• Title/Summary/Keyword: Multivariate Statistical Method

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Corporate Image Strategy of Corporate Ethics and Customer Satisfaction through Quality Improvement -Discriminant Models based on the Utilization of a Small Number of Observed Values- (품질향상을 통한 고객만족과 기업윤리차원의 기업이미지 전략 -소수의 관측치들의 활용을 위한 모형들 중심으로-)

  • Kim, Jong Soon
    • Journal of Korean Society for Quality Management
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    • v.24 no.4
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    • pp.168-189
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    • 1996
  • In order for the corporation to get a good image from the customers it should consider several variables, but especially important are corproate ethics and customer satisfaction through quality improvement. Standard multivariate data analysis can be applied to find out the importance of customer satisfaction and corporate ethics as influence factors in the corporate competitive strategy. When applying this Methodology, multivariate normal distributions density function and the identical covariance between groups assumptions have to be satisfied. By using the evaluation result from a small number of specialists in an attempt to decide on the strategical factors that will create a better company image than its competitor, if it chooses to use statistical discriminant analysis method, it would be difficult to satisfy the two assumptions mentioned above. This thesis introduces discriminant analysis method that uses LP/GP effectively which is applicable to this particular situation.

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Double K-Means Clustering (이중 K-평균 군집화)

  • 허명회
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.343-352
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    • 2000
  • In this study. the author proposes a nonhierarchical clustering method. called the "Double K-Means Clustering", which performs clustering of multivariate observations with the following algorithm: Step I: Carry out the ordinary K-means clmitering and obtain k temporary clusters with sizes $n_1$,... , $n_k$, centroids $c_$1,..., $c_k$ and pooled covariance matrix S. $\bullet$ Step II-I: Allocate the observation x, to the cluster F if it satisfies ..... where N is the total number of observations, for -i = 1, . ,N. $\bullet$ Step II-2: Update cluster sizes $n_1$,... , $n_k$, centroids $c_$1,..., $c_k$ and pooled covariance matrix S. $\bullet$ Step II-3: Repeat Steps II-I and II-2 until the change becomes negligible. The double K-means clustering is nearly "optimal" under the mixture of k multivariate normal distributions with the common covariance matrix. Also, it is nearly affine invariant, with the data-analytic implication that variable standardizations are not that required. The method is numerically demonstrated on Fisher's iris data.

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Multivariate Stratification under Consideration of Outliers (이상점을 고려한 다변량 층화)

  • Park, Jin-Woo;Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
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    • v.21 no.3
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    • pp.377-385
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    • 2008
  • Most of the sample surveys conducted by several statistics preparation agencies are multipurpose surveys inquiring into several distinguishing items through a single sample. In a multipurpose sample design, the stratification tends to be very complex since the stratification variables which are both multivariate and heterogeneous must be considered collectively. In this paper we point out an outlier effect in a multivariate stratification to which the K-means clustering method is applied and propose to consider outliers prior to the stratification step. We also show an empirical stratification effect under consideration of outliers through a case study of sample design for The Rural Living Indicators.

Comparison of Principal Component Regression and Nonparametric Multivariate Trend Test for Multivariate Linkage (다변량 형질의 유전연관성에 대한 주성분을 이용한 회귀방법와 다변량 비모수 추세검정법의 비교)

  • Kim, Su-Young;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.19-33
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    • 2008
  • Linear regression method, proposed by Haseman and Elston(1972), for detecting linkage to a quantitative trait of sib pairs is a linkage testing method for a single locus and a single trait. However, multivariate methods for detecting linkage are needed, when information from each of several traits that are affected by the same major gene are available on each individual. Amos et al. (1990) extended the regression method of Haseman and Elston(1972) to incorporate observations of two or more traits by estimating the principal component linear function that results in the strongest correlation between the squared pair differences in the trait measurements and identity by descent at a marker locus. But, it is impossible to control the probability of type I errors with this method at present, since the exact distribution of the statistic that they use is yet unknown. In this paper, we propose a multivariate nonparametric trend test for detecting linkage to multiple traits. We compared with a simulation study the efficiencies of multivariate nonparametric trend test with those of the method developed by Amos et al. (1990) for quantitative traits data. For multivariate nonparametric trend test, the results of the simulation study reveal that the Type I error rates are close to the predetermined significance levels, and have in general high powers.

Estimation of Seasonal Cointegration under Conditional Heteroskedasticity

  • Seong, Byeongchan
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.615-624
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    • 2015
  • We consider the estimation of seasonal cointegration in the presence of conditional heteroskedasticity (CH) using a feasible generalized least squares method. We capture cointegrating relationships and time-varying volatility for long-run and short-run dynamics in the same model. This procedure can be easily implemented using common methods such as ordinary least squares and generalized least squares. The maximum likelihood (ML) estimation method is computationally difficult and may not be feasible for larger models. The simulation results indicate that the proposed method is superior to the ML method when CH exists. In order to illustrate the proposed method, an empirical example is presented to model a seasonally cointegrated times series under CH.

