; Group IV : (18 mg/mL], and blood eosinophil count and serum ECP levels were analyzed. In addition, subjects were classified based on the cutoff value of $PC_{20}$(BHR positive group : <18 mg/mL; BHR negative group : (18 mg/mL). Then blood eosinophil count and serum ECP level were compared between these two groups. Results : Likelihood ratio test for trends revealed a significant association between the blood eosinophil count or serum ECP level, and the degree of BHR as measured by methacholine $PC_{20}$. Blood eosinophil count or serum ECP level was significantly higher in the BHR(+) group than in the BHR(-) group. Blood eosinophil count had a positive correlation with serum ECP level. Conclusion : Blood eosinophil count and serum ECP level may be a useful non-invasive clinical marker of BHR in subjects with suspected asthma. This supports the hypothesis that BHR in asthma is a consequence of airway eosinophilic inflammation.

The Measurement and Comparison of the Relative Efficiency for Currency Futures Markets : Advanced Currency versus Emerging Currency (통화선물시장의 상대적 효율성 측정과 비교 : 선진통화 대 신흥통화)

  • Kim, Tae-Hyuk;Eom, Cheol-Jun;Kang, Seok-Kyu
    • The Korean Journal of Financial Management
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    • v.25 no.1
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    • pp.1-22
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    • 2008
  • This study is to evaluate, to the extent to, which advanced currency futures and emerging currency futures markets can predict accurately the future spot rate. To this end, Johansen's the maximum-likelihood cointegration method(1988, 1991) is adopted to test the unbiasedness and efficiency hypothesis. Also, this study is to estimate and compare a quantitative measure of relative efficiency as a ratio of the forecast error variance from the best-fitting quasi-error correction model to the forecast error variance of the futures price as predictor of the spot price in advanced currency futures with in emerging currency futures market. Advanced currency futures is British pound and Japan yen. Emerging currency futures includes Korea won, Mexico peso, and Brazil real. The empirical results are summarized as follows : First, the unbiasedness hypothesis is not rejected for Korea won and Japan yen futures exchange rates. This indicates that the emerging currency Korea won and the advanced currency Japan yen futures exchange rates are likely to predict accurately realized spot exchange rate at a maturity date without the trader having to pay a risk premium for the privilege of trading the contract. Second, in emerging currency futures markets, the unbiasedness hypothesis is not rejected for Korea won futures market apart from Mexico peso and Brazil real futures markets. This indicates that in emerging currency futures markets, Korea won futures market is more efficient than Mexico peso and Brazil real futures markets and is likely to predict accurately realized spot exchange rate at a maturity date without risk premium. Third, this findings show that the results of unbiasedness hypothesis tests can provide conflicting finding. according to currency futures class and forecasts horizon period, Fourth, from the best-fitting quasi-error correction model with forecast horizons of 14 days, the findings suggest the Japan yen futures market is 27.06% efficient, the British pound futures market is 26.87% efficient, the Korea won futures market is 20.77% efficient, the Mexico peso futures market is 11.55%, and the Brazil real futures market is 4.45% efficient in the usual order. This indicates that the Korea won-dollar futures market is more efficient than Mexico peso, and Brazil real futures market. It is therefore possible to concludes that the Korea won-dollar currency futures market has relatively high efficiency comparing with Mexico peso and Brazil real futures markets of emerging currency futures markets.

