• 제목/요약/키워드: multivariate correlation measure

검색결과 19건 처리시간 0.027초

인공 신경망 회귀 모델을 활용한 인버터 기반 태양광 발전량 예측 알고리즘 (Inverter-Based Solar Power Prediction Algorithm Using Artificial Neural Network Regression Model)

  • 박건하;임수창;김종찬
    • 한국전자통신학회논문지
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    • 제19권2호
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    • pp.383-388
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    • 2024
  • 본 논문은 전라남도에서 측정한 태양광 발전 데이터를 기반으로 발전량 예측값을 도출하기 위한 연구이다. 발전량 측정을 위해 인버터에서 직류, 교류, 환경데이터와 같은 다변량 변수를 측정하였고, 측정값의 안정성과 신뢰성 확보를 위한 전처리 작업을 수행하였다. 상관관계 분석은 부분자기상관함수(PACF: Partial Autocorrelation Function)을 활용하여 시계열 데이터에서 발전량과 상관성이 높은 데이터만을 예측을 위해 사용하였다. 태양광 발전량 예측을 위해 딥러닝 모델을 이용하여 발전량을 측정했고, 예측 정확도를 높이기 위해 각 다변량 변수의 상관관계 분석 결과를 이용하였다. 정제된 데이터를 활용한 학습은 기존 데이터를 그대로 사용했을 때 보다 안정되었고, 상관관계 분석 결과를 반영하여 다변량 변수 중 상관성이 높은 변수만을 활용하여 태양광 발전량 예측 알고리즘을 개선하였다.

시계열 수문자료의 비선형 상관관계 (How to Measure Nonlinear Dependence in Hydrologic Time Series)

  • 문영일
    • 한국수자원학회논문집
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    • 제30권6호
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    • pp.641-648
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    • 1997
  • 상관계수가 변수간의 선형 상관관계를 나타내듯이 mutual information은 변수간의비선형 상관관계를 나타내준다. 본 논문에서는 mutual information 추정법으로 다변수 핵 미도함수(multivariate kernel density estimator)를 이용한 방법이 여러 time lags값에 대하여 산정 되었다. 많은 수문자료에서 보여지는 비선형 관계를 Mutual Information으로 확인하여 보았고, 또한 Mutual Information값이 거의 0인 점에서 optimal delay time을 구하여, 하나의 자료로부터 다변수 회귀분석 모델을 만들 때 이용할 수 있다.

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산업 부도의 동조화 현상 연구 (A Study on the Comovement of Industry Default)

  • 전혜현;김소연;김창기
    • 응용통계연구
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    • 제28권6호
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    • pp.1289-1312
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    • 2015
  • 본 연구에서는 상장 기업을 중심으로 산업 부도의 동조화 현상에 대해 살펴보았다. 순위상관계수인 스피어만의 로(${\rho}$)와 켄달의 타우(${\tau}$)를 이용하여 부도의 컨코던스 즉, 부도율의 움직임이 얼마나 일치하는지를 측정하였다. 여기서 스피어만의 로와 켄달의 타우는 분포 가정이 필요하지 않고, 자료 숫자가 적거나 극단값을 갖는 경우에도 분석이용이하다는 장점을 가진 비모수 통계적 방법이다. 본 연구의 목적은 산업 부도의 동조화 현상을 살펴봄으로써 향후 일어날 금융위기를 예측하는 데에 있다. 또한 기업 경영인을 비롯하여 모든 시장참여자의 투자결정 및 위험관리, 더 나아가 산업 전반에 대한 이해에 도움이 되길 바란다.

Capital Market Volatility MGARCH Analysis: Evidence from Southeast Asia

  • RUSMITA, Sylva Alif;RANI, Lina Nugraha;SWASTIKA, Putri;ZULAIKHA, Siti
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.117-126
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    • 2020
  • This paper is aimed to explore the co-movement capital market in Southeast Asia and analysis the correlation of conventional and Islamic Index in the regional and global equity. This research become necessary to represent the risk on the capital market and measure market performance, as investor considers the volatility before investing. The time series daily data use from April 2012 to April 2020 both conventional and Islamic stock index in Malaysia and Indonesia. This paper examines the dynamics of conditional volatilities and correlations between those markets by using Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH). Our result shows that conventional or composite index in Malaysia less volatile than Islamic, but on the other hand, both drive correlation movement. The other output captures that Islamic Index in Indonesian capital market more gradual volatilities than the Composite Index that tends to be low in risk so that investors intend to keep the shares. Generally, the result shows a correlation in each country for conventional and the Islamic index. However, Internationally Indonesia and Malaysia composite and Islamic is low correlated. Regionally Indonesia's indices movement looks to be more correlated and it's similar to Malaysian Capital Market counterparts. In the global market distress condition, the diversification portfolio between Indonesia and Malaysia does not give many benefits.

