• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.161-161
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• 2023

Bias correction of values is a necessary step in downscaling coarse and systematically biased global climate models for use in local climate change impact studies. In addition to univariate bias correction methods, many multivariate methods which correct multiple variables jointly - each with their own mathematical designs - have been developed recently. While some literature have focused on the inter-comparison of these multivariate bias correction methods, none have focused extensively on the effect of diverse configurations (i.e., different combinations of input variables to be corrected) of climate variables, particularly high-dimensional ones, on the ability of the different methods to remove biases in uni- and multivariate statistics. This study evaluates the impact of three configurations (inter-variable, inter-spatial, and full dimensional dependence configurations) on four state-of-the-art multivariate bias correction methods in a national-scale domain over South Korea using a gridded approach. An inter-comparison framework evaluating the performance of the different combinations of configurations and bias correction methods in adjusting various climate variable statistics was created. Precipitation, maximum, and minimum temperatures were corrected across 306 high-resolution (0.2°) grid cells and were evaluated. Results show improvements in most methods in correcting various statistics when implementing high-dimensional configurations. However, some instabilities were observed, likely tied to the mathematical designs of the methods, informing that some multivariate bias correction methods are incompatible with high-dimensional configurations highlighting the potential for further improvements in the field, as well as the importance of proper selection of the correction method specific to the needs of the user.

• The Korean Journal of Applied Statistics
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• v.35 no.6
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• pp.703-724
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• 2022

Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

• The Journal of the Convergence on Culture Technology
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• v.6 no.4
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• pp.453-468
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• 2020

This study was conducted to investigate factors influencing physical activity in female nursing students based on the habit formation model. The participants were 207 female students at G nursing college and J nursing college located in J city. All data were collected from 31, August to 14, September in 2020 and analyzed by descriptive statistics, ANOVA and Scheffĕ test, Pearson's correlation coefficient, Univariate, and Multivariate multinomial logistic regression using SPSS/WIN 22.0 program. The average level of physical activity measured by the Korean version of IPAQ was 2506.31±2807.05 MET-min/week. According to the physical activity category classified by IPAQ, there were 59students(28.5%) in the high group, 98students(47.3%) in the moderate group, and 50students(24.2%) in the low group. Physical activity habit strength was the significant factor influencing physical activity in female nursing students. Therefore, this study suggests that it is necessary to develop the habit formation program and verify effectiveness for enhancing and maintaining the physical activity in female nursing students.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.271-280
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• 2009

For bivariate binomial data with both intra and inter-class correlation, Danaher and Hardie (2005) proposed a bivariate beta-binomial model. However, the model is limited to the situation where the intra-class correlation is strictly positive. Thus it might be seriously inadequate for data with a negative intra-class correlation. Several authors have considered generalized binomial distributions covering a wider range of intra-class correlation which could relax the possible model restrictions imposed. Among others there are the additive/multiplicative and the beta/extended beta binomial model. In this study, bivariate models of the Sarmanov (1966) type are formed by combining each of those univariate models to take care of the inter-class correlation, and are evaluated in terms of the goodness-of-fit. As a result, B-mB and B-ebB are fitted, successfully, to real data and that B-mB, which has a wider permissible range than B-ebB for the intra-class correlation is relatively preferred.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1453-1463
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• 2016

The most useful financial risk measure may be VaR (Value at Risk) which estimates the maximum loss amount statistically. The VaR tends to be estimated in many industries by using transformed univariate risk including variance-covariance matrix and a specific portfolio. Hong et al. (2016) are defined the Vector at Risk based on the multivariate quantile vector. When a specific portfolio is given, one point among Vector at Risk is founded as the best VaR which is called as an alternative VaR (AVaR). In this work, AVaRs have been investigated for multivariate normal distributions with many kinds of variance-covariance matrix and various portfolio weight vectors, and compared with VaRs. It has been found that the AVaR has smaller values than VaR. Some properties of AVaR are derived and discussed with these characteristics.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.481-504
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• 2006

