• Title/Summary/Keyword: 탈경향변동분석

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Detrended Fluctuation Analysis on Sleep EEG of Healthy Subjects (정상인 수면 뇌파 탈경향변동분석)

  • Shin, Hong-Beom;Jeong, Do-Un;Kim, Eui-Joong
    • Sleep Medicine and Psychophysiology
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    • v.14 no.1
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    • pp.42-48
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    • 2007
  • Introduction: Detrended fluctuation analysis (DFA) is used as a way of studying nonlinearity of EEG. In this study, DFA is applied on sleep EEG of normal subjects to look into its nonlinearity in terms of EEG channels and sleep stages. Method: Twelve healthy young subjects (age:$23.8{\pm}2.5$ years old, male:female=7:5) have undergone nocturnal polysomnography (nPSG). EEG from nPSG was classified in terms of its channels and sleep stages and was analyzed by DFA. Scaling exponents (SEs) yielded by DFA were compared using linear mixed model analysis. Results: Scaling exponents (SEs) of sleep EEG were distributed around 1 showing long term temporal correlation and self-similarity. SE of C3 channel was bigger than that of O1 channel. As sleep stage progressed from stage 1 to slow wave sleep, SE increased accordingly. SE of stage REM sleep did not show significant difference when compared with that of stage 1 sleep. Conclusion: SEs of Normal sleep EEG showed nonlinear characteristic with scale-free fluctuation, long-range temporal correlation, self-similarity and self-organized criticality. SE from DFA differentiated sleep stages and EEG channels. It can be a useful tool in the research with sleep EEG.

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Application of Detrended Fluctuation Analysis of Electroencephalography during Sleep Onset Period (수면발생과정의 뇌파를 대상으로한 탈경향변동분석의 적용)

  • Park, Doo-Heum;Shin, Chul-Jin
    • Korean Journal of Biological Psychiatry
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    • v.19 no.1
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    • pp.65-69
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    • 2012
  • Objectives : Much is still unknown about the neurophysiological mechanisms or dynamics of the sleep onset process. Detrended fluctuation analysis (DFA) is a new tool for the analysis of electroencephalography (EEG) that may give us additional information about electrophysiological changes. The purpose of this study is to analyze long-range correlations of electroencephalographic signals by DFA and their changes in the sleep onset process. Methods : Thirty channel EEG was recorded in 61 healthy subjects (male:female=34:27, age=$27.2{\pm}3.0$ years). The scaling exponents, alpha, were calculated by DFA and compared between four kinds of 30s sleep-wakefulness states such as wakefulness, transition period, early sleep, and late sleep (stage 1). These four states were selected by the distribution of alpha and theta waves in O1 and O2 electrodes. Results : The scaling exponents, alpha, were significantly different in the four states during sleep onset periods, and also varied with the thirty leads. The interaction between the sleep states and the leads was significant. The means (${\pm}$ standard deviation) of alphas for the states were 0.94 (${\pm}0.12$), 0.98 (${\pm}0.12$), 1.10 (${\pm}0.10$), 1.07 (${\pm}0.07$) in the wakefulness, transitional period, early sleep and late sleep state respectively. The mean alpha of anterior fifteen leads was greater than that of posterior fifteen leads, and the two regions showed the different pattern of changes of the alpha during the sleep onset periods. Conclusions : The characteristic findings in the sleep onset period were the increasing pattern of scaling exponent of DFA, and the pattern was slightly but significantly different between fronto-temporal and parieto-occipital regions. It suggests that the long-range correlations of EEG have a tendency of increasing from wakefulness to early sleep, but anterior and posterior brain regions have different dynamical process. DFA, one of the nonlinear analytical methods for time series, may be a useful tool for the investigation of the sleep onset period.

Severity of Obstructive Sleep Apnea and Heart Rate Variability : Detrended Fluctuation Analysis (폐쇄성 수면 무호흡증의 심각도와 심박동 변이율 : 탈경향변동분석)

