• Title/Summary/Keyword: Statistical Indicators

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Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Minor Physical Anomalies in Patients with Schizophrenia (정신분열병 환자에서 신체미세기형에 관한 연구)

  • Joo, Eun-Jeong;Jeong, Seong Hoon;Maeng, So Jin;Yoon, Se Chang;Kim, Jong Hoon;Kim, Chul Eung;Shin, Youngmin;Kim, Yong Sik
    • Korean Journal of Biological Psychiatry
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    • v.9 no.2
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    • pp.140-151
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    • 2002
  • Object and Method:Minor physical anomalies(MPAs) are frequently seen in patients with schizophrenia. MPAs are considered to arise from the anomalous development of ectoderm-originated tissues in the developing fetus. Since the central nervous system originates from ectoderm, MPAs can be regarded as externally observable and objective indicators of the aberrant development which might have taken place in the central nervous system. To investigate whether MPAs are more frequent in schizophrenic patients, the frequencies of MPAs were compared between schizophrenic patients and normal controls. Total 245 schizophrenic patients diagnosed with DSM-IV(male : 158, female : 87), and 418 normal control subjects(male : 216, female : 202) were included in this study. The MPAs were measured using the modified Waldrop scale with fifteen items in six bodily regions; head, eye, ear, mouth, hand, and foot. Result:The total scores of Waldrop scale were $4.40{\pm}1.93$($mean{\pm}standard$ deviation) in patients and $3.43{\pm}1.68$ in controls for females, and for males, $4.58{\pm}1.75$ in patients and $4.28{\pm}1.59$ in controls. For females, the excess of MPAs in schizophrenic patients was statistically significant(t-test : p<0.001). For males, schizophrenic patients also showed more MPAs than normal controls, but this tendency did not reach statistical significance (t-test : p=0.094). When the modified Waldrop total scores excluding head circumference were compared, the total scores in schizophrenic patients were significantly higher for both male and female subjects(t-test : male p<0.001, female p=0.001). The individual anomaly items included in Waldrop scale were also investigated. The items of epicanthus, hypertelorism, malformed ears, syndactylia were significantly more frequent in schizophrenic patients. In contrast, the items of adherent ear lobes, asymmetric ears, furrowed tongue, curved fifth finger, single palmar crease and big gap between toes did not show any differences in frequency between schizophrenic patients and normal controls. Since a lot of statistical analyses showed different results between male and female subjects, it seems to be necessary to consider gender as an important controlling variable for the analysis, however only the item of head circumference showed statistically significant gender-related difference according to log-linear analysis. Conclusion:With a relatively large sample size, the frequencies of MPAs enlisted in Waldrop scale were compared between schizophrenic patients and normal controls in this study. MPAs were more frequently seen in schizophrenic patients and, especially, several specific items in the Waldrop scale showed prominent excess in schizophrenic patients. Although definite conclusions cannot be drawn due to the inherent limitation of the study using Waldrop scale, these results seem to support the possibility that aberrant neurodevelopmental process might be involved in the pathogenesis of schizophrenia in some of the patients.

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Evaluating Quadriceps Muscle Damage after Downhill Running of Different Intensities using Ultrasonography (내리막 달리기 후 국소 근손상의 영상학적 비교분석 : 운동 강도의 영향)

  • Sun, Min Ghyu;Kim, Choun Sub;Kim, Maeng Kyu
    • Journal of the Korean Applied Science and Technology
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    • v.36 no.3
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    • pp.1028-1040
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    • 2019
  • The current study was performed to investigate the magnitude of exercise-induced muscle damage (EIMD) after downhill running (DR) of different intensities and to examine the availability of muscle echo intensity as biomarkers to detect regional damage within quadriceps muscle group (QG) following DR. Healthy college-age men (n=11) were experienced twice DR sessions [$50%HR_{max}$ DR, LDR; $70%HR_{max}$ DR, HDR] separated by a 2-week wash-out period with the random order. After DR, severity of EIMD according to exercise intensity were determined by serum creatine kinase (CK) activity, muscle tenderness, and neuromuscular function indicators such as a maximal voluntary isometric contraction (MVIC) and range of motion (ROM). Transvaginal B-mode imaging had been employed to evaluate regional muscle echo intensity within QG [rectus femoris, RF; vastus lateralis, VL; vastus medialis, VM; vastus intermedius, VI]. After both DR sessions, changes in serum CK activity and muscle tenderness have tended to more increase in HDR compared to those of LDR. There was a significant interaction effect between exercise intensity during DR and the time course of serum CK activity(p<.05). However, there were no statistical differences between sessions in muscle tenderness. The time course of changes in the neuromuscular functions after DR were similar to those of regional muscle echo intensity regardless exercise intensity. Although neuromuscular function showed to decline in HDR more than those of LDR after DR, no statistical differences between sessions. In contrast, there were significant interaction effects between sessions and time course of changes in RF and VL muscle echo intensity(p<.01), but not shown in those of VI and VM. These results indicated that each muscles within the QG show different response profiles for EIMD during DR, exercise intensity influences on these responses as well. In particular, current findings suggested that muscle echo intensity derived from ultrasound imaging is capable of detecting regional muscle damage in QG following DR.

