• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.151-158
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• 2015

This paper discusses how to use projections for the analysis of data from balanced incomplete block designs. A model is suggested as a matrix form for the interblock analysis. A second set of treatment effects can be found by projections from the suggested interblock model. The variance and covariance matrix of two estimated vectors of treatment effects is derived. The uncorrelation of two estimated vectors can be verified from their covaraince structure. The fitting constants method is employed for the calculation of block sum of squares adjusted for treatment effects.

• Journal of Global Scholars of Marketing Science
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• v.19 no.2
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• pp.17-26
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• 2009

As the lifestyle of consumers changes and the need for various products increases, new products are being developed in the market. Each household owns various home appliances which are purchased through the choice of a decision maker. These appliances include not only large-sized products such as TV, refrigerator, and washing machine, but also small-sized products such as microwave oven and air cleaner. There exists latent correlation among possession of home appliances, even though they are purchased independently. The purpose of this research is to analyze the effect of demographic factors on the purchase and possession of each home appliances, and to derive some relationships among various appliances. To achieve this purpose, the present status on the possession of each home appliances are investigated through consumer survey data on the electric and energy product. And a multivariate probit(MVP) model is applied for the empirical analysis. From the estimation results, some appliances show a substitutive or complementary pattern as expected, while others which look apparently unrelated have correlation by co-incidence. This research has several advantages compared to previous literatures on home appliances. First, this research focuses on the various products which are purchased by each household, while previous researches such as Matsukawa and Ito(1998) and Yoon(2007) focus just on a particular product. Second, the methodology of this research can consider a choice process of each product and correlation among products simultaneously. Lastly, this research can analyze not only a substitutive or complementary relationship in the same category, but also the correlation among products in the different categories. As the data on the possession of home appliances in each household has a characteristic of multiple choice, not a single choice, a MVP model are used for the empirical analysis. A MVP model is derived from a random utility model, and has an advantage compared to a multinomial logit model in that correlation among error terms can be derive(Manchanda et al., 1999; Edwards and Allenby, 2003). It is assumed that the error term has a normal distribution with zero mean and variance-covariance matrix ${\Omega}$. Hence, the sign and value of correlation coefficients means the relationship between two alternatives(Manchanda et al., 1999). This research uses the data of 'TEMEP Household ICT/Energy Survey (THIES) 2008' which is conducted by Technology Management, Economics and Policy Program in Seoul National University. The empirical analysis of this research is accomplished in two steps. First, a MVP model with demographic variables is estimated to analyze the effect of the characteristics of household on the purchase of each home appliances. In this research, some variables such as education level, region, size of family, average income, type of house are considered. Second, a MVP model excluding demographic variables is estimated to analyze the correlation among each home appliances. According to the estimation results of variance-covariance matrix, each households tend to own some appliances such as washing machine-refrigerator-cleaner-microwave oven, and air conditioner-dish washer-washing machine and so on. On the other hand, several products such as analog braun tube TV-digital braun tube TV and desktop PC-portable PC show a substitutive pattern. Lastly, the correlation map of home appliances are derived using multi-dimensional scaling(MDS) method based on the result of variance-covariance matrix. This research can provide significant implications for the firm's marketing strategies such as bundling, pricing, display and so on. In addition, this research can provide significant information for the development of convergence products and related technologies. A convergence product can decrease its market uncertainty, if two products which consumers tend to purchase together are integrated into it. The results of this research are more meaningful because it is based on the possession status of each household through the survey data.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.377-389
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• 2011

A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.

• The Journal of the Acoustical Society of Korea
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• v.41 no.3
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• pp.326-334
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• 2022

In this paper, we propose speech enhancement algorithm as a pre-processing for robust speech recognition in noisy environments. Auxiliary-function-based Independent Vector Analysis (AuxIVA) is performed with weighted covariance matrix using time-varying variances with scaling factor from target masks representing time-frequency contributions of target speech. The mask estimates can be obtained using Neural Network (NN) pre-trained for speech extraction or diffuseness using Coherence-to-Diffuse power Ratio (CDR) to find the direct sounds component of a target speech. In addition, outputs for omni-directional noise are closely chained by sharing the time-varying variances similarly to independent subspace analysis or IVA. The speech extraction method based on AuxIVA is also performed in Independent Low-Rank Matrix Analysis (ILRMA) framework by extending the Non-negative Matrix Factorization (NMF) for noise outputs to Non-negative Tensor Factorization (NTF) to maintain the inter-channel dependency in noise output channels. Experimental results on the CHiME-4 datasets demonstrate the effectiveness of the presented algorithms.

