• Title/Summary/Keyword: factor rank

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Common Feature Analysis of Economic Time Series: An Overview and Recent Developments

  • Centoni, Marco;Cubadda, Gianluca
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.415-434
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    • 2015
  • In this paper we overview the literature on common features analysis of economic time series. Starting from the seminal contributions by Engle and Kozicki (1993) and Vahid and Engle (1993), we present and discuss the various notions that have been proposed to detect and model common cyclical features in macroeconometrics. In particular, we analyze in details the link between common cyclical features and the reduced-rank regression model. We also illustrate similarities and differences between the common features methodology and other popular types of multivariate time series modelling. Finally, we discuss some recent developments in this area, such as the implications of common features for univariate time series models and the analysis of common autocorrelation in medium-large dimensional systems.

Automatic and objective gradation of 114 183 terrorist attacks using a machine learning approach

  • Chi, Wanle;Du, Yihong
    • ETRI Journal
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    • v.43 no.4
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    • pp.694-701
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    • 2021
  • Catastrophic events cause casualties, damage property, and lead to huge social impacts. To build common standards and facilitate international communications regarding disasters, the relevant authorities in social management rank them in subjectively imposed terms such as direct economic losses and loss of life. Terrorist attacks involving uncertain human factors, which are roughly graded based on the rule of property damage, are even more difficult to interpret and assess. In this paper, we collected 114 183 open-source records of terrorist attacks and used a machine learning method to grade them synthetically in an automatic and objective way. No subjective claims or personal preferences were involved in the grading, and each derived common factor contains the comprehensive and rich information of many variables. Our work presents a new automatic ranking approach and is suitable for a broad range of gradation problems. Furthermore, we can use this model to grade all such attacks globally and visualize them to provide new insights.

A Study on Document Citation Indicators Based on Citation Network Analysis (인용 네트워크 분석에 근거한 문헌 인용 지수 연구)

  • Lee, Jae-Yun
    • Journal of the Korean Society for Library and Information Science
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    • v.45 no.2
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    • pp.119-143
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    • 2011
  • This study identifies the characteristics of recent citation-based indicators for assessing a single paper in the context of their co-relationships. Five predefined indicators were examined with three variants of h-index which are convened in this study; the formers are PageRank, SCEAS Rank, CCI, f-value, and single paper h-index and the latters are $h_S$-index, h1-index, and $h_S$1-index. The correlation analysis and cluster analysis were performed to group the indicators by common characteristics, after which the indicators were calculated with the dataset from KSCI DB. The results show statistical evidence that distinguishes h-index type indicators from others. The characteristics of the indicators were verified with citation frequency factors using correlation analysis. Finally, the implications for applications and further studies are discussed.

Can denosumab be a substitute, competitor, or complement to bisphosphonates?

  • Kim, Su Young;Ok, Hwoe Gyeong;Birkenmaier, Christof;Kim, Kyung Hoon
    • The Korean Journal of Pain
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    • v.30 no.2
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    • pp.86-92
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    • 2017
  • Osteoblasts, originating from mesenchymal cells, make the receptor activator of the nuclear factor kappa B ligand (RANKL) and osteoprotegerin (OPG) in order to control differentiation of activated osteoclasts, originating from hematopoietic stem cells. When the RANKL binds to the RANK of the pre-osteoclasts or mature osteoclasts, bone resorption increases. On the contrary, when OPG binds to the RANK, bone resorption decreases. Denosumab (AMG 162), like OPG (a decoy receptor), binds to the RANKL, and reduces binding between the RANK and the RANKL resulting in inhibition of osteoclastogenesis and reduction of bone resorption. Bisphosphonates (BPs), which bind to the bone mineral and occupy the site of resorption performed by activated osteoclasts, are still the drugs of choice to prevent and treat osteoporosis. The merits of denosumab are reversibility targeting the RANKL, lack of adverse gastrointestinal events, improved adherence due to convenient biannual subcutaneous administration, and potential use with impaired renal function. The known adverse reactions are musculoskeletal pain, increased infections with adverse dermatologic reactions, osteonecrosis of the jaw, hypersensitivity reaction, and hypocalcemia. Treatment with 60 mg of denosumab reduces the bone resorption marker, serum type 1 C-telopeptide, by 3 days, with maximum reduction occurring by 1 month. The mean time to maximum denosumab concentration is 10 days with a mean half-life of 25.4 days. In conclusion, the convenient biannual subcutaneous administration of 60 mg of denosumab can be considered as a first-line treatment for osteoporosis in cases of low compliance with BPs due to gastrointestinal trouble and impaired renal function.

Predicting Game Results using Machine Learning and Deriving Strategic Direction from Variable Importance (기계학습을 활용한 게임승패 예측 및 변수중요도 산출을 통한 전략방향 도출)

  • Kim, Yongwoo;Kim, Young‐Min
    • Journal of Korea Game Society
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    • v.21 no.4
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    • pp.3-12
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    • 2021
  • In this study, models for predicting the final result of League of Legends game were constructed for each rank using data from the first 10 minutes of the game. Variable importance was extracted from the prediction models to derive strategic direction in early phase of the game. As a result, it was possible to predict final results with over 70% accuracy in all ranks. It was found that early game advantage tends to lead to the final win and this tendency appeared stronger as it goes to challenger ranks. Kill(death) was found to be the most influential factor for win, however, there were also variables whose importance rank changed according to rank. This indicates there is a difference in the strategic direction in the early stage of the game depending on the rank.