Clinical Analysis According to $p21^{Waf1/Cip1}\;and\;p27^{kip1}$ Expression in Gastric Cancer (위암에서의 $p21^{Waf1/Cip1}\;and\;p27^{kip1}$ 단백 발현)

  • Kim, Sin-Sun;Park, Yong-Geun;Jun, Kyong-Hwa;Jung, Hun;Song, Gyo-Young;Kim, Jin-Joo;Chin, Hyung-Min;Kim, Wook;Park, Cho-Hyun;Park, Seung-Man;Lim, Keun-Woo;Kim, Seung-Nam;Jeon, Hae-Myung
    • Journal of Gastric Cancer
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    • v.6 no.1
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    • pp.36-42
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    • 2006
  • Purpose: The $p21^{Waf1/Cip1}$ protein Inhibits the cell cycle by Inhibiting the phosphorylation at the $G1{\rightarrow}S$ check point, and the $p27^{kip1}$ protein similarly performs the suppressor function by controlling the p27-mediated G1 arrest. In this study, we analysed the clinical status and survival rates in correlations with p21 and p27 expression patterns in gastric cancer. Materials and Methods: Between 1993 and 1997, 192 patients who underwent surgeries in Catholic Medical Center were analysed retrospectively in this study. Immunohistochemical staining was performed and if the nuclei of the tumor cells were stained, we assumed those as positive results. Statistical analysis was based on clinicopathological findings and differences in survival rates. Results: The expression rate of p27 was 28.1% and 15.6% in p21 each. The ratio of T1-2(80.0%) was significantly high in p21 (+), but the ratio of T3-4 (50.6%) was slightly high in p21 (-). There was no statistical significance regarding other factors. The results in p27 was not much different from expression rate of p21 in T-stage. In addition, p27 expression in diffuse type (91.3%) was higher than in intestinal type (62.7%) by Lauren's classification (P<0.05). Also, there was no statistical significance in other factors. In the correlation of p21 and p27, p27 was positive when p21 was positive (53.5%). Conversely, p27 was negative when p21 was negative (76.5%, p<0.05). In the p21 and p27 combination test, there was higher rate of T1-2 (87.5%) in p21 (+)/p27 (+), and higher rate of T3-4 (58.1%) in p21 (-)/p27 (-) (P<0.05). Results showed higher rate of intestinal type (100%) in p21 (+)/p27 (+), and diffuse type (87.0%) was dominant in p21 (-)/p27 (-) (P<0.05) by Lauren's classification. Moreover, there was no statistical significance in the 5-year survival rate in the expression of p21 and p27, and the 5-year survival rate was highest in the case of p21 (+)/p27 (+) without statistical significance. Conclusion: In our study, $p21^{Waf1/Cip1}\;and\;p27^{kip1}$ expressed similar patterns. The expression of $p21^{Waf1/Cip1}\;and\;p27^{kip1}$ affected the degree of invasiveness of the tumor, and. Combined examination result revealed the correlation of $p21^{Waf1/Cip1}\;and\;p27^{kip1}$ with Lauren's classification and depth of invasion of the tumor. However, we assumed that little difference between the survival rates depending on expression of $p21^{Waf1/Cip1}\;and\;p27^{kip1}$ has limited their value as predictable prognostic indicators.

