• The Korean Journal of Applied Statistics
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• v.12 no.1
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• pp.17-28
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• 1999

최근 한의학 분야에서도 객관성 확보를 위한 학문적 경험의 수량화연구가 일반화되고 있다. 이의 일환으로 한방부인과의 진단 기준 프로그램개발이 요구되고 있으며 본 논문에서는 이에 대한 해결책으로 가중주성분분석을 이용한 변증점수 개발을 제안하고 있다. 또한 이 과정에서 변증유형별 점수 비교를 하기 위한 변증점수의 사후조정에 대한 방법도 제시하고있다.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.945-956
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• 2021

In this study, we considered the algorithm of Legendre and Legendre (2012), which derives canonical correspondence analysis from weighted principal component analysis. And, it was proved that the canonical correspondence analysis based on the weighted principal component analysis is exactly the same as Ter Braak's (1986) canonical correspondence analysis based on the Gaussian response model. Ter Braak (1986)'s canonical correspondence analysis derived from a Gaussian response curve that can explain the abundance of species in ecology well uses the basic assumption of the species packing model and then conducts generalized linear model and canonical correlation analysis. It is derived by way of binding. However, the algorithm of Legendre and Legendre (2012) is calculated in a method quite similar to Benzecri's correspondence analysis without such assumptions. Therefore, if canonical correspondence analysis based on weighted principal component analysis is used, it is possible to have some flexibility in using the results. In conclusion, this study shows that the two methods starting from different models have the same site scores, species scores, and species-environment correlations.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.367-379
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• 2012

In baseball rankings, prediction has been a subject of interest for baseball fans. To predict these rankings, (based on 2011 data from Korea Professional Baseball records) the arithmetic mean method, the weighted average method, principal component analysis, and principal component regression analysis is presented. By standardizing the arithmetic average, the correlation coefficient using the weighted average method, using principal components analysis to predict rankings, the final model was selected as a principal component regression model. By practicing regression analysis with a reduced variable by principal component analysis, we propose a rank predictability model of a pitcher part, a batter part and a pitcher batter part. We can estimate a 2011 rank of pro-baseball by a predicted regression model. By principal component regression analysis, the pitcher part, the other part, the pitcher and the batter part of the ranking prediction model is proposed. The regression model predicts the rankings for 2012.

• Journal of Korea Water Resources Association
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• v.48 no.9
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• pp.757-768
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• 2015

Recently, climate change has affected short time concentrated local rainfall and unexpected heavy rain which is increasingly causing life and property damage. In this research, arithmetic average analysis, weighted average analysis, and principal component analysis are used for predicting flood risk. This research is foundation for application of predicting flood risk based on annals of disaster and status of urban planning. Results obtained by arithmetic average analysis, weighted average analysis, and principal component analysis using many factors affect on flood are compared. In case of arithmetic average analysis, each factor has same weights though it is simple method. In case of weighted average analysis, correlation factors are complex by many variables and multicollinearty problem happen though it has different weights. For solving these problems, principal component analysis (PCA) is used because each factor has different weights and the number of variables is smaller than other methods by combining variables. Finally, flood risk assessment considering flood control ability and urban environment risk in former research is predicted.

• The Journal of the Korea Contents Association
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• v.11 no.4
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• pp.27-32
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• 2011

This paper presents a methodology for classifying sleep disturbance using electroencephalogram (EEG) signal at sleep stage 2 and principal component analysis. For extracting initial features, fast Fourier transforms(FFT) were carried out to remove some noise from EEG signal at sleep stage 2. In the second phase, we used principal component analysis to reduction from EEG signal that was removed some noise by FFT to 5 features. In the final phase, 5 features were used as inputs of NEWFM to get performance results. The proposed methodology shows that accuracy rate, specificity rate, and sensitivity were all 100%.

• The Journal of the Acoustical Society of Korea
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• v.25 no.1
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• pp.36-42
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• 2006

A Principal component analysis (PCA)-based Mel-Frequency Discrete Wavelet Coefficients (MFDWC) feature Parameters for speaker verification system is Presented in this Paper In this method, we used the 1st-eigenvector obtained from PCA to calculate the energy of each node of level that was approximated by. met-scale. This eigenvector satisfies the constraint of general weighting function that the squared sum of each component of weighting function is unity and is considered to represent speaker's characteristic closely because the 1st-eigenvector of each speaker is fairly different from the others. For verification. we used Universal Background Model (UBM) approach that compares claimed speaker s model with UBM on frame-level. We performed experiments to test the effectiveness of PCA-based parameter and found that our Proposed Parameters could obtain improved average Performance of $0.80\%$compared to MFCC. $5.14\%$ to LPCC and 6.69 to existing MFDWC.

