• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.957-961
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• 2010

Multivariate statistical approaches to classify sampling sites with measuring their similarity by water quality data. For empirical study, data of two years at the 9 sampling sites with the combination of 2 depth levels and 7 important variables related to water quality is collected in reservoir. The similarity among sampling sites is measured with Euclidean distances of water quality related variables and they are classified by hierarchical clustering method. The clustered sites are discussed with principal component variables in the view of the geographical characteristics of them and reducing the number of measuring sites. Nine sampling sites are clustered as follows; One cluster of 5, 6, and 7 sampling sites shows the characteristic of low water depth and main stream of water. The sites of 2 and 4 are clustered into the same group by characteristics of hydraulics which come from that of main stream. But their changing pattern of water quality looks like different since the site of 2 is near to dam. The sampling sites of 3, 8, and 9 are individually positioned due to the different tributary.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1355-1364
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• 2009

This work propose a robust test for location parameters in multivariate data based on MVE and MCD with the affine equivariance and the high-breakdown properties. We consider the hypothesis testing satisfying high efficiency and high test power simultaneously to bring in the one-step reweighting procedure upon high-breakdown estimators, which generally suffer from the low efficiency and, as a result, usually used only in the exploratory analysis. Monte Carlo study shows that the suggested method retains nominal significance levels and higher testing power without regard to various population distributions than a Hotelling's $T^2$ test. In an example, a data set containing known outliers does not make an influence toward our proposal, while it renders a Hotelling's $T^2$ useless.

• Journal of the Korean Chemical Society
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• v.31 no.6
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• pp.567-575
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• 1987

Fourty five ancient Korean glass pieces have been determined for 19 elements such as Ag, As, Br, Ce, Co, Cr, Eu, Fe, Hf, K, La, Lu, Na, Ru, Sb, Sc, Sm, Th and Zn, and for one such as Pb by instrumental neutron activation analysis and by atomic absorption spectrometry, respectively. The multivariate data have been analyzed for the relation among elemental contents through the variance-covariance matrix. The data have been further analyzed by a principal component mapping method. As the results training set of 5 class have been chosen, based on the spread of sample points in an eigen vector plot and archaeological data. The 5 training set consisting of 36 species and a test set consisting of 9 species bave finally been analyzed for the assignment to certain classes or outliers through the statistical isolinear multiple component analysis (SIMCA). The results have showed the whole species for 5 training set and 3 species in the test set are assigned appropriately and these are in accord with the results by principal component mapping.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.1013-1024
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• 2015

We compare the performance of two representative estimation methods for the dynamic conditional correlation (DCC) GARCH model. The first method is the pairwise estimation which exploits partial information from the paired series, irrespective to the time series dimension. The second is the multi-dimensional estimation that uses full information of the time series. As a simulation for the comparison, we generate a multivariate time series similar to those observed in real markets and construct a DCC GARCH model. As an empirical example, we constitute various portfolios using real KOSPI 200 sector indices and estimate volatility and VaR of the portfolios. Through the estimated dynamic correlations from the simulation and the estimated volatility and value at risk (VaR) of the portfolios, we evaluate the performance of the estimations. We observe that the multi-dimensional estimation tends to be superior to pairwise estimation; in addition, relatively-uncorrelated series can improve the performance of the multi-dimensional estimation.

• The Korean Journal of Applied Statistics
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• v.19 no.1
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• pp.135-148
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• 2006

Independent component analysis (ICA) is a statistical method for transforming an observed high-dimensional multivariate data into statistically independent components. ICA has been applied increasingly in wide fields of spectrum application since ICA is able to extract unknown components of a mixture from spectra. We focus on application of ICA for separating independent sources and predicting each composition using extracted components. The theory of ICA is introduced and an application to a metal surface spectra data will be described, where subsequent analysis using non-negative least square method is performed to predict composition ratio of each sample. Furthermore, some simulation experiments are performed to demonstrate the performance of the proposed approach.

• Korean Chemical Engineering Research
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• v.48 no.5
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• pp.589-597
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• 2010

Strengthening the regulation standard of biological nutrient in wastewater treatment plant(WWTP), the necessity of repair of WWTP which is operated in conventional activated sludge process to advanced nutrient removal treatment is increased. However, in full-scale wastewater treatment system, it is not easy to fine the optimized operational condition of the advanced nutrient removal treatment through experiment due to the complex response of various influent conditions and operational conditions. Therefore, in this study, an upgrading design of conventional activated sludge process to advanced nutrient removal process using the modeling and simulation method based on activated sludge model(ASMs) is executed. And a design optimization of advanced treatment process using the response surface method(RSM) is carried out for statistical and systematic approach. In addition, for the operational optimization of full-scale WWTP, a correct analysis about kinetic variables of wastewater treatment is necessary. In this study, through partial least square(PLS) analysis which is one of the multivariable statistical analysis methods, a correlation between the kinetic variables of wastewater treatment system is comprehended, and the most effective variables to the advanced treatment operation result is deducted. Through this study, the methodology for upgrading design and operational optimization of advanced treatment process is provided, and an efficient repair of WWTP to advanced treatment can be expected reducing the design time and costs.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.677-686
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• 2009

