• 제목/요약/키워드: Principal Components

검색결과 1,006건 처리시간 0.026초

International Inflation Synchronization and Implications

  • CHON, SORA
    • KDI Journal of Economic Policy
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    • 제42권2호
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    • pp.57-84
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    • 2020
  • This study analyzes global inflation synchronization and derives policy implications for the Korean economy. Unlike previous studies that assume a single global inflation factor, this study investigates if inflation in Korea can be explained further by other global inflation factors. Our principal component analysis provides three principal components for global inflation that are linked to the Korea inflation rate - the first component is closely related to OECD inflation, and the second and third components reflect China's inflation. This study empirically demonstrates via in-sample fitting and out-of-sample forecasting that the three principal components of global inflation play a significant role in explaining and predicting Korean inflation in the short-term, while their role is limited in the mid-term. Domestic macroeconomic variables are found to be more important for the mid-term movements of the Korean inflation rate. The empirical results here suggest that the Bank of Korea should focus more on domestic economic conditions than on global inflation when implementing monetary policy because global factors are likely to be already reflected in domestic macro-variables in the mid-term.

식생이 무성한 지역에서의 Principal Component Analysis 에 의한 Landsat TM 자료의 광역지질도 작성 (Regional Geological Mapping by Principal Component Analysis of the Landsat TM Data in a Heavily Vegetated Area)

  • 朴鍾南;徐延熙
    • 대한원격탐사학회지
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    • 제4권1호
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    • pp.49-60
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    • 1988
  • Principal Component Analysis (PCA) was applied for regional geological mapping to a multivariate data set of the Landsat TM data in the heavily vegetated and topographically rugged Chungju area. The multivariate data set selection was made by statistical analysis based on the magnitude of regression of squares in multiple regression, and it includes R1/2/R3/4, R2/3, R5/7/R4/3, R1/2, R3/4. R4/3. AND R4/5. As a result of application of PCA, some of later principal components (in this study PC 3 and PC 5) are geologically more significant than earlier major components, PC 1 and PC 2 herein. The earlier two major components which comprise 96% of the total information of the data set, mainly represent reflectance of vegetation and topographic effects, while though the rest represent 3% of the total information which statistically indicates the information unstable, geological significance of PC3 and PC5 in the study implies that application of the technique in more favorable areas should lead to much better results.

Logistic Regression Classification by Principal Component Selection

  • Kim, Kiho;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • 제21권1호
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    • pp.61-68
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    • 2014
  • We propose binary classification methods by modifying logistic regression classification. We use variable selection procedures instead of original variables to select the principal components. We describe the resulting classifiers and discuss their properties. The performance of our proposals are illustrated numerically and compared with other existing classification methods using synthetic and real datasets.

PCA에 의한 도서분류에 관한 연구( I ) (A Study on the Classification of Islands by PCA ( I ))

  • 이강우
    • 수산경영론집
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    • 제14권2호
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    • pp.1-14
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    • 1983
  • This paper considers a classification of the 88 islands located at Kyong-nam area in Korea, using by examples of 12 components of the islands. By means of principal component analysis 2 principle components were extracted, which explained a total of 73.7% of the variance. Using an eigen variable criterion (λ>1), no further principle components were discussed. Principal component 1 and 2 explained 63.4% and 10.3% of the total variance respectively, The representation of the unrelated factor scores along the first and second principal axes produced a new information with respect to the classification of the islands. Based upon the representation, 88 islands were classified into 6 groups i. e. A, B, C, D, E, and F according to similarity of the components among them in this paper. The "Group F" belongs to a miscellaneous assortment that does not fit into the logical category. category.

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Broken-Stick 모형에 기초한 주성분 공헌도평가 (Contribution of Principal Components Based on the Broken-Stick Model)

  • 강유정;변자현;김기영
    • 응용통계연구
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    • 제23권4호
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    • pp.767-776
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    • 2010
  • Broken-Stick 모형 (Barton과 David, 1956) 하에서 순서화된 분절구간의 기대길이를 기초로 유효차원의 개수를 결정하는 Frontier (1976)방법은 일관된 모의실험 결과를 제공하는 기준 중의 하나로 보고된 바 있다 (Jackson, 1993). 이 연구에서는 Broken-Stick 모형(BSM) 하에서 분절구간길이의 분포를 이용하여 주성분 상대공헌도의 크기를 확률적으로 평가하는 BSM 유의확률기준을 제안한다. 이에 부가하여 소득분포의 불균등성을 도식화한 로렌츠곡선과 이에 대응하는 지니계수를 통해 주성분 공헌도의 포괄적 균등성을 탐구한다.

한국 제조업의 임금결정에 대한 연구 : 외환위기 전·후를 중심으로 (The Study of Korean Manufacturing Industry Wage : Principal Components Regression Analysis)

  • 오유진;박성준;김유섭
    • 노동경제논집
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    • 제28권1호
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    • pp.61-82
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    • 2005
  • 본 연구는 경제 위기 이후 한국 제조업의 산업간 임금격차가 경제위기 이전 그대로 유지되고 있는가의 여부와, 임금을 결정하는 메커니즘이 외환위기를 지나면서 어떻게 변화하였는가에 관하여 분석하였다. 분석에 사용된 자료는 1995년도와 1999년도 노동부의 "임금구조기본통계조사"이고, 주된 계량 기법으로는 요인분석(factor analysis)과 주성분 회귀분석(principal components regression)을 사용하였다. 분석 결과, 제조업의 산업간 임금격차는 더 벌어졌으며 임금결정의 주된 요인도 외환위기 이전에는 개인의 업무능력이었으나 위기 이후에는 사업체의 특성인 것으로 밝혀졌다.