Sensitivity Analysis of the Power System Considering the Load Power Factor While using Direct Load Control (부하 역률을 고려한 직접부하제어 실행시 계통의 민감도 분석)

  • Chae, Myeong-Suk
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.64 no.4
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    • pp.333-336
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    • 2015
  • Recently, the power load is growing larger and because of the environmental limitation of generation, the expansion of generation facilities are becoming more difficult. For that reason the importance of the demand-side resources come to be higher. One method of the demand-side resource, the DLC Program, has executed, and moreover, the loads which are available to be controlled are increasing. It should be considered of some kinds of power system components such as DLCs, because the fact that using the demand resources will be an important part of the power system. This paper considers the power factor of the load-bus which is shedded in the direct load control program. and then analyze the power system using flow sensitivity and voltage sensitivity. In this paper, we assumed two scenarios through the rank of the load power factor at each bus and to compare and evaluate each case, we used Power World for the simulation.

Power Comparison in a Balanced Factorial Design with a Nested Factor

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1059-1071
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    • 2008
  • In a balanced factorial design with a nested factor where crossed factors as well as a nested factor exist simultaneously, powers of the rank transformed FR statistic for testing the main, nested and interaction effects are superior to those of the parametric F statistic. In heavy tailed distributions such as exponential and double exponential distributions, powers of the FR statistic show much higher level than those of the F statistic. Further powers of the F and FR statistic for testing the main effect show the highest level in an absolute size as compared with powers of the F and FR statistic for testing the nested and interaction effects. However powers of the FR statistic for testing the nested and interaction effects rather than the main effect are greater in a relative size than powers of F statistic for the all population distributions.

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The Topic-Rank Technique for Enhancing the Performance of Blog Retrieval (블로그 검색 성능 향상을 위한 주제-랭크 기법)

  • Shin, Hyeon-Il;Yun, Un-Il;Ryu, Keun-Ho
    • Journal of the Korea Society of Computer and Information
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    • v.16 no.1
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    • pp.19-29
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    • 2011
  • As people have heightened attention to blogs that are individual media, a variety rank algorithms was proposed for the blog search. These algorithms was modified for structural features of blogs that differ from typical web sites, and measured blogs' reputations or popularities based on the interaction results like links, comments or trackbacks and reflected in the search system. But actual blog search systems use not only blog-ranks but also search words, a time factor and so on. Nevertheless, those might not produce desirable results. In this paper, we suggest a topic-rank technique, which can find blogs that have significant degrees of association with topics. This technique is a method which ranks the relations between blogs and indexed words of blog posts as well as the topics representing blog posts. The blog rankings of correlations with search words are can be effectively computed in the blog retrieval by the proposed technique. After comparing precisions and coverage ratios of our blog retrieval system which applis our proposed topic-rank technique, we know that the performance of the blog retrieval system using topic-rank technique is more effective than others.

The Analysis of Success Factor and It's Weights of Supply Chain Management System (공급사슬관리시스템의 성공요인 및 중요도 분석)

  • Hong, Hyun-Gi
    • Journal of Digital Convergence
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    • v.10 no.3
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    • pp.51-58
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    • 2012
  • The goal of this paper is to set up the rank list of the critical success factors according to its weights. To get the empirical data for this research, the Internet-based questionnaires were performed. This research is carried out in two steps. At first step, the critical success factors(CSF) are crystallized through factor analysis methods. To find out the weights and ranks of critical success factors in second step, the analytical hierarchical process(AHP) method were performed. The order list of all CSFs will be determined according to their priorities. This order list shows which factors have the most useful influence on the performance and success of SCM. This result could play the role as milestone for the effective management of Supply Chain Management System in korean manufacturing company.

Comprehensive Analysis of Vascular Endothelial Growth Factor-C Related Factors in Stomach Cancer

  • Liu, Yong-Chao;Zhao, Jing;Hu, Cheng-En;Gan, Jun;Zhang, Wen-Hong;Huang, Guang-Jian
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.5
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    • pp.1925-1929
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    • 2014
  • Background: Vascular endothelial growth factor-C (VEGF-C), which contributes to lymphatic metastasis (LM) in malignant disease, is one of the most important factors involved in physical and pathological lymphangiogenesis. Some VEGF-C related factors such as sine oculis homeobox homolog (SIX) 1, contactin (CNTN) 1 and dual specificity phosphatase (DUSP) 6 have been extensively studied in malignancies, but their expression levels and associations have still to be elucidated in stomach cancer. Methods: We detected their expression levels in 30 paired stomach cancer tissues using quantitative real-time reverse transcription-PCR (qRT-PCR). The expression and clinical significance of each factor was analyzed using Wilcoxon signed rank sum test. The correlation among all the factors was performed by Spearman rank correlation analysis. Results: The results suggest that VEGF-C and CNTN1 are significantly correlated with tumor size, SIX1 with the age and CNTN1 also with the cTNM stage. There are significant correlations of expression levels among VEGF-C, SIX1, CNTN1 and DUSP6. Conclusions: There exists an important regulatory crosstalk involving SIX1, VEGF-C, CNTN1 and DUSP6 in stomach cancer.