Stratification of population is widely used to improve the efficiency of the estimation in a sample survey. However, it causes several problems when there are some variables containing outliers. To overcome these problems, Park and Yun (2008) proposed a rather subjective method, which finds outliers before $\kappa$-means clustering for stratification. In this study, we propose the $\kappa$-spatial medians clustering method which is more robust than $\kappa$-means clustering method and also does not need the process of finding outliers in advance. We investigate the characteristics of the proposed method through a case study used in Park and Yun (2008) and confirm the efficiency of the proposed method.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.435-449
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• 1998

In this article we have introduced a Bayes criterion for the variable selection in multiple discriminant analysis (MDA). The criterion is a default Bayes factor for the comparision of homo/heteroscadasticity of the multivariate normal means. The default Bayes factor is obtained from a development of the imaginary training sample method introduced by Spiegelhalter and Smith (1982). Based an the criterion, we also provided a test for additional discrimination in MDA. The advantage of the criterion is that it is not only applicable for the optimal subset selection method but for the stepwise method. More over, the criterion can be reduced to that for two-group discriminant analysis. Thus the criterion can be regarded as an unified alternative to variable selection criteria suggested by various sampling theory approaches. To illustrate the performance of the criterion, a numerical study has bean done via Monte Carlo experiment.

• Journal of Gastric Cancer
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• v.2 no.1
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• pp.5-11
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• 2002

Purpose: The purpose of this study is to identify immunohistochemical evidence of lymph-node micrometastasis in histologic node-negative gastric cancer patients and to evaluate the prognostic significance of lymph-node micrometastasis.Materials and Methods: A retrospective study of 50 gastric cancer patients who underwent curative resections from October 1990 to November 1994 was performed. Two consecutive sections were prepared: one for ordinary hematoxylin and eosin staining, and the other for immunohistochemical staining with Pan cytokeratin antibody (Novocastra, UK). In the univariate analysis, the survival rate was calculated using the Life Table Method, and the multivariate analysis was determined using a Cox Proportional HazardsModel. The statistical analyses of the relationships between the clinicopathologic factors and micrometastases were performed by using a Chi-square test. Results: Of 2522 harvested lymph nodes, 81 ($4.1\%$) nodes and 19 ($38\%$) of 50 patients were identified as having lymphnode micrometastases by using immunohistochemical staining for cytokeratin. The incidence of lymph-node micrometastases was significantly higher in diffuse type carcinomas ($54\%$, P=0.024) and in patients with serosal invasion ($52.2\%$, P=0.05). For patients with lymph-node micrometastases (n=19), the 5-year survival rate was significantly decreased ($73.7\%$, P=0.015). The Lauren's classirication (P=0.021) and the depth of invasion (P=0.035) were shown by multivariate analysis to have a significant relationship with the presence of micrometastases. Multivariate analysis revealed that lymph-node micrometastasis was independently correlated with survival in histologic node-negative gastic cancer patients. Conclusion: The presence of cytokeratin detected lymphnode micrometastases correlates with the worse prognosis for patients with histologic node-negative gastric cancer.

• Smart Structures and Systems
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• v.29 no.1
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• pp.117-127
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• 2022

Data anomalies seriously threaten the reliability of the bridge structural health monitoring system and may trigger system misjudgment. To overcome the above problem, an efficient and accurate data anomaly detection method is desiderated. Traditional anomaly detection methods extract various abnormal features as the key indicators to identify data anomalies. Then set thresholds artificially for various features to identify specific anomalies, which is the artificial experience method. However, limited by the poor generalization ability among sensors, this method often leads to high labor costs. Another approach to anomaly detection is a data-driven approach based on machine learning methods. Among these, the bidirectional long-short memory neural network (BiLSTM), as an effective classification method, excels at finding complex relationships in multivariate time series data. However, training unprocessed original signals often leads to low computation efficiency and poor convergence, for lacking appropriate feature selection. Therefore, this article combines the advantages of the two methods by proposing a deep learning method with manual experience statistical features fed into it. Experimental comparative studies illustrate that the BiLSTM model with appropriate feature input has an accuracy rate of over 87-94%. Meanwhile, this paper provides basic principles of data cleaning and discusses the typical features of various anomalies. Furthermore, the optimization strategies of the feature space selection based on artificial experience are also highlighted.