• 응용통계연구
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• 제29권1호
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• pp.99-112
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• 2016

비대칭 점프확산 모형은 자산 가격의 비대칭적 변동을 효과적으로 설명하는 모형으로 활용되어 왔다. 그러나 다변량 모형으로 확장한 다변량 비대칭 라플라스 점프확산 모형은 가능도함수가 닫힌 해로 존재하지 않아 모형의 추론에 한계가 존재하였다. 본 논문에서는 이러한 한계점을 극복하기 위해 자료 확장 기법을 제안하고 새로운 베이지안 추론 방법을 개발한다. 본 논문에서 제안된 모형은 단일 점프와 공통 점프 뿐만 아니라 모든 가능한 조합으로 발생하는 점프를 반영한 확장된 다변량 비대칭 라플라스 점프확산 모형이다. 이러한 모형을 분석하기 위해 붕괴된 깁스 샘플러를 고안한 베이지안 방법을 개발하였다. 본 논문에서 제안된 모형과 방법을 모의실험 자료 및 2005년 1월 3일부터 2015년 9월 30일까지 관찰된 일별 KOSPI, S&P500, 그리고 Nikkei225에 적용하여 효율성을 검증하였다.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 ITC-CSCC -1
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• pp.698-701
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• 2002

Subspace analysis (which includes PCA) seeks for feature subspace (which corresponds to the eigenspace), given multivariate input data and has been widely used in computer vision and pattern recognition. Typically data space belongs to very high dimension, but only a few principal components need to be extracted. In this paper I present a fast sequential algorithm for subspace analysis or tracking. Useful behavior of the algorithm is confirmed by numerical experiments.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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• pp.229-231
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• 2006

NLPCA(Nonlinear Principal Component Analysis) is a novel technique for multivariate data analysis, similar to the well-known method of principal component analysis. NLPCA operates by a feedforward neural network called AANN(Auto Associative Neural Network) which performs the identity mapping. In this work, a sensor fault detection system based on NLPCA is presented. To verify its applicability, simulation study on the data supplied from sensor network is executed.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권4호
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• pp.1543-1561
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• 2020

Taxonomy of human brain activity is a complicated rather challenging procedure. Due to its multifaceted aspects, including experiment design, stimuli selection and presentation of images other than feature extraction and selection techniques, foster its challenging nature. Although, researchers have focused various methods to create taxonomy of human brain activity, however use of multivariate pattern analysis (MVPA) for image recognition to catalog the human brain activities is scarce. Moreover, experiment design is a complex procedure and selection of image type, color and order is challenging too. Thus, this research bridge the gap by using MVPA to create taxonomy of human brain activity for different categories of images, both colored and gray scale. In this regard, experiment is conducted through EEG testing technique, with feature extraction, selection and classification approaches to collect data from prequalified criteria of 25 graduates of University Technology PETRONAS (UTP). These participants are shown both colored and gray scale images to record accuracy and reaction time. The results showed that colored images produces better end result in terms of accuracy and response time using wavelet transform, t-test and support vector machine. This research resulted that MVPA is a better approach for the analysis of EEG data as more useful information can be extracted from the brain using colored images. This research discusses a detail behavior of human brain based on the color and gray scale images for the specific and unique task. This research contributes to further improve the decoding of human brain with increased accuracy. Besides, such experiment settings can be implemented and contribute to other areas of medical, military, business, lie detection and many others.

• Toxicological Research
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• 제28권2호
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• pp.81-91
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• 2012

Many risk factors exist for chemotherapy-induced nausea and vomiting (CINV). This study utilized a multivariate projection technique to identify which risk factors were predictive of CINV in clinical practice. A single-centre, prospective, observational study was conducted from January 2007~July 2010 in Singapore. Patients were on highly (HECs) and moderately emetogenic chemotherapies with/without radiotherapy. Patient demographics and CINV risk factors were documented. Daily recording of CINV events was done using a standardized diary. Principal component (PC) analysis was performed to identify which risk factors could differentiate patients with and without CINV. A total of 710 patients were recruited. Majority were females (67%) and Chinese (84%). Five risk factors were potential CINV predictors: histories of alcohol drinking, chemotherapy-induced nausea, chemotherapy-induced vomiting, fatigue and gender. Period (ex-/current drinkers) and frequency of drinking (social/chronic drinkers) differentiated the CINV endpoints in patients on HECs and anthracycline-based, and XELOX regimens, respectively. Fatigue interference and severity were predictive of CINV in anthracycline-based populations, while the former was predictive in HEC and XELOX populations. PC analysis is a potential technique in analyzing clinical population data, and can provide clinicians with an insight as to what predictors to look out for in the clinical assessment of CINV. We hope that our results will increase the awareness among clinician-scientists regarding the usefulness of this technique in the analysis of clinical data, so that appropriate preventive measures can be taken to improve patients' quality of life.

