• Title/Summary/Keyword: variance covariance matrix

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A Portmanteau Test Based on the Discrete Cosine Transform (이산코사인변환을 기반으로 한 포트맨토 검정)

  • Oh, Sung-Un;Cho, Hye-Min;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.323-332
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    • 2007
  • We present a new type of portmanteau test in the frequency domain which is derived from the discrete cosine transform(DCT). For the stationary time series, DCT coefficients are asymptotically independent and their variances are expressed by linear combinations of autocovariances. The covariance matrix of DCT coefficients for white noises is diagonal matrix whose diagonal elements is the variance of time series. A simple way to test the independence of time series is that we divide DCT coefficients into two or three parts and then compare sample variances. We also do this by testing the slope in the linear regression model of which the response variables are absolute values or squares of coefficients. Simulation results show that the proposed tests has much higher powers than Ljung-Box test in most cases of our experiments.

The Classification and Regional Development's Direction of Rural Fishing Area Based on Administrative District (행정구역에 기초한 어촌지역의 유형구분과 지역개발방향)

  • Kim, Jung-Tae
    • Journal of Korean Society of Rural Planning
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    • v.19 no.4
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    • pp.81-93
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    • 2013
  • The selection of land for fishing village development project, and the standard used to classify fishing villages has been determined based on the guidelines developed by fishing village cooperatives. The approach fishing village cooperatives follows is likely to classify fishing villages without first reflecting on the overall development environment of the region, such as other industries and workers in the area. It also acts as a barrier for business promotion or evaluation, because the cooperatives do not match the administrative districts, which are the units of administration, and the main policy enforcement agent in regional development. Against this background, this study aimed to identify categories to situate the development direction, as well as the size and distribution of fishing villages based on eup, myeon, and dong administrative units as defined by the Fishing Villages and Fishery Harbors Act. This study was based on the Census of Agriculture, Forestry, and Fisheries of 2010, and analyzed 826 eups, myeon, and dongs with fishery households using the principal component analysis, and 2-Step cluster analysis methods. Therefore, 95% of the variance was explained using the covariance matrix for types of fishing villages, but it was analyzed as one component focusing on the number and ratio of fishery households, and used the cluster-type analysis, which focused on the sizes of fishing villages. The clusters were categorized into three types: (1) the development type based on the number of fishermen in the eups, myeons and dongs was analyzed as village size (682); (2) administrative district size (121); and (3) total eups, myeons and dongs (23), which revealed that the size of most fishing villages was small. We could explain 73% of the variance using the correlation coefficient matrix, which was divided into three types according to the three principal component scores, namely fishery household power, fishery industry power, and fishing village tourism power. Most fishing villages did not have a clear development direction because all business areas within the region were diversified, and 552 regions could be categorized under the harmonious development type, which is in need of balanced development. The fishery industry type typified by industrial strength included 159 regions in need of an approach based on industrialization of fishery product processing. Specialized production areas, which specialized in producing fishery products, were 115 regions with a high percentage of fishermen. The analysis results indicated that various situations in terms of size and development of fishing villages existed. However, because several regions exist in the form of small village units, it was necessary to approach the project in a manner that directed the diversification of regional development projects, such as places for local residents to relax or enjoy tourism experiences within the region, while considering the overall conditions of the relevant eups, myeons, and dongs. Reinforcement of individual support for fishermen based on the Fisheries Act must take precedence over providing support for fishermen through regional development. In addition, it is necessary to approach the development of fishing villages by focusing on industrializing the processing techniques of fishery products. Areas specialized in the production of fishery products are required to consider the facilities for fisheries production, and must make efforts to increase fishery resources, such as releasing fry.

A Digital Phase-locked Loop design based on Minimum Variance Finite Impulse Response Filter with Optimal Horizon Size (최적의 측정값 구간의 길이를 갖는 최소 공분산 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계)

  • You, Sung-Hyun;Pae, Dong-Sung;Choi, Hyun-Duck
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.4
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    • pp.591-598
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    • 2021
  • The digital phase-locked loops(DPLL) is a circuit used for phase synchronization and has been generally used in various fields such as communication and circuit fields. State estimators are used to design digital phase-locked loops, and infinite impulse response state estimators such as the well-known Kalman filter have been used. In general, the performance of the infinite impulse response state estimator-based digital phase-locked loop is excellent, but a sudden performance degradation may occur in unexpected situations such as inaccuracy of initial value, model error, and disturbance. In this paper, we propose a minimum variance finite impulse response filter with optimal horizon for designing a new digital phase-locked loop. A numerical method is introduced to obtain the measured value interval length, which is an important parameter of the proposed finite impulse response filter, and to obtain a gain, the covariance matrix of the error is set as a cost function, and a linear matrix inequality is used to minimize it. In order to verify the superiority and robustness of the proposed digital phase-locked loop, a simulation was performed for comparison and analysis with the existing method in a situation where noise information was inaccurate.