  • Ju, Gawon;Shin, Chul-Jin;Park, Doo-Heum
    • Korean Journal of Biological Psychiatry
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    • v.16 no.2
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    • pp.69-75
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    • 2009
  • Objectives : The detrended fluctuation analysis is one of the nonlinear methods for the investigation of biological time series. It quantifies the fractal scaling properties and is known to be useful in the evaluation of long-range correlations in time series. The heart rate variability(HRV) of obstructive sleep apnea syndrome (OSAS) patients during nighttime was analyzed by detrended fluctuation analysis to assess its relationship with the severity of the symptoms. Methods : Fifty nine untreated male OSAS patients with moderate to severe symptoms(mean age=45.4${\pm}$11.7 years, apnea-hypopnea index, AHI${\geq}$15) underwent nocturnal polysomnography. Moderate(AHI=15-30, N=22) and severe(AHI>30, N=37) OSAS patients were compared for the indices derived from detrended fluctuation analysis and frequency domain analysis of HRV. Results : In the detrended fluctuation analysis, the alpha values were 0.75${\pm}$0.11 and 0.82${\pm}$0.07 for the severe and the moderate OSAS groups respectively. The difference was significant(p<.01). The alpha value had negative correlation with AHI(r=-.425, p=.001). Negative correlation coefficients were also found in the relationships between the alpha values and very low frequency(VLF)(r=-.425, p=.001), low frequency(LF)(r=-.633, p= <.001) and the LF/HF ratio(r=-.305, p=.019) respectively. LF/HF ratio(p=.005) was higher in the severe OSAS group compared to that of the moderate OSAS group. Conclusion : In this study, the detrended fluctuation analysis showed the significant difference between the two OSAS groups classified according to their severity of symptoms. The scaling exponent showed the negative correlation with AHI and indicies of frequency domain analysis. This result suggests that detrended fluctuation analysis can be helpful to estimate the severity of OSAS.

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Linear/Non-Linear Tools and Their Applications to Sleep EEG : Spectral, Detrended Fluctuation, and Synchrony Analyses (컴퓨터를 이용한 수면 뇌파 분석 : 스펙트럼, 비경향 변동, 동기화 분석 예시)

  • Kim, Jong-Won
    • Sleep Medicine and Psychophysiology
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    • v.15 no.1
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    • pp.5-11
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    • 2008
  • Sleep is an essential process maintaining the life cycle of the human. In parallel with physiological, cognitive, subjective, and behavioral changes that take place during the sleep, there are remarkable changes in the electroencephalogram (EEG) that reflect the underlying electro-physiological activity of the brain. However, analyzing EEG and relating the results to clinical observations is often very hard due to the complexity and a huge data amount. In this article, I introduce several linear and non-linear tools, developed to analyze a huge time series data in many scientific researches, and apply them to EEG to characterize various sleep states. In particular, the spectral analysis, detrended fluctuation analysis (DFA), and synchrony analysis are administered to EEG recorded during nocturnal polysomnography (NPSG) processes and daytime multiple sleep latency tests (MSLT). I report that 1) sleep stages could be differentiated by the spectral analysis and the DFA ; 2) the gradual transition from Wake to Sleep during the sleep onset could be illustrated by the spectral analysis and the DFA ; 3) electrophysiological properties of narcolepsy could be characterized by the DFA ; 4) hypnic jerks (sleep starts) could be quantified by the synchrony analysis.

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Detrended Fluctuation Analysis of Sleep Electroencephalogram between Obstructive Sleep Apnea Syndrome and Normal Children (소아기 수면무호흡증 환자와 정상 대조군 수면 뇌파의 탈경향변동분석)

  • Kim, Eui-Joong;Ahn, Young-Min;Shin, Hong-Beom;Kim, Jong-Won
    • Sleep Medicine and Psychophysiology
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    • v.17 no.1
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    • pp.41-49
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    • 2010
  • Unlike the case of adult obstructive sleep apnea syndrome (OSAS), there was no consistent finding on the changes of sleep architecture in childhood OSAS. Further understanding of the sleep electroencephalogram (EEG) should be needed. Non-linear analysis of EEG is particularly useful in giving us a new perspective and in understanding the brain system. The objective of the current study is to compare the sleep architecture and the scaling exponent (${\alpha}$) from detrended fluctuation analysis (DFA) on sleep EEG between OSAS and normal children. Fifteen normal children (8 boys/7 girls, 6.0${\pm}4.3$2.2 years old) and twelve OSAS children (10 boys/2 girls, 6.4${\pm}4.3$3.4 years old) were studied with polysomnography (PSG). Sleep-related variables and OSAS severity indices were obtained. Scaling exponent of DFA were calculated from the EEG channels (C3/A2, C4/A1, O1/A2, and O2/A1), and compared between normal and OSAS children. No difference in sleep architecture was found between OSAS and normal controls except stage 1 sleep (%) and REM sleep latency (min). Stage 1 sleep (%) was significantly higher and REM latency was longer in OSAS group (9.3${\pm}4.3$4.3%, 181.5${\pm}4.3$59.9 min) than in controls (5.6${\pm}4.3$2.8%, 133.5${\pm}4.3$42.0 min). Scaling exponent (${\alpha}$) showed that sleep EEG of OSAS children also followed the 'longrange temporal correlation' characteristics. Value of ${\alpha}$ increased as sleep stages increased from stage 1 to stage 4. Value of ${\alpha}$ from C3/A2, C4/A1, O1/A2, O2/A1 were significantly lower in OSAS than in control (1.36${\pm}4.3$0.05 vs. 1.41${\pm}4.3$0.04, 1.37${\pm}4.3$0.04 vs. 1.41${\pm}4.3$0.04, 1.37${\pm}4.3$0.05 vs. 1.41${\pm}4.3$0.05, and 1.36${\pm}4.3$0.07 vs. 1.41${\pm}4.3$0.05, p<0.05). Higher stage 1 sleep (%) in OSAS children was consistent finding with OSAS adults. Lower $'{\alpha}'$ in OSAS children suggests decrease of self-organized criticality or the decreased piling-up energy of brain system during sleep in OSAS children.

