• 제목/요약/키워드: Median Absolute Deviation

검색결과 17건 처리시간 0.02초

Herding in Fast Moving Consumer Group Sector: Equity Market Asymmetry and Crisis

  • BHARTI, Bharti;KUMAR, Ashish
    • The Journal of Asian Finance, Economics and Business
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    • 제7권9호
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    • pp.39-49
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    • 2020
  • This study empirically examines herd behavior for fast moving consumer goods (FMCG) sector stocks under varied market return conditions and the period during the global financial crisis and its aftermath. We examine the sample of stocks trading on the Nifty FMCG Index of the Indian equity market from January 2008 up to December 2018 using the dispersion measure of cross sectional absolute deviation and examine its relationship with the market return to explore herd phenomenon. Quantile regression estimate is used and the results of the study validate rational asset pricing models as the sector does not display herding. In contrast, anti-herd behavior at lower and median quantile values is observed. A possible reason can be the non-cyclical nature of the industry where investors rely more on the fundamentals rather than crowd chasing. We also findthe absence of herd phenomenon during the market asymmetries of bull and bear phases, extreme movements, the period of the global financial crisis, and afterward. We further examine herding under the impact of the information technology (IT) industry and conclude that significant return movements in IT sector impact dispersions in the FMCG industry. Also, there is a co-varying risk between the two sectors confirming the spillover in an integrated market.

TFT-LCD영상에서 결함 가능성에 따른 순차적 결함영역 분할 (Sequential Defect Region Segmentation according to Defect Possibility in TFT-LCD Image)

  • 장충환;이승민;박길흠
    • 한국멀티미디어학회논문지
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    • 제23권5호
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    • pp.633-640
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    • 2020
  • Defect region segmentation of TFT-LCD images is performed by combining defect pixels detected by a defect detection method into defect region, or by using morphological operations to segment defect region. Therefore, the result of segmentation of the defect region is highly dependent on the defect detection result. In this paper, we propose a method which segments defect regions sequentially according to the possibility of being included in defect regions in TFT-LCD images. The proposed method repeats the process of detecting a seed using the median value and the median absolute deviation of the image, and segments the defect region using the seeded region growing method. We confirmed the superiority of the proposed method to segment defect regions using pseudo-images and real TFT-LCD images.

의약품 함량분석 정도관리에서의 변이 요인에 대한 통계분석 (Statistical Analysis on the Sources of Variance in Proficiency Test of Quantitative Analysis of Medicines)

  • 조정환
    • Journal of Pharmaceutical Investigation
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    • 제37권1호
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    • pp.27-37
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    • 2007
  • Proficiency test is an essential tool far ensuring analytical ability of analytical chemists and analytical institutes. Usually, the standard protocol for proficiency test is focused on acceptability of reported analytical results of participants by calculating z-scores and related diagnostic parameters. The ultimate goal of this process is to reveal the sources of variability of analytical results and to find the way to reduce their influence. In this study, the method of analysis of variance (ANOVA) was applied to the analytical data collected from qualify control departments of pharmaceutical companies in KyungIn province in Korea in the year of 2000. As influencing factors of variability of analytical results, the use of internal standards for liquid and gas chromatograpy, the educational and professional background of participants, geological locations and yearly production sizes of participating companies were evaluated. To evaluate the variability in accuracy of analytical results, absolute differences from sample mean and sample median were used and to evaluate variability in precision of individual participants, the reported standard deviation of each participant was used. As a result, the use of internal standards in gas chromatographic analysis, participants' academic background and the yearly production sizes of pharmaceutical companies showed statistically significant influence to the accuracy and the precision of the reported analytical results used in this study.

