• Title/Summary/Keyword: causal graph

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A Mechanism for Combining Quantitative and Qualitative Reasoning (정량 추론과 정성 추론의 통합 메카니즘 : 주가예측의 적용)

  • Kim, Myoung-Jong
    • Knowledge Management Research
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    • v.10 no.2
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    • pp.35-48
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    • 2009
  • The paper proposes a quantitative causal ordering map (QCOM) to combine qualitative and quantitative methods in a framework. The procedures for developing QCOM consist of three phases. The first phase is to collect partially known causal dependencies from experts and to convert them into relations and causal nodes of a model graph. The second phase is to find the global causal structure by tracing causality among relation and causal nodes and to represent it in causal ordering graph with signed coefficient. Causal ordering graph is converted into QCOM by assigning regression coefficient estimated from path analysis in the third phase. Experiments with the prediction model of Korea stock price show results as following; First, the QCOM can support the design of qualitative and quantitative model by finding the global causal structure from partially known causal dependencies. Second, the QCOM can be used as an integration tool of qualitative and quantitative model to offerhigher explanatory capability and quantitative measurability. The QCOM with static and dynamic analysis is applied to investigate the changes in factors involved in the model at present as well discrete times in the future.

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Modeling of Event Development based on the Structured Causal Graph (Structured Causal Graph에 기반한 이벤트 전개 방법의 개발)

  • 지세진;우영욱;황원택;최운돈;박종희
    • Proceedings of the Korean Information Science Society Conference
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    • 2001.04b
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    • pp.427-429
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    • 2001
  • 지금까지 가상현실을 이용한 여러 가지 시스템들이 제안되어 왔다. 하지만 이러한 시스템들은 사용자에게 몰입감을 줄 수 있는 예측하기 힘든 다양한 상황을 제공하기보다는 미리 정해진 시나리오를 따라 고정된 형태의 흐름을 가지는 문제점이 있었다. 이를 해결하기 위해가상세계 내에서의 오브젝트의 행동이나 이벤트의 전개를 위한 여러 가지 방법들이 제안되어왔다. 하지만 이 방법들 역시 방대한 탐색 공간이나 한정된 범위내에서만 자율적인 움직임이 가능한 점 등의 문제점을 가지고 있다. 본 논문에서는 이를 해결하기 위하여 Causality에 기반한 이벤트의 전개모델을 제안한다. 이를 위해 본 논문은 먼저 frame구조를 이용하여 정형화한 Structured Causal Graph를 제안하고, 구성되어진 Structured Causal Graph를 이용하여 이벤트를 전개해나가는 방법을 제시한다.

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Time-Series Causality Analysis using VAR and Graph Theory: The Case of U.S. Soybean Markets (VAR와 그래프이론을 이용한 시계열의 인과성 분석 -미국 대두 가격 사례분석-)

  • Park, Hojeong;Yun, Won-Cheol
    • Environmental and Resource Economics Review
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    • v.12 no.4
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    • pp.687-708
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    • 2003
  • The purpose of this paper is to introduce time-series causality analysis by combining time-series technique with graph theory. Vector autoregressive (VAR) models can provide reasonable interpretation only when the contemporaneous variables stand in a well-defined causal order. We show that how graph theory can be applied to search for the causal structure In VAR analysis. Using Maryland crop cash prices and CBOT futures price data, we estimate a VAR model with directed acyclic graph analysis. This expands our understanding the degree of interconnectivity between the employed time-series variables.

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Synthesis of the Fault-Causality Graph Model for Fault Diagnosis in Chemical Processes Based On Role-Behavior Modeling (역할-거동 모델링에 기반한 화학공정 이상 진단을 위한 이상-인과 그래프 모델의 합성)

  • 이동언;어수영;윤인섭
    • Journal of Institute of Control, Robotics and Systems
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    • v.10 no.5
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    • pp.450-457
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    • 2004
  • In this research, the automatic synthesis of knowledge models is proposed. which are the basis of the methods using qualitative models adapted widely in fault diagnosis and hazard evaluation of chemical processes. To provide an easy and fast way to construct accurate causal model of the target process, the Role-Behavior modeling method is developed to represent the knowledge of modularized process units. In this modeling method, Fault-Behavior model and Structure-Role model present the relationship of the internal behaviors and faults in the process units and the relationship between process units respectively. Through the multiple modeling techniques, the knowledge is separated into what is independent of process and dependent on process to provide the extensibility and portability in model building, and possibility in the automatic synthesis. By taking advantage of the Role-Behavior Model, an algorithm is proposed to synthesize the plant-wide causal model, Fault-Causality Graph (FCG) from specific Fault-Behavior models of the each unit process, which are derived from generic Fault-Behavior models and Structure-Role model. To validate the proposed modeling method and algorithm, a system for building FCG model is developed on G2, an expert system development tool. Case study such as CSTR with recycle using the developed system showed that the proposed method and algorithm were remarkably effective in synthesizing the causal knowledge models for diagnosis of chemical processes.

