• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.445-459
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• 2014

This paper investigates the dependence structure of Korean financial markets (stock, foreign exchange (FX) rates and bond) using copula-GARCH and dynamic conditional correlation (DCC) models. We examine GJR-GARCH with skewed elliptical distributions and four copulas (Gaussian, Student's t, Clayton and Gumbel) to model dependence among returns, and then employ DCC model to describe system-wide correlation dynamics. We analyze the daily returns of KOSPI, FX (WON/USD) and KRX bond index (Gross Price Index) from $2^{nd}$ May 2006 to $30^{th}$ June 2014 with 2,063 observations. Empirical result shows that there is significant asymmetry and fat-tail of individual return, and strong tail-dependence among returns, especially between KOSPI and FX returns, during the 2008 Global Financial Crisis period. Focused only on recent 30 months, we find that the correlation between stock and bond markets shows dramatic increase, and system-wide correlation wanders around zero, which possibly indicates market tranquility from a systemic perspective.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.241-252
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• 2005

In this study we suggest that the spatial correlation structure of the brain fMRI data be used to characterize the functional connectivity of the brain. For some concussion and recovery data, we examine how the correlation structure changes from one step to another in the data analyses, which will allow us to see the effect of each analysis to the spatial correlation or the functional connectivity of the brain. This will lead us to spot the processes which cause significant changes in the spatial correlation structure of the brain. We discuss whether or not we can decompose correlation matrices in terms of its causes of variations in the data.

• Journal of Institute of Control, Robotics and Systems
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• v.9 no.8
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• pp.640-646
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• 2003

We presents an edge-based point correlation algorithm for fast and stable visual inspection system. Conventional algorithms based on NGC(normalized gray-level correlation) have to overcome some difficulties in applying automated inspection systems to real factory environment. First of all, NGC algorithms involve highly complex computation and thus require high performance hardware for realtime process. In addition, lighting condition in realistic factory environments is not stable and therefore intensity variation from uncontrolled lights gives many troubles for applying NGC directly as pattern matching algorithm. We propose an algorithm to solve these problems, using thinned and binarized edge data, which are obtained from the original image. A point correlation algorithm with the thinned edges is introduced with image pyramid technique to reduce the computational complexity. Matching edges instead of using original gray-level image pixels overcomes problems in NGC method and pyramid of edges also provides fast and stable processing. All proposed methods are proved by the experiments using real images.

• Nuclear Engineering and Technology
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• v.34 no.1
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• pp.22-29
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• 2002

The angular correlation effect was investigated for Co-60 ${\gamma}$-ray spectroscopy by using HPGe detector and the effective angular correlation was theoretically calculated by considering the finite detector solid angle. For the calculation of effective angular correlation, the detection efficiency as a function of ${\gamma}$-ray incident direction was obtained by using Monte Carlo method and the first interaction model. The results and the methods used in the calculation are discussed.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.655-664
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• 2022

On the motivation by an integrative study of multi-omics data, we are interested in estimating the structure of the sparse cross correlation matrix of two high-dimensional random vectors. We rewrite the problem as a multiple testing problem and propose a new method to estimate the sparse structure of the cross correlation matrix. To do so, we test the correlation coefficients simultaneously and threshold the correlation coefficients by controlling FRD at a predetermined level α. Further, we apply the proposed method and an alternative adaptive thresholding procedure by Cai and Liu (2016) to the integrative analysis of the protein expression data (X) and the mRNA expression data (Y) in TCGA breast cancer cohort. By varying the FDR level α, we show that the new procedure is consistently more efficient in estimating the sparse structure of cross correlation matrix than the alternative one.

• Journal of Environmental Health Sciences
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• v.33 no.5
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• pp.422-427
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• 2007

The purposes of this study were to investigate the concentration of total coliforms in sewage effluents during the period from August 2004 to October 2005. The removal efficiency range of multi-tube method and plate count method were $31.3{\sim}99.5%$ and $66.8{\sim}99.2%$, respectively. Though a correlation between the multi-tube method and the plate count method in the same sample is low, not only is an experimental procedure very simple, but the time required also is short. The seasonal correlation between methods showed more sensitive spring and summer than autumn and winter. So the study indicated plate count method can be used in rapid and reliance identification of total coliform more than the multi-tube method.

• Korean Journal of Hydrosciences
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• v.8
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• pp.57-68
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• 1997

The daily soil water contents were obtained from the time domain reflectometry(TDR) method and energy balance-water budget approach with eddy correlation at the two small semiarid watersheds of Lucky Hills and Kendall during the summer rainy period. There was a comaprison of daily soil water content measured and estimated from these two different approaches. The comparison is valuable to evaluate the accuracy of current soil water content measuring system using TDR and energy balance-water budget approach using eddy correlation method at a small watershed scale. The degree of simiarity between the regressions of these two methods of measuring soil water content was explained by determining the correlations between these methods. Simple linear regression analyses showed that soil water content measured from TDR method was responsible for 58% and 63% of the variations estimated from energy balance-water budget approach with edy correlation at Lucky Hills and Kendall, respectively. The scatter plots and the regression analyses revealed that two different approaches for soil water content measurement at a small watershed scale have no significant difference.