하천수위 자료 이상치 점검에 대한 Hampel 필터의 적용성 평가 (Evaluation of applicability of Hampel Filter to outlier check for river water level data)

  • 박희성;김형섭
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2022년도 학술발표회
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    • pp.352-352
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    • 2022
  • 수위자료는 기초 수문자료의 하나로서 자료 수집시 이에 대한 품질관리가 반드시 필요하다. 이 과정에서 이상치 여부를 점검하여 이상치로 확인된 경우 소거하거나 수정하는 등의 처리를 해야 한다. 수위자료의 이상치 점검에는 다양한 방법이 있지만 아직 일반화된 방법은 없다. 이에 다양한 방법에 대한 적용가능성을 평가해 볼 필요가 있다. Hampel 필터는 신호처리 시 신호의 이상치를 찾아 보완하려고 개발된 필터이다. 시계열자료에서 이상치를 감지하는 고전적인 접근 방법은 이동평균과 이동표준편차를 이용하는 것이지만 고전적인 이동평균과 이동표준편차는 이상치의 영향을 받는다. 이에 따라 이상치의 추정이 어렵게 되는 경우가 있다. 이에 반하여 Hampel 필터는 이동평균 및 이동표준편차 대신 중앙값과 중앙값 절대편차(Median Absolute Deviation; MAD)를 이용함으로써 더 나은 결과를 얻을 수 있다. Hampel 필터는 신호처리용으로 개발되었기 때문에 부드러운 Sine 곡선에 적합할 것으로 보이며, 이미 하천수위 변화보다는 부드러운 변화를 보이는 저수지수위의 이상치를 점검하기 위해 사용되고 있다. 하지만 변화가 급격하고 첨두가 발생하는 하천의 수위에 대해서도 적용할 수 있는지에 대해서는 평가가 필요하다. 이에 본 연구에서는 신호처리에 사용되는 Hampel 필터를 이용하여 수위자료의 이상치 점검에 적용하고 과거 자료에 기록된 실제 이상치 자료와 비교하여 그 성능을 평가해 보았다.

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Use of an anatomical mid-sagittal plane for 3-dimensional cephalometry: A preliminary study

  • Vernucci, Roberto Antonio;Aghazada, Huseynagha;Gardini, Kelly;Fegatelli, Danilo Alunni;Barbato, Ersilia;Galluccio, Gabriella;Silvestri, Alessandro
    • Imaging Science in Dentistry
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    • 제49권2호
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    • pp.159-169
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    • 2019
  • Purpose: Cone-beam computed tomography (CBCT) is widely used for 3-dimensional assessments of cranio-maxillo-facial relationships, especially in patients undergoing orthognathic surgery. We have introduced, for reference in CBCT cephalometry, an anatomical mid-sagittal plane (MSP) identified by the nasion, the midpoint between the posterior clinoid processes of the sella turcica, and the basion. The MSP is an updated version of the median plane previously used at our institution for 2D posterior-anterior cephalometry. This study was conducted to test the accuracy of the CBCT measures compared to those obtained using standard posterior-anterior cephalometry. Materials and Methods: Two operators measured the inter-zygomatic distance on 15 CBCT scans using the MSP as a reference plane, and the CBCT measurements were compared with measurements made on patients' posterior-anterior cephalograms. The statistical analysis evaluated the absolute and percentage differences between the 3D and 2D measurements. Results: As demonstrated by the absolute mean difference (roughly 1 mm) and the percentage difference (less than 3%), the MSP showed good accuracy on CBCT compared to the 2D plane, especially for measurements of the left side. However, the CBCT measurements showed a high standard deviation, indicating major variability and low precision. Conclusion: The anatomical MSP can be used as a reliable reference plane for transverse measurements in 3D cephalometry in cases of symmetrical or asymmetrical malocclusion. In patients who suffer from distortions of the skull base, the identification of landmarks might be difficult and the MSP could be unreliable. Becoming familiar with the relevant software could reduce errors and improve reliability.

