• Title/Summary/Keyword: Non-stationary Functional Data

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Multi-scale Cluster Hierarchy for Non-stationary Functional Signals of Mutual Fund Returns (Mutual Fund 수익률의 비정상 함수형 시그널을 위한 다해상도 클러스터 계층구조)

  • Kim, Dae-Lyong;Jung, Uk
    • Korean Management Science Review
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    • v.24 no.2
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    • pp.57-72
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    • 2007
  • Many Applications of scientific research have coupled with functional data signal clustering techniques to discover novel characteristics that can be used for the diagnoses of several issues. In this article we present an interpretable multi-scale cluster hierarchy framework for clustering functional data using its multi-aspect frequency information. The suggested method focuses on how to effectively select transformed features/variables in unsupervised manner so that finally reduce the data dimension and achieve the multi-purposed clustering. Specially, we apply our suggested method to mutual fund returns and make superior-performing funds group based on different aspects such as global patterns, seasonal variations, levels of noise, and their combinations. To promise our method producing a quality cluster hierarchy, we give some empirical results under the simulation study and a set of real life data. This research will contribute to financial market analysis and flexibly fit to other research fields with clustering purposes.

Clustering non-stationary advanced metering infrastructure data

  • Kang, Donghyun;Lim, Yaeji
    • Communications for Statistical Applications and Methods
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    • v.29 no.2
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    • pp.225-238
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    • 2022
  • In this paper, we propose a clustering method for advanced metering infrastructure (AMI) data in Korea. As AMI data presents non-stationarity, we consider time-dependent frequency domain principal components analysis, which is a proper method for locally stationary time series data. We develop a new clustering method based on time-varying eigenvectors, and our method provides a meaningful result that is different from the clustering results obtained by employing conventional methods, such as K-means and K-centres functional clustering. Simulation study demonstrates the superiority of the proposed approach. We further apply the clustering results to the evaluation of the electricity price system in South Korea, and validate the reform of the progressive electricity tariff system.

Effects of a High-Intensity Interval Physical Exercise Program on Cognition, Physical Performance, and Electroencephalogram Patterns in Korean Elderly People: A Pilot Study

  • Sun Min Lee;Muncheong Choi;Buong-O Chun;Kyunghwa Sun;Ki Sub Kim;Seung Wan Kang;Hong-Sun Song;So Young Moon
    • Dementia and Neurocognitive Disorders
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    • v.21 no.3
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    • pp.93-102
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    • 2022
  • Background and Purpose: The effects of high-intensity interval training (HIIT) interventions on functional brain changes in older adults remain unclear. This preliminary study aimed to explore the effect of physical exercise intervention (PEI), including HIIT, on cognitive function, physical performance, and electroencephalogram patterns in Korean elderly people. Methods: We enrolled six non-dementia participants aged >65 years from a community health center. PEI was conducted at the community health center for 4 weeks, three times/week, and 50 min/day. PEI, including HIIT, involved aerobic exercise, resistance training (muscle strength), flexibility, and balance. Wilcoxon signed rank test was used for data analysis. Results: After the PEI, there was improvement in the 30-second sit-to-stand test result (16.2±7.0 times vs. 24.8±5.5 times, p=0.027), 2-minute stationary march result (98.3±27.2 times vs. 143.7±36.9 times, p=0.027), T-wall response time (104.2±55.8 seconds vs.71.0±19.4 seconds, p=0.028), memory score (89.6±21.6 vs. 111.0±19.1, p=0.028), executive function score (33.3±5.3 vs. 37.0±5.1, p=0.046), and total Literacy Independent Cognitive Assessment score (214.6±30.6 vs. 241.6±22.8, p=0.028). Electroencephalography demonstrated that the beta power in the frontal region was increased, while the theta power in the temporal region was decreased (all p<0.05). Conclusions: Our HIIT PEI program effectively improved cognitive function, physical fitness, and electroencephalographic markers in elderly individuals; thus, it could be beneficial for improving functional brain activity in this population.