• Title/Summary/Keyword: correlation coefficients

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Multivariate Volatility Analysis via Canonical Correlations for Financial Time Series (정준상관분석을 통한 다변량 금융시계열의 변동성 분석)

  • Lee, Seung Yeon;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1139-1149
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    • 2014
  • Multivariate volatility is summarized through canonical correlation analysis (CCA). Along with the standard CCA, non-negative and sparse canonical correlation analysis (NSCCA) is introduced to make sure that volatility coefficients are non-negative and the number of coefficients in the volatility CCA is as small as possible. Various multivariate financial time series are analyzed to illustrate the main contribution of the paper.

Correlation Between Tumorigenic Doses and the Maximum Tolerated Dose of Carcinogens (발암물질의 발암용량과 최대내성용량의 상관관계)

  • 이병무;김근종
    • Environmental Mutagens and Carcinogens
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    • v.19 no.2
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    • pp.108-111
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    • 1999
  • Correlation between the tumorigenic dose (TD) and the maximum tolerated dose (MTD) was examined to search for the most relevant TD values related to the MTD. Using benzo(a)pyrene (B(a)P) 2-yr bioassay data, correlation coefficients between values of $TD_{1-}$50/ and the MTD were estimated from linearized or non-linearlized dose-response curves. The highest correlation coefficients (0.9966-1.0000) were obtained from T $D_{1-}$10/ in linearized dose-response curves while the highest (0.9966-1.0000) were estimated from $TD _{5-}$10/ in non-linearized dose-response eurves. These data suggest that TDs-lo were more closely related to the MTD than the ,$TD_{5-}$10/ in B(a)P 2-yr bioassay and that in lieu of the $TD_{50}$ they could be efficiently applicable to risk assessment and management.ent.

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Correlation plot for a contingency table

  • Hong, Chong Sun;Oh, Tae Gyu
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.295-305
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    • 2021
  • Most graphical representation methods for two-dimensional contingency tables are based on the frequencies, probabilities, association measures, and goodness-of-fit statistics. In this work, a method is proposed to represent the correlation coefficients for each of the two selected levels of the row and column variables. Using the correlation coefficients, one can obtain the vector-matrix that represents the angle corresponding to each cell. Thus, these vectors are represented as a unit circle with angles. This is called a CC plot, which is a correlation plot for a contingency table. When the CC plot is used with other graphical methods as well as statistical models, more advanced analyses including the relationship among the cells of the row or column variables could be derived.

Evaluation of three glucometers for whole blood glucose measurements at the point of care in preterm or low-birth-weight infants

  • Hwang, Joon Ho;Sohn, Yong-Hak;Chang, Seong-Sil;Kim, Seung Yeon
    • Clinical and Experimental Pediatrics
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    • v.58 no.8
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    • pp.301-308
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    • 2015
  • Purpose: We evaluated three blood glucose self-monitoring for measuring whole blood glucose levels in preterm and low-birth-weight infants. Methods: Between December 1, 2012 and March 31, 2013, 230 blood samples were collected from 50 newborns, who weighed, ${\leq}2,300g$ or were ${\leq}36$ weeks old, in the the neonatal intensive care unit of Eulji University Hospital. Three blood glucose self-monitoring (A: Precision Pcx, Abbott; B: One-Touch Verio, Johnson & Johnson; C: LifeScan SureStep Flexx, Johnson & Johnson) were used for the blood glucose measurements. The results were compared to those obtained using laboratory equipment (D: Advia chemical analyzer, Siemens Healthcare Diagnostics Inc.). Results: The correlation coefficients between laboratory equipment and the three blood glucose self-monitoring (A, B, and C) were found to be 0.888, 0.884, and 0.900, respectively. For glucose levels ${\leq}60mg/dL$, the correlation coefficients were 0.674, 0.687, and 0.679, respectively. For glucose levels>60 mg/dL, the correlation coefficients were 0.822, 0.819, and 0.839, respectively. All correlation coefficients were statistically significant. And the values from the blood glucose self-monitoring were not significantly different from the value of the laboratory equipment, after correcting for each device's average value (P>0.05). When using laboratory equipment (blood glucose ${\leq}60mg/dL$), each device had a sensitivity of 0.458, 0.604, and 0.688 and a specificity of 0.995, 0.989, and 0.989, respectively. Conclusion: Significant difference is not found between three blood glucose self-monitoring and laboratory equipment. But correlation between the measured values from blood glucose self-monitoring and laboratory equipment is lower in preterm or low-birth-weight infants than adults.

