• Title/Summary/Keyword: 공분산 분석

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Development of Time Varying Kalman Smoother for Extracting Fetal ECG using Independent Component Analysis : Preliminary Study (독립요소분석을 이용한 태아심전도 추출을 위한 시변 칼만 평활기의 개발 : 예비연구)

  • Lee, Chung Keun;Kim, Bong Soo;Kwon, Ja Young;Choi, Young Deuk;Song, Kwang Soup;Nam, Ki Chang
    • Journal of the Institute of Electronics and Information Engineers
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    • v.49 no.10
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    • pp.202-208
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    • 2012
  • Fetal heart rate monitoring is important information to assess fetal well-being. Non-invasive fetal ECG (electrocardiography) can be derived from maternal abdominal signal. And various promising signal processing methods have been introduced to extract fetal ECG from mother's composite abdominal signal. However, non-invasive fetal ECG monitoring still has not been widely used in clinical practice due to insufficient reliable measurement and difficulty of signal processing. In application of signal processing method to extract fetal ECG, it might be lower signal to noise ratio due to time varying white Gaussian noise. In this paper, time varying Kalman smoother is proposed to remove white noise in fetal ECG and its feasibility is confirmed. Wiener process was set as Kalman system model and covariance matrix was modified according to white Gaussian noise level. Modified error covariance matrix changed Kalman gain and degree of smoothness. Optimal covariance matrix according to various amplitude in Gaussian white noise was extracted by 5 channel fetal ECG model, and feasibility of proposed method could be confirmed.

Linear programming models using a Dantzig type risk for portfolio optimization (Dantzig 위험을 사용한 포트폴리오 최적화 선형계획법 모형)

  • Ahn, Dayoung;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.229-250
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    • 2022
  • Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

Effects of Job Stress, Fatigue, Burnout, and Job Satisfaction on Turnover Intention among General Hospital Nurses (종합병원 간호사들의 직무스트레스, 피로, 소진 및 직무만족도가 이직의도에 미치는 영향)

  • Lim, Yeon-Hee;Cho, Young-Chae
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.6
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    • pp.264-274
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    • 2018
  • This study constructed a prediction model based on covariance structure to identify the causal relationship between job stress, fatigue, burnout, and job satisfaction on turnover intention in nurses working in general hospitals. The study subjects were 648 nurses at a general hospital in D city. Data collection was surveyed by using self-administered questionnaires structured during the period from November 1, 2016 to December 31, 2016. As a result, the level of turnover intention was significantly higher in the group showing higher job stress, fatigue, and burnout and significantly higher in the group showing lower job satisfaction. The turnover intention of subjects showed a significant positive correlation with job stress, fatigue, and burnout but showed a negative correlation with job satisfaction. As a result of covariance structure analysis, job stress had greater influence on turnover intention than fatigue, burnout, and job satisfaction. Higher job stress, fatigue, and burnout and lower job satisfaction were associated with increased turnover intention. The results of this study show that the turnover intention of general hospital nurses is significantly related to job stress, fatigue, burnout, and job satisfaction. In particular, job stress had a greater effect on turnover than fatigue, burnout, and job satisfaction. Therefore, in order to lower the turnover intention of general hospital nurses, it is necessary to seek ways to mitigate job stress.

Analysis the relationship between Sea Surface Temperature of East Asia and Precipitation in South Korea using Multi-Channel Singular Spectrum Analysis (M-SSA를 이용한 동아시아 해수면 온도와 우리나라 강수량의 변화 상관분석)