A Study on Sasang Constitutional Gene Selection Using DNA Chips by Multivariate Analysis (유전자 칩 및 다변량 분석방법을 이용한 사상체질 유전자 선별에 관한 연구)

  • Kim, Pan-Joon;Seo, Eun-Hee;Lee, Jung-Hwan;Ha, Jin-Ho;Choi, Hong-Sik;Jung, Tae-Young;Goo, Deok-Mo
    • Journal of Sasang Constitutional Medicine
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    • v.18 no.3
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    • pp.131-144
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    • 2006
  • 1. Objectives This research uses the DNA chip, which includes 16,383 gene code, and various statistic prediction way that shows objectification index for the objectification of constitution diagnosis. 2. Methods Drawing blood whose constitution is confirmed, and analyze its gene information by using 1.7k DNA chip to find the gene correlation through multivariate statistical method. 3. Results and Conclusions Distinctive genes such as AK001919, U09384, NM_001805, X99962, NM_004796, AK026738, AL050148, BC002538, AK027074, AK026219, AF087962, AL390142, NM_015372, AL157466, NM_002446, AK024523, NM_014706, NM_014746 and AL137544 were related to Taeumin; AL157448, NM_005957, NM_005656, NM_017548, AK027246, NM_003025, NM_012302 and NM_005905 were represented in Soeumin, while AK026503, AF147325, NM_002076, AF147307, AK001375, NM_003740, NM_005114, AB007890, NM_005505, NM_015900, NM_014936, Z70694, AB023154, U52076, NM_004360, NM_005835, NM_017528, AF087987, NM_014897, AK021720, NM_006420, AJ277915, AK002118 and AK021918 were for Soyangin. This study figured out the possibility to develop the prediction system by sorting each constitution's gene, and research each constitution's distinctive character of manifestation pattern.

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Principal selected response reduction in multivariate regression (다변량회귀에서 주선택 반응변수 차원축소)

  • Yoo, Jae Keun
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.659-669
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    • 2021
  • Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).

Methodology for Determining Functional Forms in Developing Statistical Collision Models (교통사고모형 개발에서의 함수식 도출 방법론에 관한 연구)

  • Baek, Jong-Dae;Hummer, Joseph
    • International Journal of Highway Engineering
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    • v.14 no.5
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    • pp.189-199
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    • 2012
  • PURPOSES: The purpose of this study is to propose a new methodology for developing statistical collision models and to show the validation results of the methodology. METHODS: A new modeling method of introducing variables into the model one by one in a multiplicative form is suggested. A method for choosing explanatory variables to be introduced into the model is explained. A method for determining functional forms for each explanatory variable is introduced as well as a parameter estimating procedure. A model selection method is also dealt with. Finally, the validation results is provided to demonstrate the efficacy of the final models developed using the method suggested in this study. RESULTS: According to the results of the validation for the total and injury collisions, the predictive powers of the models developed using the method suggested in this study were better than those of generalized linear models for the same data. CONCLUSIONS: Using the methodology suggested in this study, we could develop better statistical collision models having better predictive powers. This was because the methodology enabled us to find the relationships between dependant variable and each explanatory variable individually and to find the functional forms for the relationships which can be more likely non-linear.

Sample Design for Materials and Components Industry Trend Survey (부품.소재산업 동향 조사의 표본설계)

  • NamKung, Pyong
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.883-897
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    • 2008
  • This paper provides correct informations inflecting the present situation using the sample design in population that the National Statistical Office puts in operation of the mining and manufacturing industry statistical survey in 2006. This paper proposes new sampling design which is able to grasp business fluctuations and provide basic data for the rearing policy and management of the material industry and components industry. These sample design are the modified cut-off method and multivariate Neyman allocation using principal components and sampling method is the probability proportional systematic sampling.

A Comparison of Artificial Neural Networks and Statistical Pattern Recognition Methods for Rotation Machine Condition Classification (회전기계 고장 진단에 적용한 인공 신경회로망과 통계적 패턴 인식 기법의 비교 연구)

  • Kim, Chang-Gu;Park, Kwang-Ho;Kee, Chang-Doo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.12
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    • pp.119-125
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    • 1999
  • This paper gives an overview of the various approaches to designing statistical pattern recognition scheme based on Bayes discrimination rule and the artificial neural networks for rotating machine condition classification. Concerning to Bayes discrimination rule, this paper contains the linear discrimination rule applied to classification into several multivariate normal distributions with common covariance matrices, the quadratic discrimination rule under different covariance matrices. Also we discribes k-nearest neighbor method to directly estimate a posterior probability of each class. Five features are extracted in time domain vibration signals. Employing these five features, statistical pattern classifier and neural networks have been established to detect defects on rotating machine. Four different cases of rotation machine were observed. The effects of k number and neural networks structures on monitoring performance have also been investigated. For the comparison of diagnosis performance of these two method, their recognition success rates are calculated form the test data. The result of experiment which classifies the rotating machine conditions using each method presents that the neural networks shows the highest recognition rate.

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