폐좌상의 정량분석 (Quantitative Analysis of Lung Contusion)

  • 오중환
    • Journal of Chest Surgery
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    • 제27권10호
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    • pp.833-837
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    • 1994
  • Lung contusion due to blunt chest trauma is the most common lung injury and correlated with the clinical course and prognosis. Its diagnosis by CT[Computerized Tomogram] gives a more clear and understandable three dimensional view, by which we are able to measure the volume of the contused and entire lung. Other variables are arterial blood gas, number of rib fracture, presence of hemopneumothorax, sternal fracture and clavicle fracture, number of associated non-thoracic injuries, ventilator time and presence of pulmonary complication. Percentage[%] of lung contusion are expressed as mean $\pm$ standard deviation and data analysis was performed by means of multivariate repeated measures analysis of variance to detect significant differences in variables between positive thoracic injury group and negative group. The paired t-test was used. Differences of percentage of lung contusion between groups were assessed by one-way analysis of variance. Simple linear regression was used to perform correlation analysis in the number of rib fracture and ventilator time. A p value less than 0.05 was considered statistically significant. Pneumothorax and the number of associated other injuries affect the amount of lung contusion and pulmonary complication group has more contused lung volume. Arterial blood gas study shows no correlation with the amount of lung contusion statistically. The number of rib fracture correlated with the amount of lung contusion, which also correlated with ventilator time[r=0.56, p<0.05]. In conclusion, quantitative anlysis of lung contusion by CT predicts the clinical course and treatment such as ventilator care.

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근적외선 반사도를 이용한 토양 유기물 함량 측정 (Measurement of Soil Organic Matter Using Near Infra-Red Reflectance)

  • 조성인;배영민;양희성;최상현
    • Journal of Biosystems Engineering
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    • 제26권5호
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    • pp.475-480
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    • 2001
  • Sensing soil organic matter is crucial for precision farming and environment friendly agriculture. Near infra-red(NIR) was utilized to measure the soil organic matter. Multivariate calibration methods, including stepwise multiple linear regression(MLR), principal components recession(PCR) and partial least squares regression(PLS), were applied to soil spectral reflectance data to predict the organic matter content. The effect of soil particle size and water content was studied. The range of soil organic matter contents was from 0.5 to 11%. Near infrared (NIR) region from 700 to 2,500nm was applied. For uniform soil particle size, result had good correlation (R$\^$2/ = 0.984, standard error of prediction= 0.596). The effect of soil particle size could be eliminated with 1st order derivative of the NIR signal. However. moist soil had a little lower correlation. R$\^$2/ was 0.95 and standard error of prediction was 0.94% using the PLS method. The results showed the possibility of soil organic matter measurement using NIR reflectance on the field.

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Objective Quantitation of EGFR Protein Levels using Quantitative Dot Blot Method for the Prognosis of Gastric Cancer Patients

  • Xin, Lei;Tang, Fangrong;Song, Bo;Yang, Maozhou;Zhang, Jiandi
    • Journal of Gastric Cancer
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    • 제21권4호
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    • pp.335-351
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    • 2021
  • Purpose: An underlying factor for the failure of several clinical trials of anti-epidermal growth factor receptor (EGFR) therapies is the lack of an effective method to identify patients who overexpress EGFR protein. The quantitative dot blot method (QDB) was used to measure EGFR protein levels objectively, absolutely, and quantitatively. Its feasibility was evaluated for the prognosis of overall survival (OS) of patients with gastric cancer. Materials and Methods: Slices of 2×5 ㎛ from formalin-fixed paraffin-embedded gastric cancer specimens were used to extract total tissue lysates for QDB measurement. Absolutely quantitated EGFR protein levels were used for the Kaplan-Meier OS analysis. Results: EGFR protein levels ranged from 0 to 772.6 pmol/g (n=246) for all gastric cancer patients. A poor correlation was observed between quantitated EGFR levels and immunohistochemistry scores with ρ=0.024 and P=0.717 in Spearman's correlation analysis. EGFR was identified as an independent negative prognostic biomarker for gastric cancer patients only through absolute quantitation, with a hazard ratio of 1.92 (95% confidence interval, 1.05-3.53; P=0.034) in multivariate Cox regression OS analysis. A cutoff of 208 pmol/g was proposed to stratify patients with a 3-year survival probability of 44% for patients with EGFR levels above the cutoff versus 68% for those below the cutoff based on Kaplan-Meier OS analysis (log rank test, P=0.002). Conclusions: A QDB-based assay was developed for gastric cancer specimens to measure EGFR protein levels absolutely, quantitatively, and objectively. This assay should facilitate clinical trials aimed at evaluation of anti-EGFR therapies retrospectively and prospectively for gastric cancer.

