• 응용통계연구
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• 제21권1호
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• pp.19-33
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• 2008

연속 형질(quantitative trait)에 영향을 미치는 유전자를 알아내기 위해 형제 쌍의 자료를 수집하여, 주로 이용되는 Haseman과 Elston (1972)의 최소제곱 회귀검정법으로 분석하는데 이는 단일 형질에 대한 분석법이다. 현실적으로 여러 형질들이 복잡하게 단일유전자 좌위(single locus)와 연관되어 있어 함께 수집하게 되는 경우에는, 이러한 연관된 여러 형질을 동시에 분석하는 유전연관성 검정법(linkage test)이 절실히 필요한 실정이다. Amos 등 (1990)은 주성분(principal component) 선형모형을 이용하여 Haseman과 Elston (1972)방법을 둘 이상의 형질의 다변량 분석법으로 확장시켰다. 그러나 이 검정방법은 통계량의 분포를 알 수 없기에 아직 제 1종 오류가 제대로 통제되지 못하는 문제를 가지고 있다. 본 논문에서는 이러한 다변량 형질 자료의 연관성검정에 있어 단일변량에 대한 비모수 추세검정법을 다변량 자료에 대한 분석법으로 확장시킨 통계량을 사용할 것을 제안한다. Amos 등 (1990)이 제안한 방법과 다변량 추세검정 통계량을 모의실험으로 생성한 연속형 형질자료에 적용하였을 때, 다변량 추세검정 통계량은 Amos 등 (1990) 방법에서의 여러 문제점이 발생되지 않을 뿐만 아니라 모의실험에서 제 1종 오류가 정해진 유의수준에 가까운 것을 확인하였고, 검정적이 더 높음을 볼 수 있었다.

• 대한인간공학회지
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• 제6권1호
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• pp.3-8
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• 1987

This paper develops a statistical mode which estimates mental and physical loads of light work from sinus arrhythmia (SA) scores. During experiments, various levels of mental and physical loads (respectively scored by information processing and finger tapping rates) were imposed on subjects and SA scores were measured from the subjects. Two methods were used in developing workload estimation model. One is an algebraic inverse function of a multivariate regression equation, where mental and physical loads are independent variables and SA scores are dependent variables. The other is a statistical multivariate inverse regression. Of the two methods, inverse function resulted in larger mean squqre error in predicting mental and physical loads. Hence, inverse regression model is recommended for precise workload estimation.

• Journal of the Korean Data and Information Science Society
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• 제27권2호
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• pp.523-530
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• 2016

Most classical control charts assume that processes are serially independent, and autocorrelation among variables makes them unreliable. To address this issue, a variety of statistical approaches has been employed to estimate the serial structure of the process. In this paper, we propose a multioutput least squares support vector regression and apply it to construct a residual multivariate cumulative sum control chart for detecting changes in the process mean vector. Numerical studies demonstrate that the proposed multioutput least squares support vector regression based control chart provides more satisfying results in detecting small shifts in the process mean vector.

• 응용통계연구
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• 제25권4호
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• pp.605-612
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• 2012

Multivariate data are often generated with multiple outcomes in various fields. Multiple outcomes could be mixed as continuous and discrete. Because of their complexity, the data are often dealt with by separately applying regression analysis to each outcome even though they are associated the each other. This univariate approach results in the low efficiency of estimates for parameters. We study the efficiency gains of the multivariate approaches relative to the univariate approach with the mixed data that include continuous and binary outcomes. All approaches yield consistent estimates for parameters with complete data. By jointly estimating parameters using multivariate methods, it is generally possible to obtain more accurate estimates for parameters than by a univariate approach. The association between continuous and binary outcomes creates a gap in efficiency between multivariate and univariate approaches. We provide a guidance to analyze the mixed data.

• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.511-521
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• 2020

In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.629-635
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• 1997

An approximation for multivariate t probability for an orhant region(i.e., a rectangular resion with lower limits of $-\infty$ for all margins) is proposed. It is based on conditional expectations, a regression with binary variables, and the exact formula for the evalution of the bivariate t integrals by Dunnett and Sobel. It is noted that the proposed approximation method is espicially useful for evaluating the multivariate t integrals where there is no simple method available until now.