A Network Sensor Location Model Considering Discrete Characteristics of Data Collection (데이터 수집의 이산적 특성을 고려한 네트워크 센서 위치 모형)

  • Yang, Jaehwan;Kho, Seung-Young;Kim, Dong-Kyu
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.16 no.5
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    • pp.38-48
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    • 2017
  • Link attributes, such as speed, occupancy, and flow, are essential factors for transportation planning and operation. It is, therefore, one of the most important decision-making problems in intelligent transport system (ITS) to determine the optimal location of a sensor for collecting the information on link attributes. This paper aims to develop a model to determine the optimal location of a sensor to minimize the variability of traffic information on whole networks. To achieve this, a network sensor location model (NSLM) is developed to reflect discrete characteristics of data collection. The variability indices of traffic information are calculated based on the summation of diagonal elements of the variance-covariance matrix. To assess the applicability of the developed model, speed data collected from the dedicated short range communication (DSRC) systems were used in Daegu metropolitan area. The developed model in this study contributes to the enhancement of investment efficiency and the improvement of information accuracy in intelligent transport system (ITS).

Kalman filter modeling for the estimation of tropospheric and ionospheric delays from the GPS network (망기반 대류 및 전리층 지연 추출을 위한 칼만필터 모델링)

  • Hong, Chang-Ki
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.30 no.6_1
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    • pp.575-581
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    • 2012
  • In general, various modeling and estimation techniques have been proposed to extract the tropospheric and ionospheric delays from the GPS CORS. In this study, Kalman filter approach is adopted to estimate the tropospheric and ionospheric delays and the proper modeling for the state vector and the variance-covariance matrix for the process noises are performed. The coordinates of reference stations and the zenith wet delays are estimated with the assumption of random walk stochastic process. Also, the first-order Gauss-Markov stochastic process is applied to compute the ionospheric effects. For the evaluation of the proposed modeling technique, Kalman filter algorithm is implemented and the numerical test is performed with the CORS data. The results show that the atmospheric effects can be estimated successfully and, as a consequence, can be used for the generation of VRS data.

The Impact of Organizational Justice, Empowerment on the Nursing Task Performance of Nurses: Focused on the Mediating Effect of Job Satisfaction and Organizational Commitment (간호사의 조직공정성, 임파워먼트가 간호업무성과에 미치는 영향: 직무만족과 조직몰입의 매개효과를 중심으로)

  • Jun, So Yeun;Rho, Hyung Jin;Lee, Ji Hyun
    • Korean Journal of Occupational Health Nursing
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    • v.23 no.2
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    • pp.55-66
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    • 2014
  • Purpose: The purpose of this study is to analyze the structural model on the Nursing Task Performance of Hospital Nurses. Methods: Data collection was done by the 200 hospital nurses from May 1st to May 20th, 2013 in Seoul city. The sample variance-covariance matrix was analyzed using AMOS 19.0 and the maximum likelihood minimization function. The goodness of fit was evaluated using the SRMR, RMSEA and its 90% confidence interval, CFI, and TLI. Results: First, hospital nurses' organizational justice and empowerment was not found to have a significant direct effect on nursing task performance. Second, organizational justice and empowerment had a direct effect on job satisfaction and organizational commitment. Third, organizational commitment was found to have a significant direct effect on nursing task performance. Forth, hospital nurses' empowerment was found to have a significant direct effect on nursing task performance. Conclusion: Nurses' nursing task performance was influenced by organizational justice, empowerment, and organizational commitment. In order to increase the degree of nursing task performance in hospital nurse, it is necessary to develop the nursing program and its application considering hospital nurses' organizational justice and empowerment and organizational commitment.