• Asian Pacific Journal of Cancer Prevention
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• 제16권18호
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• pp.8567-8571
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• 2016

Background: The Cox model is known as one of the most frequently-used methods for analyzing survival data. However, in some situations parametric methods may provide better estimates. In this study, a Weibull parametric model was employed to assess possible prognostic factors that may affect the survival of patients with breast cancer. Materials and Methods: We studied 438 patients with breast cancer who visited and were treated at the Cancer Research Center in Shahid Beheshti University of Medical Sciences during 1992 to 2012; the patients were followed up until October 2014. Patients or family members were contacted via telephone calls to confirm whether they were still alive. Clinical, pathological, and biological variables as potential prognostic factors were entered in univariate and multivariate analyses. The log-rank test and the Weibull parametric model with a forward approach, respectively, were used for univariate and multivariate analyses. All analyses were performed using STATA version 11. A P-value lower than 0.05 was defined as significant. Results: On univariate analysis, age at diagnosis, level of education, type of surgery, lymph node status, tumor size, stage, histologic grade, estrogen receptor, progesterone receptor, and lymphovascular invasion had a statistically significant effect on survival time. On multivariate analysis, lymph node status, stage, histologic grade, and lymphovascular invasion were statistically significant. The one-year overall survival rate was 98%. Conclusions: Based on these data and using Weibull parametric model with a forward approach, we found out that patients with lymphovascular invasion were at 2.13 times greater risk of death due to breast cancer.

• Journal of Gastric Cancer
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• 제23권3호
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• pp.462-475
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• 2023

Purpose: This study aimed to analyze the incidence and risk factors of complications following gastric cancer surgery in Korea and to compare the correlation between hospital complications based on the annual number of gastrectomies performed. Materials and Methods: A retrospective analysis was conducted using data from 12,244 patients from 64 Korean institutions. Complications were classified using the Clavien-Dindo classification (CDC). Univariate and multivariate analyses were performed to identify the risk factors for severe complications. Results: Postoperative complications occurred in 14% of the patients, severe complications (CDC IIIa or higher) in 4.9%, and postoperative death in 0.2%. The study found that age, stage, American Society of Anesthesiologists (ASA) score, Eastern Cooperative Oncology Group (ECOG) score, hospital stay, approach methods, and extent of gastric resection showed statistically significant differences depending on hospital volumes (P<0.05). In the univariate analysis, patient age, comorbidity, ASA score, ECOG score, approach methods, extent of gastric resection, tumor-node-metastasis (TNM) stage, and hospital volume were significant risk factors for severe complications. However, only age, sex, ASA score, ECOG score, extent of gastric resection, and TNM stage were statistically significant in the multivariate analysis (P<0.05). Hospital volume was not a significant risk factor in the multivariate analysis (P=0.152). Conclusions: Hospital volume was not a significant risk factor for complications after gastric cancer surgery. The differences in the frequencies of complications based on hospital volumes may be attributed to larger hospitals treating patients with younger age, lower ASA scores, better general conditions, and earlier TNM stages.

• 물과 미래
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• 제24권4호
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• pp.59-66
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• 1991

단기간의 실측자료를 이용하여 다변량 추계학적 모형에 의해 월유량 자료를 모의발생 시키는 목적은 수자원 시스템의 운영 조작 방침을 결정하기 위한 풍부한 입력자료를 제공하는데 있다. 본연구에서는 2종류의 다변량 모형(Thomas-Fiering 과 Matalas)을 서로 근접해 있는 두 지점에 적용하여 각각의 모형에 의한 모의 결과의 우수성과 적용가능성을 검토하여 보았으며, 이를 위해 모멘트법과 Fourier 분석에 의한 실측자료의 통계특성치를 구하였으며 비교의 기준으로는 실측치와 모의발생 자료의 통계특성을 이용하였다. 본 연구에 사용한 자료를 이용한 연구분석결과로는 다변량 Matalas 모형이 좀더 좋은 결과를 얻을 수 있었으며 변수추정도 수월함을 보였다.

• 품질경영학회지
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• 제24권4호
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• pp.168-189
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• 1996

In order for the corporation to get a good image from the customers it should consider several variables, but especially important are corproate ethics and customer satisfaction through quality improvement. Standard multivariate data analysis can be applied to find out the importance of customer satisfaction and corporate ethics as influence factors in the corporate competitive strategy. When applying this Methodology, multivariate normal distributions density function and the identical covariance between groups assumptions have to be satisfied. By using the evaluation result from a small number of specialists in an attempt to decide on the strategical factors that will create a better company image than its competitor, if it chooses to use statistical discriminant analysis method, it would be difficult to satisfy the two assumptions mentioned above. This thesis introduces discriminant analysis method that uses LP/GP effectively which is applicable to this particular situation.

• 한국대기환경학회지
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• 제9권4호
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• pp.278-287
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• 1993

In order to calssify smog type durnig the summer season in Seoul, air Quality and meterorological data were analyzed by multivariate analysis. Among 15 variables relating to visibility, 10 variables were selected by multiple regression analysis for clustering of smog types; total suspended particle, sulfur dioxide, ozone, ntrogen dioxide, total hydrocarbon, south-north wind component, ralative humidity, precipitable water, mixing height and air temperature. Somg types were grouped into three clusters using cubic clustering criterion and the mumbers of days in each cluster were contained 74, 28 and 16 days. Each cluster was seperated clearly by sulfur dioxide, precipitable water and air teperature. The first cluster was representative of high ozone concentration and prevailing meterological conditions for ozone formation. Therefore, visibility in the first cluster was considered to be affected by photochemical smog. The third cluster showed characteristics of sulphurous smog type due to the higher concentration of primary pollutant, based on the dry condition than that in another cluster. On the other hand, the characteristic of the second cluster was not relatively clear, but considered to be in an intermediate characteristic between photochemical smog and sulphurous smog type.