• 한국음향학회지
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• 제20권3호
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• pp.15-23
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• 2001

본 논문에서는 임의의 사람이 발성한 음성을 마치 다른 사람이 발성한 것처럼 들리도록 하는 음성변환 기술에 대하여 설명하고, 화자간의 성도 특성과 여기신호 특성 파라미터 변환을 독립적으로 수행하기 위한 변환방법을 실험한다. 성도 특성 파라미터 변환은 입력되는 음성신호에서 LPC (Linear Predictive Cofficient)켑스트럼을 추출하여 선형다변회귀모델에 적용하여 수행하고, 여기신호 특성 파라미터 변환은 잔차신호를 추출하여 LP-PSOLA (Linear Predictive-Pitch Synchronous Overlap and Add) 합성방식을 이용한 화자간의 평균 피치주기 변환으로 수행된다. 실험결과는 선형다변회귀모델과 LP-PSOLA 합성방식을 이용하여 변환된 음성이 대상화자의 음성에 유사함을 보여준다

• Geomechanics and Engineering
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• 제21권6호
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• pp.583-598
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• 2020

This study is attempted to propose a new hybrid artificial intelligence model called integrative genetic algorithm with multivariate adaptive regression splines (GA-MARS) for settlement prediction of shallow foundations on sandy soils. In this hybrid model, the evolution algorithm - Genetic Algorithm (GA) was used to search and optimize the hyperparameters of multivariate adaptive regression splines (MARS). For this purpose, a total of 180 experimental data were collected and analyzed from available researches with five-input variables including the bread of foundation (B), length to width (L/B), embedment ratio (D_f/B), foundation net applied pressure (q_net), and average SPT blow count (N_SPT). In further analysis, a new explicit formulation was derived from MARS and its accuracy was compared with four available formulae. The attained results indicated that the proposed GA-MARS model exhibited a more robust and better performance than the available methods.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.351-354
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• 2018

본 연구에서는 일 증발접시 증발량 모델링을 위한 다변량 적응 회귀 스플라인 (multivariate adaptive regression splines, MARS) 모델의 성능을 평가하였다. 모델 입력변수 집합은 부산 관측소 (기상청)로부터 수집된 기상자료를 활용하여 증발접시 증발량과의 상관성이 높은 변수들의 조합으로 구성되었으며, 일사량, 일조시간, 평균지상온도, 최대기온의 조합으로 구성된 세 가지 입력집합이 결정되었다. MARS 모델의 성능은 네 가지의 모델성능평가지표를 활용하여 정량적으로 산출되었으며, 그 결과를 인공신경망 (artificial neural network, ANN) 모델과 비교하였다. 입력변수로서 일사량 및 일조시간을 가지는 Set 1의 경우 MARS1 모델이 ANN1 모델보다 우수한 성능을 나타내었으며, Set 2 (일사량, 일조시간, 평균지상온도)의 경우 ANN2 모델, Set 3 (일사량, 일조시간, 평균지상온도, 최대기온)의 경우 MARS3 모델이 상대적으로 우수한 모델 성능을 나타내었다. 모든 분석 모델들을 비교하였을 때, MARS3, ANN2, ANN3, MARS2, MARS1, ANN1 모델의 순서로 우수한 모델 성능을 나타내었으며, 특히 MARS3 모델은 CE = 0.790, $r^2=0.800$, RMSE = 0.762, MAE = 0.587로서 가장 우수한 일 증발접시 증발량 모델링 성능을 나타내었다. 따라서 본 연구에서 적용한 MARS 모델은 지상관측 기상자료를 활용한 일 증발접시 증발량 모델링에서 효과적인 대안이 될 수 있을 것으로 판단된다.

• Communications for Statistical Applications and Methods
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• 제31권2호
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• pp.179-189
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• 2024

In multivariate regression with a high-dimensional response Y ∈ ℝ^r and a relatively low-dimensional predictor X ∈ ℝ^p (where r ≥ 2), the statistical analysis of such data presents significant challenges due to the exponential increase in the number of parameters as the dimension of the response grows. Most existing dimension reduction techniques primarily focus on reducing the dimension of the predictors (X), not the dimension of the response variable (Y). Yoo and Cook (2008) introduced a response dimension reduction method that preserves information about the conditional mean E(Y | X). Building upon this foundational work, Yoo (2018) proposed two semi-parametric methods, principal response reduction (PRR) and principal fitted response reduction (PFRR), then expanded these methods to unstructured principal fitted response reduction (UPFRR) (Yoo, 2019). This paper reviews these four response dimension reduction methodologies mentioned above. In addition, it introduces the implementation of the mbrdr package in R. The mbrdr is a unique tool in the R community, as it is specifically designed for response dimension reduction, setting it apart from existing dimension reduction packages that focus solely on predictors.