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주성분회귀분석을 활용한 다항회귀분석 성능개선: PGF 수치역변환 사례를 중심으로 (Improving Polynomial Regression Using Principal Components Regression With the Example of the Numerical Inversion of Probability Generating Function)

  • 양원석;박현민
    • 한국콘텐츠학회논문지
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    • 제15권1호
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    • pp.475-481
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    • 2015
  • 종속변수와 설명변수 사이의 관계가 선형이 아닌 경우에는 비선형 관계를 반영할 수 있는 다항회귀분석을 이용하여 회귀분석을 수행한다. 한편, 다항회귀분석에는 설명변수의 거듭제곱항들이 설명변수에 추가되므로 설명변수들 사이에 상관관계가 발생하여 다항회귀모형의 성능 저하 문제가 발생할 수 있다. 본 논문에서는 PGF 수치역변환 문제를 사례로 하여 주성분회귀분석을 통해 다항회귀분석의 성능을 극적으로 향상시킬 수 있음을 보인다. 본 논문에서는 PGF의 정의를 이용하여 PGF를 다항회귀분석으로 모형화한다. 다항회귀분석을 이용하여 PGF 전개식의 회귀계수를 추정하면 회귀계수의 추정 자체가 불가능하거나 계수 추정의 정확성이 저하되는 문제가 발생한다. 이 경우 다항회귀분석에 주성분회귀분석을 적용하면 계수 추정의 정확도가 극적으로 향상되어 다항회귀분석의 계수 추정 시 발생하는 문제를 해결할 수 있음을 밝힌다.

주성분 보유수에 따른 중요 용어 추출의 비교 (Comparison of Significant Term Extraction Based on the Number of Selected Principal Components)

  • 이창범;옥철영;박혁로
    • 정보처리학회논문지B
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    • 제13B권3호
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    • pp.329-336
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    • 2006
  • 문서를 구성하는 단어들은 서로 연관이 있다는 정보를 충분히 이용할 수 있는 다변량 분석 방법 중, 주성분분석(Principal Component Analysis)을 이용하여 중요 용어를 추출하고자 한다. 본 논문에서는 주성분분석의 분석 대상을 용어 사이의 공분산행렬이 아닌 상관행렬을 이용한다. 그리고, 중요 용어를 추출하기 위해서, 보유해야 할 주성분 개수와 주성분과 용어 사이의 상관계수에 대한 최적의 임계치를 찾고자 한다. 283건의 신문기사를 대상으로, 추출된 용어에 기반한 문장 추출 실험 결과, 첫 6개까지의 주성분과 상관계수 |0.4|라는 조건에서 가장 좋은 성능을 보였다.

템플릿 추적 문제를 위한 효율적인 슬라이딩 윈도우 기반 URV Decomposition 알고리즘 (A Fast and Efficient Sliding Window based URV Decomposition Algorithm for Template Tracking)

  • 이근섭
    • 한국멀티미디어학회논문지
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    • 제22권1호
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    • pp.35-43
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    • 2019
  • Template tracking refers to the procedure of finding the most similar image patch corresponding to the given template through an image sequence. In order to obtain more accurate trajectory of the template, the template requires to be updated to reflect various appearance changes as it traverses through an image sequence. To do that, appearance images are used to model appearance variations and these are obtained by the computation of the principal components of the augmented image matrix at every iteration. Unfortunately, it is prohibitively expensive to compute the principal components at every iteration. Thus in this paper, we suggest a new Sliding Window based truncated URV Decomposition (TURVD) algorithm which enables updating their structure by recycling their previous decomposition instead of decomposing the image matrix from the beginning. Specifically, we show an efficient algorithm for updating and downdating the TURVD simultaneously, followed by the rank-one update to the TURVD while tracking the decomposition error accurately and adjusting the truncation level adaptively. Experiments show that the proposed algorithm produces no-meaningful differences but much faster execution speed compared to the typical algorithms in template tracking applications, thereby maintaining a good approximation for the principal components.

Principal Component Analysis Based Two-Dimensional (PCA-2D) Correlation Spectroscopy: PCA Denoising for 2D Correlation Spectroscopy

  • Jung, Young-Mee
    • Bulletin of the Korean Chemical Society
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    • 제24권9호
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    • pp.1345-1350
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    • 2003
  • Principal component analysis based two-dimensional (PCA-2D) correlation analysis is applied to FTIR spectra of polystyrene/methyl ethyl ketone/toluene solution mixture during the solvent evaporation. Substantial amount of artificial noise were added to the experimental data to demonstrate the practical noise-suppressing benefit of PCA-2D technique. 2D correlation analysis of the reconstructed data matrix from PCA loading vectors and scores successfully extracted only the most important features of synchronicity and asynchronicity without interference from noise or insignificant minor components. 2D correlation spectra constructed with only one principal component yield strictly synchronous response with no discernible a asynchronous features, while those involving at least two or more principal components generated meaningful asynchronous 2D correlation spectra. Deliberate manipulation of the rank of the reconstructed data matrix, by choosing the appropriate number and type of PCs, yields potentially more refined 2D correlation spectra.