• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.433-443
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• 2003

In this study, we provide a comparison of multivariate Q-techniques in the up-to-date versions of SAS, SPSS, Minitab and S-plus well known to those who study statistics. We can analyze data through the direct Input method(command) in SAS and use of menu method in SPSS, Minitab and S-plus. The analysis performance method is chosen by the high frequency of use. Widely we compare with each Q-techniques form according to input data, input option, statistical chart and statistical output.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.11-19
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• 1996

Canonical correlation analysis is a multivariate technique for identifying and quantifying the statistical relationship between two sets of variables. Like most multivariate techniques, the main objective of canonical correlation analysis is to reduce the dimensionality of the dataset. It would be particularly useful if high dimensional data can be represented in a low dimensional space. In this study, we will construct statistical graphs for paired sets of multivariate data. Specifically, plots of the observations as well as the variables are proposed. We discuss the geometric interpretation and goodness-of-fit of the proposed plots. We also provide a numerical example.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.25 no.2
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• pp.1-10
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• 2002

Process capability indices are widely used in industries and quality assurance system. In past years, process capability analysis have been used to characterize process performance on the basis of univariate quality characteristics. However, in actual manufacturing industrial, statistical process control (SPC) often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^+$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other.

• 한국석유지질학회:학술대회논문집
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• spring
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• pp.10-14
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• 1998

A systematic methodology is developed for the electrofacies determination from wireline log data using multivariate statistical analysis. To consider corresponding contribution of each log and reduce the computational dimension, multivariate logs are transformed into a single variable through principal components analysis. Resultant principal components logs are segmented using the statistical zonation method to enhance the efficiency and quality of the interpreted results. Hierarchical cluster analysis is then used to group the segments into electrofacies. Optimal number of groups is determined on the basis of the ratio of within-group variance to total variance and core data. This technique is applied to the wells in the Korea Continental Shelf. The results of field application demonstrate that the prediction of lithology based on the electrofacies classification matches well to the core and the cutting data with high reliability This methodology for electrofacies classification can be used to define the reservoir characteristics which are helpful to the reservoir management.

• Geophysics and Geophysical Exploration
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• v.1 no.3
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• pp.170-175
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• 1998

A systematic methodology is developed for the prediction of the lithology using electrofacies classification from wireline log data. Multivariate statistical techniques are adopted to segment well log measurements and group the segments into electrofacies types. To consider corresponding contribution of each log and reduce the computational dimension, multivariate logs are transformed into a single variable through principal components analysis. Resultant principal components logs are segmented using the statistical zonation method to enhance the quality and efficiency of the interpreted results. Hierarchical cluster analysis is then used to group the segments into electrofacies. Optimal number of groups is determined on the basis of the ratio of within-group variance to total variance and core data. This technique is applied to the wells in the Korea Continental Shelf. The results of field application demonstrate that the prediction of lithology based on the electrofacies classification works well with reliability to the core and cutting data. This methodology for electrofacies determination can be used to define reservoir characterization which is helpful to the reservoir management.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.825-835
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• 2008

Multivariate GARCH(MGARCH) has been useful in financial studies and econometrics for modeling volatilities and correlations between components of multivariate time series. An obvious drawback lies in that the number of parameters increases rapidly with the number of variables involved. This thesis tries to resolve the problem by using dimension reduction technique. We briefly review both factor models for dimension reduction and the MGARCH models including EWMA (Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model). We create meaningful portfolios obtained after reducing dimension through statistical factor models and fundamental factor models and in turn these portfolios are applied to MGARCH. In addition, we compare portfolios by assessing MSE, MAD(Mean absolute deviation) and VaR(Value at Risk). Various financial time series are analyzed for illustration.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.625-632
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• 2001

Principal component analysis(PCA) is a multivariate technique falling under the general title of factor analysis. The purpose of PCA is to Identify the dependence structure behind a multivariate stochastic observation In order to obtain a compact description of it. In engineering field PCA is utilized mainly (or data compression and restoration. In this paper we propose a new robust Hebbian algorithm for robust PCA. This algorithm is based on a hyperbolic tangent function due to Hampel ef al.(1989) which is known to be robust in Statistics. We do two experiments to investigate the performance of the new robust Hebbian learning algorithm for robust PCA.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.31-34
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• 1996

The extensive researches have compared the performance of neural networks(NN) with those of various statistical techniques for the classification problem. The empirical results of these comparative studies have indicated that the neural networks often outperform the traditional statistical techniques. Moreover, there are some efforts that try to combine various classification methods, especially multivariate discriminant analysis with neural networks. While these efforts improve the performance, there exists a problem violating robust assumptions of multivariate discriminant analysis that are multivariate normality of the independent variables and equality of variance-covariance matrices in each of the groups. On the contrary, cluster analysis alleviates this assumption like neural networks. We propose a new approach to classification problems by combining the cluster analysis with neural networks. The resulting predictions of the composite model are more accurate than each individual technique.

• Journal of the Korean earth science society
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• v.18 no.6
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• pp.515-521
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• 1997

To investigate the nature of the waste materials in the Nanjido Landfill, we have conducted multivariate statistical analysis of geophysical data set comprised of magnetic, gravity, LandSat TM thermal band and surface depression measurement data. Because these data sets show different responses to the depth, we have transformed the observed total field magnetic data and gravity data to the residual reduced-to-pole(RTP) magnetic anomalies and the three dimensional density anomalies, respectively, and utilized the informations about the upper shallow part of the landfills only in the following process. For the statistical analysis at the points of depression measurement, the magnetic, density and LandSat data values at these points are determined by interpolation process. Since the multivarite statistical analysis technique utilizes a clustering algorithm for classification of data set and we have measured the dissimilarity between objects by using Euclidean distance, standardization was applied prior to distance calculation in order to eliminate any scaling effects due to different measurement unit of each data set. The hierarchial grouping technique was used to construct the dendrogram. The optimum number of statistical groups(clusters), which are classified on the basis of geophysical and geotechnical characteristics, appeared to be six on the resulting dendrogram. The result of this study suggests that the dimension and nature of the multicomponent waste landfills can be identified by application of the multivarite statistical analysis technique to integrated geophysical data sets.

• Proceedings of the Safety Management and Science Conference
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• 2005.05a
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• pp.503-521
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• 2005

Process capability indices are widely used in industries and quality assurance system. When designing the parameter on the multiple quality characteristics, there has been a study for optimization of problems, but there has been few former study on the possible conflicting phenomena in considertion of the correlations among the characteristics. To solve the issue on the optimal design for muliple quality characteristics, the study propose the expected loss function with cross-product terms among the characteristics and derived range of the coefficients of terms. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^{++}$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other,