• Korean Journal of Food Science and Technology
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• v.44 no.5
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• pp.648-652
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• 2012

The sensory characteristics of nine commercially distilled soju samples were determined by sensory descriptive analysis. Eight aroma attributes, as well as four flavor/taste attributes, and six mouth-feel related attributes were evaluated by 9 judges. The descriptive data set was initially analyzed for a significant overall product effect by employing a three-way mixed model analysis of variance (judges, samples, and replications) as well as two-way interactions, with judges treated as random. In addition, correlations between mean attribute ratings were calculated, and a principal component analysis (PCA) of the mean attribute ratings employing the covariance matrix was conducted. Based on the PCA, distilled soju samples were primarily separated along the first principal component, which accounted for 66% of the total variance between the samples, with high intensities of 'alcohol taste' and 'alcohol aroma' versus 'yeast aroma'. The second principal component accounted for 14% of the total variance. Soju containing high alcohol showed stronger intensities of 'bitterness', 'alcohol taste', 'alcohol aroma', as well as all mouth-feel attributes.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1449-1466
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• 2014

In this paper, we consider a hedge portfolio based on futures of underlying asset. A classical way to estimate a hedge ratio for a hedge portfolio of a spot and futures is a regression analysis. However, a regression analysis is not capable of reflecting long-run equilibrium between a spot and futures and volatility clustering in the conditional variance of financial time series. In order to overcome such defects, we analyzed KOSPI200 index and futures using VECM-CC-GARCH model and computed a hedge ratio from the estimated conditional covariance-variance matrix. In real data analysis, we compared a regression and VECM-CC-GARCH models in terms of hedge effectiveness based on variance, value at risk and expected shortfall of log-returns of hedge portfolio. The empirical results show that the multivariate GARCH models significantly outperform a regression analysis and improve hedging effectiveness in the period of high volatility.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.13 no.1
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• pp.89-93
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• 2013

This paper is estimating a target direction of arrival with incident to receiver in spatial. This paper presented covariance using constraint matrix to correlation interference signal cancellation in multi input multi output array antennas system. we proposed a target direction of arrival estimation algorithm using cost function and minimum variance method. Through simulation, we were analysis a performance to compare general SPT-LCMV algorithm and proposal algorithm. We showed that proposal algorithm improve more target estimation than general SPT-LCMV algorithm in direction of arrival.

• The Journal of the Acoustical Society of Korea
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• v.23 no.3
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• pp.206-213
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• 2004

This paper presents a steering angle error compensation (SAEC) algorithm that is appropriate for rapidly moving sources. The Proposed algorithm utilizes a modal covariance matrix from multiple frequency components instead of the multiple snapshots in a narrowband SAEC, and estimates the steering error by maximizing the wideband WVDR output power using a first-order Taylor series approximation of the modal steering vector in terms of the steering error. As such, the steering error can be compensated with short observation times. Several simulations using artificial and sea trial data are used to demonstrate the Performance of the proposed algorithm.

• Korean Journal of Child Studies
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• v.32 no.5
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• pp.49-65
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• 2011

The purpose of this study was to investigate the structural relationship between the related variables of children's internalization and externalization of problems. A total of 709 elementary school students residing in Daegu City and Kyungpook province completed questionnaires which assessed family interaction functions, emotional regulation, self-control, and internalization and externalization of problems. The sample variance-covariance matrix was analyzed using AMOS 19.0, and a maximum likelihood minimization function. Goodness of fit was evaluated using the SRMS, RMSEA, and its 90% confidence interval, CFI, and TLI. The results were as follows : First, the function of family interaction, and emotional regulation had a significant direct effect on the internalization of problems. Moreover, emotional regulation, self-control and internalization of problems had a statistically substantial direct effect on the externalization of problems. Second, family interaction functions did not have a statistically significant direct on children's externalization of problems, although it may well have an indirect effect on children's externalization of problems through emotional regulation and self-control. Finally, self-control did not enjoy a direct effect on children's internalization of problems.

• Journal of Families and Better Life
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• v.31 no.1
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• pp.99-111
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• 2013

The purpose of this study was to investigate the structural relationships among the related variables of peer relationship. 547 schoolage children's social support, self-esteem, empathy and peer relationship. Subjects of this study were 547 elementary school students residing in Daegu-Si completed questionnaires assessing peer relationship, social support, self-esteem, empathy. The sample variance-covariance matrix was analyzed using AMOS 20.0, and the maximum likelihood minimization function. The goodness of fit was evaluated using the SRMR, RMSEA and its 90% confidence interval, CFI, and TLI. The results were as follow. First, children's social support was found to hadn't direct effect on peer relationship. Second, children's self-esteem, empathy have a direct effect on peer relationship. Third, children's social support have a direct effect on self-esteem, empathy. and children's self-esteem have a direct effect on empathy.