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Self-Regulatory Mode Effects on Emotion and Customer's Response in Failed Services - Focusing on the moderate effect of attribution processing - (고객의 자기조절성향이 서비스 실패에 따른 부정적 감정과 고객반응에 미치는 영향 - 귀인과정에 따른 조정적 역할을 중심으로 -)

  • Sung, Hyung-Suk;Han, Sang-Lin
    • Asia Marketing Journal
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    • v.12 no.2
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    • pp.83-110
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    • 2010
  • Dissatisfied customers may express their dissatisfaction behaviorally. These behavioral responses may impact the firms' profitability. How do we model the impact of self regulatory orientation on emotions and subsequent customer behaviors? Obviously, the positive and negative emotions experienced in these situations will influence the overall degree of satisfaction or dissatisfaction with the service(Zeelenberg and Pieters 1999). Most likely, these specific emotions will also partly determine the subsequent behavior in relation to the service and service provider, such as the likelihood of complaining, the degree to which customers will switch or repurchase, and the extent of word of mouth communication they will engage in(Zeelenberg and Pieters 2004). This study investigates the antecedents, consequences of negative consumption emotion and the moderate effect of attribution processing in an integrated model(self regulatory mode → specific emotions → behavioral responses). We focused on the fact that regret and disappointment have effects on consumer behavior. Especially, There are essentially two approaches in this research: the valence based approach and the specific emotions approach. The authors indicate theoretically and show empirically that it matters to distinguish these approaches in services research. and The present studies examined the influence of two regulatory mode concerns(Locomotion orientation and Assessment orientation) with making comparisons on experiencing post decisional regret and disappointment(Pierro, Kruglanski, and Higgins 2006; Pierro et al. 2008). When contemplating a decision with a negative outcome, it was predicted that high (vs low) locomotion would induce more disappointment than regret, whereas high (vs low) assessment would induce more regret than disappointment. The validity of the measurement scales was also confirmed by evaluations provided by the participating respondents and an independent advisory panel; samples provided recommendations throughout the primary, exploratory phases of the study. The resulting goodness of fit statistics were RMR or RMSEA of 0.05, GFI and AGFI greater than 0.9, and a chi-square with a 175.11. The indicators of the each constructs were very good measures of variables and had high convergent validity as evidenced by the reliability with a more than 0.9. Some items were deleted leaving those that reflected the cognitive dimension of importance rather than the dimension. The indicators were very good measures and had convergent validity as evidenced by the reliability of 0.9. These results for all constructs indicate the measurement fits the sample data well and is adequate for use. The scale for each factor was set by fixing the factor loading to one of its indicator variables and then applying the maximum likelihood estimation method. The results of the analysis showed that directions of the effects in the model are ultimately supported by the theory underpinning the causal linkages of the model. This research proposed 6 hypotheses on 6 latent variables and tested through structural equation modeling. 6 alternative measurements were compared through statistical significance test of the paths of research model and the overall fitting level of structural equation model and the result was successful. Also, Locomotion orientation more positively influences disappointment when internal attribution is high than low and Assessment orientation more positively influences regret when external attribution is high than low. In sum, The results of our studies suggest that assessment and locomotion concerns, both as chronic individual predispositions and as situationally induced states, influence the amount of people's experienced regret and disappointment. These findings contribute to our understanding of regulatory mode, regret, and disappointment. In previous studies of regulatory mode, relatively little attention has been paid to the post actional evaluative phase of self regulation. The present findings indicate that assessment concerns and locomotion concerns are clearly distinct in this phase, with individuals higher in assessment delving more into possible alternatives to past actions and individuals higher in locomotion engaging less in such reflective thought. What this suggests is that, separate from decreasing the amount of counterfactual thinking per se, individuals with locomotion concerns want to move on, to get on with it. Regret is about the past and not the future. Thus, individuals with locomotion concerns are less likely to experience regret. The results supported our predictions. We discuss the implications of these findings for the nature of regret and disappointment from the perspective of their relation to regulatory mode. Also, self regulatory mode and the specific emotions(disappointment and regret) were assessed and their influence on customers' behavioral responses(inaction, word of mouth) was examined, using a sample of 275 customers. It was found that emotions have a direct impact on behavior over and above the effects of negative emotions and customer behavior. Hence, We argue against incorporating emotions such as regret and disappointment into a specific response measure and in favor of a specific emotions approach on self regulation. Implications for services marketing practice and theory are discussed.

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Effect of Dietary Fermented Garlic Solution on Performance, Egg Quality and Blood Composition in Finishing Period of Laying Hens (마늘발효액의 첨가 급여가 산란계의 산란말기 생산성, 계란 품질 및 혈액성상에 미치는 영향)

