• Title/Summary/Keyword: Categorical Variables

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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

A Study of Oral Health Impact Profile 14 among the Elderly in Rural Area (일부 농촌노인들의 구강건강영향지수(Oral Health Impact Profile)14 평가)

  • Lee, Ga-Ryoung
    • Journal of dental hygiene science
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    • v.10 no.2
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    • pp.109-116
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    • 2010
  • Objective: The purpose of this study was oral health related quality of life among elderly population in some rural area, Korea. Methods: 546 participants (male 196, female 350) aged more than 65 years (mean $71.4{\pm}4.6\;years$) were surveyed cross-sectionally. All the subjects were examined short-form of Oral Health Impact Profile (OHIP-14) by face to face interview. Categorical responses of strata-adjusted Wilcoxon correlation and Kruskal-Willis test and multiple regression analysis after adjusting for socio-demographic variables were adapted for statistical analysis. Results: 1. As for sub-factors of the quality of living related to oral health, the drop in social ability was 4.61, the drop in mental ability 4.53, the drop in physical ability 3.99, mental inconvenience 3.98, social disadvantages 3.82, physical pains 3.77, and functional division 3.44, on the average. 2. As for the quality of living related to oral health, there were statistically significant differences in functional restrictions by gender, the educational level, and the presence of occupation, in physical pains by gender, the educational level, family members living together. mental inconvenience by gender, the educational level, the presence of occupation. and in the drop in physical ability by gender, the educational level, monthly incomes. There were statistically significant differences in the drop in physical ability by gender, the educational level. in the drop in social ability by the educational level, the presence of occupation, monthly income. and in social inconvenience by age, the presence of occupation, monthly income. 3. There were statistically significant differences in the general quality of living related to oral health by gender, the educational level, the presence of occupation.

Methods for Genetic Parameter Estimations of Carcass Weight, Longissimus Muscle Area and Marbling Score in Korean Cattle (한우의 도체중, 배장근단면적 및 근내지방도의 유전모수 추정방법)

  • Lee, D.H.
    • Journal of Animal Science and Technology
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    • v.46 no.4
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    • pp.509-516
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    • 2004
  • This study is to investigate the amount of biased estimates for heritability and genetic correlation according to data structure on marbling scores in Korean cattle. Breeding population with 5 generations were simulated by way of selection for carcass weight, Longissimus muscle area and latent values of marbling scores and random mating. Latent variables of marbling scores were categorized into five by the thresholds of 0, I, 2, and 3 SD(DSI) or seven by the thresholds of -2, -1, 0,1I, 2, and 3 SD(DS2). Variance components and genetic pararneters(Heritabilities and Genetic correlations) were estimated by restricted maximum likelihood on multivariate linear mixed animal models and by Gibbs sampling algorithms on multivariate threshold mixed animal models in DS1 and DS2. Simulation was performed for 10 replicates and averages and empirical standard deviation were calculated. Using REML, heritabilitis of marbling score were under-estimated as 0.315 and 0.462 on DS1 and DS2, respectively, with comparison of the pararneter(0.500). Otherwise, using Gibbs sampling in the multivariate threshold animal models, these estimates did not significantly differ to the parameter. Residual correlations of marbling score to other traits were reduced with comparing the parameters when using REML algorithm with assuming linear and normal distribution. This would be due to loss of information and therefore, reduced variation on marbling score. As concluding, genetic variation of marbling would be well defined if liability concepts were adopted on marbling score and implemented threshold mixed model on genetic parameter estimation in Korean cattle.

Gender Differences in Pain in Cancer Patients (성별에 따른 암환자의 통증 차이)

  • Kim, Hyun-Sook;Lee, So-Woo;Yun, Young-Ho;Yu, Su-Jeong;Heo, Dae-Seog
    • Journal of Hospice and Palliative Care
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    • v.4 no.1
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    • pp.14-25
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    • 2001
  • Purpose : To determine whether there exist gender differences in pain in Korean cancer patients and whether the depression and performance that are often expressed differently between men and women with cancer interact with pain. Method : The results of survey were collected from 140 in- and out-patients (78 male and 62 female) who had cancer treatment at one of the university hospital in Seoul for four months from February of 1999. The severity and interference of pain were examined with the self-reported survey based on Korean version of Brief Pain Inventory (BPI-K). Demographic and clinical information for all patient were compiled by reviewing their medical records, and the level of depression was examined with the Korean version of Beck Depression Inventory (BDI-K). Usual statistical methods, e.g., frequences, means and SDs were used to characterize the sample. The chi-square tests for categorical data and t-test for numerical data were used for group comparison. And the correlation between variables were performed using Pearson correlation coefficient. Resuts : 1) The mean scores of the worst pain for last 24-hours measured with the pain severity of BPI-K were 5.77 in male and 6.45 in female. The pain interference of BPI-K in men was in the order of mood (5.49), enjoy (5.36), and work (5.00), and in women were work (7.48), enjoy (7.16), and mood (6.53). 2) In pain severity, significant difference was found between men and women in the average pain for last 24-hours (t=-2.130, P=.035). In pain interference, significant difference was found between men and women in activity (t=-2.450, P=.015), mood (t=-2,321, P=.022), walk (t=-2.762, P=.007), work (t=-4.946, P=.000), relate (t=-2.595, P=.010), sleep (t=-2.071, P=.040), enjoy (t=-3.198, P=.001). 3) It was found that the items of pain and depression are significantly correlated in men but not in women. Men also exhibited higher correlation in the items of pain and performance status than women. Conclusions : Women report significantly greater average pain for last 24-hours and for all items of pain interference than men. Pain and depression are significantly correlated in men. The results of this study suggest that gender differences in pain should be considered for planning effective pain management program.

