• Communications for Statistical Applications and Methods
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• v.30 no.4
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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.

• Journal of Korean Society of Water and Wastewater
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• v.29 no.6
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• pp.625-632
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• 2015

The study of water environment system using a multivariate analysis in Changnyeong-Haman weir section has been conducted. The purpose of this study is to establish better understanding related water qualities in the Changnyeong-Haman weir section which can provide useful information. The data were consisted of water quality data and algae data including WT(water temperature), pH, DO, EC, COD, SS, T-N, $NH_3-N$, T-P, $PO_4-P$, Chl-a, TOC, d-silica, t-silica, Cyanobacteria, Diatoms, and Green algae. Statistical analyses used in this study were correlation analysis, principal components, and factor analysis. According to correlation analysis on COD and TOC, it revealed that the each value of correlation coefficient was 0.843. On the other result, a negative correlation was observed between diatoms and d-silica. Furthermore, the results of principal component analysis to the overall water quality were classified into four main factors with contribution rate 81.071%.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.1
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• pp.55-63
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• 2019

In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.63-70
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• 1998

The singular value decomposition is a tool which is used to find a linear structure of reduced dimension and to give interpretation of the lower dimensional structure about multivariate data. In this paper the singular value decomposition is reviewed from both algebraic and geometric point of view and, is illustrated the way which the tool is used in the multivariate techniques finding a simpler geometric structure for the data.

• Journal of the Ergonomics Society of Korea
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• v.24 no.4
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• pp.39-46
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• 2005

The purpose of the study is to suggest a methodology for properly categorizing the body type of Koreans based on the multivariate statistical analysis. Anthropometric data used in the study were measured from the sampled strata of about fifteen thousand Koreans surveyed through the 5th national anthropometic data measurement project called Size Korea funded by ATS, Korea, during 2003-2004. In order to categorize whole body types, the normalized anthropometric variables, being divided by its stature, were used for obtaining a set of factors that supposedly represent body types through the factor analysis. These factors, which were again clustered, yielded the body types according to the gender. The body types classified are expected to be applied to product design for clothing, furniture, automobile packaging, etc.

• Proceedings of the Korean Geotechical Society Conference
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• 2000.11a
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• pp.493-500
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• 2000

Rock Mass Rating has been widely applied to the underground tunnel excavation and many other practical problems in rock engineering. However, Rock Mass Rating is hard to make out because it is difficult to estimate each valuation items through all kind of field situations and items of RMR have interdependence. So the experts of tunnel assessment have problems with rating rock mass. In this study, using multivariate analysis based on domestic data(1011EA) of water conveyance tunnel, we presented rock mass rating system which is objective and easy to use. The constituents of RMR are decided to RQD, condition of discontinuities, groundwater conditions, orientation of discontinuities, intact rock strength, spacing of discontinuities in important order. In each step, we proposed the best multiple regression model for RMR system. And using data which have been collected at other site, we examined that presented multiple regression model was useful.

• Journal of the Korea Society of Computer and Information
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• v.21 no.5
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• pp.167-175
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• 2016

The volatile component analysis of 82 commercialized liquors(44 samples of single malt whisky, 20 samples of blended whisky and 18 samples of brandy) was carried out by gas chromatography after liquid-liquid extraction with dichloromethane. Pattern recognition techniques such as principle component analysis(PCA), cluster analysis(CA), linear discriminant analysis(LDA) and partial least square discriminant analysis(PLSDA) were applied for the discrimination of different liquor categories. Classification rules were validated by considering sensitivity and specificity of each class. Both techniques, LDA and PLSDA, gave 100% sensitivity and specificity for all of the categories. These results suggested that the common characteristics and identities as typification of whiskies and brandys was founded by using multivariate data analysis method.

• Journal of the Korea Society of Computer and Information
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• v.5 no.3
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• pp.142-150
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• 2000

The Purpose of this study is to suggest usefulness of correlation analysis about categorical multivariate data to business administration and other social sciences. Some examples of their application are presented.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.117-120
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• 1996

The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.

• Journal of the Korean Operations Research and Management Science Society
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• v.27 no.2
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• pp.1-13
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• 2002

In this paper, we compares the business failure prediction accuracy among Linear Programming Discriminant Analysis(LPDA) model, Multivariate Discriminant Analysis (MDA) model and logit analysis model. The Data for 417 companies analyzed were gathered from KIS-FAS Published by Korea Information Service in 1999. The result of comparison for four time horizons shows that LPDA Is advantageous in prediction accuracy over the other two models when over all tilt ratio and business failure accuracy are considered simultaneously.