• Title/Summary/Keyword: Variance of Analysis

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A Study on USA, Japan and India Stock Market Integration - Focused on Transmission Mechanism - (미국, 일본, 인도 증권시장 통합에 관한 연구 - 정보전달 메카니즘을 중심으로 -)

  • Yi, Dong-Wook
    • International Area Studies Review
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    • v.13 no.2
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    • pp.255-276
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    • 2009
  • This article has examined the international transmission of returns among S&P500, Nikkei225 and SENSEX stock index cash markets using the daily closing prices covered from January 4, 2002 to February 6, 2009. For this purpose we employed dynamic time series models such as the Granger causality analysis and variance decomposition analysis based on VAR model. The main empirical results are as follows; First, according to Granger causality tests we find that S&P500 stock index has a significant prediction power on the changes of SENSEX and Nikkei225 stock index market and vice versa. However, US stock market's influence is dominant to the other stock markets at a significant level statistically. Second, according to variance decomposition, SENSEX stock index is more sensitive to the movement of S&P500 than that of Nikkei225 stock index. These kinds of empirical results shows that the three stock markets are integrated over times and these results will be informative for the international investors to build the world-wide investment portfolio and risk management strategies, etc.

Comparative Pattern Analysis and the Fitness Evaluation of Brassieres (국내.외 브래지어의 패턴비교분석 및 착의평가 연구)

  • Suh, Chu-Yeon
    • Journal of the Korean Society of Clothing and Textiles
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    • v.34 no.4
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    • pp.673-685
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    • 2010
  • This study evaluates the fitness of brassieres through size measurement, comparative pattern analysis, cross section map analysis, 3-D shape analysis number, and fitness evaluation with a focus on domestic and overseas brands. Experimental brassieres were selected as mold brassieres of 3/4 cup in 75A size that is considered a popular design. Brands of selected brassiere were 2 domestic brands (A, B), 1 licensed brand (C), and 2 overseas brands (D, E). Subjects were 8 women in their early 20's. Data were analyzed by descriptive statistics, analysis of variance, reliability analysis, and factor analysis. The results were as follows; the size and pattern of brassieres showed a difference by each brand even though brassieres are the same design. In the wearing effect of brassieres, overseas brand brassieres played a major role in the breast-up effect, but they were not appropriate for the somatotype of Korean women. Domestic brand brassieres showed the volume-up effect, that was confirmed by the increasing bust circumference, bust depth when subjects wore it. In addition, the licensed brand brassieres showed the correction effect of body shape. Therefore, when purchasing a brassiere, the most important condition is to consider the individual characteristics of the somatotype. The results of factor analysis through a functional evaluation show that wearing satisfaction, size satisfaction, and the position of the bust point were important factors for fitness satisfaction and purchase.

Big Data Smoothing and Outlier Removal for Patent Big Data Analysis

  • Choi, JunHyeog;Jun, Sunghae
    • Journal of the Korea Society of Computer and Information
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    • v.21 no.8
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    • pp.77-84
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    • 2016
  • In general statistical analysis, we need to make a normal assumption. If this assumption is not satisfied, we cannot expect a good result of statistical data analysis. Most of statistical methods processing the outlier and noise also need to the assumption. But the assumption is not satisfied in big data because of its large volume and heterogeneity. So we propose a methodology based on box-plot and data smoothing for controling outlier and noise in big data analysis. The proposed methodology is not dependent upon the normal assumption. In addition, we select patent documents as target domain of big data because patent big data analysis is a important issue in management of technology. We analyze patent documents using big data learning methods for technology analysis. The collected patent data from patent databases on the world are preprocessed and analyzed by text mining and statistics. But the most researches about patent big data analysis did not consider the outlier and noise problem. This problem decreases the accuracy of prediction and increases the variance of parameter estimation. In this paper, we check the existence of the outlier and noise in patent big data. To know whether the outlier is or not in the patent big data, we use box-plot and smoothing visualization. We use the patent documents related to three dimensional printing technology to illustrate how the proposed methodology can be used for finding the existence of noise in the searched patent big data.