Validity of the scoring system for traumatic liver injury: a generalized estimating equation analysis

  • Lee, Kangho;Ryu, Dongyeon;Kim, Hohyun;Jeon, Chang Ho;Kim, Jae Hun;Park, Chan Yong;Yeom, Seok Ran
    • Journal of Trauma and Injury
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    • 제35권1호
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    • pp.25-33
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    • 2022
  • Purpose: The scoring system for traumatic liver injury (SSTLI) was developed in 2015 to predict mortality in patients with polytraumatic liver injury. This study aimed to validate the SSTLI as a prognostic factor in patients with polytrauma and liver injury through a generalized estimating equation analysis. Methods: The medical records of 521 patients with traumatic liver injury from January 2015 to December 2019 were reviewed. The primary outcome variable was in-hospital mortality. All the risk factors were analyzed using multivariate logistic regression analysis. The SSTLI has five clinical measures (age, Injury Severity Score, serum total bilirubin level, prothrombin time, and creatinine level) chosen based on their predictive power. Each measure is scored as 0-1 (age and Injury Severity Score) or 0-3 (serum total bilirubin level, prothrombin time, and creatinine level). The SSTLI score corresponds to the total points for each item (0-11 points). Results: The areas under the curve of the SSTLI to predict mortality on post-traumatic days 0, 1, 3, and 5 were 0.736, 0.783, 0.830, and 0.824, respectively. A very good to excellent positive correlation was observed between the probability of mortality and the SSTLI score (γ=0.997, P<0.001). A value of 5 points was used as the threshold to distinguish low-risk (<5) from high-risk (≥5) patients. Multivariate analysis using the generalized estimating equation in the logistic regression model indicated that the SSTLI score was an independent predictor of mortality (odds ratio, 1.027; 95% confidence interval, 1.018-1.036; P<0.001). Conclusions: The SSTLI was verified to predict mortality in patients with polytrauma and liver injury. A score of ≥5 on the SSTLI indicated a high-risk of post-traumatic mortality.

대학생의 자기효능감과 영향 요인 (Influencing Factors in Self-Efficacy among College Students)

  • 유경희;양진향
    • 한국간호교육학회지
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    • 제20권3호
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    • pp.435-442
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    • 2014
  • Purpose: The purpose of this study was to investigate influencing factors in self-efficacy among college students. Methods: The sample consisted of 553 college students in C & K cities. Self-report questionnaires were used to measure the variables. In data analysis, SPSS WIN 20.0 program was utilized for descriptive statistics, Pearson's correlation coefficients, and regression analysis. Results: The mean score for Self-Efficacy was 66.62. Self-Efficacy was significantly different according to gender(t=2.076, p=.038), grade(F=11.077, p<.001), religion(F=4.666, p=.003), major(F=19.598, p<.001), economic status(F=6.570, p<.001), perceived health status(F=6.168, p<.001), and self-rated knowledge about health(F=12.936, p<.001). Multivariate analysis showed that major, self-rated knowledge about health, economic status, and perceived health status were significant predictors of self-efficacy and could explain 15.9% of total variability in this model. Conclusion: This study suggests that perceived health status and self-rated knowledge about health are significant factors in self-efficacy among college students. Therefore, the strategies of nursing intervention which improve these variables must be developed for college students.

남성 만성폐쇄성폐질환자의 삶의 질 관련요인 (Related Factors of Quality of Life in Male Patients with Chronic Obstructive Pulmonary Disease)

  • 이해정;지영주
    • 성인간호학회지
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    • 제23권4호
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    • pp.309-320
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    • 2011
  • Purpose: The purpose of the study was to examine the related factors of quality of life (QOL) among patients with Chronic Obstructive Pulmonary Disease (COPD). Methods: Patients diagnosed with COPD (N=230) were recruited from four hospitals in Kyeong-Nam province, from March 2 to November 30, 2010. The data collection instruments were the Short Form 36, perceived dyspnea measure by Modified Medical Research Council, COPD and Asthma Sleep Impact Scale, COPD Self-efficacy Scale, and Center for Epidemiologic Studies Depression Scale were used. Following the completion of the data collection instruments Pulmonary function was tested. Data were analyzed with descriptive statistics, Pearson correlation and simultaneous multiple regression using SPSS/WIN. Results: The mean QOL of this study was 68.24. Using a multivariate approach, the significant correlates of QOL were depression (${\beta}$=-.37), dyspnea (${\beta}$=-.28), self-efficacy (${\beta}$=.20), and a sufficient degree of household income (${\beta}$=.16). These variables explained 49% of variance in QOL. Conclusion: The study suggests that psychological aspects are an important factor in explaining QOL of the patients. Screening and minimizing depression could be effective strategies in enhancing QOL of patients with COPD and further investigation to reduce depression could warrant the improvement of QOL in patients with COPD.