• Computers and Concrete
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• 제16권4호
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• pp.569-585
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• 2015

Various computational tools are available for modeling highly nonlinear structural engineering problems that lack a precise analytical theory or understanding of the phenomena involved. This paper adopts a fairly simple nonparametric adaptive regression algorithm known as multivariate adaptive regression splines (MARS) to model the nonlinear interactions between variables. The MARS method makes no specific assumptions about the underlying functional relationship between the input variables and the response. Details of MARS methodology and its associated procedures are introduced first, followed by a number of examples including three practical structural engineering problems. These examples indicate that accuracy of the MARS prediction approach. Additionally, MARS is able to assess the relative importance of the designed variables. As MARS explicitly defines the intervals for the input variables, the model enables engineers to have an insight and understanding of where significant changes in the data may occur. An example is also presented to demonstrate how the MARS developed model can be used to carry out structural reliability analysis.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.605-618
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• 2018

Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

• 환경생물
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• 제34권4호
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• pp.365-373
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• 2016

환경생태 자료 분석에 사용된 많은 자료가 시간에 따라 얻어지고 있다. 조사된 시점의 수가 적은 경우에는 자료가 충분한 정보를 주지 않기 때문에 반복 측정하거나 여러 지점을 조사하여 종합적인 분석을 수행하게 된다. 이때 사용하는 방법이 경시적 자료 분석(longitudinal data analysis) 또는 혼합모형(mixed model) 분석이다. 그러나 시점의 수가 많아 정보의 양이 충분하다면 반복적인 자료가 필요하지 않으며 이러한 자료는 시계열 분석 기법을 이용하여 분석하게 된다. 특히 현재와 같이 다수의 시점에서 얻어진 자료의 수가 많아지고 있는 상항에서 각 변수 간에 서로 어떤 영향을 주는지 또는 향후 어떤 경향을 띠게 되는지 예측을 원한다면 시계열 분석 기법을 사용하여 자료를 분석해야 한다. 본 연구에서는 단변량 시계열 분석(univariate time series analysis), 개입 분석(intervention time series model), 전이함수 모형 분석(transfer function model), 다변량 시계열 분석(multivariate time series model) 기법을 소개하고 현재까지 진행된 국내외 연구 논문을 살펴보았다. 또한 향후 환경생태 자료 분석에서 중요하게 사용될 수 있는 오차수정 모형(error correction model)을 소개하였다.

• 한국지하수토양환경학회:학술대회논문집
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• 한국지하수토양환경학회 2001년도 추계학술발표회
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• pp.155-159
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• 2001

A study on multivariate statistical classification of ground water hydrographs was conducted. The vast data of national ground water monitoring network (78 sites of alluvium) were used. 6 factors were selected to classify the ground water level change. Factor analysis was proved to be useful tool for classifying vast hydrogeological data.

• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.535-546
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• 2020

In genetic association studies, pleiotropy is a phenomenon where a variant or a genetic region affects multiple traits or diseases. There have been many studies identifying cross-phenotype genetic associations. But, most of statistical approaches for detection of pleiotropy are based on individual tests where a single variant association with multiple traits is tested one at a time. These approaches fail to account for relations among correlated variants. Recently, multivariate regularization methods have been proposed to detect pleiotropy in analysis of high-dimensional genomic data. However, they suffer a problem of tuning parameter selection, which often results in either too many false positives or too small true positives. In this article, we applied selection probability to multivariate regularization methods in order to identify pleiotropic variants associated with multiple phenotypes. Selection probability was applied to individual elastic-net, unified elastic-net and multi-response elastic-net regularization methods. In simulation studies, selection performance of three multivariate regularization methods was evaluated when the total number of phenotypes, the number of phenotypes associated with a variant, and correlations among phenotypes are different. We also applied the regularization methods to a wild bean dataset consisting of 169,028 variants and 17 phenotypes.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2023년도 학술발표회
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• pp.166-166
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• 2023

Compound hazards (CHs) are two or more extreme climate events combined which occur simultaneously in the same region at the same time. Compared to individual hazards, the combination of hazards that cause CHs can result in greater economic losses and deaths. While several extreme climate events have been recorded across Asia for the past decades, many studies have only focused on a single hazard. In this study, we assess the spatiotemporal pattern of dry compound hazards which includes drought, heatwave, fire and wind across Asia for the last 42 years (1980-2021) using the historical data from ERA5 Reanalysis dataset. We utilize a daily spatial data of each climate event to assess the occurrence of such compound hazards on a daily basis. Heatwave, fire and wind hazard occurrences are analyzed using daily percentile-based thresholds while a pre-defined threshold for SPI is applied for drought occurrence. Then, the occurrence of each type of compound hazard is taken from overlapping the map of daily occurrences of a single hazard. Lastly, a multivariate assessment are conducted to quantify the occurrence frequency, hotspots and trends of each type of compound hazard across Asia. By conducting a multivariate analysis of the occurrence of these compound hazards, we identify the relationships and interactions in dry compound hazards including droughts, heatwaves, fires, and winds, ultimately leading to better-informed decisions and strategies in the natural risk management.