VaR, a tail-related risk measure is now widely used as a tool for a measurement and a management of financial risks. For more accurate measurement of VaR, recently we are particularly concerned about the approach based on extreme value theory rather than the traditional method based on the assumption of normal distribution. However, many studies about the approaches using extreme value theory was done only for the univariate case. In this paper, we discuss portfolio risk measurements with modelling multivariate extreme value distributions by combining copulas and extreme value theory. We also discuss the estimation of ES together with VaR as portfolio risk measures. Finally, we investigate the relative superiority of EVT-copula approach than variance-covariance method through the back-testing of an empirical data.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.399-408
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• 2015

This paper presented airquality data through data visualization in several ways and described its characteristics related to statistical methods for analysis. Software R was used for visualization tools. The airquality data was measured in New York city from May to September of year 1973. First, simple, exploratory data analysis was done in terms of both data visualization and analysis to find out univariate characteristics. Then through data transformation and multiple regression analysis, model for describing the airquality level was found. Also, after some data categorization, overall feature of the data was explored using box plot and three-dimensional perspective drawing and scatter plot.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.659-669
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• 2021

Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).

• Korean Journal of Remote Sensing
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• v.37 no.4
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• pp.777-788
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• 2021

Since aerosol has a relatively short duration and significant spatial variation, satellite observations become more important for the spatially and temporally continuous quantification of aerosol. However, optical remote sensing has the disadvantage that it cannot detect AOD (Aerosol Optical Depth) for the regions covered by clouds or the regions with extremely high concentrations. Such missing values can increase the data uncertainty in the analyses of the Earth's environment. This paper presents a spatial gap-filling framework using a univariate statistical method such as DCT-PLS (Discrete Cosine Transform-based Penalized Least Square Regression) and FMM (Fast Matching Method) inpainting. We conducted a feasibility test for the hourly AOD product from AHI (Advanced Himawari Imager) between January 1 and December 31, 2019, and compared the accuracy statistics of the two spatial gap-filling methods. When the null-pixel area is not very large (null-pixel ratio < 0.6), the validation statistics of DCT-PLS and FMM techniques showed high accuracy of CC=0.988 (MAE=0.020) and CC=0.980 (MAE=0.028), respectively. Together with the AI-based gap-filling method using extra explanatory variables, the DCT-PLS and FMM techniques can be tested for the low-resolution images from the AMI (Advanced Meteorological Imager) of GK2A (Geostationary Korea Multi-purpose Satellite 2A), GEMS (Geostationary Environment Monitoring Spectrometer) and GOCI2 (Geostationary Ocean Color Imager) of GK2B (Geostationary Korea Multi-purpose Satellite 2B) and the high-resolution images from the CAS500 (Compact Advanced Satellite) series soon.

• Journal of Periodontal and Implant Science
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• v.53 no.4
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• pp.283-294
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• 2023

Purpose: The aim of this study was to investigate the relationship between serum uric acid (SUA) levels and the risk of periodontitis in Korean adults using data from the Korean National Health and Nutrition Examination Survey (KNHANES). Methods: This cross-sectional study used data from the KNHANES 2016-2018 and analysed 12,735 Korean adults aged ≥19 years who underwent oral examinations. Hypouricemia was defined as SUA <3 mg/dL in men and <2 mg/dL in women, and hyperuricemia was defined as SUA ≥7 mg/dL in men and ≥6 mg/dL in women. Results: The weighted prevalence of hypouricemia and hyperuricemia was 0.6% and 12.9%, respectively. The overall weighted periodontitis rate was 30.5%. The frequency of periodontitis in subjects with hypouricemia, normouricemia, and hyperuricemia were 51.1%, 30.3%, and 30.6%, respectively. Study participants with hypouricemia were significantly older, had significantly fasting blood glucose levels, and had better kidney function than non-hypouricemic participants. In univariate logistic regression analyses, hypouricemia was associated with periodontitis, but hyperuricemia was not. The fully adjusted model revealed that the adjusted odds ratio of hypouricemia for periodontitis was 1.62 (95% confidence interval, 1.13-2.33), while the relationship between hyperuricemia and periodontitis in the multivariable logistic regression model was not significant. Conclusions: The results of this study suggest that hypouricemia is associated with an increased risk of periodontitis.