  • Kim, Gwang-Seob;Park, Chan-Hee;HwangBo, Jung-Do
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1117-1120
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    • 2009
  • 최근 이상기후와 같은 기후변화로 인한 기온, 강수 등의 변화는 안정적인 수자원 확보에 큰 영향을 미칠 것으로 판단되고 수자원을 필요로 하는 사회 모든 분야에 있어 큰 영향을 끼친다. 특히 농업, 공업, 도시의 용수 공급에 있어 변화는 더욱 심해질 것으로 판단되며 기후변화로 인한 기온, 강수 등의 변화의 정확한 분석이 필요로 한다. 따라서 본 연구에서는 동아시아 해수면 온도와 우리나라 강수량에 대한 MSSA (Multi-channel Singular Spectrum Analysis)를 실시함으로 두 시계열 사이에 공통적으로 나타나는 변화, 즉 특정 상관 주기 변동을 분석함으로 두 변수 사이에 변화 상관 분석을 실시하였다. 우리나라 강수량 자료로는 현재 기상청에서 운영 중인 지상 기상관측소 76개소 중 가용관측소 61개소 자료에 대하여 1973년 1월부터 2008년 12월까지의 자료를 수집하여 월 평균값을 사용하였고 동아시아 해수면 온도 자료로는 한반도 근해 해수면 온도 변화, 남중국해 해수면 온도 변화, 인도양 해수면 온도 변화, 적도 해수면 온도 변화 등을 선택하여 관측시점부터 2008년 12월까지 자료를 수집하여 사용하였다. 분석 자료에 대해 선형 회귀분석을 통한 선형추세 제거와 정규화한 자료를 사용하여 각각의 지수에 대해 MSSA 분석을 실시하였다. 이때 window length는 Vautard 등(1992)이 제시한 N/5$^{\sim}$N/3의 값인 108의 값을 사용하였고 이때 각각의 고유치는 전체 공분산에 대한 각 요소의 비율을 설명한다. 상관분석 결과는 각 지수와 강수자료 사이에 높은 상관성을 가지는 장단주기 변화가 존재함을 보여주었다. 그럼에도 불구하고 우리나라 월강수자료의 전체 변화는 계절변화를 제외하고도 장단 주기를 가지는 시간변화가 자료 전체 변화의 절반에 해당하며 장주기 변화가 나타내는 부분이 미미하다. 이는 계절 주기를 제외한 자료들 사이의 상관변화가 설명할 수 있는 부분이 미미 하며 여러 기상지수들과 국내 강수량사이의 MSSA 분석을 통하여 제시 할 수 있는 변화의 정량적 정도가 매우 제한됨을 보여준다. 그럼에도 불구하고 이러한 접근을 통하여 강수 변화의 불확실성을 줄여나가는 노력이 필요하다고 하겠다.

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The Effects of Servicescapes of the Korean Restaurants on Perceived Value and Customer Satisfaction (한식당의 서비스스케이프가 지각된 가치 및 고객만족에 미치는 영향)

  • Seo, Dong-Hwan;Yoo, Young-Jin
    • The Journal of the Korea Contents Association
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    • v.17 no.2
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    • pp.183-197
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    • 2017
  • The purpose of this study is to examine the effects of servicescapes of the Korean restaurants on perceived value and customer satisfaction. Collected data were analyzed by frequency analysis, confirmatory factor analysis, reliability analysis, correlation analysis and covariance structure analysis using SPSS 22.0 and AMOS 22.0 programs. The results of this study are as follows: First, among factors of servicescape, space, aesthetics, cleanliness, convenience and comfort had a significant influence on perceived value. Second, among factors of servicescape, aesthetics, cleanliness and comfort had a significant influence on customer satisfaction. Third, perceived value had a significant influence on customer satisfaction. Finally, the conclusion section suggested strategic implications to induce perceived value and customer satisfaction based on the findings.

Changes and Improvements of the Standardized Eddy Covariance Data Processing in KoFlux (표준화된 KoFlux 에디 공분산 자료 처리 방법의 변화와 개선)

  • Kang, Minseok;Kim, Joon;Lee, Seung-Hoon;Kim, Jongho;Chun, Jung-Hwa;Cho, Sungsik
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.20 no.1
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    • pp.5-17
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    • 2018
  • The standardized eddy covariance flux data processing in KoFlux has been updated, and its database has been amended accordingly. KoFlux data users have not been informed properly regarding these changes and the likely impacts on their analyses. In this paper, we have documented how the current structure of data processing in KoFlux has been established through the changes and improvements to ensure transparency, reliability and usability of the KoFlux database. Due to increasing diversity and complexity of flux site instrumentation and organization, we have re-implemented the previously ignored or simplified procedures in data processing (e.g., frequency response correction, stationarity test), and added new methods for $CH_4$ flux gap-filling and $CO_2$ flux correction and partitioning. To evaluate the effects of the changes, we processed the data measured at a flat and homogeneous paddy field (i.e., HPK) and a deciduous forest in complex and heterogeneous topography (i.e., GDK), and quantified the differences. Based on the results from our overall assessment, it is confirmed that (1) the frequency response correction (HPK: 11~18% of biases for annually integrated values, GDK: 6~10%) and the stationarity test (HPK: 4~19% of biases for annually integrated values, GDK: 9~23%) are important for quality control and (2) the minimization of the missing data and the choice of the appropriate driver (rather than the choice of the gap-filling method) are important to reduce the uncertainty in gap-filled fluxes. These results suggest the future directions for the data processing technology development to ensure the continuity of the long-term KoFlux database.