Essential Competencies for Digital Workforce of Provincial Office in Thailand Using Delphi Technique

  • Rujira Rikharom;Wirapong, Chansanam
    • Journal of Information Science Theory and Practice
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    • 제11권4호
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    • pp.51-81
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    • 2023
  • This study aimed to study its required performance requirements and proposes a competency framework necessary for the digital workforce of the Provincial Offices in Thailand. The specific primary informants were determined as 17 people. The collecting process was performed using the Delphi technique and the electronic Delphi technique in two phases, totaling four rounds. In the first time, a structured interview was used to conduct online interviews for 15 people. Content validation was performed to determine issues of the competency framework essential for the digital workforce with 7-level scaled questionnaires, and then online reviews were collected between 10-15 people (2nd to 4th times). A consensus was found and confirmed four times with descriptive statistics, namely frequency, mean, standard deviation, mode, median, and the absolute value of the difference between mode and median, interquartile range, and application of the conceptual framework. The research findings revealed that the essential competency requirements for the digital workforce were covered in digital literacy (six aspects), digital skills (four aspects), and digital characteristics (four aspects). Consensus was confirmed for 84 issues. Therefore, it was concluded that 61 points for building an essential competency framework for the digital workforce made them effective in using digital technology as a labor-saving instrument, as well as for expanding the breadth of development of digital expertise to include members of the organization's digital practitioner network. This development will benefit government agencies and the private sector, both national and international, in the future.

기계학습을 이용한 광학 위성 영상 기반의 도시 내 수목 피복률 추정 (Estimation of Fractional Urban Tree Canopy Cover through Machine Learning Using Optical Satellite Images)

  • 배세정;손보경;성태준;이연수;임정호;강유진
    • 대한원격탐사학회지
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    • 제39권5_3호
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    • pp.1009-1029
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    • 2023
  • 도시 수목은 탄소를 저장하고 불투수면적을 감소시키는 도시 생태계의 중요 요소이며, 탄소 저장량 및 순환량 산정 시 주요 정보로 활용될 수 있다. 많은 선행 연구에서 항공 라이다 자료 및 인공지능 기법을 활용하여 고해상도 수목 정보를 산출하고 있으나, 항공 라이다 영상은 제공하는 플랫폼이 제한되어 있으며 비용적인 면에서도 한계가 다수 존재한다. 따라서 본 연구에서는 수원시를 대상으로 자료 취득이 용이한 고해상도 위성 영상인 Sentinel-2를 활용하여 기계학습 기반의 도시 내 수목 피복률(fractional tree canopy cover, FTC)을 추정하고자 하였다. Sentinel-2 시계열 영상으로부터 중앙값 합성을 수행하여 수원시 전역에 대한 단일 영상을 제작하여 활용하였다. 도시 내 토지 피복의 이질성을 반영하기 위하여, 30 m 격자내 10 m 해상도의 광학 지수의 평균 및 표준편차 값과 환경부 세분류 토지 피복 지도 기반 항목별 피복률을 계산하여 기계학습 모델의 입력 변수로 활용하였다. 총 4가지의 입력 변수 조합을 설정하여, 입력 변수 구성에 따른 FTC 추정 정확도를 비교 및 평가하였다. 광학 영상의 평균 정보만을 활용(Scheme 1)했을 때 보다 도시 내 이질적인 특성을 반영할 수 있는 표준 편차 및 피복률 정보를 모두 함께 고려(Scheme 4, S4)했을 때 향상된 성능을 나타낼 수 있었다. 검증용 자료에 대해 S4의 Random Forest (RF) 모델이 0.8196의 R2, 0.0749의 mean absolute error (MAE), 및 0.1022의 root mean squared error (RMSE)로 전체 기계학습 모델 중에서 성능이 가장 높게 나타났다. 변수 기여도 분석 결과 광학 지수의 표준 편차 정보는 도시 내 복잡한 토지 피복 지역에 대해 높은 기여도를 나타내었다. 훈련된 S4 구성의 RF 모델을 수원시 전역에 대해 확장 적용하였을 때, 참조 FTC 자료에 대해 0.8702의 R2, 0.0873의 MAE, 및 0.1335의 RMSE의 우수한 성능을 나타냈다. 본 연구의 FTC 추정 기법은 향후 다른 지역에 대한 적용성이 우수할 것으로 판단되며, 도시 생태계 탄소순환 파악의 기초자료로 활용될 수 있을 것으로 기대된다.