• Title/Summary/Keyword: Multivariate structure

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Genetic Diversity and Population Genetic Structure of Black-spotted Pond Frog (Pelophylax nigromaculatus) Distributed in South Korean River Basins

  • Park, Jun-Kyu;Yoo, Nakyung;Do, Yuno
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • v.2 no.2
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    • pp.120-128
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    • 2021
  • The objective of this study was to analyze the genotype of black-spotted pond frog (Pelophylax nigromaculatus) using seven microsatellite loci to quantify its genetic diversity and population structure throughout the spatial scale of basins of Han, Geum, Yeongsan, and Nakdong Rivers in South Korea. Genetic diversities in these four areas were compared using diversity index and inbreeding coefficient obtained from the number and frequency of alleles as well as heterozygosity. Additionally, the population structure was confirmed with population differentiation, Nei's genetic distance, multivariate analysis, and Bayesian clustering analysis. Interestingly, a negative genetic diversity pattern was observed in the Han River basin, indicating possible recent habitat disturbances or population declines. In contrast, a positive genetic diversity pattern was found for the population in the Nakdong River basin that had remained the most stable. Results of population structure suggested that populations of black-spotted pond frogs distributed in these four river basins were genetically independent. In particular, the population of the Nakdong River basin had the greatest genetic distance, indicating that it might have originated from an independent population. These results support the use of genetics in addition to designations strictly based on geographic stream areas to define the spatial scale of populations for management and conservation practices.

KCYP data analysis using Bayesian multivariate linear model (베이지안 다변량 선형 모형을 이용한 청소년 패널 데이터 분석)

  • Insun, Lee;Keunbaik, Lee
    • The Korean Journal of Applied Statistics
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    • v.35 no.6
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    • pp.703-724
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    • 2022
  • Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

A Study on Constuct of Value-Added Productivity Structure Model using Multivariate Statistical Method (다변량통계기법을 이용한 부가가치생산성 구조모델의 구상에 관한 연구)

  • 이영찬;조성훈;김태성
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.38
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    • pp.117-129
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    • 1996
  • This Study intends to analysis what 3 factors, which are indices of Capital, Labor and Distribution, really affect to Value-Added Productivity through Statistical Analysis. For this, We selected 12 indices of Value-Added from the edition of 'Annual report of Korean companies' published in 'Korea Investors Service., Inc', especially in parts of Chemicals and Chemical products of total 85 companies. Using this data, Multivariate Statistical Analysis such as Principal Component Analysis, Factor Analysis, Covariance Structure Analysis is taken for modeling the effect of 3 factor(Labor Productivity, Capital Productivity and the Index of Distribution) on Value-Added Productivity.

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Multivariate Time Series Simulation With Component Analysis (독립성분분석을 이용한 다변량 시계열 모의)

  • Lee, Tae-Sam;Salas, Jose D.;Karvanen, Juha;Noh, Jae-Kyoung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.694-698
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    • 2008
  • In hydrology, it is a difficult task to deal with multivariate time series such as modeling streamflows of an entire complex river system. Normal distribution based model such as MARMA (Multivariate Autorgressive Moving average) has been a major approach for modeling the multivariate time series. There are some limitations for the normal based models. One of them might be the unfavorable data-transformation forcing that the data follow the normal distribution. Furthermore, the high dimension multivariate model requires the very large parameter matrix. As an alternative, one might be decomposing the multivariate data into independent components and modeling it individually. In 1985, Lins used Principal Component Analysis (PCA). The five scores, the decomposed data from the original data, were taken and were formulated individually. The one of the five scores were modeled with AR-2 while the others are modeled with AR-1 model. From the time series analysis using the scores of the five components, he noted "principal component time series might provide a relatively simple and meaningful alternative to conventional large MARMA models". This study is inspired from the researcher's quote to develop a multivariate simulation model. The multivariate simulation model is suggested here using Principal Component Analysis (PCA) and Independent Component Analysis (ICA). Three modeling step is applied for simulation. (1) PCA is used to decompose the correlated multivariate data into the uncorrelated data while ICA decomposes the data into independent components. Here, the autocorrelation structure of the decomposed data is still dominant, which is inherited from the data of the original domain. (2) Each component is resampled by block bootstrapping or K-nearest neighbor. (3) The resampled components bring back to original domain. From using the suggested approach one might expect that a) the simulated data are different with the historical data, b) no data transformation is required (in case of ICA), c) a complex system can be decomposed into independent component and modeled individually. The model with PCA and ICA are compared with the various statistics such as the basic statistics (mean, standard deviation, skewness, autocorrelation), and reservoir-related statistics, kernel density estimate.

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A Study on the Urban Spatial Structure - A Case Study of Jinju City - (도시공간구조 분석에 관한 연구 - 진주시를 사례로 -)

  • Cho, Jeong-Hyun;Lee, Chang-Hak;Baek, Tae-Kyung
    • Journal of the Korean Association of Geographic Information Studies
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    • v.14 no.4
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    • pp.92-101
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    • 2011
  • This study analyzed the urban structure of Jinju city where urban doughnut phenomena, development of new town at suburban zone and establishment of innovation city appear. The sphere of this study was set limit to Jinju's dong area due to taking the limitation of data. Multivariate analysis was done by using 24 variables to classify into seven clusters(CBD, Industrial Area, Residential Area etc). We studied regional condition and problems at the relation between analyzed regional features of this study and development principles at the upper planning. Jinju city needs urban redevelopment, reconstruction works and redevelopment promotion project for urban outworn zone in view of the regional conditions to innovate outdated city image and restore western Gyeongnam as a central city and also they should promote innovative city that is progressing now and construction of new town that is linked with Sangpyeong industrial complex removal as well as the whole Chojang-dong zone. In conclusion, this study will help to understand regional phenomenon like regional development project and urban management.

