• 제목/요약/키워드: multivariate data analysis

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Gibbs Sampling for Double Seasonal Autoregressive Models

  • Amin, Ayman A.;Ismail, Mohamed A.
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.557-573
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    • 2015
  • In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

On Profile Likelihood for Gamma Frailty Models

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.999-1007
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    • 2006
  • The semiparametric gamma frailty models have been often used for multivariate survival analysis because they give an explicit marginal likelihood. The commonly used estimation procedure is the profile likelihood method based on marginal likelihood, which provides the same parameter estimates as the EM algorithm. In this paper we show in finite samples the standard profile-likelihood method can lead to an underestimation of parameters, particularly for the frailty parameter. To overcome this problem, we propose an adjusted profile-likelihood method. For the illustration a numerical example and a small-sample simulation study are presented.

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Target Transformation Factor Analysis에 의한 겹침 X-선 형광 스펙트라의 정량적 해석 (A Quantitative Interpretation of the Overlapped X-Ray Fluorescence Spectra by Target Transformation Factor Analysis)

  • 김승원;이철;최상원;강형태
    • 대한화학회지
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    • 제36권5호
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    • pp.720-726
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    • 1992
  • 겹쳐 나타나는 X-선 형광 스펙트라에서 얻은 다변수 데이타를 해석하기 위하여 다변수분석법인 인자분석법을 적용하였다. Pb와 As의 피크가 겹쳐 있는 11개 표준시료의 X-선 형광 스펙트라를 파장분산형기기로 $33.50∼34.50^{\circ}$에서 측정하였다. 8개 시료의 피크세기로 데이타 매트릭스를 구성하고 AFA(Abstract Factor Analysis)를 수행하였다. 그 결과 인자의 수가 3으로 나타났으며 표준시료에 함유된 8개 원소를 타겟트 테스트한 결과 Pb, As 및 Cu로 판명되었다. 농도 기지인 시험시료에서 상기 원소들의 농도를 피크의 겹침에 무관하게 TTFA(Target Transformation Factor Analysis)에 의해 결정하였다.

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다변량통계분석 및 유역환경모델을 이용한 금호강 중·상류 유역의 수질특성평가 (Assessment of Water Quality Characteristics in the Middle and Upper Watershed of the Geumho River Using Multivariate Statistical Analysis and Watershed Environmental Model)

  • 서영민;권구호;최윤영;이병준
    • 한국물환경학회지
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    • 제37권6호
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    • pp.520-530
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    • 2021
  • Multivariate statistical analysis and an environmental hydrological model were applied for investigating the causes of water pollution and providing best management practices for water quality improvement in urban and agricultural watersheds. Principal component analysis (PCA) and cluster analysis (CA) for water quality time series data show that chemical oxygen demand (COD), total organic carbon (TOC), suspended solids (SS) and total phosphorus (T-P) are classified as non-point source pollutants that are highly correlated with river discharge. Total nitrogen (T-N), which has no correlation with river discharge and inverse relationship with water temperature, behaves like a point source with slow and consistent release. Biochemical oxygen demand (BOD) shows intermediate characteristics between point and non-point source pollutants. The results of the PCA and CA for the spatial water quality data indicate that the cluster 1 of the watersheds was characterized as upstream watersheds with good water quality and high proportion of forest. The cluster 3 shows however indicates the most polluted watersheds with substantial discharge of BOD and nutrients from urban sewage, agricultural and industrial activities. The cluster 2 shows intermediate characteristics between the clusters 1 and 3. The results of hydrological simulation program-Fortran (HSPF) model simulation indicated that the seasonal patterns of BOD, T-N and T-P are affected substantially by agricultural and livestock farming activities, untreated wastewater, and environmental flow. The spatial analysis on the model results indicates that the highly-populated watersheds are the prior contributors to the water quality degradation of the river.

정류된 부공간 해석을 이용한 PET 영상 분석 (Rectified Subspace Analysis of Dynamic Positron Emission Tomography)

  • Kim, Sangki;Park, Seungjin;Lee, Jaesung;Lee, Dongsoo
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2002년도 가을 학술발표논문집 Vol.29 No.2 (2)
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    • pp.301-303
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    • 2002
  • Subspace analysis is a popular method for multivariate data analysis and is closely related to factor analysis and principal component analysis (PCA). In the context of image processing (especially positron emission tomography), all data points are nonnegative and it is expected that both basis images and factors are nonnegative in order to obtain reasonable result. In this paper We present a sequential EM algorithm for rectified subspace analysis (subspace in nonnegativity constraint) and apply it to dynamic PET image analysis. Experimental results show that our proposed method is useful in dynamic PET image analysis.

