• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1139-1149
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• 2014

Multivariate volatility is summarized through canonical correlation analysis (CCA). Along with the standard CCA, non-negative and sparse canonical correlation analysis (NSCCA) is introduced to make sure that volatility coefficients are non-negative and the number of coefficients in the volatility CCA is as small as possible. Various multivariate financial time series are analyzed to illustrate the main contribution of the paper.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.11-19
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• 1996

Canonical correlation analysis is a multivariate technique for identifying and quantifying the statistical relationship between two sets of variables. Like most multivariate techniques, the main objective of canonical correlation analysis is to reduce the dimensionality of the dataset. It would be particularly useful if high dimensional data can be represented in a low dimensional space. In this study, we will construct statistical graphs for paired sets of multivariate data. Specifically, plots of the observations as well as the variables are proposed. We discuss the geometric interpretation and goodness-of-fit of the proposed plots. We also provide a numerical example.

• Journal of Korean Society of Water and Wastewater
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• v.29 no.6
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• pp.625-632
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• 2015

The study of water environment system using a multivariate analysis in Changnyeong-Haman weir section has been conducted. The purpose of this study is to establish better understanding related water qualities in the Changnyeong-Haman weir section which can provide useful information. The data were consisted of water quality data and algae data including WT(water temperature), pH, DO, EC, COD, SS, T-N, $NH_3-N$, T-P, $PO_4-P$, Chl-a, TOC, d-silica, t-silica, Cyanobacteria, Diatoms, and Green algae. Statistical analyses used in this study were correlation analysis, principal components, and factor analysis. According to correlation analysis on COD and TOC, it revealed that the each value of correlation coefficient was 0.843. On the other result, a negative correlation was observed between diatoms and d-silica. Furthermore, the results of principal component analysis to the overall water quality were classified into four main factors with contribution rate 81.071%.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.297-306
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• 2004

It is usual that multivariate data analysis produces related (small number of) artificial variates for data reduction. Among them, refer to MDS(multidimensional scaling), MDPREF(multidimensional preference analysis), CDA(canonical discriminant analysis), CCA(canonical correlation analysis) and FA(factor analysis). Varimax rotation of artificial variables which is originally invented in FA for easy interpretations is applied to diverse multivariate techniques mentioned above. Real data analysisis is performed in order to manifest that rotation improves interpretations of artificial variables.

• Journal of the Korea Society of Computer and Information
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• v.5 no.3
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• pp.142-150
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• 2000

The Purpose of this study is to suggest usefulness of correlation analysis about categorical multivariate data to business administration and other social sciences. Some examples of their application are presented.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.1
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• pp.106-114
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• 2019

Recently, the manufacturing process system in the industrial field has become more and more complex and has been influenced by many and various factors. Moreover, these factors have the dependent correlation rather than independent of each other. Therefore, the statistical analysis has been extended from the univariate method to the multivariate method. The process capability indices have been widely used as statistical tools to assess the manufacturing process performance. Especially, the multivariate process indices need to be enhanced with more useful information and extensive application in the recent industrial fields. The various multivariate process capability indices have been studying by many researchers in recent years. Hence, the purpose of the study is to compare the useful and various multivariate process capability indices through the simulation. Among them, we compare the useful models of several multivariate process capability indices such as $MC_{pm}$, $MC^+_{pm}$ and $MC_{pl}$. These multivariate process capability indices are incorporates both the process variation and the process deviation from target or consider the expected loss caused by the process deviation from target. Through the computational examples, we compare these process capability indices and discuss their usefulness and effectiveness.

• Korean Journal of Food Science and Technology
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• v.51 no.3
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• pp.227-236
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• 2019

Antioxidant activity in water and ethanol extracts of dried Lycium chinense fruit, as a result of the total phenolic and tannin content, was measured using a number of chemical and biochemical assays for radical scavenging and inhibition of lipid peroxidation, with the analysis being extended by applying a bootstrapping statistical method. Previous statistical analyses mostly provided linear correlation and regression analyses between antioxidant activity and increasing concentrations of phenolics and tannins in a concentration-dependent mode. The present study showed that multiple component or multivariate analysis by applying multiple regression analysis or regression planes proved more informative than linear regression analysis of the relationship between the concentration of individual components and antioxidant activity. In this paper, we represented the multivariate analysis of antioxidant activities of both phenolic and tannin contents combined in the water and ethanol extracts, which revealed the hidden observations that were not evident from linear statistical analysis.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.13 no.8
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• pp.583-590
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• 2003

For the preestimate of the vibration level of the ground next to a dwelling, a multivariate statistical analysis on the experiment data acquired from a variety of construction sites was performed, and then a new estimate model for the value of K and n that can be applied in the diagnosis of the damage was offered. The results maybe summarized as follows : First, the $K_{95}$ and n showed high correlation at P$\leq$0.05. Specially the correlation coefficient about $W_{max}$, S were higher in $K_{95}$ than in n. indicating that $K_{95}$ is generally associated with source conditions. Second, the factor analysis permitted to identify two major sources in each fraction. These sources accounted for at least 73 % of valiance of $K_{95}$. Third, the multiple regression model for the estimate of $K_{95}$ was developed from Fac1 which depend upon the source conditions and Fac2 which depend upon the transmission conditions. The n value is able to determine from the correlation relationship associated with $K_{95}$./.

• Earthquakes and Structures
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• v.23 no.3
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• pp.259-269
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• 2022

In this study, we introduce a canonical correlation analysis method to accurately assess the tunnel damage potential of ground motion. The proposed method can retain information relating to the initial variables. A total of 100 ground motion records are used as seismic inputs to analyze the dynamic response of three different profiles of tunnels under deep and shallow burial conditions. Nine commonly used ground motion parameters were selected to form the canonical variables of ground motion parameters (GMP_CCA). Five structural dynamic response parameters were selected to form canonical variables of structural dynamic response parameters (DRP_CCA). Canonical correlation analysis is used to maximize the correlation coefficients between GMP_CCA and DRP_CCA to obtain multivariate ground motion parameters that can be used to comprehensively assess the tunnel damage potential. The results indicate that the multivariate ground motion parameters used in this study exhibit good stability, making them suitable for evaluating the tunnel damage potential induced by ground motion. Among the nine selected ground motion parameters, peck ground acceleration (PGA), peck ground velocity (PGV), root-mean-square acceleration (RMSA), and spectral acceleration (Sa) have the highest contribution rates to GMP_CCA and DRP_CCA and the highest importance in assessing the tunnel damage potential. In contrast to univariate ground motion parameters, multivariate ground motion parameters exhibit a higher correlation with tunnel dynamic response parameters and enable accurate assessment of tunnel damage potential.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.117-120
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• 1996

The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.