• Title/Summary/Keyword: dependence model

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On Information Theoretic Index for Measuring the Stochastic Dependence Among Sets of Variates

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.26 no.1
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    • pp.131-146
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    • 1997
  • In this paper the problem of measuring the stochastic dependence among sets fo random variates is considered, and attention is specifically directed to forming a single well-defined measure of the dependence among sets of normal variates. A new information theoretic measure of the dependence called dependence index (DI) is introduced and its several properties are studied. The development of DI is based on the generalization and normalization of the mutual information introduced by Kullback(1968). For data analysis, minimum cross entropy estimator of DI is suggested, and its asymptotic distribution is obtained for testing the existence of the dependence. Monte Carlo simulations demonstrate the performance of the estimator, and show that is is useful not only for evaluation of the dependence, but also for independent model testing.

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General Strain Theory approach to the Use of Cellular Phone Dependence of Middle School Students (일반긴장이론(GST)을 이용한 중학생의 휴대폰 의존에 미치는 영향)

  • Shim, Hyun-Jin;Lee, Il-Hyun;Rhee, Hyun-Sill
    • The Journal of the Korea Contents Association
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    • v.14 no.2
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    • pp.355-363
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    • 2014
  • The purpose of this study is to find out the effect of using cellular phone dependence of middle school student based on Agnew's GST. A total of 2,151 questionnaires were used to Korean Children and Youth Panel Survey(KCYPS)2010. Analytical methods of Structural Equation Model(SEM) was verified by AMOS 21.0 Ver. The results were the following. Firstly, The fit of definitive model was $X^2=1398.997$, df=144, GFI=.937, NNFI(TLI)=.902, CFI=.918, RMSEA=.061. Model was proper to verify the use of cellular phone dependence of adolescents. Secondly, The strain factors of middle school student presented statistically significant positive effect to make negative life satisfaction. Finally, The negative life satisfaction of middle school student presented statistically significant positive effect to the use of cellular phone dependence of middle school student. We need to provide as basic data for developing cellular phone dependence intervention programs.

The effects of Korean, American, and Japanese manufacturing firm's dependence on influence strategies and long-term orientation (한국.미국.일본 제조업체의 의존성이 영향전략과 장기지향성에 미치는 효과)

  • Kim, Jong-Young;Bang, Ho-Yeol
    • International Commerce and Information Review
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    • v.12 no.2
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    • pp.183-211
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    • 2010
  • This paper empirically investigated whether the dependence of manufacturing firms effects the influence strategies and long-term orientation based on the data from manufacturing firms in Korea. U.S., and Japan. Also, the proposed model was proven by the structural equation model with the data gathered from 105 manufacturing firms in Korea, 103 in U.S., and 83 in Japan. The findings were as follows. First, the dependence of all of manufacturing firms, regardless of country, positively affected the coercive influence strategies of distributors, whereas the dependence positively affected the noncoercive influence strategies in U.S. and Japan but in the case of Korea, it showed the reverse direction and were not statistically significant. Second, the dependence of Korean manufacturing firms positively affected the long-term orientation but American manufacturing firms showed the reverse direction and it was not statistically significant. In the case of Japanese manufacturing firms, the direction predicted in the paper was shown but was not statistically significant. Third, the coercive influence strategies positively affected the long-term orientation in Korea but it showed the negative relationship in Japan. Fourth, the noncoercive influence strategies positively affected the long-term orientation in all countries. Lastly, a few implications, limitations and future study issues were discussed.

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A risk analysis of step-down equity-linked securities based on regime-switching copula

  • Nguyen, Manh Duc;Ko, Bangwon;Kwon, Hyuk-Sung
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.79-95
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    • 2020
  • The globalization of financial markets has broadened investment opportunities. International investors' investment portfolios consist of financial instruments from various countries; consequently, the risks associated with economic dependence among countries should be carefully considered. Step-down equity-linked securities (ELS) are a structured financial product that have recently become popular among Korean investors. Payoffs are based on two or three stock indices from different regions; therefore, dependence between the indices should be reflected in the risk analysis. In this study, we consider a regime-switching copula model to describe the joint behavior of two stock indices- the Eurostoxx50 and the Hang Seng China Enterprises Index (HSCEI). These indices are commonly used as underlying assets of step-down ELS. Using historical data, we analyze the risk associated with step-down ELS through the probabilities of early redemption. A regime-switching copula model can accommodate complicated dependence. Thus, it should be considered in the risk analysis of step-down ELS.

