• Title/Summary/Keyword: 공분산 분석

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Probabilistic reduced K-means cluster analysis (확률적 reduced K-means 군집분석)

  • Lee, Seunghoon;Song, Juwon
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.905-922
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    • 2021
  • Cluster analysis is one of unsupervised learning techniques used for discovering clusters when there is no prior knowledge of group membership. K-means, one of the commonly used cluster analysis techniques, may fail when the number of variables becomes large. In such high-dimensional cases, it is common to perform tandem analysis, K-means cluster analysis after reducing the number of variables using dimension reduction methods. However, there is no guarantee that the reduced dimension reveals the cluster structure properly. Principal component analysis may mask the structure of clusters, especially when there are large variances for variables that are not related to cluster structure. To overcome this, techniques that perform dimension reduction and cluster analysis simultaneously have been suggested. This study proposes probabilistic reduced K-means, the transition of reduced K-means (De Soete and Caroll, 1994) into a probabilistic framework. Simulation shows that the proposed method performs better than tandem clustering or clustering without any dimension reduction. When the number of the variables is larger than the number of samples in each cluster, probabilistic reduced K-means show better formation of clusters than non-probabilistic reduced K-means. In the application to a real data set, it revealed similar or better cluster structure compared to other methods.

An Analysis of Convergence Structural Model on Well-Dying Awareness among Retired Seniors Participating in Sports Activities (체육활동참가 은퇴노인의 웰다잉인식에 대한 융합적 구조모형 분석)

  • Lee, Seung-Hee
    • Journal of Digital Convergence
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    • v.13 no.11
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    • pp.517-528
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    • 2015
  • An analysis of the Convergence structural model on well-dying awareness has been conducted with a sample of 769 retired seniors who are participating in sports activities, and the results are as follows; First, after testing the goodness-of-fit of our structural model on well-dying awareness among retired seniors participating in sports activities, the final model was a good fit with physical care, which is a sub-variable of health promotion behaviors, and physical wellness, which is a sub-variable of wellness, used as covariates. Second, as a result of influence verification, the structural model showed six paths in total: resocialization${\rightarrow}$well-dying awareness, resocialization${\rightarrow}$health promotion behaviors, resocialization${\rightarrow}$wellness, health promotion behaviors${\rightarrow}$wellness, health promotion behaviors${\rightarrow}$well-dying awareness, and wellness${\rightarrow}$well-dying awareness.

Adaptive Sidelobe Blanker for Interference Environment (간섭 환경에 강인한 적응형 부엽차단기)

  • Yang, Eunjung;Han, Iltak;Song, Junho;Lee, Heeyoung;Yeom, Dongjin
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.26 no.3
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    • pp.317-325
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    • 2015
  • In an interference environment, adaptive sidelobe blanking(adaptive SLB: ASB) algorithm effectively cancels the high-duty cycle jammer and blocks the sidelobe signals without the auxiliary antenna. The adaptive SLB for the linearly constrained minimum variance (LCMV) is proposed in this paper. In the proposed scheme, the interference covariance matrix is modified to satisfy the direction constraints of LCMV and the normalized output can be obtained to block sidelobe signals. As the LCMV can be represented as a generalized sidelobe canceller(GSC) form, which is the general framework of various adaptive beamforming(ABF) algorithms, the proposed adaptive SLB can be applied to various ABF methods. The performance of the proposed method is verified through simulation and analysis.

Analysis of Adaptive Side-Lobe Canceller Algorithm for Fully Digital Active Array Radar (완전 디지털 능동배열 레이다의 적응형 부엽제거 알고리즘에 관한 연구)

  • Yang, Woo-Yong;Park, Min-Kyu;Hong, Sung-Won;Kim, Chan-Hong
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.29 no.5
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    • pp.375-382
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    • 2018
  • To eliminate strong jamming signals, a radar acquires a relatively weak target signal by using a side-lobe canceller (SLC) algorithm. This paper presents a novel adaptive SLC algorithm that is applicable to a fully digital active array radar. First, a covariance matrix is obtained from the SLC beam. Then, an adaptive SLC coefficient is extracted after calculating the correlation matrix between the main beam signal and the SLC beam signal. Finally, the target signal is estimated and the jamming signal is removed through the operation with the main beam signal. The application results from simulated radar signals demonstrated that the proposed algorithm is effective in an SLC system. Moreover, we analyzed various considerations and improved systematic usability.

An Investigation on Densification by Modified Weighted Station Approach (가중측점망 조정법의 적용에 관한 연구)

  • Baick, Eun Kee;Lee, Young Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.11 no.4
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    • pp.133-141
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    • 1991
  • The empirical method is used to integration adjustment for the coordinates revision of a national control point but the existing values are not to be changed or changed with small variation by suitable datum selection (for example, fixed points). This paper treats the modified weighted station parameter adjustment by quasi-observations, and the method used only variance elements of existing coordinates which is substituted for all covariance elements. The movement detection of unstable points and the junction adjustment of new networks are successfully executed by the method, in integration of new secondary networks to old-secondary-triangulation points which are in the absence of the original observations in Korea. The investigation results reveal that the accuracy of old-secondary-triangulation points is ${\pm}16^{{\prime}{\prime}}$(${\pm}0.08m$), which results from the densification of test network and the analyses of old survey specifications. and is ${\pm}2.3^{{\prime}{\prime}}$ in fixing of old-secondary-triangulation points.

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Estimation and Performance Analysis of Risk Measures using Copula and Extreme Value Theory (코퓰러과 극단치이론을 이용한 위험척도의 추정 및 성과분석)

  • Yeo, Sung-Chil
    • 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.

