• The Journal of Asian Finance, Economics and Business
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• v.8 no.4
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• pp.11-19
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• 2021

This study aims to analyze the causality relationship between sectoral stock markets (agricultural, financial, industrial, and mining sectors) and economic growth in the short and long term as well as to analyze whether it has similar types or not. The data used is quarterly time-series data (first quarter 2009 to fourth 2019). To determine the causality relationship, this study conducts a variable and multivariate causality test. The results of the varying granger causality test show that there is only a one-way relationship, where the economic growth of the agriculture sector affects its shares. A one-way relationship also occurs in stocks of the industrial sector, which has an influence on economic growth. The multivariate causality test shows that the economic growth of the agricultural sector has a two-way causality relationship, and it also exists between the industrial sector and the financial sector stock markets. The two-way causality relationship between the stock market and sectoral economic growth is a convergence towards long-term equilibrium. The findings of this study suggest that the government through the Financial Services Authority and the Indonesia Stock Exchange have to maintain stability in the stock market as a supporter of the national economy.

• Journal of Korea Water Resources Association
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• v.51 no.9
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• pp.747-759
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• 2018

Multivariate regional frequency analysis has advantages of regional and multivariate framework as adopting a large number of regional dataset and modeling phenomena that cannot be considered in the univariate frequency analysis. To the best of our knowledge, the multivariate regional frequency analysis has not been employed for hydrological variables in South Korea. Applicability of the multivariate regional frequency analysis should be investigated for the hydrological variable in South Korea in order to improve our capacity to model the hydrological variables. The current study focused on estimating parameters of regional copula and regional marginal models, selecting the most appropriate distribution models, and estimating regional multivariate growth curve in the multivariate regional frequency analysis. Annual maximum rainfall and duration data observed at 71 stations were used for the analysis. The results of the current study indicate that Frank and Gumbel copula models were selected as the most appropriate regional copula models for the employed regions. Several distributions, e.g. Gumbel and log-normal, were the representative regional marginal models. Based on relative root mean square error of the quantile growth curves, the multivariate regional frequency analysis provided more stable and accurate quantiles than the multivariate at-site frequency analysis, especially for long return periods. Application of regional frequency analysis in bivariate rainfall-duration analysis can provide more stable quantile estimation for hydraulic infrastructure design criteria and accurate modelling of rainfall-duration relationship.

• Proceedings of the Korean Association for Survey Research Conference
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• 2005.12a
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• pp.159-167
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• 2005

• Korean Journal of Pharmacognosy
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• v.44 no.4
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• pp.332-335
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• 2013

Geographical classification of A. gigas was performed in the present study using UHPLC-DAD combined with multivariate data analysis techniques. Six active constituents were isolated from A. gigas; nodakenin, marmesin, decursinol, demethylsuberosin, decursin and decursinol angelate. One hundred sixty eight A. gigas samples were simultaneously determined using UHPLC-DAD. A principal component analysis (PCA) and partial least square discriminant analysis (PLS-DA) was used to classify the samples according to geographical origins (Korea and China). The origins of A. gigas from Korea and China were correctly classified by 81.6% and 93.8% using PLS-DA Y prediction. This result demonstrates the potential use of UHPLC-DAD combined with multivariate analysis techniques as an accurate and rapid method to classify A. gigas according to their geographical origin.

• International Journal of Human Ecology
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• v.14 no.1
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• pp.29-39
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• 2013

The study examined how changes in time invested in private tutoring and academic achievement influenced each other through a multivariate latent growth model by using the data from the first to the third year presented in the KYPS. This study identifies not only how changes in the private tutoring experience exerted a direct influence on changes in academic achievement, but also measures what kind of changes in private tutoring and academic achievement had emerged over time. The detailed study results are as follows. First, the analysis of time invested in private tutoring showed that the higher the grades, the greater were the amount of time invested in private tutoring in the case of Korean language study. On the other hand, the results showed that in the case of English and mathematics, the higher the grades, the lesser was the amount of time invested in private tutoring. Second, private tutoring and academic achievement were all in a linear relationship. Third, it was shown that the time invested in private tutoring and academic achievement exerted a negative influence on each other according to the passage of time.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.129-140
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• 2009

In this paper, we consider simultaneous confidence intervals for the difference of proportions between two groups taken from multivariate binomial distributions in a nonparametric way. We briefly discuss the construction of simultaneous confidence intervals using the method of adjusting the p-values in multiple tests. The features of bootstrap simultaneous confidence intervals using non-pooled samples are presented. We also compute confidence intervals from the adjusted p-values of multiple tests in the Westfall (1985) style based on a pooled sample. The average coverage probabilities of the bootstrap simultaneous confidence intervals are compared with those of the Bonferroni simultaneous confidence intervals and the Sidak simultaneous confidence intervals. Finally, we give an example that shows how the proposed bootstrap simultaneous confidence intervals can be utilized through data analysis.

• Journal of Korean Institute of Industrial Engineers
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• v.42 no.6
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• pp.395-403
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• 2016

In mobile industry, using a metal frame of devices is rapidly increased for thin and stylish designs. However, fabricating metal is one of the difficult processes because the sophisticated control of equipment is required during the whole machining time. In this study, we present an efficient multivariate monitoring procedure for the metal frame process in mobile device manufacturing. The effectiveness of the proposed procedure is demonstrated by real data from the mobile plant in one of the leading mobile companies in South Korea.

• Asian-Australasian Journal of Animal Sciences
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• v.9 no.1
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• pp.83-89
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• 1996

Multivariate statistical procedures were used to analyse data on the chemical composition and in vitro digestibility of four varienties of rice straw after treatment with 4% NaOH solution, 4% urea solution or distilled water (control) for 48 hours. For each treatment, stepwise discriminant analysis identified the variables which maximized differences between varieties and the eigenvectors from principal component analysis quantified the contribution of these criterion variables to varietal differences. The overall response of varieties to chemical treatment was demonstrated qualitatively, by cluster analysis, and quantitatively, from the magnitude of the principal component scores. The analysis revealed that the urea and control treatments elicited the same response whereas NaOH had the greatest effect on the poorest straw variety. Similar analyses conducted on the botanical fractions of the varieties showed that the relative response of the inflorescence, stem, leaf blade and leaf sheath fractions was not altered by chemical treatment.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.29 no.7
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• pp.54-61
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• 2015

This paper presents short-term wind farm power forecasting method using multivariate analysis and time series. Based on factor analysis, the proposed method makes new independent variables which newly composed by raw independent variables such as wind speed, ramp rate, wind power. Newly created variables are used in the time series model for forecasting wind farm power. To demonstrate the improved accuracy, the proposed method is compared with persistence model commonly used as reference in wind power forecasting using data from Jeju Island. The results of case studies are presented to show the effectiveness of the proposed forecasting method.

• Communications for Statistical Applications and Methods
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• v.11 no.1
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• pp.79-91
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• 2004

In this thesis, Bayesian parameter estimation procedure is discussed for the mean change model of multivariate normal random variates under the assumption of noninformative priors for all the parameters. Parameters are estimated by Gibbs sampling method. In Gibbs sampler, the change point parameter is generated by Metropolis-Hastings algorithm. We apply our methodology to numerical data to examine it.