• Title/Summary/Keyword: Statistical Modeling

Search Result 1,206, Processing Time 0.026 seconds

Bayesian Modeling of Random Effects Covariance Matrix for Generalized Linear Mixed Models

  • Lee, Keunbaik
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.3
    • /
    • pp.235-240
    • /
    • 2013
  • Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the positive definiteness; subsequently, we practically use the simple structure of the covariance matrix such as AR(1). However, this strong assumption can result in biased estimates of the fixed effects. In this paper, we introduce Bayesian modeling approaches for the random effects covariance matrix using a modified Cholesky decomposition. The modified Cholesky decomposition approach has been used to explain a heterogenous random effects covariance matrix and the subsequent estimated covariance matrix will be positive definite. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using these methods.

A Study of Data Mining Techniques in Bankruptcy Prediction (데이터 마이닝 기법의 기업도산예측 실증분석)

  • Lee, Kidong
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.28 no.2
    • /
    • pp.105-127
    • /
    • 2003
  • In this paper, four different data mining techniques, two neural networks and two statistical modeling techniques, are compared in terms of prediction accuracy in the context of bankruptcy prediction. In business setting, how to accurately detect the condition of a firm has been an important event in the literature. In neural networks, Backpropagation (BP) network and the Kohonen self-organizing feature map, are selected and compared each other while in statistical modeling techniques, discriminant analysis and logistic regression are also performed to provide performance benchmarks for the neural network experiment. The findings suggest that the BP network is a better choice among the data mining tools compared. This paper also identified some distinctive characteristics of Kohonen self-organizing feature map.

Facial Feature Extraction with Its Applications

  • Lee, Minkyu;Lee, Sangyoun
    • Journal of International Society for Simulation Surgery
    • /
    • v.2 no.1
    • /
    • pp.7-9
    • /
    • 2015
  • Purpose In the many face-related application such as head pose estimation, 3D face modeling, facial appearance manipulation, the robust and fast facial feature extraction is necessary. We present the facial feature extraction method based on shape regression and feature selection for real-time facial feature extraction. Materials and Methods The facial features are initialized by statistical shape model and then the shape of facial features are deformed iteratively according to the texture pattern which is selected on the feature pool. Results We obtain fast and robust facial feature extraction result with error less than 4% and processing time less than 12 ms. The alignment error is measured by average of ratio of pixel difference to inter-ocular distance. Conclusion The accuracy and processing time of the method is enough to apply facial feature based application and can be used on the face beautification or 3D face modeling.

Statistical Modeling of the Pretilt Angle Control in Nematic Liquid Crystal using In-situ Photoalignment Method on Plastic Substrate

  • Kang, Hee-Jin;Lee, Jung-Hwan;Yun, Il-Gu;Seo, Dae-Shik
    • Transactions on Electrical and Electronic Materials
    • /
    • v.7 no.3
    • /
    • pp.145-148
    • /
    • 2006
  • In this study, the response surface modeling of the pretilt angle control using in-situ photoalignment method with oblique UV exposure .on plastic substrate is investigated. The pretilt angle is the main factor to determine the alignment of the liquid crystal display. The response surface model is used to analyze the variation of the pretilt angle on the various process conditions. Heating temperature and UV exposure time are considered as input factors. The liquid crystal (LC) pretilt angle increased with increasing heating temperature and UV exposure time. The analysis of variance is used to analyze the statistical significance and the effect plots are also investigated to examine the relationship between the process parameters and the response.

Statistical Characterization of UWB channel in Office Environments (초광대역 통신시스템의 통계학적 채널모델링)

  • Choi Jin-Won;Kang Noh-Gyoung;Kim Jeong-Wook;Kim Seong-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.31 no.7A
    • /
    • pp.702-708
    • /
    • 2006
  • 본 논문에는 초광대역 통신시스템을 위한 주파수 영역의 통계학적 채널 모델을 서술하고 있다. 채널 모렐링은 3개의 사무실 환경, 46개의 송, 수신 위치에서 얻어진 23,000개의 채널응답함수로 부터 얻어졌다. 측정실험을 통해 얻어진 데이터를 바탕으로 주파수 변화에 따른 경로감쇄지수 변화에 대해 서술한 후 전파환경과 가시경로의 존재여부에 따른 수신신호의 확률분포모델을 연구하였다. 마지막으로는 수신된 주파수 톤에 해당하는 수신파워의 표준편차와 같은 통계적 특성들을 고찰하였는데, 가시경로가 존재하는 경우에는 송, 수신기 사이의 거리가 멀어지면서 표준편차 값이 커지고 그에 따라 수신 주파수 톤의 파워가 평균 수신파워에서 일정한 범위 안에 들어올 확률이 떨어지는 것을 알 수 있었다.