A Study on Correlation among Length Changes of Body Surface Total lines and Segment Lines -Changed Amount Caused by the Lower Limb Movements- (체표(體表)길이 변화(變化)의 상관성(相關性) 연구(硏究) - 다리(下肢) 동작(動作)에 따른 변화량(變化量)을 중심(中心)으로 -)

  • Cho, Sung Hee
    • Journal of the Korean Society of Clothing and Textiles
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    • v.17 no.4
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    • pp.622-637
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    • 1993
  • The Purposes of this study were to investigate the significant correlation among the length changes of body surface total lines and between the length changes of body surface total lines and those of component body surface segment lines, and to reveal anticipated relation among body surface length changes by the lower limb movement including all movement direction of hip joint, knee joint & ankle joint for the more functional clothing making & designing. 10 Crosswise & 5 lengthwise body surface total lines and 48 crosswise & 39 lengthwise body surface segment lines of 26 female college students aged from 18 to 24 years were measured directly on the body surface and analyzed by ANOYA & Multiple Comparison Test(Tukey), and the length changes of them were calculated as the difference of the mean length at Fl movement from the mean length at each movement and were analyzed by PEARSON CORRELATION. The results were as following : 1. Correlation among the length changes of body surface total lines (1) Correlation among the length changes of body surface total lines significantly changed by the movement ; 1) The more GA5 expanded, the more GA6 & GA7 each expanded, and the more GA18 expanded, the more GA1 & GA3 each expanded. 2) The more GA15 expanded, the less GA14 each contracted. 3) The more GA7 expanded, the larger GA17 contracted. 4) The more GA1 & GA18 expanded, the larger GA16 contracted, and the larger GM contracted, the less GA16 contracted. (2) Only GA7 and GA17(at F4) showed high (over r=0.7) correlation coefficient, But others' correlation coefficients were r=0.4~0.7. (3) Correlation coefficients among & between girth items and length items 1) Correlation coefficients among girth items were shown + ; between GA3 and GA4, GA5, GA8, between GA5 and GA6, GA7, GA9 each, between GA1 and GA6 and between GA4 and GA7. 2) Correlation coefficients among length items were shown + or - ; shown + between GA14 and GA15 and between GA17 and GA16 ; but Shown - Between GAlS and GA16. 3) Correlation coefficients between girth items and length items were mainly shown - : shown-between GA1 and GA16, GA17, between, GA4 and GA16, between GA6, GA7 each and GA17, between GA8 and GA18 ; but shown + between GA1, GA3 each and GA18 and between GA8 and GA14 were shown +. 2. Correlation between the length changes of body surface total lines and those of component body surface segment lines. (1) All correlation coefficients were + except A147 of GA14. (2) Correlation coefficient over r=0.7 was shown ; between GA3 and CB3, A35 each, between GA5 and A054, between GA6 and A63, between GA7 and A72, A74 each, between GA8 and A83, A84 each, between GA15 and A153, between GA16 and Al64, Al65 each, between GA18 and A189 : but was not shown between GA4, GA17 and it's component body surface segment lines each. (3) Characteristics of correlation between the length changes of body surface total lines and those of body surface segment lines ; 1) If significant correlation of body surface total lines were expansion parts, it's component body surface segment lines was also expansion segment and the otherwise were the same. But exception was shown between expansion line GA3 and A031 (at F4), between GA18 and AlS9 (at F6) and between GA14 and A147, so to speak GA3 & lines and GA14 was contraction total line oppositely A147 was expansion. 2) The more GA3, GAlS expanded, the less A031, A189 contracted. 3) The more GA14 contracted, the more A147 expanded. 4) All correlation except the above 2), 3), the more total lines (GA1, GA3, GA5, GA15, GA16, GA18) expanded, the more segment lines (A15, CB1, A31, A34, CB3, A52, A54, A153, A169, A181) expanded, or the larger total lines (GA14, GA16, GA17) contracted, the larger segment lines (A141, A142, A161, A164, A165, A172) contracted.

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A Study on the Evaporative Heat Transfer in Microtubes (마이크로관 내 증발열전달에 관한 연구)

  • Hwang, Yun-Wook;Kim, Ju-Hyok;Kim, Min-Soo
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.17 no.12
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    • pp.1113-1122
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    • 2005
  • The experimental heat transfer coefficients have been measured for two-phase convective boiling in two circular microtubes with inner diameters of $430{\mu}m\;and\;792{\mu}m$. While the heat transfer was greatly affected by the heat flux in the low quality region, the mass flux played a role in the high quality region. The smaller microtube had greater heat transfer coefficients. When the heat flux is varied from $20kW/m^2\;to\;30kW/m^2\;at\;G=240kg/m^2s$, the difference between the average heat transfer coefficients of the test tube $A(D_i=430{\mu}m)$ and the test tube $B(D_i=792{\mu}m)$ changes from $32.5\%\;to\;52.1\%$. At $G=370kg/m2^s$, the difference between the average heat transfer coefficients changes from $47.0\%\;to\;53.8\%$. A new correlation for the evaporative heat transfer coefficients in microtubes was developed by considering the following factors; the laminar flow heat transfer coefficient of liquid-phase flow, the enhancement factor of the convective heat transfer, and the nucleate boiling correction factor. The correlation developed in this study predicts the experimental heat transfer coefficients within an absolute average deviation of $8.4\%$.