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1271-1281
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• 2016

Wins above replacement (WAR) is one of the most widely used statistic among sabermatrics statistics that measure the ability of a batter in baseball. WAR has a great advantage that is to represent the attack power of the player and the base running ability, defensive ability as a single value. In this study, we proposed a hitter ability index using the sabermetrics statistics that can replace WAR based on Korea Baseball Record Data of the last three years (2013-2015). First, we calculated Batter ability index through the arithmetic mean method, the weighted average method, principal component regression and selected the method that had high correlation with WAR.

• Journal of Korea Water Resources Association
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• v.43 no.5
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• pp.471-482
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• 2010

Rainfall events in the hydrologic circulation are closely related with various meteorological factors. Therefore, in this research, correlation relationship was analyzed between sea surface temperature of typical meteorological factor and monthly rainfall on Korean peninsula. The cluster analysis was performed monthly average rainfall data, longitude and latitude observed by rainfall observatory in Korea. Results from cluster analysis using monthly rainfall data in South Korea were divided into 4 regions. The principal components of monthly rainfall data were extracted from rainfall stations separated cluster regions. A correlation analysis was performed with extracted principal components and sea surface temperatures. At the results of correlation analysis, positive correlation coefficients were larger than negative correlation coefficients. In addition, The 3 month of principal components on monthly rainfall predicted by locally weighted polynomial regression using observed data of sea surface temperature where biggest correlation coefficients have. The result of forecasting through the locally weighted polynomial regression was revealed differences in accuracy. But, this methods in the research can be analyzed for forecasting about monthly rainfall data. Therefore, continuous research need through hydrological meteorological factors like a sea surface temperature about forecasting of the rainfall events.

• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.863-874
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• 2017

Wins above replacement (WAR) is the most commonly used statistics of the many sabermetrics that measure baseball players' abilities. The advantage of a WAR is that it enables to compare performances of players even though they have different roles such as pitcher and hitter. However, WAR is difficult to obtain with common records. Thus, in this paper, we have calculated the sabermetrics variable based on Korean professional baseball records for the past three years (2014-2016). Using these variables, we suggest starting pitcher ability index that can replace WAR. Starting pitcher ability index was calculated by means of arithmetic mean, weighted average and principal component regression. Then, compared to the WAR, the most relevant method was selected, which would be useful to identify for the starting pitcher ability.

• The Korean Journal of Financial Management
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• v.15 no.1
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• pp.329-350
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• 1998

이 논문에서는 자산의 수익률과 공통요인이 시간가변적 변동성을 갖는 경우의 APT를 검증하고자 시도하였다. 이를 위하여 1980년 1월부터 1995년 12월까지의 17개업종별 포트폴리오 수익률로부터 주성분분석에 의하여 4개의 공통요인을 추출하였다. (이중 첫 번째 요인은 동일가중 시장수익률과 거의 1에 가까운 상관성을 갖고 있으므로, 추출된 첫 번째 요인 대신에 시장수익률을 사용하였다.) 17개 업종별 포트폴리오에 대한 ARCH모형을 추정한 결과, 12개 포트폴리오의 수익률이 조건부 이분산성을 보이고 있다. 또 네 개의 공통요인 중 시장수익률을 포함한 3개의 요인은 뚜렷한 조건부 이분산성을 보이고 있다. 따라서 요인위험--즉, 공통요인에 대한 개별자산의 민감도$({\beta}_{ij})$--은, 개별자산과 공통요인의 상관계수가 일정하다고 가정하여, ARCH모형에 의해 측정된 자산 및 공통요인의 시간가변 표준편차로부터 계산되었다. 이와 같이 계산된 요인위험에 대하여 어느 정도의 위험프리미엄이 주어지고 있는가는 일반화 적률법(GMM)에 의하여 추정하였다. 그 결과, APT의 추정에 사용된 4개의 공통요인 중 시장수익률을 포함한 3개의 요인에 대하여 유의한 위험프리미엄이 추정되었다.