A Study on Core-Self Evaluation, Service Recovery Performance, Job Satisfaction and Turnover Intention among Hotel Frontline Staff (호텔 접객 직원의 핵심자기평가, 서비스 회복 행동, 직장만족, 이직의도에 관한 연구)

  • Choi, Hyun-Jung
    • Culinary science and hospitality research
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    • v.18 no.2
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    • pp.118-133
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    • 2012
  • The purpose of this study is to investigate the relationships of core-self evaluation, service recovery performance, job satisfaction and turnover intention among frontline staff in the Korean hotel industry. In order to examine the proposed hypotheses, descriptive statistics analysis, frequency analysis, confirmatory factor analysis, reliability analysis, correlation analysis and covariance structure analysis were undertaken using SPSS(10.0) and AMOS(4.0) to explore the relationships among variables. The results showed that core-self evaluation had a significantly positive effect on service recovery performance. In addition, service recovery performance had a significantly positive effect on job satisfaction, while there was no evidence of relationship between service recovery performance and turnover intention. Job satisfaction was explored to have a significant negative effect on turnover intention.

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The Effect of Take-Out Food Selection Attributes of Korean Restaurant on Trust and Customer Satisfaction -Focused on Daegu·Gyeongbuk Area- (한식당의 테이크아웃 음식 선택속성이 신뢰와 고객만족에 미치는 영향 -대구·경북지역을 중심으로-)

  • Kim, Kyoung-Hwan;Yoo, Young-Jin
    • The Journal of the Korea Contents Association
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    • v.18 no.9
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    • pp.320-334
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    • 2018
  • The purpose of this study is to examine the effect of take-out food selection attributes of Korean restaurant on trust and customer satisfaction and to analyse the mediating effects of trust. Collected data were statistically analyzed by frequency analysis, factor analysis, reliability analysis, correlation analysis and covariance structure analysis using SPSS 22.0 and AMOS 22.0. The results of this study are as follows: First, selection attributes consists of safety, convenience, quality of food and economics. Among selection attributes, safety, convenience, quality of food and economics had a significant influence on trust. Second, among selection attributes, safety, convenience, quality of food and economics had a significant influence on customer satisfaction. Third, trust had a significant influence on customer satisfaction. Fourth, trust had a mediating effect between selection attributes and customer satisfaction. The conclusion section suggested strategic implications to induce selection attributes, trust and customer satisfaction based on the findings.

Development of a Mobile Platform to Support Self-Regulated Learning (자기조절학습을 지원하는 모바일 연동 학습관리시스템 개발연구)

  • Chung, Ae-Kyung
    • The Journal of Korean Association of Computer Education
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    • v.12 no.4
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    • pp.23-34
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    • 2009
  • The main purpose of this study was to develop a mobile platform that supported college students to become self-regulated learners, and to examine its effects on students' academic achievement and self-regulated learning abilities. For this purpose, a mobile platform was designed and developed through the steps of systems approach. All the sub-steps were monitored and pilot-tested. The mobile platform incorporated a number of features designed specifically for the self-regulation components, with the intention of enhancing students' academic achievement and self-regulated learning abilities. Finally, research results suggested that students were taking advantage of the mobile platform that supported students' self-regulated learning. There were statically significant differences in academic achievement according to the type of mobile platform, F(1,133)=1767.202, P<.001

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Proposing Shape Alignment for an Improved Active Shape Model (ASM의 성능향상을 위한 형태 정렬 방식 제안)

  • Hahn, Hee-Il
    • Journal of Korea Multimedia Society
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    • v.15 no.1
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    • pp.63-70
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    • 2012
  • In this paper an extension to an original active shape model(ASM) for facial feature extraction is presented. The original ASM suffers from poor shape alignment by aligning the shape model to a new instant of the object in a given image using a simple similarity transformation. It exploits only informations such as scale, rotation and shift in horizontal and vertical directions, which does not cope effectively with the complex pose variation. To solve the problem, new shape alignment with 6 degrees of freedom is derived, which corresponds to an affine transformation. Another extension is to speed up the calculation of the Mahalanobis distance for 2-D profiles by trimming the profile covariance matrices. Extensive experiment is conducted with several images of varying poses to check the performance of the proposed method to segment the human faces.