A study on the development of long time exposure $SO_2$ sampler (장기 노출 $SO_2$ 간이 샘플러 개발에 관한 연구)

  • 이동인
    • Journal of Environmental Science International
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    • v.2 no.3
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    • pp.207-216
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    • 1993
  • The concentrations of $SO_2$ and $SO_3$ were measured to estimate a new developed long time exposure $SO_2$ sampler at Onsan industrial area considering the meteorological factors from June to October, 1992. The mean concentration of $SO_3$ by $PbO_2$ method was 0.924 mg $SO_3 / 10cm^2$ $PbO_2$/day and their high values were shown in the center of the industrial area, which show potential pollution due to the increase of industrial activities and micrometeorological factors in and around the sites. As a result of statistical correlation between $SO_2$ concentration by new sampling method and $SO_3$ concentration by $PbO_2$ method in July and August, 1992, correlation coefficients were high (r=0.87, 0.91) and shown more than 0.83 value in the high concentration data set, which was arbitrarily divided into 7~10${\mu}l$$SO_2$ concentration in an attempt to further investigate these relationships. Therefore, use of new developed long time exposure TEX>$SO_2$ sampler is good for TEX>$SO_2$ measurement and valuable for estimation of air quality in the urban and industrial area. Key Words : a new developed long time exposure TEX>$SO_2$ sampler, correlation coefficients, high, $SO_2$ measurement, estimation of air Quality.

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Relationships between TSP and PM10 Concentrations in the Ambient Atmosphere (대기 중 TSP와 PM10 농도의 관련성)

  • 최진수;백성옥
    • Journal of Korean Society for Atmospheric Environment
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    • v.14 no.1
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    • pp.1-10
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    • 1998
  • Relationships between TSP and PM10 concentrations were evaluated using their respective data sets collected from Taegu and Kyeungsan areas during the period of December 1993 to November 1994. The collection of data was made using the gravimetric and $\beta$-ray absorption ($\beta$-MPM) methods for 7 days of every month from three urban sites in Taegu and one suburban site in Kyeungsan. Correlation coefficients between TSP and PM10 concentrations for these four sampling sites were found in the range of 0.85 $\sim$ 0.96. Correlation analysis was also conducted for $\beta$-PM concentration data that were measured only from the residential and commercial sites. The correlation coefficients between TSP and $\beta$-PM concentrations were 0.9 in the residential site and 0.8 in the commercial site. By contrast, the correlation coefficients between PM10 $\beta$-PM concentrations were almost identical for both the residential and commercial sites with a value of 0.88. The mean ratio for PM10 to TSP concentrations for all sites was appeared to be 0.68. The analysis of seasonal trends in PM10/TSP ratios showed that the contribution of PM10 to TSP concentrations was more significant during winter (0.70 $\sim$ 0.75) than during summer (0.61 $\sim$ 0.68). The results of this study may provide empirical informations on the compatability of aerosol data measured by different sampling methods.

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A Study on Speaker Identification by Difference Sum and Correlation Coefficient of Intensity Levels from Band-pass Filtered Sounds (대역별로 여과한 음성 강도의 차이값과 상관계수에 의한 화자확인 연구)

  • Yang, Byung-Gon
    • Speech Sciences
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    • v.10 no.2
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    • pp.249-258
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    • 2003
  • This study attempted to examine a speaker identification method using difference sum and correlation coefficient determined from a pair of intensity level matrices of band-pass-filtered numeric sounds produced by ten female speakers of similar age and height. Subjects recorded three digit numbers at a quiet room at a sampling rate of 22 kHz on a personal computer. Collected data were band-pass-filtered at five different band ranges. Then, matrices of five intensity levels at 100 proportional time points were obtained. Pearson correlation coefficients and the sum of absolute intensity differences between a pair of given matrices were determined within and across the speakers. Results showed that very high correlation coefficient and small difference sum generally occurred within each speaker but some individual variation was also observed. Thus, the matrix pair with a higher coefficient and a smaller difference sum was averaged to form each individual's model. Comparison among the speakers yielded generally low coefficients and large differences, which suggests successful speaker identification, but among them there were a few cases with very high coefficients and small differences. Future studies will focus on finer band ranges and additional spectral parameters at some peak points of the intensity contour at a low frequency band.

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Generation of Klobuchar Ionospheric Error Model Coefficients Using Fourier Series and Accuracy Analysis

  • Lee, Chang-Moon;Park, Kwan-Dong
    • Journal of Astronomy and Space Sciences
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    • v.28 no.1
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    • pp.71-77
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    • 2011
  • Ionospheric error modeling is necessary to create reliable global navigation satellite system (GNSS) signals using a GNSS simulator. In this paper we developed algorithms to generate Klobuchar coefficients ${\alpha}_n$, ${\beta}_n$ (n = 1, 2, 3, 4) for a GNSS simulator and verified accuracy of the algorithm. The eight Klobuchar coefficients were extracted from three years of global positioning system broadcast (BRDC) messages provided by International GNSS service from 2006 through 2008 and were fitted with Fourier series. The generated coefficients from our developed algorithms are referred to as Fourier Klobuchar model (FOKM) coefficients, while those coefficients from BRDC massages are named as BRDC coefficients. The correlation coefficient values between FOKM and BRDC were higher than 0.97. We estimated total electron content using the Klobuchar model with FOKM coefficients and compared the result with that from the BRDC model. As a result, the maximum root mean square was 1.6 total electron content unit.