• 제목/요약/키워드: Multivariate Analysis System

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Analysis of Staple Food Price Behaviour: Multivariate BEKK-GARCH Model

  • Jati, Kumara;Premaratne, Gamini
    • The Journal of Asian Finance, Economics and Business
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    • 제4권4호
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    • pp.27-37
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    • 2017
  • This study examines the behaviour of staple food price using Multivariate BEKK-GARCH Model. Understanding of staple food price behaviour is important for determining the unpredictability of staple food market and also for policy making. In this paper, we focus on the commodity prices of sugar, rice, soybean and wheat to examine the volatility behaviour of those commodities. The empirical results show that the own-volatility spillover are relatively significant for all food prices. The own-volatility spillover effect for sugar price is relatively large compared with the volatility spillover of other staple food commodities. The findings also highlight that the price volatility of wheat increases during food crisis more than it does when the condition is stable. Also, the own-volatility of rice and wheat in the period of the food crisis is significant and higher compared to the period before food crisis indicates that the past own-volatility effects during food crisis are relatively more difficult to predict because of the uncertainty and high price volatility. Policy recommendations that can be proposed based on the findings are: (1) a better trade agreement in food commodity trade, (2) lower the dependence on wheat importation in Indonesia, and (3) reliable system to minimize food price volatility risks.

적외선 분광분석과 다변량 통계에 기반한 바이오디젤 품질분석 (Analysis of biodiesel quality based on infrared spectroscopy and multivariate statistics)

  • 김혜실;조현우;유준
    • 분석과학
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    • 제25권4호
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    • pp.214-222
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    • 2012
  • ASTM (American Society for Testing and Materials) D6751-10은 바이오디젤의 품질 규격 뿐 아니라 분석방법 또한 제시하고 있다. 하지만 ASTM 표준에 따른 바이오디젤 및 포함된 여러 불순물의 품질 분석은 경제적, 시간적으로 부담이 크다. 본 연구는 적외선 분광분석법(infrared spectroscopy)과 다변량 통계분석법 중 하나인 PLS (partial least square method)를 이용하여 1회 측정만으로 바이오 디젤 및 불순물들의 농도를 분석하는 시스템을 개발하고자 하였다. 특히, 적외선을 이용한 분석에서 생기는 각 물질의 스펙트럼에 대한 산란 보정, 노이즈 감소 등을 위해 SNV, MSC, OSC, Savitzky-Golay 등의 4가지 전처리 방법의 성능을 비교하였다. 품질 분석에 필요한 바이오 디젤 검량 모델을 PLS로 모델링 결과, Savitzky-Golay 전처리를 하였을 때 정확도가 가장 우수함을 알았다.

수치지도를 활용한 주제도 작성에 관한 연구 (Constructing Thematic Map using Digital Map)

  • 백태경;신용은
    • 한국지리정보학회지
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    • 제6권4호
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    • pp.99-108
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    • 2003
  • 본 연구는 2003년부터 '도시계획법'과 '국토이용관리법'이 '국토의 계획 및 이용에 관한 법률'로 통합 제정되면서 '도시계획정보체계'가 '국토이용정보체계'로 전환됨에 따라 국토이용정보체계에서 활용할 수 있는 의사결정 지원을 위한 지표 개발과 주제도 작성을 목적으로 한다. 지표 개발을 위한 기초적 작업으로서, 부산광역시 각 읍 면 동의 사회 경제데이터와 수치지도상의 공공 편익시설 레이어를 이용하여 데이터베이스를 구축하였다. 구축된 데이터베이스를 이용하여 첫째, 다변량해석(multivariate analysis)을 통한 부산광역시 공간구조분석을 실시하고 이를 지도로 표현하여 하나의 주제도를 작성하였으며 둘째, 수치지도의 공공 편익시설 레이어와 읍 면 동과의 최소거리를 측정하여 각 시설별 주제도를 작성하였다.

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The Building Strategies of Natural Park Integration Monitoring System Based on Geographic Information Analysis System

  • Bae, Min-Ki;Lee, Ju-Hee
    • 한국산림과학회지
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    • 제95권5호
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    • pp.605-613
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    • 2006
  • The goal of this study was to propose building strategies of web-based national park monitoring system (WNPMS) using geographic information analysis system. To accomplish this study, at first, this study selected and made integrated management indicators considering physical, ecological, and socio-psychological carrying capacity in national park. Secondly, this study built up an integrated management this system with statistical analysis program for execution of various multivariate analysis and spatial analysis. Finally, WNPMS could identify the relationship among visitors, natural resources, and recreation facilities in national park, and forecast the future management status of each national park in Korea. There results of this study will contribute to prevent the damage of natural resources and facilities, improve visitor's satisfaction, prevent an excess of carrying capacity at national park, and established tailored management strategies of each national park.

MARS inverse analysis of soil and wall properties for braced excavations in clays

  • Zhang, Wengang;Zhang, Runhong;Goh, Anthony. T.C.
    • Geomechanics and Engineering
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    • 제16권6호
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    • pp.577-588
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    • 2018
  • A major concern in deep excavation project in soft clay deposits is the potential for adjacent buildings to be damaged as a result of the associated excessive ground movements. In order to accurately determine the wall deflections using a numerical procedure such as the finite element method, it is critical to use the correct soil parameters such as the stiffness/strength properties. This can be carried out by performing an inverse analysis using the measured wall deflections. This paper firstly presents the results of extensive plane strain finite element analyses of braced diaphragm walls to examine the influence of various parameters such as the excavation geometry, soil properties and wall stiffness on the wall deflections. Based on these results, a multivariate adaptive regression splines (MARS) model was developed for inverse parameter identification of the soil relative stiffness ratio. A second MARS model was also developed for inverse parameter estimation of the wall system stiffness, to enable designers to determine the appropriate wall size during the preliminary design phase. Soil relative stiffness ratios and system stiffness values derived via these two different MARS models were found to compare favourably with a number of field and published records.