• Industrial Engineering and Management Systems
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• v.1 no.1
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• pp.79-86
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• 2002

This paper proposes a new algorithm for estimating ARMA model parameters. In estimating ARMA model parameters, several methods such as generalized least square method, instrumental variable method have been developed. Among these methods, the utilization of a bootstrap type algorithm is known as one of the effective approach for the estimation, but there are cases that it does not converge. Hence, in this paper, making use of a cross correlation function and utilizing the relation of structural a priori knowledge, a new bootstrap algorithm is developed. By introducing theoretical relations, it became possible to remove terms, which is liable to include much noise. Therefore, this leads to robust parameter estimation. It is shown by numerical examples that using this algorithm, all simulation cases converge while only half cases succeeded with the previous one. As for the calculation time, judging from the fact that we got converged solutions, our proposed method is said to be superior as a whole.

• Journal of Korean Biological Nursing Science
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• v.23 no.4
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• pp.287-297
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• 2021

Purpose: This study aimed to evaluate the correlation and agreement of physical activity (PA) between data obtained from wearable Actigraph devices and self-reporting questionnaires, and to investigate the relationship between psychological state (depression, anxiety, and fatigue) and PA. Methods: A descriptive study was conducted using physical measurements and surveys. PA was measured through both the International Physical Activity Questionnaire (IPAQ) and the Actigraph GT3X+ device. The demographic characteristics of the subjects, as well as their depression, anxiety, and fatigue scores, were collected with structured questionnaires. The Spearman's rank correlation coefficient and the Bland-Altman plot method were employed. Results: Data from 36 healthy adults were analyzed. The overall levels of PA measured using the IPAQ and the Actigraph were 1,891.69 MET min/week and 669.96 MET/day, respectively. Total levels of PA did not show a significant correlation between the two measurement methodologies. However, the moderate-intensity PA resulting from the IPAQ scores showed a significant positive correlation with the light-intensity PA recorded by the Actigraph. The Bland-Altman plot analysis demonstrated that the levels of PA as measured by the two different methods did not match. In addition, PA measured using the Actigraph showed a significant negative correlation with depression and anxiety whereas PA measured using the IPAQ showed a significant positive correlation with fatigue. Conclusion: The conclusion of this study is that the data obtained from the subjective self-reporting questionnaire and the wearable Actigraph do not correlate or match in healthy adults. Future research should investigate the relationship between depression and PA intensity through the Actigraph, or other wearable devices equipped with smartphone apps.

• Journal of the korean academy of Pediatric Dentistry
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• v.23 no.4
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• pp.788-799
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• 1996

The purpose of this study was to determine the accuracy of the prediction methods which are frequently used in the clinic, such as Moyers', Tanaka and Johnston's, Song's Hixon and Oldfather's, Kaplan's, Smith's. These prediction methods were compared to the data, which were obtained from 100 Kyung-Hee University students (50 males and 50 females) with normal occlusion of permanent dentition, using a retrospective statistical analysis. The standard periapical radiopgraphs for the lower premolars using 16-inch long cone technique and the yellow stone dental casts were taken from each samples. The mesiodistal widths of 4 incisors, canine, premolars were measured on the dental casts, and those of premolars were measured on the radiographs. The correlation coefficients, paired samples t-tests, regression coefficients between the actual measuredments of the samples and the predicted measurements of each methods were analyzed. The results obtained were as follows: 1. The prediction methods using periapical radiographs tended to show a stronger correlation than the methods using dental casts; the correlation coefficients between the actual widths of the lower canine and premolars and the predicted widths of the tested methods were higher in Smith, Kaplan, Hixon & Oldfater, and Tanaka & Johnston (p<0.001). 2. The Moyers' probability chart at 65 % showed a tendency toward the least difference between the actual measurements and the predicted widths of the lower canine and the premolars, and the methods of Smith, Kaplan, Tanaka & Johnston also showed a less difference. 3. By means of evaluation in correlation coefficients and paired smaples t-tests, the Smith and Tanaka & Johnston in male, and the Moyers' 65 % and Song in female showed a high tendency toward accurate methods. 4. The regression equations by models that are derived from the study were as follows: Male(Lt.) :Y=10.799+0.475X Femle(Lt.) :Y= 7.427+0.609X (Rt.) :Y=11.043+0.462X (Rt.) :Y= 8.475+0.556X 5. The regression equations by radiographs that are dericed from the study were as follows: Male(Lt.) :Y=6.5651+0.9720X Femle(Lt.) :Y=4.8656+1.0632X (Rt.) :Y=7.8610+0.9060X (Rt.) :Y=4.5483+1.0843X