Big Data Analysis of Weather Condition and Air Quality on Cosmetics Marketing

  • Wang, Zebin;Wu, Tong;Zhao, Xinshuang;Cheng, Shuchun;Dai, Genghui;Dai, Weihui
    • Journal of Information Technology Applications and Management
    • /
    • v.24 no.3
    • /
    • pp.93-105
    • /
    • 2017
  • Demands of cosmetics are affected not only by the well-known elements such as brand, price, and customer's consumption capacity, but also by some latent factors, for example, weather and air environment. Due to complexity and dynamic changes of the above factors, their influences can hardly be estimated in an accurate way by the traditional approaches such as survey and questionnaires. Through modeling and statistical analysis of big data, this article studied the impacts of weather condition and air quality on customer flow and sales of the cosmetics distributors in China, and found several hidden influencing factors. It provided a big-data based method for the analysis of unconventional factors on cosmetics marketing in the changing weather condition and air environment.

Negative binomial loglinear mixed models with general random effects covariance matrix

  • Sung, Youkyung;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
    • /
    • v.25 no.1
    • /
    • pp.61-70
    • /
    • 2018
  • Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

Using GA based Input Selection Method for Artificial Neural Network Modeling Application to Bankruptcy Prediction (유전자 알고리즘을 활용한 인공신경망 모형 최적입력변수의 선정 : 부도예측 모형을 중심으로)

  • 홍승현;신경식
    • Proceedings of the Korea Inteligent Information System Society Conference
    • /
    • 1999.10a
    • /
    • pp.365-373
    • /
    • 1999
  • Recently, numerous studies have demonstrated that artificial intelligence such as neural networks can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. In building neural network model, the selection of independent and dependent variables should be approached with great care and should be treated as a model construction process. Irrespective of the efficiency of a learning procedure in terms of convergence, generalization and stability, the ultimate performance of the estimator will depend on the relevance of the selected input variables and the quality of the data used. Approaches developed in statistical methods such as correlation analysis and stepwise selection method are often very useful. These methods, however, may not be the optimal ones for the development of neural network models. In this paper, we propose a genetic algorithms approach to find an optimal or near optimal input variables for neural network modeling. The proposed approach is demonstrated by applications to bankruptcy prediction modeling. Our experimental results show that this approach increases overall classification accuracy rate significantly.

  • PDF

A GA-based Rule Extraction for Bankruptcy Prediction Modeling (유전자 알고리즘을 활용한 부실예측모형의 구축)

  • Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
    • /
    • v.7 no.2
    • /
    • pp.83-93
    • /
    • 2001
  • Prediction of corporate failure using past financial data is well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks (NNs) can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. Although numerous theoretical and experimental studies reported the usefulness or neural networks in classification studies, there exists a major drawback in building and using the model. That is, the user can not readily comprehend the final rules that the neural network models acquire. We propose a genetic algorithms (GAs) approach in this study and illustrate how GAs can be applied to corporate failure prediction modeling. An advantage of GAs approach offers is that it is capable of extracting rules that are easy to understand for users like expert systems. The preliminary results show that rule extraction approach using GAs for bankruptcy prediction modeling is promising.

  • PDF

A Comparison Analysis among Structural Equation Modeling (AMOS, LISREL and PLS) using the Same Data (동일 데이터를 이용한 구조방정식(AMOS, LISREL and PLS) 툴 간의 비교분석)

  • Nam, Soo-tai;Kim, Do-goan;Jin, Chan-yong
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2018.05a
    • /
    • pp.131-134
    • /
    • 2018
  • Structural equation modeling is pointing to statistical procedures that simultaneously perform path analysis and confirmatory factor analysis. Today, this statistical procedure is an essential tool for researchers in the social sciences. There are as (AMOS, LISREL and PLS) representative tools that can perform structural equation modeling analysis. AMOS provides a convenient graphical user interface for beginners to use. PLS has the advantage of not having a constraint on normal distribution as well as a graphical user interface. Therefore, we compared and analyzed the three most commonly used tools in social sciences. This study suggests practical and theoretical implications based on the results.

  • PDF