• Title/Summary/Keyword: 다변량통계기법

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Development of Statistical System for Checking Multivariate Normality and Outliers (다변량 정규성과 이상치 검정을 위한 통계 시스템 개발)

  • 최용석;김종건;강명래
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.223-231
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    • 2001
  • 다변량분석 기법을 위해서는 자료가 정규성(normality)가정을 만족해야한다. 본 연구에서는 GUI환경에서 일변량 및 다변량자료의 정규성검정, 이상치제거 및 변수변환을 하는 시스템을 Visual Basic 언어로서 구축하여 사용자들이 보다 편리하게 사용할 수 있음을 소개 하고자 한다.

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A Comparison of Multivariate R-Techniques in SAS, SPSS, Minitab and S-plus (SAS, SPSS, MINITAB, 5-PLUS에서 다변량 R-기법의 비교)

  • 최용석;문희정
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.153-164
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    • 2004
  • In this study, we compare multivariate R-techniques in the up-to-date versions of SAS, SPSS, Minitab and S-plus. The direct input method by typing in command is considered for SAS, while the menu-driven method is considered for SPSS, Minitab and S-plus. Comparison was made in terms of input data format, input option, charts and outputs.

The System for Checking Multivariate Normality and Outliers

  • 강명래;최용석
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.253-255
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    • 2000
  • 다변량분석 기법을 사용하기 위해서는 자료가 정규성(normality)가정을 만족해야한다. 본 연구에서는 GUI(graphic user interface)환경 하에서 일변량(univariate)과 다변량자료(multivariate data)의 정규성검정, 이상치(outliers)제거 및 변수변환(variable transformation)을 지원하는 시스템을 구축하여 사용자들이 보다 편리하게 사용할 수 있음을 소개 하고자 한다.

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A simulation study on projection pursuit discriminant analysis (투사지향방법에 의한 판별분석의 모의실험분석)

  • 안윤기;이성석
    • The Korean Journal of Applied Statistics
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    • v.5 no.1
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    • pp.103-111
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    • 1992
  • The projection pursuit method has been gussested as a technique for the analysis of the multivariate data. This method seeks out interesting linear projections of the multivariate data onto a line of a plane to solve the curse or dimensionality. In this paper we developed the discriminant analysis by using the projection method and simulations were used for comparison between this and other existing discriminant analysis methods.

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Microsoft Excel의 Macro와 VBA를 이용한 다변량자료분석 시스템 개발

  • Han, Sang-Tae;Gang, Hyeon-Cheol;Lee, Seong-Geon;Han, Jeong-Hun
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.243-248
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    • 2002
  • 최근 다변량자료분석과 관련하여 이를 시스템으로 구현하려는 연구가 다양한 각도로 이루어지고 있다. 이러한 연구들의 공통적인 특징은 일반 사용자들에게 고급 통계분석기법을 편리하게 활용할 수 있도록 GUI(Graphical User Interface) 환경의 시스템을 제공해 준 것이다. 이런 연구의 연장선상에서 본 연구에서는 다변량자료분석 시스템을 구현하는데 있어 사회 각 분야에서 가장 널리 활용되고 있는 사무용 프로그램인 마이크로소프트(Microsoft) Excel을 활용하여 일반 사용자들도 다변량분석을 쉽게 활용할 수 있도록 대화식 시스템을 개발하였다.

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Use of Multivariate Statistical Approaches for Decoding Chemical Evolution of Groundwater near Underground Storage Caverns (다변량통계기법을 이용한 지하저장시설 주변의 지하수질 변동에 관한 연구)

  • Lee, Jeonghoon
    • Journal of the Korean earth science society
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    • v.35 no.4
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    • pp.225-236
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    • 2014
  • Multivariate statistical analyses have been extensively applied to hydrochemical measurements to analyze and interpret the data. This study examines anthropogenic factors obtained from applications of correspondence analysis (CA) and principal component analysis (PCA) to a hydrogeochemical data set. The goal was to synthesize the hydrogeochemical information using these multivariate statistical techniques by incorporating hydrogeochemical speciation results calculated by the program, commonly used, WATEQ4F included in the NETPATH. The selected case study was LPG underground storage caverns, which is located in the southeastern Korea. The highly alkaline groundwaters at this study area are an analogue for the repository system. High pH, speciation of Al and possible precipitation of calcite characterize these groundwaters. Available groundwater quality monitoring data were used to confirm these statistical models. The present study focused on understanding the hydrogeochemical attributes and establishing the changes of phase when two anthropogenic effects (i.e., disinfection activity and cement pore water) in the study area have been introduced. Comparisons made between two statistical results presented and the findings of previous investigations highlight the descriptive capabilities of PCA using calculated saturation index and CA as exploratory tools in hydrogeochemical research.

