• 제목/요약/키워드: multivariate analysis

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FAULT DETECTION, MONITORING AND DIAGNOSIS OF SEQUENCING BATCH REACTOR FOR INTEGRATED WASTEWATER TREATMENT MANAGEMENT SYSTEM

  • Yoo, Chang-Kyoo;Vanrolleghem, Peter A.;Lee, In-Beum
    • Environmental Engineering Research
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    • 제11권2호
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    • pp.63-76
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    • 2006
  • Multivariate analysis and batch monitoring on a pilot-scale sequencing batch reactor (SBR) are described for integrated wastewater treatment management system, where a batchwise multiway independent component analysis method (MICA) are used to extract meaningful hidden information from non-Gaussian wastewater treatment data. Three-way batch data of SBR are unfolded batch-wisely, and then a non-Gaussian multivariate monitoring method is used to capture the non-Gaussian characteristics of normal batches in biological wastewater treatment plant. It is successfully applied to an 80L SBR for biological wastewater treatment, which is characterized by a variety of error sources with non-Gaussian characteristics. The batchwise multivariate monitoring results of a pilot-scale SBR for integrated wastewater treatment management system showed more powerful monitoring performance on a WWTP application than the conventional method since it can extract non-Gaussian source signals which are independent and cross-correlation of variables.

월유량에 대한 일변량 및 다변량 AR모형의 비교 (A Comparison of Univariate and Multivariate AR Models for Monthly River Flow Series)

  • 이원환;심재현
    • 물과 미래
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    • 제23권1호
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    • pp.99-107
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    • 1990
  • 수자원 개발계획 및 목공구조물의 합리적 설계를 위해서는 과거의 수문관측자료에 의거한 해석이 필요하며, 일반적인 수문현상은 무작위적인 인자가 포함되기 때문에 이를 고려한 통계적 기법, 즉 추계학적 해석기법이 필요하다고 하겠다. 본 연구에서는 남한강 상류의 동일유역 4개 지점(단양, 정선, 영월, 평창)의 월유량 자료를 일변량 AR(1), AR(2)모형과 다변량 AR(1), AR(2)모형에 적용하여 각 모형의 통계적 특성치를 분석하고, 월유량을 모의발생시켜, 일변량 모형과 다변량 모형을 비교하였다. 각각의 모형에 의한 모의발생 계열의 비교, 분석을 통하여 볼 때, 단일지점만을 고려하는 일변량 모형에 비해 지점간의 공선형성을 고려하는 다변량 모형이 동일유역의 월유량 해석에 있어서 더 적합함을 알 수 있었다.

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Change points detection for nonstationary multivariate time series

  • Yeonjoo Park;Hyeongjun Im;Yaeji Lim
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.369-388
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    • 2023
  • In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

다변량 L-moment를 이용한 이변량 강우빈도해석에서 수문학적 동질지역 선정 (Hydrological homogeneous region delineation for bivariate frequency analysis of extreme rainfalls in Korea)

  • 신주영;정창삼;주경원;허준행
    • 한국수자원학회논문집
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    • 제51권1호
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    • pp.49-60
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    • 2018
  • 다변량 지역빈도해석은 기존에 사용되어온 다변량 빈도해석과 지역빈도해석의 장점을 가지고 있는 방법으로 다양한 변수를 고려함으로써 수문현상에 대하여 많은 정보를 얻을 수 있다. 현재까지는 우리나라의 수문자료를 이용하여 다변량 지역빈도해석이 시도된 적이 없어 국내의 수문자료를 대상으로 다변량 지역빈도해석의 적용성을 검토할 필요가 있다. 본 연구에서는 다변량 지역빈도해석의 수문학적 동질지역을 설정하는 단계에 집중하여 이변량 수문자료인 연최대 강우량-지속기간 자료에 대하여 수문학적 동질지역을 설정하였다. 이변량 지역빈도해석에서 사용되는 지역구분방법의 한국의 연최대 강우량-지속기간 자료에 대한 적용성을 평가하였고 그 특성을 분석하였다. 기상청 71개 지점에 대하여 분석을 실시하였다. 군집해석방법으로는 K-medoid 방법을 적용하였고, 불일치 척도와 이질성 척도를 이용하여 지역구분이 적절히 되었는지를 판정하였다. 군집해석 결과 한국은 총 5개의 지역으로 나누어지며, 두 지역을 제외하고는 지역 내 모든 지점의 불일치 척도가 기준치 이하인 것으로 나타났다. 자료연수가 짧은 지점에서 불일치 척도가 높게 나오는 것을 확인하였다. 구분된 모든 지역은 지역 내 지점들의 자료들이 동질한 것으로 나타났고 각 지점간의 상관성이 매우 높은 것으로 나타났다.

