• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.35-47
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• 2022

The receiver operating characteristic (ROC) curve was developed to quantify the classification ability of marker values (covariates) on the response variable and has been extended to survival data with diverse missing data structure. When survival data is understood as binary data (status of being alive or dead) at each time point, the ROC curve expressed at every time point results in time-dependent ROC curve and time-dependent area under curve (AUC). In particular, a follow-up study brings the change of cohort and incomplete data structures such as censoring and competing risk. In this paper, we review time-dependent ROC estimators under several contexts and perform simulation to check the performance of each estimators. We analyzed a dementia dataset to compare the prognostic power of markers.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.367-367
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• 2019

최근 기후변화로 인해 국지성 호우 및 태풍의 빈도가 빈발하고 및 규모가 커지고 있으며 그로 인한 홍수피해규모는 증가하고 있다. 본 논문에서는 도시 지역의 호우로 인한 침수유발 강우량을 산정하는 기법의 정확도를 산정하는데 목적이 있으며 이를 위해 ROC(Receiver Operation Characteristic Curve) 분석을 이용하였다. 본 논문에서는 분포형 홍수해석 모형인 S-RAT 모형과 2차원 침수해석 모형 FLO-2D을 커플링하여 호우로 인한 침수해석을 실시하였으며 강우시나리오는 설계 강우 200mm의 강우를 10% 간격으로 증가시켜 강우량 대비 침수심 자료를 모의하였다. 모의한 침수심 자료를 이용하여 유역 격자를 $1km{\times}1km$ 별 강우량-침수심 관계곡선식을 제시하였으며 개발된 곡선식을 이용하여 특정 침수심(20cm)을 유발시키는 강우량(한계강우량)을 산정하였다. 정확도 산정은 ROC(Receiver Operation Characteristic Curve) 분석 방법을 이용하여 침수 유무의 적중률에 따른 민감도와 특이도를 이용하여 AUC(Area Under the Curve)의 점수로 정확도를 판단하였다. 본 논문에서는 본 논문에서 제시한 한계강우량의 정확도를 판단하기 위하여 2011년 7월의 사당역 일대 침수사례를 이용하였다. 실제 침수정보가 없어 실제 호우사상과 실제 하수관망을 고려할 수 있는 SWMM 모형을 이용하여 침수분석을 실시하였다. 분석 결과 평균 ROC는 약 0.7로 나타났으며 5 단계의 구분에서 Fair 단계로 적정 수준의 정확도를 확보한 것으로 나타났다.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.269-278
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• 2011

There are many researches that have considered the distribution functions and appropriate covariates corresponding to the scores in order to improve the accuracy of a diagnostic test, including the ROC curve that is represented with the relations of the sensitivity and the specificity. The ROC analysis was used by the regression model including some covariates under the assumptions that its distribution function is known or estimable. In this work, we consider a general situation that both the distribution function and the elects of covariates are unknown. For the ROC analysis, the mixtures of normal distributions are used to estimate the distribution function fitted to the credit evaluation data that is consisted of the score random variable and two sub-populations of parameters. The AUC measure is explored to compare with the nonparametric and empirical ROC curve. We conclude that the method using normal mixtures is fitted to the classical one better than other methods.

• Journal of radiological science and technology
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• v.40 no.2
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• pp.237-243
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• 2017

This study evaluated the applicability of computer-aided diagnosis by retrospective analysis of GLCM algorithm based on cytopathological diagnosis of normal and malignant nodules in thyroid ultrasound images. In the experiment, the recognition rate and ROC curve of thyroid malignant nodule were analyzed using 6 parameters of GLCM algorithm. Experimental results showed 97% energy, 93% contrast, 92% correlation, 92% homogeneity, 100% entropy and 100% variance. Statistical analysis showed that the area under the curve of each parameter was more than 0.947 (p = 0.001) in the ROC curve, which was significant in the recognition of thyroid malignant nodules. In the GLCM, the cut-off value of each parameter can be used to predict the disease through analysis of quantitative computer-aided diagnosis.