Causal study on the effect of survey methods in the 19th presidential election telephone survey (19대 대선 전화조사에서 조사방법 효과에 대한 인과연구)

  • Kim, Ji-Hyun;Jung, Hyojae
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.943-955
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    • 2017
  • We investigate and estimate the causal effect of the survey methods in telephone surveys for the 19th presidential election. For this causal study, we draw a causal graph that represents the causal relationship between variables. Then we decide which variables should be included in the model and which variables should not be. We explain why the research agency is a should-be variable and the response rate is a shouldnot-be variable. The effect of ARS can not be estimated due to data limitations. We have found that there is no significant difference in the effect of the proportion of cell phone survey if it is less than about 90 percent. But the support rate for Moon Jae-in gets higher if the survey is performed only by cell phones.

Causal effect of urban parks on children's happiness (도시공원 면적이 유아 행복감에 미치는 영향에 대한 인과관계 연구)

  • Nayeon Kwon;Chanmin Kim
    • The Korean Journal of Applied Statistics
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    • v.36 no.1
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    • pp.63-83
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    • 2023
  • Many existing studies have found significant correlations between green spaces, including urban parks, and children's happiness. Furthermore, it was implied that the area/proximity of the urban park would be effective in enhancing infancy happiness. However, inferring causal effects from observed data requires appropriate adjustment of confounding variables, and from this perspective, the causal relationship between the area of urban parks and children's happiness has not been well understood. The causal effect of urban parks on children's happiness was estimated in this study using data from the panel study on Korean children. As methods for adjusting confounding variables, regression adjustment using a regression method, weighting method, and matching method were used, and key concepts of each method were described before the analysis results. Confounders were chosen for the analysis using a directed acyclic graph. In contrast to previous research, the analysis found no significant causal relationship between the size of the city park and children's happiness.

Covariate selection criteria for controlling confounding bias in a causal study (인과연구에서 중첩편향을 제거하기 위한 공변량선택기준)

  • Thepepomma, Seethad;Kim, Ji-Hyun
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.849-858
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    • 2016
  • It is important to control confounding bias when estimating the causal effect of treatment in an observational study. We illustrated that the covariate selection in the causal inference is different from the variable selection in the ANCOVA model. We then investigated the three criteria of covariate selection for controlling confounding bias, which can be used when we have inadequate information to draw a complete causal graph. VanderWeele and Shpitser (2011) proposed one of them and claimed it was better than the other two. We show by example that their criterion also has limitations and some disadvantages. There is no clear winner; however, their criterion is better (if some correction is made on its condition) than the other two because it can remove the confounding bias.

Design of fault diagnostic system by using extended fuzzy cognitive map (확장된 퍼지인식맵을 이용한 고장진단 시스템의 설계)

  • 이쌍윤;김성호;주영훈
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.860-863
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    • 1997
  • FCM(Fuzzy Cognitive Map) is a fuzzy signed directed graph for representing causal reasoning which has fuzziness between causal concepts. Authors have already proposed FCM-based fault diagnostic scheme. However, the previously proposed scheme has the problem of lower diagnostic resolution. In order to improve the diagnostic resolution, a new diagnostic scheme based on extended FCM which incorporates the concept of fuzzy number into FCM is developed in this paper. Furthermore, an enhanced TAM(Temporal Associative Memory) recall procedure and pattern matching scheme are also proposed.

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A Study on the Automatic Synthesis of Signed Directed Graph Using Knowledge-based Approach and Loop Verification (지식 기반 접근법과 Loop 검증을 이용한 부호운향그래프 자동합성에 관한 연구)

  • Lee Sung-gun;An Dae-Myung;Hwang Kyu Suk
    • Journal of the Korean Institute of Gas
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    • v.2 no.1
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    • pp.53-58
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    • 1998
  • By knowledge-based approach, the SDG(Signed Directed Graph) is automatically synthesized, which is commonly used to represent the causal effects between process variables. Automatic synthesis of SDG is progressed by two steps : (1)inference step uses knowledge base and (2)verification step uses Loop-Verifier. First, Topology and Knowledge Base are constructed by using the information on equipment. And then, Primary-SDG is synthesized by Character Pattern Matching between Variable-Relation-Representation generated by using Topology and Variable-Tendency-Data contained in Knowledge Base. Finally, a modified SDG is made after the Primary-SDG is verified by Loop-Verifier.

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Directed Graph를 이용한 경제 모형의 접근 - Crandall의 탑승자 사망 모형에 관한 수정- ( Directed Graphical Approach for Economic Modeling : A Revision of Crandall's Occupant Death Model )

  • Roh, J.W.
    • Journal of Korean Port Research
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    • v.12 no.1
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    • pp.55-64
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    • 1998
  • Directed graphic algorithm was applied to an empirical analysis of traffic occupant fatalities based on a model by Crandall. In this paper, Crandall's data on U.S. traffic fatalities for the period 1947-1981 are focused and extended to include 1982-1993. Based on the 1947-1981 annual data, the directed graph algorithms reveal that occupant traffic deaths are directly caused by income, vehicle miles, and safety devices. Vehicle mileage is caused by income and rural driving. The estimation is conducted using three stage least squares regression. Those results show a difference between the traditional regression methodology and causal graphical analysis. It is also found that forecasts from the directed graph based model outperform forecasts from the regression-based models, in terms of mean squared forecasts error. Furthermore, it is demonstrates that there exists some latent variables between all explanatory variables and occupant deaths.

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