• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.825-835
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• 2008

Multivariate GARCH(MGARCH) has been useful in financial studies and econometrics for modeling volatilities and correlations between components of multivariate time series. An obvious drawback lies in that the number of parameters increases rapidly with the number of variables involved. This thesis tries to resolve the problem by using dimension reduction technique. We briefly review both factor models for dimension reduction and the MGARCH models including EWMA (Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model). We create meaningful portfolios obtained after reducing dimension through statistical factor models and fundamental factor models and in turn these portfolios are applied to MGARCH. In addition, we compare portfolios by assessing MSE, MAD(Mean absolute deviation) and VaR(Value at Risk). Various financial time series are analyzed for illustration.

• Journal of Korean Society of Water and Wastewater
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• v.31 no.1
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• pp.83-91
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• 2017

This study analyzed the correlation between Chl-a and water quality factors using characteristics of climate data, water quality factors, and various statistical analysis techniques during the summer season in the Nakdong River during the 2-year period. The purpose of this study is to provide the basic data for establishing water quality management policy in the Changnyeong-Haman weir section. From the end of July to the middle of August when algae mainly occur, both the years 2015 and 2016 are in the temperature range of $25{\sim}30^{\circ}C$, and the total precipitation of 2015 is less than that of 2016 in this period. As a result of comparing the concentration of Chl-a, the average Chl-a concentration of 2015 was higher than that of 2016, which seems to be related to the total precipitation in the occurrence of algae. The results of the correlation analysis showed that the correlation with PO4-P was significant at most points. As a result of the factor analysis, the first principal factor group classified PO4-P, NH3-N, TP, pH, flow rate, TN and this section seems to be influenced by phosphorus and nitrogen and flow rate.

• Proceedings of the IEEK Conference
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• 2009.05a
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• pp.335-337
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• 2009

A scanning electron microscope(SEM) is a system that visualizes complex surface features. The resolution of SEM is affected by each of equipment components. In this study, we examined the effects of the four factors including the beam current, magnification, voltage and working distance. A statistical analysis was conducted to investigate the main and interaction effects. For a systematic characterization, a $2^4$ full factorial experiment was conducted. The $R^2$ of constructed statistical model was 88.9%. The main effect revealed that the current and working distance are dominant factors. Of the interactions, those between the current and voltage yielded the highest interaction. 3D plots generated from the model were used to explore various parameter effects.

• Magazine of the Korean Society of Agricultural Engineers
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• v.45 no.3
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• pp.116-126
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• 2003

In this study, we research about the relationships of human longevity and environments, inducted the significant factors of longevity from the statistical analysis, and represented spatial distribution of longevity using geographic information system. The factors confining human longevity can be categorized by geography/geology, climate/weather, economy, and social welfare. After analyzing statistical data, dependent variable which means the longevity index is defined by the ratio of population more than 85 years old among population more than 65 years old. The results of analysis show that longevity are related with waterworks ratio, temperature, local tax ratio, and latitude. In this study we discussed about the spatial characteristics which are represented by variance of the longevity index and described a spatial relationship between the longevity index and significant factors which are chosen by statistical analysis. In the further study, in order to sustain the longevity of a region, it is necessary for the effective rural planning to propagate a longevity of rural areas.

• The Research Journal of the Costume Culture
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• v.22 no.2
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• pp.273-289
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• 2014

The purpose of this study is to identify the determinants of the susceptibility of global consumer culture. As determinants, materialism and self monitoring as psychological variables and fashion clothing product knowledge as clothing-related variable were included. It was hypothesized that both psychological variables and clothing-related variable influence susceptibility of global consumer culture. Data were gathered by surveying university students in Seoul metropolitan area, using convenience sampling, and 311 questionnaires were used in the statistical analysis. In analyzing data, exploratory factor analysis using SPSS and confirmatory factor analysis and path analysis using AMOS were conducted. Factor analysis of susceptibility of global consumer culture revealed four dimensions, 'social prestige' factor, 'quality perception' factor, 'conformity to others' factor, and 'conformity to consumption trend' factor. In addition, factor analysis of self monitoring revealed three dimensions, 'center-oriented attention' factor, 'situation-appropriate self-presentation' factor, and 'strategic displays of self-presentation' factor. The results showed that all the fit indices for the variable measures were quite acceptable. In addition, the overall fit of the model suggests that the model fits the data well. Tests of the hypothesized path show that all variables except for the one factor of self monitoring, 'center-oriented attention', and materialism influence all the factors of susceptibility of global consumer culture. The implications of these findings and suggestions for future study are also discussed.