• Communications for Statistical Applications and Methods
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• 제15권1호
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• pp.65-76
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• 2008

행렬도 (biplot)는 이원표 자료행렬 (two-way data matrix)의 행과 열을 그래프에 동시에 나타내어 이들의 관계를 살피려는 다변량 그래프적 분석기법이다 (Gower와 Hand, 1996; 최용석, 2006, 1장). 그래프적 분석기법은 그 특성상 대용량 자료를 해석하는 데는 어려움이 따른다. 따라서, 자료를 효과적으로 줄일 수 있는 군집분석을 활용하여 원자료와 변수간의 행렬도가 아닌 각 군집과 변수간의 행렬도 분석을 수행함으로써, 기존의 행렬도에서 해석의 어려웠던 대용량 자료에 대한 해석이 가능하게 되며, 자료에 대한 정보를 쉽게 파악할 수 있는 장점을 가진다.

• 응용통계연구
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• 제33권3호
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• pp.281-296
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• 2020

같은 개체로부터 반복 측정한 자료를 경시적 자료(longitudinal data)라고 한다. 이러한 자료를 분석하려면 흔히 사용되는 횡단 자료 분석과는 다른 분석 방법이 필요하다. 즉, 경시적 자료에서 공변량의 효과를 추정할 때에는 반복 측정된 결과 간의 상관성을 고려해야 하며, 따라서 공분산행렬을 모형화 하는 것이 매우 중요하다. 그러나 추정해야 할 모수가 많고, 추정된 공분산행렬이 양정치성을 만족해야 하므로 공분산 행렬의 모형화는 쉽지 않다. 특히 다변량 경시적 자료분석을 위한 공분산행렬의 모형화는 더욱더 심층적인 방법론을 사용해야 한다. 본 논문은 다변량 경시적 자료분석을 위한 공분산행렬을 모형화하기 위해 두 가지 방법론을 고찰한다. 두 방법 모두 수정된 콜레스키 분해(modified Cholesky decomposition)를 이용하여 시간에 따른 응답변수들의 상관관계를 설명하고 있다. 하지만 같은 시간에서 관측된 응답변수들간의 상관관계를 설명하는 방법이 다르다. 첫 번째 방법론에서는 향상된 선형 공분산 모형(enhanced linear covariance models)을 사용하여 공분산행렬이 양정치성을 만족하도록 한다. 두 번째 방법론에서는 분산-공분산 분해(variance-correlation decomposition)와 초구분해(hypersphere decomposition)을 이용하여 공분산 행렬을 모형화 한다. 이 두 방법론의 성능을 비교하고자 모의실험을 진행한다.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.305-315
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• 2021

This article aims to explore the contribution of social media value to a company's financial performance in a digital environment economy since the awareness of companies and investors in the use of social media opens up new mechanisms for disseminating information. Quantitative method is used in this study with Multivariate Analysis of Variance as the analysis tool. The data used is secondary data gathered from Indonesia Stock Exchange (IDX) using 308 companies as samples. In the multivariate test, four kinds of multivariate significance tests were carried out, namely Pillai Trace, Wilk Lambda, Hotelling's Trace, and Roy's Largest Root. It was found that social media value has a small contribution in the difference of the level of profitability and the value of the company in Indonesia, but it doesn't have a contribution to the difference of the level of liquidity. The contribution was an implication of online Word of Mouth (WOM) motives which are interrelated with signal theory and as additional information for investors in relation to single-person decision theory. This study provides an insight into the importance of social media management considering that the world of digital economy will continue to develop, so companies in Indonesia need to take advantage of these opportunities.

• 한국응용약물학회:학술대회논문집
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• 한국응용약물학회 2007년도 Proceedings of The Convention
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• pp.19-27
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• 2007

An important potential of metabolomics-based approach is the possibility to develop fingerprints of diseases or cellular responses to classes of compounds with known common biological effect. Such fingerprints have the potential to allow classification of disease states or compounds, to provide mechanistic information on cellular perturbations and pathways and to identify biomarkers specific for disease severity and drug efficacy. Metabolic profiles of biological fluids contain a vast array of endogenous metabolites. Changes in those profiles resulting from perturbations of the system can be observed using analytical techniques, such as NMR and MS. $^1H$ NMR was used to generate a molecular fingerprint of serum or urinary sample, and then pattern recognition technique was applied to identity molecular signatures associated with the specific diseases or drug efficiency. Several metabolites that differentiate disease samples from the control were thoroughly characterized by NMR spectroscopy. We investigated the metabolic changes in human normal and clinical samples using $^1H$ NMR. Spectral data were applied to targeted profiling and spectral binning method, and then multivariate statistical data analysis (MVDA) was used to examine in detail the modulation of small molecule candidate biomarkers. We show that targeted profiling produces robust models, generates accurate metabolite concentration data, and provides data that can be used to help understand metabolic differences between healthy and disease population. Such metabolic signatures could provide diagnostic markers for a disease state or biomarkers for drug response phenotypes.