• Analytical Science and Technology
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• v.34 no.2
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• pp.78-86
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• 2021

The objective of this study was to investigate urinary cut-off concentrations of quetiapine and risperidone for distinction between normal and abnormal/non-takers who were being placed on probation. Liquid chromatography-tandem mass spectrometric (LC-MS/MS) method was employed for determination of antipsychotic drugs in urine from mentally disordered probationers. The optimal cut-off values of antipsychotic drugs were calculated using receiver operating characteristic (ROC) curve analysis. The sensitivity and specificity of the method for the detection of antipsychotic drugs in urine were subsequently evaluated. The area under the ROC curve (AUC) was 0.927 for norquetiapine and 0.791 for 9-hydroxyrisperidone, respectively. These antipsychotic drugs are classified readily in the ROC curve analysis. The cut-off values for distinguishing regular and irregular/non-takers were 39.1 ng/mL for norquetiapine and 67.9 ng/mL for 9-hydroxyrisperidone, respectively. The results of this study suggest the cut-off values of quetiapine and risperidone were highly useful to distinguish regular takers from irregular/non-takers.

• Journal of the Korean Society of Radiology
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• v.10 no.8
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• pp.645-652
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• 2016

In this study, based on the analysis of texture feature values of statistical properties. And we examined the normal and the applicability of the computer-aided diagnosis of cerebral infarction in the brain computed tomography images. The experiment was analyzed to evaluate the ROC curve recognition rate of disease using six parameters representing the feature values of the texture. As a result, it showed average mean 88%, variance 92%, relative smoothness 94%, uniformity of 88%, a high disease recognition rate of entropy 84%. However, it showed a slightly lower disease recognition rate and 58% for skewness. In the analysis using ROC curve, the area under the curve for each parameter indicates 0.886 (p = 0.0001) or more, resulted in a meaningful recognition of the disease. Further, to determine the cut-off values for each parameter are determined to be the prediction of disease through the computer-aided diagnosis.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.185-191
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• 2011

In the credit evaluation study with the assumption of mixture distributions, the ROC curve is a useful method to explore the discriminatory power of default and non-default borrowers. The AROC curve is an adjusted ROC curve that can be identified with the corresponding score and is mathematically analyzed in this work. We obtain patterns of this curve by applying normal distributions. Moreover, the relationship between the AROC curve and many classification accuracy statistics are explored to find the optimal threshold. In the case of equivalent variances of two distributions, we obtain that the local minimum of the AROC curve is estimated at the optimal threshold to maximize certain classification accuracies.

• The Journal of the Korea Contents Association
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• v.13 no.12
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• pp.829-839
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• 2013

This study is a descriptive research study with the purpose of predicting and comparing factors of depression affecting residents in a metropolitan city by using logistic regression analysis and decision-making tree analysis. The subjects for the study were 462 residents ($20{\leq}aged{\angle}65$) in a metropolitan city. This study collected data between October 7, 2011 and October 21, 2011 and analyzed them with frequency analysis, percentage, the mean and standard deviation, ${\chi}^2$-test, t-test, logistic regression analysis, roc curve, and a decision-making tree by using SPSS 18.0 program. The common predicting variables of depression in community residents were social dysfunction, perceived physical symptom, and family support. The specialty and sensitivity of logistic regression explained 93.8% and 42.5%. The receiver operating characteristic (roc) curve was used to determine an optimal model. The AUC (area under the curve) was .84. Roc curve was found to be statistically significant (p=<.001). The specialty and sensitivity of decision-making tree analysis were 98.3% and 20.8% respectively. As for the whole classification accuracy, the logistic regression explained 82.0% and the decision making tree analysis explained 80.5%. From the results of this study, it is believed that the sensitivity, the classification accuracy, and the logistics regression analysis as shown in a higher degree may be useful materials to establish a depression prediction model for the community residents.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.277-286
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• 2012

For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

• Journal of the Korean Society of Radiology
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• v.10 no.6
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• pp.443-450
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• 2016

In this study, we are using a computer tomography image of the abdomen, as an experimental linear research for the image of the fatty liver patients texture features analysis and computer-aided diagnosis system of implementation using the ROC curve analysis, from the computer tomography image. We tried to provide an objective and reliable diagnostic information of fatty liver to the doctor. Experiments are usually a fatty liver, via the wavelet transform of the abdominal computed tomography images are configured with the experimental image section, shows the results of statistical analysis on six parameters indicating a feature value of the texture. As a result, the entropy, average luminance, strain rate is shown a relatively high recognition rate of 90% or more, the control also, flatness, uniformity showed relatively low recognition rate of about 70%. ROC curve analysis of six parameters are all shown to 0.900 (p = 0.0001) or more, showed meaningful results in the recognition of the disease. Also, to determine the cut-off value for the prediction of disease six parameters. These results are applicable from future abdominal computed tomography images as a preliminary diagnostic article of diseases automatic detection and eventual diagnosis.