• Journal of the Korean Institute of Intelligent Systems
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• v.25 no.3
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• pp.293-298
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• 2015

The vessel encounter data collected from the vessel trajectories in the maritime traffic situation is possible to analyze vessel collision and near-collision risk using statistical method. In this study, analyzing variables extracted from the vessel encounter data using factor analysis, we determine main factors effecting vessel collision risk from vessel encounter data. In order to calculate each factor, it used principal component analysis for factor analysis after normalization and standardization of vessel encounter variables. As a result of the factor analysis, main effect factors are summarized into the vessel approach factor and collision avoidance variance factor.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.49-60
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• 2003

The human sensibility product design requires information on consumer's emotions such as vision, auditory, olfactory, gustatory, or tactile perceptions. In this study, tactile sense which has not been well studied compared to other senses, is measured and statistically analysed. The emotional responses of 37 pairs of positive and negative adjectives describing tactile senses are collected and analysed through the questionnaire to find the correlation between adjectives and surface roughness of the sample. Mean ranks for 37 pairs of adjectives on four samples are obtained, and used to cluster these adjectives by factor analysis, multidimensional scaling, or cluster analysis.

• Educational Technology International
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• v.22 no.2
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• pp.169-197
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• 2021

Learning agility as high potentials is drawing attention as a competency for leading an uncertain future society. The present study aims to determine the factors of learning agility in higher education context for future society. To address this goal, Major factors related to learning agility were derived through literature review and statistically verified. For statistical analysis, the nationwide data were collected from 1,000 undergraduate students in South Korea by National Youth Policy Institute. The participants asked to answer 29 items of learning agility questionnaires (LAQ). The collected data were analyzed by descriptive statistical analysis, exploratory factor analysis, and confirmatory factor analysis. As a result, learning agility items were verified normality and reliability. Learning agility was identified seven factors; challenging mind, learning responsibility, reflecting experience, intellectual curiosity, systemic thinking, change adaptability, and logical thinking. Also, the structural model fit of the seven factors of learning agility was also confirmed to be good. Based on the findings of the present study, empirical, theoretical, and practical contributions were presented, and suggestions for further research were proposed in detail.

• Journal of Environmental Health Sciences
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• v.23 no.3
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• pp.56-65
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• 1997

Chemical analysis, statistical analysis and geochemical study were carried out to investigate the influence of the geology on the chemical characferistics of the mineral water in Taegu area. A simple comparision between the chemical components of the mineral water and their bedrocks indicates that the bedrock types in the catchmerit area control the chemical characteristics of the surface water. However more objective evidences for the mineral water-bedrock relationship come from the statistical analyses(cluster analysis and factor analysis). The results of the statistical analyses suggest that the bedrock type factor explains the data variation seven times as much as pollution does, which evidently indicates that the bedrock in the study area mainly control the mineral water chemistries. The results of comparision of the statistical analyses results with the mineral weathering reactions and mineral stability diagrams can be summarized as follows: 1. Plagioclase weathering to kaolinite provides SiO$_2$ , Ca$^{2+}$ and Na$^+$, and muscovite weathering to kaolinite provides K$^+$, and amphibole and mica minerals weathering to kaolinite provides F to the mineral water. Most of Ca$^{2+}$ and Mg$^{2+}$ in the mineral water are the products of carbonate mineral dissolution. SO$_4^{2-}$ may be the byproduct of sulfide oxidation. 2. The weatering of silicate mineral produces Ca-rich smectite and kaolinite, but Ca-rich smectite is unstable and will be transformed to more stable kaolinite because of the continuous dilution of the mineral water by precipitation. By Hashimoto's Mineral Balance Index, S-10 and S-12 mineral spring water were evaluated tasty and healthy water, S-9 and S-11 mineral spring water were evaluated tasty water and S-7, S-8 and S-13 mineral spring water were evaluated healthy water.

• Research in Mathematical Education
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• v.18 no.1
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• pp.75-87
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• 2014

It is central to use a scale to measure a person's level of a construct in mathematics education research. This article explains a practical process through which a researcher rapidly can develop an instrument to measure the construct. The process includes research questioning, reviewing the literature, framing a background theory, treating the data, and reviewing the instrument. The statistical treatment of data includes normality analysis, item-total correlation analysis, reliability analysis, and factor analysis. A virtual example is given for better understanding of the process.