Multivariate Volatility Analysis via Canonical Correlations for Financial Time Series (정준상관분석을 통한 다변량 금융시계열의 변동성 분석)

  • Lee, Seung Yeon;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1139-1149
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    • 2014
  • Multivariate volatility is summarized through canonical correlation analysis (CCA). Along with the standard CCA, non-negative and sparse canonical correlation analysis (NSCCA) is introduced to make sure that volatility coefficients are non-negative and the number of coefficients in the volatility CCA is as small as possible. Various multivariate financial time series are analyzed to illustrate the main contribution of the paper.

A Development of Multivariate Analysis System by Using Excel (EXCEL을 이용한 다변량자료분석 시스템 개발)

  • 한상태;강현철;한정훈
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.165-172
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    • 2004
  • Recently, there have been several studies to develop the multivariate data analysis system which can be readily used. The common characteristic of these studies is to develop the GUI system to which advanced statistical methods can be conveniently applied. In an extension of these studies, this study aims to supply users in various fields an interactive system with the convenience of the environment of GUI, which is constructed with the Excel macro and VBA, to apply multivariate data analysis methods easily. This system provides a graphic-oriented and menu-centered user interface in the Microsoft Excel which is widely used spreadsheet and analysis program.

Completion of the Missing Rainfall Data by a Multi-regression method (다중회귀분석을 이용한 강우량 결측치 보정)

  • Lee, Myoung-Woo;Lee, Bong-Hee;Kim, Hung-Soo;Shim, Myung-Pil
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.775-779
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    • 2006
  • 강우자료의 구축은 수문해석에 있어 가장 기본적이며 중요한 단계라 할 수 있다. 하지만 수문 관측 자료의 경우 결측치가 존재하여 그에 대한 보정이 필요한 경우가 종종 발생하게 된다. 따라서 수문자료의 분석을 수행하기에 앞서 우선 자료에 대한 검정을 실시하고, 결측치가 존재할 경우는 이를 보정하여 분석을 수행하여야 한다. 본 연구에서는 다변량통계기법의 하나인 다중회귀분석을 이용하여 강우 결측치를 보정하였다. 본 연구에서는 다중공선성과 자기상관에 대하여 고려한 다중회귀모형을 구성하였다. 모형의 구성시 모든 결측지점에 적용이 가능하지 않아 일반성이 떨어짐을 확인 할 수 있었지만, 모형이 구성될 경우 통계적 적합도와 유의수준을 확인 할 수 있는 장점이 있었으며, 다중회귀모형이 구성되는 경우 좋은 보정 결과를 주는 것을 확인 할 수 있었다.

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Application of Multivariate Statistical Analysis Technique in Landfill Investigation (매립물 특성 조사를 위한 다변량 통계분석 기법의 응용)

  • Kwon, Byung-Doo;Kim, Cha-Soup
    • Journal of the Korean earth science society
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    • v.18 no.6
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    • pp.515-521
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    • 1997
  • To investigate the nature of the waste materials in the Nanjido Landfill, we have conducted multivariate statistical analysis of geophysical data set comprised of magnetic, gravity, LandSat TM thermal band and surface depression measurement data. Because these data sets show different responses to the depth, we have transformed the observed total field magnetic data and gravity data to the residual reduced-to-pole(RTP) magnetic anomalies and the three dimensional density anomalies, respectively, and utilized the informations about the upper shallow part of the landfills only in the following process. For the statistical analysis at the points of depression measurement, the magnetic, density and LandSat data values at these points are determined by interpolation process. Since the multivarite statistical analysis technique utilizes a clustering algorithm for classification of data set and we have measured the dissimilarity between objects by using Euclidean distance, standardization was applied prior to distance calculation in order to eliminate any scaling effects due to different measurement unit of each data set. The hierarchial grouping technique was used to construct the dendrogram. The optimum number of statistical groups(clusters), which are classified on the basis of geophysical and geotechnical characteristics, appeared to be six on the resulting dendrogram. The result of this study suggests that the dimension and nature of the multicomponent waste landfills can be identified by application of the multivarite statistical analysis technique to integrated geophysical data sets.

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