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An Intervention Study on Integration of Family Planning and Maternal/Infant Care Services in Rural Korea (가족계획과 모자보건 통합을 위한 조산원의 투입효과 분석 -서산지역의 개입연구 평가보고-)

  • Bang, Sook;Han, Seung-Hyun;Lee, Chung-Ja;Ahn, Moon-Young;Lee, In-Sook;Kim, Eun-Shil;Kim, Chong-Ho
    • Journal of Preventive Medicine and Public Health
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    • v.20 no.1 s.21
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    • pp.165-203
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    • 1987
  • This project was a service-cum-research effort with a quasi-experimental study design to examine the health benefits of an integrated Family Planning (FP)/Maternal & Child health (MCH) Service approach that provides crucial factors missing in the present on-going programs. The specific objectives were: 1) To test the effectiveness of trained nurse/midwives (MW) assigned as change agents in the Health Sub-Center (HSC) to bring about the changes in the eight FP/MCH indicators, namely; (i)FP/MCH contacts between field workers and their clients (ii) the use of effective FP methods, (iii) the inter-birth interval and/or open interval, (iv) prenatal care by medically qualified personnel, (v) medically supervised deliveries, (vi) the rate of induced abortion, (vii) maternal and infant morbidity, and (viii) preinatal & infant mortality. 2) To measure the integrative linkage (contacts) between MW & HSC workers and between HSC and clients. 3) To examine the organizational or administrative factors influencing integrative linkage between health workers. Study design; The above objectives called for quasi-experimental design setting up a study and control area with and without a midwife. An active intervention program (FP/MCH minimum 'package' program) was conducted for a 2 year period from June 1982-July 1984 in Seosan County and 'before and after' surveys were conducted to measure the change. Service input; This study was undertaken by the Soonchunhyang University in collaboration with WHO. After a baseline survery in 1981, trained nurses/midwives were introduced into two health sub-centers in a rural setting (Seosan county) for a 2 year period from 1982 to 1984. A major service input was the establishment of midwifery services in the existing health delivery system with emphasis on nurse/midwife's role as the link between health workers (nurse aids) and village health workers, and the referral of risk patients to the private physician (OBGY specialist). An evaluation survey was made in August 1984 to assess the effectiveness of this alternative integrated approach in the study areas in comparison with the control area which had normal government services. Method of evaluation; a. In this study, the primary objective was first to examine to what extent the FP/MCH package program brought about changes in the pre-determined eight indicators (outcome and impact measures) and the following relationship was first analyzed; b. Nevertheless, this project did not automatically accept the assumption that if two or more activities were integrated, the results would automatically be better than a non-integrated or categorical program. There is a need to assess the 'integration process' itself within the package program. The process of integration was measured in terms of interactive linkages, or the quantity & quality of contacts between workers & clients and among workers. Intergrative linkages were hypothesized to be influenced by organizational factors at the HSC clinic level including HSC goals, sltrurture, authority, leadership style, resources, and personal characteristics of HSC staff. The extent or degree of integration, as measured by the intensity of integrative linkages, was in turn presumed to influence programme performance. Thus as indicated diagrammatically below, organizational factors constituted the independent variables, integration as the intervening variable and programme performance with respect to family planning and health services as the dependent variable: Concerning organizational factors, however, due to the limited number of HSCs (2 in the study area and 3 in the control area), they were studied by participatory observation of an anthropologist who was independent of the project. In this observation, we examined whether the assumed integration process actually occurred or not. If not, what were the constraints in producing an effective integration process. Summary of Findings; A) Program effects and impact 1. Effects on FP use: During this 2 year action period, FP acceptance increased from 58% in 1981 to 78% in 1984 in both the study and control areas. This increase in both areas was mainly due to the new family planning campaign driven by the Government for the same study period. Therefore, there was no increment of FP acceptance rate due to additional input of MW to the on-going FP program. But in the study area, quality aspects of FP were somewhat improved, having a better continuation rate of IUDs & pills and more use of effective Contraceptive methods in comparison with the control area. 2. Effects of use of MCH services: Between the study and control areas, however, there was a significant difference in maternal and child health care. For example, the coverage of prenatal care was increased from 53% for 1981 birth cohort to 75% for 1984 birth cohort in the study area. In the control area, the same increased from 41% (1981) to 65% (1984). It is noteworthy that almost two thirds of the recent birth cohort received prenatal care even in the control area, indicating that there is a growing demand of MCH care as the size of family norm becomes smaller 3. There has been a substantive increase in delivery care by medical professions in the study area, with an annual increase rate of 10% due to midwives input in the study areas. The project had about two times greater effect on postnatal care (68% vs. 33%) at delivery care(45.2% vs. 26.1%). 