Residuals Plots for Repeated Measures Data

  • 박태성
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.187-191
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    • 2000
  • In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

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2000년 미국대선 플로리다주의 투표결과 분석 (Statistical Outliers in Florida Counties at the Presidential Election 2000)

  • 김현철
    • 응용통계연구
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    • 제15권1호
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    • pp.21-32
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    • 2002
  • We searched out in the votes data of the State of Florida at presidential election 2000. We used a multivariate regression analysis. We got there were several outliers including Palm Beach County. It means that we should analyze the number of disqualified ballots which were double-punched as well as the votes, to insist the " Butterfly Ballot" made Palm Beach outlier.

Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

  • Kim, Seung-Gu
    • 응용통계연구
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    • 제25권6호
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    • pp.1019-1026
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    • 2012
  • This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

다변량해석에 의한 박물관 전시공간의 그룹별 분포특성 - 정량적 분석지표의 설정과 주성분분석을 중심으로 - (A Study on the Distribution Specific Characteristics about Each Group of Exhibition Space on Museum through Multivariate Analysis - Focused on Establishment of Quantitative Analysis Characteristics and Main Component Analysis -)

  • 박무호;조재욱;임채진
    • 한국실내디자인학회논문집
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    • 제13권6호
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    • pp.132-139
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    • 2004
  • This study is to a question in argument that existing theses about a trait spatial configuration of exhibition space were analyzed without appropriateness verification of analysis characteristics. Firstly, through theoretical studies of established thesis, validity twenty analysis characteristics was chosen by making an investigation into existing analysis characteristics. Secondly, through a subject of our investigation, forty-two exhibition space of nineteen museums and art museum at home and abroad, a distribution map of exhibition space was analyzed by multivariate analysis. As a result of this study : 1) Nine analysis characteristics which extracted through multivariate analysis was the principal analysis characteristics. 2) A scale was important characteristic for the classification of museum therefore a degree of space perception was ought to compare every one of similar scale museum. 3) When comparing a trait of spatial configuration at exhibition space, these characteristics came into effect on middle sized museums. 4) It was visually confirmed a trait of spatial configuration of each group between museum and art museum

Assessment of Water Quality using Multivariate Statistical Techniques: A Case Study of the Nakdong River Basin, Korea

  • Park, Seongmook;Kazama, Futaba;Lee, Shunhwa
    • Environmental Engineering Research
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    • 제19권3호
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    • pp.197-203
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    • 2014
  • This study estimated spatial and seasonal variation of water quality to understand characteristics of Nakdong river basin, Korea. All together 11 parameters (discharge, water temperature, dissolved oxygen, 5-day biochemical oxygen demand, chemical oxygen demand, pH, suspended solids, electrical conductivity, total nitrogen, total phosphorus, and total organic carbon) at 22 different sites for the period of 2003-2011 were analyzed using multivariate statistical techniques (cluster analysis, principal component analysis and factor analysis). Hierarchical cluster analysis grouped whole river basin into three zones, i.e., relatively less polluted (LP), medium polluted (MP) and highly polluted (HP) based on similarity of water quality characteristics. The results of factor analysis/principal component analysis explained up to 83.0%, 81.7% and 82.7% of total variance in water quality data of LP, MP, and HP zones, respectively. The rotated components of PCA obtained from factor analysis indicate that the parameters responsible for water quality variations were mainly related to discharge and total pollution loads (non-point pollution source) in LP, MP and HP areas; organic and nutrient pollution in LP and HP zones; and temperature, DO and TN in LP zone. This study demonstrates the usefulness of multivariate statistical techniques for analysis and interpretation of multi-parameter, multi-location and multi-year data sets.

Detection of Hotspots on Multivariate Spatial Data

  • Moon, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1181-1190
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    • 2006
  • Statistical analyses for spatial data are important features for various types of fields. Spatial data are taken at specific locations or within specific regions and their relative positions are recorded. Lattice data are synoptic observation covering an entire spatial region, like cancer rates corresponding to each county in a state. Until now, the echelon analysis has been applied only to univariate spatial data. As a result, it is impossible to detect the hotspots on the multivariate spatial data In this paper, we expand the spatial data to time series structure. And then we analyze them on the time space and detect the hotspots. Echelon dendrogram has been made by piling up each multivariate spatial data to bring time spatial data. We perform the structural analysis of temporal spatial data.

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