Traffic Flow Prediction with Spatio-Temporal Information Fusion using Graph Neural Networks

  • Huijuan Ding;Giseop Noh
    • International journal of advanced smart convergence
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    • v.12 no.4
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    • pp.88-97
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    • 2023
  • Traffic flow prediction is of great significance in urban planning and traffic management. As the complexity of urban traffic increases, existing prediction methods still face challenges, especially for the fusion of spatiotemporal information and the capture of long-term dependencies. This study aims to use the fusion model of graph neural network to solve the spatio-temporal information fusion problem in traffic flow prediction. We propose a new deep learning model Spatio-Temporal Information Fusion using Graph Neural Networks (STFGNN). We use GCN module, TCN module and LSTM module alternately to carry out spatiotemporal information fusion. GCN and multi-core TCN capture the temporal and spatial dependencies of traffic flow respectively, and LSTM connects multiple fusion modules to carry out spatiotemporal information fusion. In the experimental evaluation of real traffic flow data, STFGNN showed better performance than other models.

A study on the wavelength dependence of the diffracted light (회절된 빛의 파장 의존도에 관한 연구)

  • Kim, Ho-Wook;Lee, Hyuk
    • Proceedings of the KIEE Conference
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    • 1993.11a
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    • pp.365-367
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    • 1993
  • The wavelength dependence of the diffracted light in volume hologram is important in application of volume hologram, because the wavelength dependence of the diffracted light can be used to select a certain wavelength from white-light which is composed of a lot of wavelengths. Some experiments are done to analyze the wavelength dependence of diffracted lights. The coupled wave theory is used to make a theoretical approach to this model. Compared with the theoretical result, the experimental result makes a good agreement with it.

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Modified Ammonia Removal Model Based on Equilibrium and Mass Transfer Principles

  • Shanableh, A.;Imteaz, M.
    • Bulletin of the Korean Chemical Society
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    • v.31 no.7
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    • pp.1920-1926
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    • 2010
  • Yoon et $al.^1$ presented an approximate mathmatical model to describe ammonia removal from an experimental batch reactor system with gaseous headspace. The development of the model was initially based on assuming instantaneous equilibrium between ammonia in the aqueous and gas phases. In the model, a "saturation factor, $\beta$" was defined as a constant and used to check whether the equilibrium assumption was appropriate. The authors used the trends established by the estimated $\beta$ values to conclude that the equilibrium assumption was not valid. The authors presented valuable experimental results obtained using a carefully designed system and the model used to analyze the results accounted for the following effects: speciation of ammonia between $NH_3$ and $NH^+_4$ as a function of pH; temperature dependence of the reactions constants; and air flow rate. In this article, an alternative model based on the exact solution of the governing mass-balance differential equations was developed and used to describe ammonia removal without relying on the use of the saturation factor. The modified model was also extended to mathematically describe the pH dependence of the ammonia removal rate, in addition to accounting for the speciation of ammonia, temperature dependence of reactions constants, and air flow rate. The modified model was used to extend the analysis of the original experimental data presented by Yoon et $al.^1$ and the results matched the theory in an excellent manner.

Weighted value method for multicriteria decision-making using fuzzy dependence relations (퍼지종속관계를 이용한 다기준평가문제의 가중치 책정방법)

  • 정택수;정규련
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1994.04a
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    • pp.742-748
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    • 1994
  • Scientific involvement in complex decision-making systems, characterized by multicriteria phenomena and fuzziness inherent in the structure of information, requires suitable methods. Especially, when powerful dependent criteria are introduced, the systems are become more complex. This paper presents a fuzzy dependence relation model for this kind of multicriteria decision-making. The model we propose is based on fuzzy relation in fuzzy system theory. For the application of the model a numerical example is quoted.

Detection of Differentially Expressed Genes by Clustering Genes Using Class-Wise Averaged Data in Microarray Data

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.687-698
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    • 2007
  • A normal mixture model with which dependence between classes is incorporated is proposed in order to detect differentially expressed genes. Gene clustering approaches suffer from the high dimensional column of microarray expression data matrix which leads to the over-fit problem. Various methods are proposed to solve the problem. In this paper, use of simple averaging data within each class is proposed to overcome the various problems due to high dimensionality when the normal mixture model is fitted. Some experiments through simulated data set and real data set show its availability in actuality.