Non-parametric approach for the grouped dissimilarities using the multidimensional scaling and analysis of distance (다차원척도법과 거리분석을 활용한 그룹화된 비유사성에 대한 비모수적 접근법)

  • Nam, Seungchan;Choi, Yong-Seok
    • The Korean Journal of Applied Statistics
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    • v.30 no.4
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    • pp.567-578
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    • 2017
  • Grouped multivariate data can be tested for differences between two or more groups using multivariate analysis of variance (MANOVA). However, this method cannot be used if several assumptions of MANOVA are violated. In this case, multidimensional scaling (MDS) and analysis of distance (AOD) can be applied to grouped dissimilarities based on the various distances. A permutation test is a non-parametric method that can also be used to test differences between groups. MDS is used to calculate the coordinates of observations from dissimilarities and AOD is useful for finding group structure using the coordinates. In particular, AOD is mathematically associated with MANOVA if using the Euclidean distance when computing dissimilarities. In this paper, we study the between and within group structure by applying MDS and AOD to the grouped dissimilarities. In addition, we propose a new test statistic using the group structure for the permutation test. Finally, we investigate the relationship between AOD and MANOVA from dissimilarities based on the Euclidean distance.

Outlier detection for multivariate long memory processes (다변량 장기 종속 시계열에서의 이상점 탐지)

  • Kim, Kyunghee;Yu, Seungyeon;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.35 no.3
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    • pp.395-406
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    • 2022
  • This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

An Efficient Post-Quantum Signature Scheme Based on Multivariate-Quadratic Equations with Shorter Secret Keys (양자컴퓨터에 안전한 짧은 비밀키를 갖는 효율적인 다변수 이차식 기반 전자서명 알고리즘 설계)

  • Kyung-Ah Shim
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.33 no.2
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    • pp.211-222
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    • 2023
  • Multivariate quadratic equations (MQ)-based public-key cryptographic algorithms are one of promising post-quantumreplacements for currently used public-key cryptography. After selecting to NIST Post-Quantum Cryptography StandardizationRound 3 as one of digital signature finalists, Rainbow was cryptanalyzed by advanced algebraic attacks due to its multiple layered structure. The researches on MQ-based schemes are focusing on UOV with a single layer. In this paper, we propose a new MQ-signature scheme based on UOV using the combinations of the special structure of linear equations, spare polynomials and random polynomials to reduce the secret key size. Our scheme uses the block inversion method using half-sized blockmatrices to improve signing performance. We then provide security analysis, suggest secure parameters at three security levels and investigate their key sizes and signature sizes. Our scheme has the shortest signature length among post-quantumsignature schemes based on other hard problems and its secret key size is reduced by up to 97% compared to UOV.

VaR Estimation with Multiple Copula Functions (다차원 Copula 함수를 이용한 VaR 추정)

  • Hong, Chong-Sun;Lee, Won-Yong
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.809-820
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    • 2011
  • VaR(Value at risk) is a measure of market risk management and needs to be estimated for multiple distributions. In this paper, Copula functions are used to generate distributions of multivariate random variables. The dependence structure of random variables is classified by the exchangeable Copula, fully nested Copula, partially nested Copula. For the earning rate data of four Korean industries, the parameters of the Archimedean Copula functions including Clayton, Gumbel and Frank Copula are estimated by using three kinds of dependence structure. These Copula functions are then fitted to to the data so that corresponding VaR are obtained and explored.

Repetitive model refinement for structural health monitoring using efficient Akaike information criterion

  • Lin, Jeng-Wen
    • Smart Structures and Systems
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    • v.15 no.5
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    • pp.1329-1344
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    • 2015
  • The stiffness of a structure is one of several structural signals that are useful indicators of the amount of damage that has been done to the structure. To accurately estimate the stiffness, an equation of motion containing a stiffness parameter must first be established by expansion as a linear series model, a Taylor series model, or a power series model. The model is then used in multivariate autoregressive modeling to estimate the structural stiffness and compare it to the theoretical value. Stiffness assessment for modeling purposes typically involves the use of one of three statistical model refinement approaches, one of which is the efficient Akaike information criterion (AIC) proposed in this paper. If a newly added component of the model results in a decrease in the AIC value, compared to the value obtained with the previously added component(s), it is statistically justifiable to retain this new component; otherwise, it should be removed. This model refinement process is repeated until all of the components of the model are shown to be statistically justifiable. In this study, this model refinement approach was compared with the two other commonly used refinement approaches: principal component analysis (PCA) and principal component regression (PCR) combined with the AIC. The results indicate that the proposed AIC approach produces more accurate structural stiffness estimates than the other two approaches.