• 제목/요약/키워드: multivariate mean

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Performances of VSI Multivariate Control Charts with Accumulate-Combine Approach

  • Chang, Duk-Joon;Heo, Sun-Yeong
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.973-982
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    • 2006
  • Performances of variable sampling interval(VSI) multivariate control charts with accumulate-combine approach for monitoring mean vector of p related quality variables were investigated. Shewhart control chart is also proposed to compare the performances of CUSUM and EWMA charts. Numerical comparisons show that performances of CUSUM and EWMA charts are more efficient than Shewhart chart for small or moderate shifts, and VSI chart is more efficient than fixed sampling interval(FSI) chart. We also found that performances of the CUSUM or EWMA chart with accumulate-combine approach are substantially efficient than those of Shewhart chart.

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Note on response dimension reduction for multivariate regression

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.519-526
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    • 2019
  • Response dimension reduction in a sufficient dimension reduction (SDR) context has been widely ignored until Yoo and Cook (Computational Statistics and Data Analysis, 53, 334-343, 2008) founded theories for it and developed an estimation approach. Recent research in SDR shows that a semi-parametric approach can outperform conventional non-parametric SDR methods. Yoo (Statistics: A Journal of Theoretical and Applied Statistics, 52, 409-425, 2018) developed a semi-parametric approach for response reduction in Yoo and Cook (2008) context, and Yoo (Journal of the Korean Statistical Society, 2019) completes the semi-parametric approach by proposing an unstructured method. This paper theoretically discusses and provides insightful remarks on three versions of semi-parametric approaches that can be useful for statistical practitioners. It is also possible to avoid numerical instability by presenting the results for an orthogonal transformation of the response variables.

Estimating the AUC of the MROC curve in the presence of measurement errors

  • G, Siva;R, Vishnu Vardhan;Kamath, Asha
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.533-545
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    • 2022
  • Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

Multivariate Time Series Analysis for Rainfall Prediction with Artificial Neural Networks

  • Narimani, Roya;Jun, Changhyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.135-135
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    • 2021
  • In water resources management, rainfall prediction with high accuracy is still one of controversial issues particularly in countries facing heavy rainfall during wet seasons in the monsoon climate. The aim of this study is to develop an artificial neural network (ANN) for predicting future six months of rainfall data (from April to September 2020) from daily meteorological data (from 1971 to 2019) such as rainfall, temperature, wind speed, and humidity at Seoul, Korea. After normalizing these data, they were trained by using a multilayer perceptron (MLP) as a class of the feedforward ANN with 15,000 neurons. The results show that the proposed method can analyze the relation between meteorological datasets properly and predict rainfall data for future six months in 2020, with an overall accuracy over almost 70% and a root mean square error of 0.0098. This study demonstrates the possibility and potential of MLP's applications to predict future daily rainfall patterns, essential for managing flood risks and protecting water resources.

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Development of MKDE-ebd for Estimation of Multivariate Probabilistic Distribution Functions (다변량 확률분포함수의 추정을 위한 MKDE-ebd 개발)

  • Kang, Young-Jin;Noh, Yoojeong;Lim, O-Kaung
    • 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.

Comparison of Shape Variability in Principal Component Biplot with Missing Values

  • Shin, Sang-Min;Choi, Yong-Seok;Lee, Nae-Young
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.1109-1116
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    • 2008
  • Biplots are the multivariate analogue of scatter plots. They are useful for giving a graphical description of the data matrix, for detecting patterns and for displaying results found by more formal methods of analysis. Nevertheless, when some values are missing in data matrix, most biplots are not directly applicable. In particular, we are interested in the shape variability of principal component biplot which is the most popular in biplots with missing values. For this, we estimate the missing data using the EM algorithm and mean imputation according to missing rates. Even though we estimate missing values of biplot of incomplete data, we have different shapes of biplots according to the imputation methods and missing rates. Therefore we propose a RMS(root mean square) for measuring and comparing the shape variability between the original biplots and the estimated biplots.

Prediction of Water Storage Rate for Agricultural Reservoirs Using Univariate and Multivariate LSTM Models (단변량 및 다변량 LSTM을 이용한 농업용 저수지의 저수율 예측)

  • Sunguk Joh;Yangwon Lee
    • Korean Journal of Remote Sensing
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    • v.39 no.5_4
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    • pp.1125-1134
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    • 2023
  • Out of the total 17,000 reservoirs in Korea, 13,600 small agricultural reservoirs do not have hydrological measurement facilities, making it difficult to predict water storage volume and appropriate operation. This paper examined univariate and multivariate long short-term memory (LSTM) modeling to predict the storage rate of agricultural reservoirs using remote sensing and artificial intelligence. The univariate LSTM model used only water storage rate as an explanatory variable, and the multivariate LSTM model added n-day accumulative precipitation and date of year (DOY) as explanatory variables. They were trained using eight years data (2013 to 2020) for Idong Reservoir, and the predictions of the daily water storage in 2021 were validated for accuracy assessment. The univariate showed the root-mean square error (RMSE) of 1.04%, 2.52%, and 4.18% for the one, three, and five-day predictions. The multivariate model showed the RMSE 0.98%, 1.95%, and 2.76% for the one, three, and five-day predictions. In addition to the time-series storage rate, DOY and daily and 5-day cumulative precipitation variables were more significant than others for the daily model, which means that the temporal range of the impacts of precipitation on the everyday water storage rate was approximately five days.

Properties of variable sampling interval control charts

  • Chang, Duk-Joon;Heo, Sun-Yeong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.819-829
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    • 2010
  • Properties of multivariate variable sampling interval (VSI) Shewhart and CUSUM charts for monitoring mean vector of related quality variables are investigated. To evaluate average time to signal (ATS) and average number of switches (ANSW) of the proposed charts, Markov chain approaches and simulations are applied. Performances of the proposed charts are also investigated both when the process is in-control and when it is out-of-control.

An Optimality Criterion for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.176-181
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    • 1990
  • Sung [1990] presented an analogue of the classical Cramer-Rao inequality for median-unbiased estimators with continuous multivariate densities depending upon a vector parameter. In the process, diffusivity, a new dispersion measure relevant to median-unbiased estimators, was defined to be a function of median-unbiased estimator's density height. In this paper we shall elaborate these ideas by defining a second kind of diffusivity and discuss the role of model-unbiasedness in median-unbiased estimation in connection with this seconde kind of diffusivity. In addition, median-unbiased estimation will be compared to mean-unbiased estimation.

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Basic Studies on the Native Colored-Soybean Cultivars II. Classification of Collected Soybean Varieties by the Multivariate Analysis (유색 대두수집종의 특성 연구 제II보 밭밑콩 수집유색재래종의 다변량에 의한 품종분류)

  • 구자옥;이영만;신동영
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.28 no.3
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    • pp.340-344
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    • 1983
  • Taxonomic distances and Q correlations of all possible comparisons among thirty-two collected soybean varieties were calculated from the standardized mean of twenty-one characters. Ten varietal groups were classified by the single linkage clustering based on Q correlations. The means of Q correlations of intra-group were higher than those of inter-group. Each groups were characteristic in each mean of characters within varietal groups.

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