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A Study on the Volatility of Global Stock Markets using Markov Regime Switching model (마코브국면전환모형을 이용한 글로벌 주식시장의 변동성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.34 no.3
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    • pp.17-39
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    • 2015
  • This study examined the structural changes and volatility in the global stock markets using a Markov Regime Switching ARCH model developed by the Hamilton and Susmel (1994). Firstly, the US, Italy and Ireland showed that variance in the high volatility regime was more than five times that in the low volatility, while Korea, Russia, India, and Greece exhibited that variance in the high volatility regime was increased more than eight times that in the low. On average, a jump from regime 1 to regime 2 implied roughly three times increased in risk, while the risk during regime 3 was up to almost thirteen times than during regime 1 over the study period. And Korea, the US, India, Italy showed ARCH(1) and ARCH(2) effects, leverage and asymmetric effects. Secondly, 278 days were estimated in the persistence of low volatility regime, indicating that the mean transition probability between volatilities exhibited the highest long-term persistence in Korea. Thirdly, the coefficients appeared to be unstable structural changes and volatility for the stock markets in Chow tests during the Asian, Global and European financial crisis. In addition, 1-Step prediction error tests showed that stock markets were unstable during the Asian crisis of 1997-1998 except for Russia, and the Global crisis of 2007-2008 except for Korea and the European crisis of 2010-2011 except for Korea, the US, Russia and India. N-Step tests exhibited that most of stock markets were unstable during the Asian and Global crisis. There was little change in the Asian crisis in CUSUM tests, while stock markets were stable until the late 2000s except for some countries. Also there were stable and unstable stock markets mixed across countries in CUSUMSQ test during the crises. Fourthly, I confirmed a close relevance of the volatility between Korea and other countries in the stock markets through the likelihood ratio tests. Accordingly, I have identified the episode or events that generated the high volatility in the stock markets for the financial crisis, and for all seven stock markets the significant switch between the volatility regimes implied a considerable change in the market risk. It appeared that the high stock market volatility was related with business recession at the beginning in 1990s. By closely examining the history of political and economical events in the global countries, I found that the results of Lamoureux and Lastrapes (1990) were consistent with those of this paper, indicating there were the structural changes and volatility during the crises and specificly every high volatility regime in SWARCH-L(3,2) student t-model was accompanied by some important policy changes or financial crises in countries or other critical events in the international economy. The sophisticated nonlinear models are needed to further analysis.

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Leukocyte count and hypertension in the health screening data of some rural and urban residents (일부 농촌과 도시의 건강선별조사 자료로 본 백혈구수와 고혈압과의 관계)

  • Lee, Choong-Won;Yoon, Nung-Ki;Lee, Sung-Kwan
    • Journal of Preventive Medicine and Public Health
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    • v.24 no.3 s.35
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    • pp.363-372
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    • 1991
  • We used the health screening data of some rural and urban residents to examine the cross-sectional association between leukocyte count and hypertension. The 206 male and 203 female rural residents were selected by multi-stage cluster sampling method in Kyungsan-Kun area of Kyungbuk province in 1985 and 600 urban residents were selected by the same sampling method as the rural residents in Daegu city of the same province in 1986 compatible with age-sex distribution of Daegu city of 1985 census, but of whom 384 actually responded. The rest of 600 were replaced by age and sex with those who were members of the medical insurance plan visiting the health management department of the university hospital to get the biannual preventive medical checkups. Excluded in the analysis were those having hypertensive history, diseases and extreme outlying values of the screening tests, leaving 373 rural and 571 urban residents. Leukocyte count was measured with ELT-8 Laser shadow method and the unit $cells/mm^3$, Blood pressures were determined with an aneroid sphygmomanometer with pre-standardized method and hypertensives were defined as those showing systolic blood pressure more than 140mmHg and/or diastolic blood pressure more than 90mmHg. Total residents pooled (N=944) showed a significant difference between hypertensives and normotensives ($6965.93{\pm}1997.01\;vs\;6490.61{\pm}1941.32,\;P=0.00$) and in rural residents was noted the similar significant difference (P=0.03). None of significant differences were noted in any stratum stratified by residency and sex. Compared to the lowest quintile of WBC, 2/5 quintile showed odds ratio 0.99 (95% Confidence interval, Ci 0.62-1.59), 3/5 quintile 1.41 (95% CI 0.90-2.21), 4/5 quintile 1.76 (95% CI. 1.14-2.72), and highest quintile 1.80 (1.15-2.82) in the total residents. Likelihood ratio test for linear trend for it indicated a significant trend ($X^2_{trend}=5.53,\;df=1,\;P<0.05$). There were no other significant odds ratios compared to the lowest quintile of WBC in strata stratified by residency and sex. The odds ratios in total residents which had showed significant odds ratios became nonsignificant and of reduced magnitude after controlling age, frequency of smoking and drinking with multiple logistic. regression. In each stratum, it changed magnitudes of odds ratios slightly and unstably. None of the trend tests showed any significant trend. These results suggest that the Friedman et al's finding of association between leukocyte count and hypertension may be due to an statistical type I error resulting from the data dredging in an exploratory study, in which more than 800 variables were screened as possible predictors of hypertension.

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