Rainfall Prediction of Seoul Area by the State-Vector Model (상태벡터 모형에 의한 서울지역의 강우예측)

  • Chu, Chul
    • Water for future
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    • v.28 no.5
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    • pp.219-233
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    • 1995
  • A non-stationary multivariate model is selected in which the mean and variance of rainfall are not temporally or spatially constant. And the rainfall prediction system is constructed which uses the recursive estimation algorithm, Kalman filter, to estimate system states and parameters of rainfall model simulataneously. The on-line, real-time, multivariate short-term, rainfall prediction for multi-stations and lead-times is carried out through the estimation of non-stationary mean and variance by the storm counter method, the normalized residual covariance and rainfall speed. The results of rainfall prediction system model agree with those generated by non-stationary multivariate model. The longer the lead time is, the larger the root mean square error becomes and the further the model efficiency decreases form 1. Thus, the accuracy of the rainfall prediction decreases as the lead time gets longer. Also it shows that the mean obtained by storm counter method constitutes the most significant part of the rainfall structure.

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Interference Aware Receiver Filtering for Wireless Ad Hoc Networks (무선 애드혹 네트워크에서의 간섭 제어 수신 기법)

  • Shin, Sungpil;Lee, Byungju;Park, Sunho;Shim, Byonghyo
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.3
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    • pp.9-15
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    • 2013
  • Recent works on ad hoc network study have shown that achievable throughput can be made to scale linearly with the number of receive antennas even if the transmitter has only a single antenna. In this paper, we propose a non-parametric linear minimum mean square error (MMSE) receiver for achieving further gain in performance when the channel state information at receiver (CSIR) of interferers is imperfect. The key feature to make our approach effective is to exploit the autocorrelation of the received signal. In fact, by incorporating the desired channel information on top of the observations including interference and noise only, the proposed method achieves large fraction of the optimal MMSE transmission capacity without transmission rate loss. From the SINR analysis as well as transmission capacity simulations in realistic ad hoc network system, we show that the proposed non-parametric linear MMSE receiver brings substantial performance gain over existing multiple receive antenna algorithms.

Uncertainty Analysis of the Eddy-Covariance Turbulent Fluxes Measured over a Heterogeneous Urban Area: A Coordinate Tilt Impact (비균질 도시 지표에서 측정된 에디 공분산 난류 플럭스의 불확실성 분석: 좌표계 편향 영향)

  • Lee, Doo-Il;Lee, Jae-Hyeong;Lee, Sang-Hyun
    • Atmosphere
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    • v.26 no.3
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    • pp.473-482
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    • 2016
  • An accurate determination of turbulent fluxes over an urban area is a challenging task due to its morphological diversity and associated flow complexity. In this study, an eddy covariance (EC) method is applied over a highly heterogeneous urban area in a small city (Gongju), South Korea to investigate the quantitative influence of 'coordinate tilt' in determining the turbulent fluxes of sensible heat, latent heat, momentum, and carbon dioxide mass. Two widely-used coordinate transform methods are adopted and applied to eight directional sections centered on the site to analyze a 1-year period EC measurement obtained from the urban site: double rotation (DR) and planar fit (PF) transform. The results show that mean streamline planes determined by the PF method are distinguished from the sections, representing morphological heterogeneity of the site. The sectional pitch angles determined by the DR method also compare well with those in the PF method. Both the PF and DR methods show large variabilities in the determined streamline planes at each directional section, implying that flow patterns may form in a complicate way due to the surface heterogeneity. Resulting relative differences of the turbulent fluxes, defined by $(F_{DR}-F_{PF})/F_{DR}$, are found on average +13% in sensible heat flux, +21% in latent heat flux, +37% in momentum flux, and +26% in carbon dioxide mass flux, which are larger values than those reported previously for fairly homogeneous natural sites. The fractional differences depend significantly on wind direction, showing larger differences in northerly winds at the measurement site. It is also found that the relative fractional differences are negatively correlated with the mean wind speed at both stable/unstable atmospheric conditions. These results imply that EC turbulent fluxes determined over heterogeneous urban areas should be carefully interpreted with considering the uncertainty due to 'coordinate tilt' effect in their applications.

A Comparative Study on Players' Satisfaction, Trust toward Game Publishers, and Roles of Community in Korean and Japanese Online Game markets (한국과 일본 온라인 게이머의 게임 만족도, 신뢰도, 온라인 게임커뮤니티 인식에 관한 실증적 비교연구: 멀티그룹 공분산 구조분석을 중심으로)

  • Um, Myoung-Yong;Kim, Tae-Ung
    • Asia pacific journal of information systems
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    • v.16 no.1
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    • pp.103-125
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    • 2006
  • Online game business has emerged as the most lucrative entertainment industry, with over 10 million players in South Korea and over 30million in Japan in 2005. While the interactive entertainment market continues to expand, with many new online game publishers entering the market, relatively little theory has been developed about which factors influence online gamers' behavioral intentions (i.e., loyalty, satisfaction, words of mouth, etc.) in this area. The purpose of this research is to investigate the relationships among the gamers' satisfaction, trust toward game publishers, the role of online game community, social reputation, and the managerial support of game publishers. We also examine the differences between Korean and Japanese gamers concerning the relationships of these key success factors. The structural model is tested with the data from entire data samples (i.e., Korean and Japanese gamers pooled together) and each of the sub-samples (i.e., Korean and Japanese gamers taken separately). Properties of the causal paths, including standardized path coefficients, the significance of difference, and variance explained for Trust and Satisfaction in the hypothesized model, are presented. Following the model test, we conduct a test of the differences in path coefficients between Korean and Japanese gamers. Statistical results show that, compared to Japanese gamers, Korean gamers had a greater salient effect on Social Reputation in determining. Trust, in addition to placing a greater emphasis on Support of Game Publishers in determining Social Reputation. Other interesting results concerning game Publishers' strategy are also presented.