  • Lim, Chun Ik;Kang, Chang Won;Chun, Hyeon Soo;Choi, Ho Sung;Ryu, Kyeong Seon
    • Korean Journal of Poultry Science
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    • v.45 no.3
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    • pp.201-207
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    • 2018
  • An experiment was conducted to investigate the effect of fermented garlic solution (FGS) on the performance, egg quality and blood profiles of laying hens in the finishing period. In total, 432 Lohmann Brown hens aged 79 weeks were equally distributed into four dietary treatments with six replicate. Hens were fed the basal diet containing 2,750 kcal/kg of ME and 16% of CP, which was supplemented with either 0% (control), 0.05%, 0.10% and 0.20% FGS from 79 to 83 weeks old. Laying performance, egg quality, yolk fatty acids and serum characteristics were analyzed at the end of experiment. Egg production and feed conversion was numerically improved in FGS supplementation treatments compared to those in the control, but were not statistically different. The albumen height and Haugh unit showed significant increase (P<0.05) in the FGS supplementation groups. The concentration of saturated fatty acid decreased in the yolks of birds fed FGS (P<0.01), whereas the unsaturated fatty acid (UFA) and mono-UFA contents were significantly higher (P<0.01) in those treatments than in the control. Significantly lower natural fat and cholesterol in serum were observed in birds fed the 0.20% FGS supplementation diet (P<0.01). However, the high-density lipoprotein (HDL) cholesterol increased in both the 0.10% and 0.20% FGS supplementation groups. In addition, interleukin-2 mRNA and CD4+/CD8+ level in serum which were cellular immunity indicators showed statistical differences (P<0.01) among treatments and a higher concentration in the 0.10% and 0.20% FGS groups than in the control. Thus, it can be concluded that dietary supplementation of FGS improved egg quality and stimulated immune response in mature laying hens.

Regional Differentials in Mortality in Korea, 1990-2000 (사망력 수준의 시ㆍ군별 편차 및 그 변화 추이, 1990∼2000)

  • 김두섭;박효준
    • Korea journal of population studies
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    • v.26 no.1
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    • pp.1-30
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    • 2003
  • This paper attempts to explore the effects of ecological and socioeconomic factors on the level of mortality and the changing trends of such effects during the period of 1990∼2000. For this purpose the population census data and micro-data from the vital statistics for years 1990, 1995 and 2000 were used. As indicators of mortality, the crude death rate(CDR), the standardized death rate(SDR) and the longevity rate were calculated for 170 'Si' s and 'Gun's. Using GIS, this paper first presents the mortality and longevity maps for years 1990, 1995 and 2000. Then ANOVA and regression analyses are carried out in an effort to generalize the effects of ecological and socioeconomic factors on the CDR, the SDR and the longevity rate. When the mortality and longevity maps are examined, three indices of mortality are found to be markedly high in the southwest coastal regions of Cholla-Nam-Do. By contrast, Seoul and Pusan metropolitan areas show substantially low level of mortality and longevity in these indices. It is also found that the regional differentials in the SDR and the longevity rate show a trend of becoming smaller after 1990. The research, however, does not find any linear relationship between the SDR and the longevity rate. The causal mechanisms of the two indices are found to be different. The results of the ANOVA and the regression analysis reveal that the locational factors of both mountainous and farming regions tend to increase the CDR and SDR while both coastal and farming regions disclose a tendency of increasing the longevity rate. The level of statistical significance of these analytical results is found to be weaker when socioeconomic factors such as education, income, marital status, availability of medical care, and sanitary conditions of the region are taken into account. The regional differentials in the mortality level seem to have a clear relationship not only with the socioeconomic factors but also with the age structure influenced by the age selectivity of migration during the past 40 years.

Factors Related to Serum Vitamin C Level in Terminally Ill Cancer Patients (말기암환자에서 혈청 비타민 C 농도와 연관된 인자들)

  • Kim, Hyung Jun;Hwang, In Cheol;Yeom, Chang Hwan;Ahn, Hong Yup;Choi, Youn Seon;Lee, Jae Jun;Lim, Su Hyuk
    • Journal of Hospice and Palliative Care
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    • v.17 no.4
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    • pp.241-247
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    • 2014
  • Purpose: Serum vitamin C is one of the indicators for antioxidant levels in the body and it is lower in cancer patients compared with the healthy population. However, there have been few studies on the levels of serum vitamin C in terminally ill cancer patients and related factors. Methods: We followed 65 terminal cancer patients who were hospitalized in two palliative care units. We collected data of age, sex, cancer type, functional status, clinical symptoms, history of cancer therapy, and various laboratory findings including serum vitamin C level. Patients were categorized into two groups according to the quartile of serum vitamin C level (Q1-3 vs. Q4), which were compared each other. Stepwise multiple logistic regression analysis was used to identify factors related to serum vitamin C levels. Results: The mean serum vitamin C level was $0.44{\mu}g/mL$, and all patients fell into the category of vitamin C deficiency. Univariate analysis showed that The serum vitamin C level was lower in non-lung cancer patients (P=0.041) and febrile patients (P=0.034). Multivariate analysis adjusted for potential confounders such as lung cancer, fever, dysphagia, dyspnea, C reactive protein, and history of chemotherapy demonstrated that odds for low serum vitamin C level was 3.7 for patients receiving chemotherapy (P=0.046) and 7.22 for febrile patients (P=0.02). Conclusion: Vitamin C deficiency was very severe in terminally ill cancer patients, and it was associated with history of chemotherapy and fever.