다변량 분석을 이용한 건설업 발주자의 안전보건조치 의무 도입 필요성 분석 (Analysis of the Necessity of Introducing the Obligation to Take Safety and Health Measures for Construction Orderers using Multivariate Analysis)

  • 임세종;서재민;원정훈;김창원
    • 한국안전학회지
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    • 제37권1호
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    • pp.20-29
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    • 2022
  • To stem the ever-prevalent occurrence of industrial accidents in the construction industry, which is emerging as a social problem, efforts must be invested by various stakeholders. Specifically, among stakeholders, the orderer is at the top of a project's decision-making structure. Therefore, the orderer's awareness of safety and health directly affects the process of securing the safety of the overall construction site. In this light, the present study aims to identify differences in the perceptions of each stakeholder regarding the obligatory safety and health measures for clients that have recently been introduced. In addition, it suggests specific implementation plans in the Korean context. The data used for analysis were collected through a survey targeting stakeholders such as orderers, safety managers, and site managers, and the collected data were quantitatively reviewed by using multivariate analysis methods such as analysis of variance. As a result of the analysis, the introduction of safety and health obligations for the owner was found to be necessary, and the designation and operation of safety and health experts as an action plan was deemed reasonable. The authors expect that the results of this study can be used as basic data for revising the related regulations in Korea. Moreover, as a further study, a review of the effectiveness after improving regulations would contribute strongly to the domain.

Applications of NMR spectroscopy based metabolomics: a review

  • Yoon, Dahye;Lee, Minji;Kim, Siwon;Kim, Suhkmann
    • 한국자기공명학회논문지
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    • 제17권1호
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    • pp.1-10
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    • 2013
  • Metabolomics is the study which detects the changes of metabolites level. Metabolomics is a terminal view of the biological system. The end products of the metabolism, metabolites, reflect the responses to external environment. Therefore metabolomics gives the additional information about understanding the metabolic pathways. These metabolites can be used as biomarkers that indicate the disease or external stresses such as exposure to toxicant. Many kinds of biological samples are used in metabolomics, for example, cell, tissue, and bio fluids. NMR spectroscopy is one of the tools of metabolomics. NMR data are analyzed by multivariate statistical analysis and target profiling technique. Recently, NMR-based metabolomics is a growing field in various studies such as disease diagnosis, forensic science, and toxicity assessment.

심리적 불안과 신체 수행도의 관계에 대한 연구 (A Study on Relation Between Psychological Anxiety and Physical Performance)

  • 조성훈;김태성;구일섭
    • 산업경영시스템학회지
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    • 제20권42호
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    • pp.151-159
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    • 1997
  • This Study intends to analyse the degree which Psychological Anxiety affects to Physical Performance using Multivariate Statistical Analysis. For this, we accumulated two type's datum : (1)Data about Psychological anxiety by Spielberger's STAI- Ⅰ·Ⅱ, (2)Data about Physical Performance by AEFH's FITKIT.

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다변량 통계분석을 이용한 남부 내륙지역 태풍피해예측모형 개발 (Development of Typhoon Damage Forecasting Function of Southern Inland Area By Multivariate Analysis Technique)

  • 김연수;김태균
    • 한국습지학회지
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    • 제21권4호
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    • pp.281-289
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    • 2019
  • 본 연구에서는 남부 내륙지역에 속한 시군구별 태풍으로 인한 피해를 예측할 수 있는 태풍피해예측모형을 개발하였다. 내륙지역의 태풍 피해는 호우, 강풍으로 인한 피해가 복합적으로 발생하므로, 모형을 구성하는 변수가 많고 다양하나, 내륙지역 시군구 단위의 피해사례는 모형을 개발할 만큼 충분하지 않다. 태풍피해 관련 수문기상 자료는 3시간 간격 지속기간별 최대 강우량, 총강우량, 1-5일 선행강우량, 최대풍속 및 제주도 인근 지역에서의 태풍중심기압을 이용하였다. 피해자료의 부족을 고려하기 위해 군집화를 하였으며, 강우 관련 자료의 다중공선성을 제거하기 위하여 주성분분석 등 다변량 통계분석을 이용하여 권역별(경남, 경북, 전남, 전북)로 피해예측모형을 개발하였다. 모형에 의한 태풍피해추정치와 실측치는 최대 2.2배 정도까지 차이가 발생하였는데, 이는 강풍에 의한 피해를 추정하기 어렵고, 전국 69개 ASOS 관측소에 의한 강우자료가 지역적 강우특성을 제대로 반영하지 못하기 때문인 것으로 추정된다.

Robust Design for Multiple Quality Characteristics using Principal Component Analysis

  • Kwon, Yong-Man;Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.545-551
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    • 2003
  • Robust design is to identify appropriate settings of control factors that make the system's performance robust to changes in the noise factors that represent the source of variation. In this paper we propose how to simultaneously optimize multiple quality characteristics using the principal component analysis of multivariate statistical analysis. An example is illustrated to compare it with already proposed method.

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