Reliability Analysis of the Three-Dimensional Deformation Measurement by Terrestrial Photogrammetry (지상사진(地上寫眞)에 의한 삼차원변형측량(三次元變形測量)의 신뢰도(信賴度) 분석(分析)(기일(其一)))

  • Yeu, Bock Mo;Yoo, Hwan Hee;Kim, In Sub
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.7 no.4
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    • pp.139-146
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    • 1987
  • The 3-dimensional deformation measurement by the terrestrial photogrammetry is consist of 3-dimensional coordinates computation, displaced point detection and deformation estimation of object targets. In this study, at the first step of deformation analysis, the variation of the variance-covariance matrix for the exterior orientation elements was analyzed by the increment of the ground control points and the photos in the Bundle adjustment. And then, to give the constraints for improving accuracy of ground control points, the concept of Free-Network adjustment was applied to Bundle adjustment. As a result, we knew that it was desired in the accuracy and the economy, the observation time when the numbers of ground control point and photo were respectively 6 points and 3 photos. In addition, in the case of applying the concept of Free Network adjustment in Bundle adjutment, it was desirable that the space distance for the constraints is distributed outside.

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A Structural Relationship between the Related Variables of Adolescence's Suicidal Ideation (청소년의 자살생각 관련변인들 간의 인과적 구조분석 : 가족응집성, 가족적응성, 자아존중감, 집단따돌림, 그리고 우울을 중심으로)

  • Moon, Dae-Geun;Lee, Jin-Ju;Lee, Jong-Kak;Koim, Jung-Min;Moon, Soo-Back
    • Korean Journal of Child Studies
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    • v.34 no.3
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    • pp.93-112
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    • 2013
  • The purpose of this study was to investigate the structural relationships between variables related to the Suicidal Ideation of Adolescences. A total of 923 Middle school students residing in Daegu City completed questionnaires which assessed family adaptability, family cohesion, self-esteem, bullying victimhood, depression and suicidal ideation. The sample variance-covariance matrix was analyzed using AMOS 20.0, and a maximum likelihood minimization function. Goodness of fit was evaluated using the SRMS, RMSEA, and its 90% confidence interval, CFI, and TLI. The results were as follows : First, the variables of family adaptability and family cohesion did not have a statistically significant direct impact on adolescence's suicidal ideation, although they may well have an indirect effect on suicidal ideation through self-esteem, bullying victimhood and depression. Second, Self-esteem and bullying victimhood had significant direct effects on depression and suicidal ideation. Moreover, they also had an indirect effect on suicidal ideation through self-esteem. Third, depression had a substantial direct effect on suicidal ideation. Finally, self-esteem did not indicate a direct effect on bullying victimhood.

Characterization of Korean Archaeological Artifacts by Neutron Activation Analysis (II). Multivariate Classification of Korean Ancient Glass Pieces (중성자 방사화분석에 의한 한국산 고고학적 유물의 특성화 연구 (II). 다변량 해석법에 의한 고대 유리제품의 분류 연구)

  • Chul Lee;Oh Cheun Kwun;Ihn Chong Lee;Nak Bae Kim
    • Journal of the Korean Chemical Society
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    • v.31 no.6
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    • pp.567-575
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    • 1987
  • Fourty five ancient Korean glass pieces have been determined for 19 elements such as Ag, As, Br, Ce, Co, Cr, Eu, Fe, Hf, K, La, Lu, Na, Ru, Sb, Sc, Sm, Th and Zn, and for one such as Pb by instrumental neutron activation analysis and by atomic absorption spectrometry, respectively. The multivariate data have been analyzed for the relation among elemental contents through the variance-covariance matrix. The data have been further analyzed by a principal component mapping method. As the results training set of 5 class have been chosen, based on the spread of sample points in an eigen vector plot and archaeological data. The 5 training set consisting of 36 species and a test set consisting of 9 species bave finally been analyzed for the assignment to certain classes or outliers through the statistical isolinear multiple component analysis (SIMCA). The results have showed the whole species for 5 training set and 3 species in the test set are assigned appropriately and these are in accord with the results by principal component mapping.

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Bio-Equivalence Analysis using Linear Mixed Model (선형혼합모형을 활용한 생물학적 동등성 분석)

  • An, Hyungmi;Lee, Youngjo;Yu, Kyung-Sang
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.289-294
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    • 2015
  • Linear mixed models are commonly used in the clinical pharmaceutical studies to analyze repeated measures such as the crossover study data of bioequivalence studies. In these models, random effects describe the correlation between repeated outcomes and variance-covariance matrix explain within-subject variabilities. Bioequivalence analysis verifies whether a 90% confidence interval for geometric mean ratio of Cmax and AUC between reference drug and test drug is included in the bioequivalence margin [0.8, 1.25] performed using linear mixed models with period, sequence and treatment effects as fixed and sequence nested subject effects as random. A Levofloxacin study is referred to for an example of real data analysis.