A Knowledge-based Approach for the Estimation of Effective Sampling Station Frequencies in Benthic Ecological Assessments (지식기반적 방법을 활용한 저서생태계 평가의 유효 조사정점 개수 산정)

  • Yoo, Jae-Won;Kim, Chang-Soo;Jung, Hoe-In;Lee, Yong-Woo;Lee, Man-Woo;Lee, Chang-Gun;Jin, Sung-Ju;Maeng, Jun-Ho;Hong, Jae-Sang
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.16 no.3
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    • pp.147-154
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    • 2011
  • Decision making in Environmental Impact Assessment (EIA) and Consultation on the Coastal Area Utilization (CCAU) is footing on the survey reports, thus requires concrete and accurate information on the natural habitats. In spite of the importance of reporting the ecological quality and status of habitats, the accumulated knowledge and recent techniques in ecology such as the use of investigated cases and indicators/indices have not been utilized in evaluation processes. Even the EIA report does not contain sufficient information required in a decision making process for conservation and development. In addition, for CCAU, sampling efforts were so limited that only two or a few stations were set in most study cases. This hampers transferring key ecological information to both specialist review and decision making processes. Hence, setting the effective number of sampling stations can be said as a prior step for better assessment. We introduced a few statistical techniques to determine the number of sampling stations in macrobenthos surveys. However, the application of the techniques requires a preliminary study that cannot be performed under the current assessment frame. An analysis of the spatial configuration of sampling stations from 19 previous studies was carried out as an alternative approach, based on the assumption that those configurations reported in scientific journal contribute to successful understanding of the ecological phenomena. The distance between stations and number of sampling stations in a $4{\times}4$ km unit area were calculated, and the medians of each parameter were 2.3 km, and 3, respectively. For each study, approximated survey area (ASA, $km^2$) was obtained by using the number of sampling stations in a unit area (NSSU) and total number of sampling stations (TNSS). To predict either appropriate ASA or NSSU/TNSS, we found and suggested statistically significant functional relationship among ASA, survey purpose and NSSU. This empirical approach will contribute to increasing sampling effort in a field survey and communicating with reasonable data and information in EIA and CCAU.

A Retrospective Analysis of the Relationship Between Rotator Cuff Tear and Biceps Lesion (후하방 회전근 개 파열과 상완이두박근 장두건 병변과의 연관 관계에 대한 후향적 분석)

  • Seo, Seung-Suk;Kim, Jung-Han;Choi, Jang-Seok;Kim, Jeon-Gyo
    • Clinics in Shoulder and Elbow
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    • v.14 no.1
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    • pp.13-19
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    • 2011
  • Purpose: Not much is known about the obvious relationship between posteroinferior rotator cuff tear and biceps lesion. The purpose of this study is to analyze the effect of posteroinferior rotator cuff tear on a biceps lesions by comparing the rotator cuff tear and biceps lesions with the number of cuff tears and the degree of degeneration of the rotator cuff. Materials and Methods: 65 patients who underwent surgery for a posteroinferior rotator cuff tear from 2002 to 2009 were included as subjects. The study determined the factors (the number of cuff tears and the degree of degeneration as assessed by MRI) that affected biceps lesions and the kinematic stability of the rotator cuff. Results: Biceps lesion was noted 11 patients among the 51 patients with supraspinatus tendon tears and in 8 patients among the 14 patients with supraspinatus, infraspinatus or teres minor tendon tears, and there was a statistically significant difference between those two groups (p=0.0095). The number of cuff tears was proportional to biceps lesion with statistical significance (p=0.0095). Among the biceps lesions, SLAP II lesion showed a statistically different distribution according to the number of cuff tears (p=0.0073). The degeneration factors (Goutallier's classification and the tangent sign) had no correlations with biceps lesion. Conclusion: Posterosuperior cuff tear may affect biceps lesion. Especially, the number of cuff tears has a close relationship, but the degenerative indicators have no relationship with biceps lesion.