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Functional Data Classification of Variable Stars

  • Park, Minjeong;Kim, Donghoh;Cho, Sinsup;Oh, Hee-Seok
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.271-281
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    • 2013
  • This paper considers a problem of classification of variable stars based on functional data analysis. For a better understanding of galaxy structure and stellar evolution, various approaches for classification of variable stars have been studied. Several features that explain the characteristics of variable stars (such as color index, amplitude, period, and Fourier coefficients) were usually used to classify variable stars. Excluding other factors but focusing only on the curve shapes of variable stars, Deb and Singh (2009) proposed a classification procedure using multivariate principal component analysis. However, this approach is limited to accommodate some features of the light curve data that are unequally spaced in the phase domain and have some functional properties. In this paper, we propose a light curve estimation method that is suitable for functional data analysis, and provide a classification procedure for variable stars that combined the features of a light curve with existing functional data analysis methods. To evaluate its practical applicability, we apply the proposed classification procedure to the data sets of variable stars from the project STellar Astrophysics and Research on Exoplanets (STARE).

Prediction of Length of ICU Stay Using Data-mining Techniques: an Example of Old Critically Ill Postoperative Gastric Cancer Patients

  • Zhang, Xiao-Chun;Zhang, Zhi-Dan;Huang, De-Sheng
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권1호
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    • pp.97-101
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    • 2012
  • Objective: With the background of aging population in China and advances in clinical medicine, the amount of operations on old patients increases correspondingly, which imposes increasing challenges to critical care medicine and geriatrics. The study was designed to describe information on the length of ICU stay from a single institution experience of old critically ill gastric cancer patients after surgery and the framework of incorporating data-mining techniques into the prediction. Methods: A retrospective design was adopted to collect the consecutive data about patients aged 60 or over with a gastric cancer diagnosis after surgery in an adult intensive care unit in a medical university hospital in Shenyang, China, from January 2010 to March 2011. Characteristics of patients and the length their ICU stay were gathered for analysis by univariate and multivariate Cox regression to examine the relationship with potential candidate factors. A regression tree was constructed to predict the length of ICU stay and explore the important indicators. Results: Multivariate Cox analysis found that shock and nutrition support need were statistically significant risk factors for prolonged length of ICU stay. Altogether, eight variables entered the regression model, including age, APACHE II score, SOFA score, shock, respiratory system dysfunction, circulation system dysfunction, diabetes and nutrition support need. The regression tree indicated comorbidity of two or more kinds of shock as the most important factor for prolonged length of ICU stay in the studied sample. Conclusions: Comorbidity of two or more kinds of shock is the most important factor of length of ICU stay in the studied sample. Since there are differences of ICU patient characteristics between wards and hospitals, consideration of the data-mining technique should be given by the intensivists as a length of ICU stay prediction tool.

Analysis of Consumers' Choices and Time-Consumption Behaviors for Various Broadcasting and Telecommunication Convergence Services

  • Koh, Dae-Young;Lee, Jong-Su
    • ETRI Journal
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    • 제32권2호
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    • pp.302-311
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    • 2010
  • In this study, we analyzed consumers' choices of various broadcasting and telecommunication convergence services and time consumption for chosen services by using survey data. A multivariate probit model was used to model consumers' choices of various broadcasting and telecommunication convergence services, and an ordered probit model was used to model consumers' time consumption for chosen services. Factors affecting consumers' choices and time-consumption behavior were identified, and simulation results of market competition and substitution were obtained. Based on these results, it was found that for the time being, consumers are highly locked into existing broadcasting services and are likely to become more price-sensitive to the new broadcasting and telecommunication convergence services. Also, the ways in which individual characteristics affect choices and time consumption were found to be very diverse service by service.

Mahalanobis Taguchi System을 이용한 다변량 시스템의 해석에 관한 연구 (Application of Mahalanobis Taguchi System for Analysis of Multivariate System)

  • 홍정의;김용범
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2005년도 추계학술대회
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    • pp.300-310
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    • 2005
  • Mahalanobis Taguchi System (MTS) is developed by Genishi Taguchi as a part of his quality engineering methodology. The basic idea of Taguchi's quality engineering is looking for the way of effectiveness of analyzing multivariate system. In the MTS, with the standardized variables of healthy normal data, Mahalanobis Distance(MD) calculated and that can be discriminate between normal and abnormal objects. If this discrimination process is successful, next step is optimization which is try to reduce number of attributes by neglecting less effective attributes to MD. Orthogonal Array (OA) and Signal to Noise ratio (S/N) are used to evaluate the amount contribution of each attribute to the MD. Wisconsin Breast Cancer study, from machining learning repository at University of California at Irvine, used for examining the discriminant ability of MTS.

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Multivariate Analysis of Joint Rotation in Okinawan Dance

  • Kiyoshi-Hoshinio
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 1999년도 KOBA 방송기술 워크샵 KOBA Broadcasting Technology Workshop
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    • pp.43-48
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    • 1999
  • To clarify the motion characteristics of free-style Okinawan dance“Kachaasi”, first the subjective impression was quantitatively evaluated with semantic differential technique to cluster its types. Then, the contingency of joint rotation in shoulder, elbow and wrist joints was examined with multivariate autoregressive model. The time-series data of positions and angels of three joints were calculated according to the deforming conditions and shielding directions of the ring lights. As the results, in an excellent dancer, the motions of shoulder and elbow were highly synchronized and smoothly controlled. The low-frequency output of the shoulder and elbow were mutually interacted. Meanwhile, the wrist behaved independently of other joints' rotation.