4. The study area had better reproductive efficiency (wanted pregancies with FP practice & healthy live births survived by one year old) than the control area, especially among women under 30 (14.1% vs. 9.6%). The proportion of women who preferred the 1st trimester for their first prenatal care rose significantly in the study area as compared to the control area (24% vs 13%). B) Effects on Interactive Linkage 1. This project made a contribution in making several useful steps in the direction of service integration, namely; i) The health workers have become familiar with procedures on how to work together with each other (especially with a midwife) in carrying out their work in FP/MCH and, ii) The health workers have gotten a feeling of the usefulness of family health records (statistical integration) in identifying targets in their own work and their usefulness in caring for family health. 2. On the other hand, because of a lack of required organizational factors, complete linkage was not obtained as the project intended. i) In regards to the government health worker's activities in terms of home visiting there was not much difference between the study & control areas though the MW did more home visiting than Government health workers. ii) In assessing the service performance of MW & health workers, the midwives balanced their workload between 40% FP, 40% MCH & 20% other activities (mainly immunization). However, $85{\sim}90%$ of the services provided by the health workers were other than FP/MCH, mainly for immunizations such as the encephalitis campaign. In the control area, a similar pattern was observed. Over 75% of their service was other than FP/MCH. Therefore, the pattern shows the health workers are a long way from becoming multipurpose workers even though the government is pushing in this direction. 3. Villagers were much more likely to visit the health sub-center clinic in the study area than in the control area (58% vs.31%) and for more combined care (45% vs.23%). C) Organization factors (admistrative integrative issues) 1. When MW (new workers with higher qualification) were introduced to HSC, it was noted that there were conflicts between the existing HSC workers (Nurse aids with less qualification than MW) and the MW for the beginning period of the project. The cause of the conflict was studied by an anthropologist and it was pointed out that these functional integration problems stemmed from the structural inadequacies of the health subcenter organization as indicated below; i) There is still no general consensus about the objectives and goals of the project between the project staff and the existing health workers. ii) There is no formal linkage between the responsibility of each member's job in the health sub-center. iii) There is still little chance for midwives to play a catalytic role or to establish communicative networks between workers in order to link various knowledge and skills to provide better FP/MCH services in the health sub-center. 2. Based on the above findings the project recommended to the County Chief (who has power to control the administrative staff and the technical staff in his county) the following ; i) In order to solve the conflicts between the individual roles and functions in performing health care activities, there must be goals agreed upon by both. ii) The health sub·center must function as an autonomous organization to undertake the integration health project. In order to do that, it is necessary to support administrative considerations, and to establish a communication system for supervision and to control of the health sub-centers. iii) The administrative organization, tentatively, must be organized to bind the health worker's midwive's and director's jobs by an organic relationship in order to achieve the integrative system under the leadership of health sub-center director. After submitting this observation report, there has been better understanding from frequent meetings & communication between HW/MW in FP/MCH work as the program developed. Lessons learned from the Seosan Project (on issues of FP/MCH integration in Korea); 1) A majority or about 80% of the couples are now practicing FP. As indicated by the study, there is a growing demand from clients for the health system to provide more MCH services than FP in order to maintain the achieved small size of family through FP practice. It is fortunate to see that the government is now formulating a MCH policy for the year 2,000 and revising MCH laws and regulations to emphasize more MCH care for achieving a small size family through family planning practice. 2) Goal consensus in FP/MCH shouBd be made among the health workers It administrators, especially to emphasize the need of care of 'wanted' child. But there is a long way to go to realize the 'real' integration of FP into MCH in Korea, unless there is a structural integration FP/MCH because a categorical FP is still first priority to reduce the rate of population growth for economic reasons but not yet for health/welfare reasons in practice. 3) There should be more financial allocation: (i) a midwife should be made available to help to promote the MCH program and coordinate services, (in) there should be a health sub·center director who can provide leadership training for managing the integrated program. There is a need for 'organizational support', if the decision of integration is made to obtain benefit from both FP & MCH. In other words, costs should be paid equally to both FP/MCH. The integration slogan itself, without the commitment of paying such costs, is powerless to advocate it. 4) Need of management training for middle level health personnel is more acute as the Government has already constructed 90 MCH centers attached to the County Health Center but without adequate manpower, facilities, and guidelines for integrating the work of both FP and MCH. 5) The local government still considers these MCH centers only as delivery centers to take care only of those visiting maternity cases. The MCH center should be a center for the managment of all pregnancies occurring in the community and the promotion of FP with a systematic and effective linkage of resources available in the county such as i.e. Village Health Worker, Community Health Practitioner, Health Sub-center Physicians & Health workers, Doctors and Midwives in MCH center, OBGY Specialists in clinics & hospitals as practiced by the Seosan project at primary health care level.

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