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패널자료(資料)를 이용한 자본구조(資本構造) 결정요인(決定要因)의 추정(推定)

  • Kim, Hae-Jin;Lee, Hae-Yeong
    • The Korean Journal of Financial Management
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    • v.12 no.1
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    • pp.33-56
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    • 1995
  • 본(本) 연구(硏究)는 자본구조이론과 전통적 연구에서 제시된 변수를 통합하고 횡단면(橫斷面) 요인(要因)과 시계열(時系列) 요인(要因)을 결합하여 우리나라의 자본구조결정 요인을 식별할 수 있는 이론적(理論的) 모형(模型)을 제시하여, 또한 제시된 모형을 한국증권시장(韓國證券市場)의 자료(資料)를 이용하여 실증적(實證的)으로 분석(分析)하였다. 그리고 실증적 분석에는 횡단면(橫斷面) 자료(資料)와 시계열(時系列) 자료(資料)를 결합하는 패널자료추정법(資料推定法)을 사용하였다. 본(本) 연구(硏究)에서 제시된 자본구조이론(資本構造理論)과 관련된 결정 요인으로는 기업(企業)의 성장기(成長機)을, 내부주주(內部株主)의 지분율(持分率) 그리고 내부주주수(內部株主數)의 비율 등을, 전통적 횡단면 요인으로는 경영위험(經營危險), 자산구성(資産構成), 수익성(收益性), 기업규모(企業規模) 등을, 그리고 전통적 시계열 요인으로는 법인세율(法人稅率)과 물가수준(物價水準) 등을 제시하였다. 본(本) 연구(硏究)에서 다루는 실증분석기간은 1981년 1월부터 1990년 12월까지의 10년간이었으며, 추출된 표본기업(標本企業)의 수(數)는 104개사이다. 실증적 분석결과, 본(本) 연구(硏究)에서 제시된 설명변수들이 자본구조(資本構造)의 변동(變動)을 49.91%정도 설명하고 있으며 설명변수 중 기업(企業)의 성장기회(成長機會), 내부주주(內部株主)의 지분을, 경영위험(經營危險), 수익성(收益性), 기업규모(企業規模), 물가수준(物價水準) 등은 자본구조의 결정 요인으로 통계적인 의미를 갖는 변수로 밝혀졌으며 회귀계수(回歸係數)의 부호도 기대하였던 바와 일치하고 있다. 질산으로 처리된 것이 컸고 0.75 M과 1.0 M의 질산을 사용했을 때는 작음이 확인되었다. 이상의 실험결과들로부터 친수성인 $NH_4Y$형 제올라이트를 소수성의 것으로 변환시키기 위한 수증기의 온도는 $500^{\circ}C$$600^{\circ}C$가, 그리고 질산의 농도는 0.5 M이 적합한 것으로 결론지을 수 있고, 이와 같은 결론은 BET비표면적과 TPV값과 같은 경향을 보인 벤젠과 톨루엔의 흡착용량측정결과로 입증되었다. 탈알루미늄된 제올라이트들의 수분에 대한 Si/Al비와 흡착용량은 각각 높은 농도의 질산으로 처리된 것일수록 증가하고 감소하여 소수성이 증가함을 나타내었다.(不適合性)이 나타났다. 본 연구는 기존의 기대수익률(期待收益率) 위주의 요일효과(曜日效果) 분석에서 주식수익률(株式收益率)의 분산(分散) 즉, 변동성(變動性)에 촛점을 두어 분석하였으며, 이는 투자자의 정확한 위험측정(危險測定)수단의 제공이라는 면에서 의의(意義)가 있을 것으로 생각된다.據金) 운용(運用)에 관한 정책수립시(政策樹立時) 금융선진국(金融先進國)의 증거금(證據金) 정책운용(政策運用)을 통한 시장관리(市場管理) 경험(經驗)을 어느 정도 참고할 수 있음을 시사한다고 할 것이다. 한다. 실증분석결과는 본문의 <표 1>에 제시되어 있으며 그 내용을 간략하게 요약하면 다음과 같다. (A) 실증분석모형 : 본 연구에서는 다기간 자산가격결정모형중에서 대표적인 Lucas (1978)모형을 직접 사용한다. $$1={\beta}\;E_t[\frac{U'(C_{t+1})\;P_t\;s_{t+1}}{U'(C_t)

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