• Wind and Structures
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• v.31 no.6
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• pp.549-560
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• 2020

Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

• Journal of the Korean Statistical Society
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• v.19 no.1
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• pp.71-79
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• 1990

In the linear model which consider both the multivariate parallel-line bioassay and the multivariate linear calibration, this paper presents a Bayesian procedure which is an extension of Hunter and Lamboy (1981) and has several advantages compared with the non Bayesian techniques. Based on the methods of this article we discuss the effect of multivariate calibration and give a numerical example.

• IE interfaces
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• v.24 no.1
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• pp.8-14
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• 2011

Principal Component Analysis (PCA) reduces the dimensionality of the process by creating a new set of variables, Principal components (PCs), which attempt to reflect the true underlying process dimension. However, for highly nonlinear processes, this form of monitoring may not be efficient since the process dimensionality can't be represented by a small number of PCs. Examples include the process of semiconductors, pharmaceuticals and chemicals. Nonlinear correlated process variables can be reduced to a set of nonlinear principal components, through the application of Kernel Principal Component Analysis (KPCA). Support Vector Data Description (SVDD) which has roots in a supervised learning theory is a training algorithm based on structural risk minimization. Its control limit does not depend on the distribution, but adapts to the real data. So, in this paper proposes a non-linear process monitoring technique based on supervised learning methods and KPCA. Through simulated examples, it has been shown that the proposed monitoring chart is more effective than $T^2$ chart for nonlinear processes.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• Proceedings of the Korea Society of Design Studies Conference
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• 2001.10a
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• pp.28.2-28
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• 2001

• Genomics & Informatics
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• v.17 no.4
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• pp.39.1-39.20
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• 2019

Analyzing patterns in data points embedded in linear and non-linear feature spaces is considered as one of the common research problems among different research areas, for example: data mining, machine learning, pattern recognition, and multivariate analysis. In this paper, data points are heterogeneous sets of biosequences (composite data points). A composite data point is a set of ordinary data points (e.g., set of feature vectors). We theoretically extend the derivation of the largest generalized eigenvalue-based distance metric D_ij(γ₁) in any linear and non-linear feature spaces. We prove that D_ij(γ₁) is a metric under any linear and non-linear feature transformation function. We show the sufficiency and efficiency of using the decision rule $\bar{{\delta}}_{{\Xi}i}$(i.e., mean of D_ij(γ₁)) in classification of heterogeneous sets of biosequences compared with the decision rules min_𝚵iand median_𝚵i. We analyze the impact of linear and non-linear transformation functions on classifying/clustering collections of heterogeneous sets of biosequences. The impact of the length of a sequence in a heterogeneous sequence-set generated by simulation on the classification and clustering results in linear and non-linear feature spaces is empirically shown in this paper. We propose a new concept: the limiting dispersion map of the existing clusters in heterogeneous sets of biosequences embedded in linear and nonlinear feature spaces, which is based on the limiting distribution of nucleotide compositions estimated from real data sets. Finally, the empirical conclusions and the scientific evidences are deduced from the experiments to support the theoretical side stated in this paper.

• Communications for Statistical Applications and Methods
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• v.18 no.1
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• pp.57-69
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• 2011

Researchers are continuously trying to find innovative diagnostic tests and published articles are accumulating at an enormous rate in many medical fields. Meta-analysis enables previously published study results to be reviewed and summarized; therefore, an objective assessment of diagnostic tests can be done with a meta-analysis of sensitivities and specificities. Data obtained by applying two diagnostic tests to a well-defined group of diseased patients produce a pair of sensitivity and by applying the same medical tests to a group of non-diseased subjects produce a pair of specificity. The statistical tests in the meta-analysis need to consider the correlatedness of the results from two diagnostic tests applied to the same diseased and non-diseased subjects. The associations between two diagnostic test results are often found to be unequal for the diseased and non-diseased subjects. In this paper, multivariate meta-analytic methods are studied by taking into account the different associations between correlated variables. On the basis of Monte Carlo simulations, we evaluate the performance of the multivariate meta-analysis methods proposed in this paper.

• Proceedings of the Korea Concrete Institute Conference
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• 2006.05b
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• pp.189-192
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• 2006

This study was performed to suggest the mediocre prediction equation of chloride diffusion coefficient which is used to estimate the service life of marine concrete, in order to provide the useful data for concrete mix design of marine concrete. As a result, the mediocre prediction equation of chloride diffusion coefficient which set W/B and mineral admixture replacement ratio as parameters was presented by performing the multivariate non linear regression analysis.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.137-148
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• 2001

Compositional data found in many practical applications consist of non-negative vectors of proportions with the constraint which the sum of the elements of each vector is unity. It is well-known that the statistical analysis of compositional data suffers from the unit-sum constraint. Moreover, the non-linear pattern frequently displayed by the data does not facilitate the application of the linear multivariate techniques such as principal component analysis. In this paper we develop new type of principal component analysis for compositional data using Box-Cox contrast transformation. Numerical illustrations are provided for comparative purpose.

• Journal of the Korean Chemical Society
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• v.36 no.1
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• pp.113-124
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• 1992

The pattern recognition methods of chemometrics have been applied to multivariate data, for which ninety four Korean ancient glass pieces have been determined for 12 elements by neutron activation analysis. For the purpose, principal component analysis and non-linear mapping have been used as the unsupervised learning methods. As the result, the glass samples have been classified into 6 classes. The SIMCA (statistical isolinear multiple component analysis), adopted as a supervised learning method, has been applied to the 6 training set and the test set. The results of the 6 training set were in accord with the results by principal component analysis and non-linear mapping. For test set, 17 of 33 samples were each allocated to one of the 6 training set.