Phase Noise Analysis in the OFDM Communication System (OFDM 통신시스템에서 위상 잡음분석)

  • 이영선;유흥균;정영호;함영권
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.11
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    • pp.1043-1050
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    • 2004
  • In this paper, Phase noise is analyzed and a novel approach of the nonlinear approximation including second order term of phase noise is presented to analyze and quantize system performance. As results, in QPSK-OFDM system, when PLL loop bandwidth is 5.0 Hz, 1.0 kHB, 0.5 kHz respectively, there are about 0.6 dB, 1.0 dB, 1.7 dB SNR penalties at BER=10$\^$-4/ compared with system without phase noise in AWGN channel. In 16QAM modulation, there are about 1.9 dB, 3.2 dB, 6.7 dB SNR penalties at BER=10$\^$-4/ respectively. At QPSK-OFDM system, comparing the previous linear approximation method with our proposed nonlinear approximation method, there is similar BER performance at phase noise variance lower than 0.02, but certain difference occurs as variance increases more than 0.02. Furthermore, analytical BER results closely match with simulation results in the OFDM system employing QPSK and 16qAM modulation. And, BER performance of QPSK-OFDM system is considerably degraded because of the BER error floor if the phase noise variance becomes larger than 0.03.

Multi-dimension Categorical Data with Bayesian Network (베이지안 네트워크를 이용한 다차원 범주형 분석)

  • Kim, Yong-Chul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.2
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    • pp.169-174
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    • 2018
  • In general, the methods of the analysis of variance(ANOVA) for the continuous data and the chi-square test for the discrete data are used for statistical analysis of the effect and the association. In multidimensional data, analysis of hierarchical structure is required and statistical linear model is adopted. The structure of the linear model requires the normality of the data. A multidimensional categorical data analysis methods are used for causal relations, interactions, and correlation analysis. In this paper, Bayesian network model using probability distribution is proposed to reduce analysis procedure and analyze interactions and causal relationships in categorical data analysis.

A Study on the Residential Satisfaction of Local Residents Using Latent ProfilE Analysis

  • Yoon-Jung LEE;Sun-Ju KIM
    • The Journal of Economics, Marketing and Management
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    • v.11 no.5
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    • pp.1-13
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    • 2023
  • Purpose: This study analyzed the factors that increase the satisfaction of local residents' housing and residential environment, and derived implications for housing suppliers and policymakers in local areas. Research design, data and methodology: The analysis method derived latent group types through latent profile analysis, and cross-analysis and covariate variance analysis (ANCOVA) were conducted to analyze the differences between these groups. Results: The analysis results are as follows. First, there are four potential group types: good neighborhood facilities and low-level surrounding environment 1 group, low-level neighborhood facilities and good surrounding environment 2 groups, overall low-level 3 groups, and overall high-level 4 groups. Second, groups 1 and 3 tend to live in relatively old apartments. Third, as a result of distributed analysis, groups with low accessibility to neighborhood facilities but good environmental conditions and groups with high overall levels had relatively high housing satisfaction. Conclusions: As an implication, we discussed the need for development that highlights natural environment-friendly characteristics as well as access to neighborhood facilities. In addition, in order to derive more specific implications, the direction of follow-up studies considering job linkage and the effects of specific and various environmental factors was presented together.

Analysis of Environmental Properties of Paddy Soils with Regard to Seasonal Variation and Farming Methods (농법 및 시기 변화에 따른 논토양의 환경 특성 분석)

  • Lee, Tae-Gu;Park, Seong-Jik;Lee, Yong Ho
    • Journal of Korean Society of Environmental Engineers
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    • v.39 no.6
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    • pp.311-317
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    • 2017
  • The aim of this study is to investigate the environmental properties of paddy soils depending on farming methods and seasonal variation. The paddy soils in 11 plots of conventional paddy and 24 plots of organic paddy were sampled and analyzed in four season of March, May, August, and October. The obtained data of soil properties were used for statistical analysis. Analysis of variance showed that only $NH_4-N$ and $P_2O_5$ were significantly different depending on farming methods. However, the differences of all soil properties depending on seasonal variation were strongly significant. Principal component analysis also presented that nitrogen and phosphorus concentration in soils were more significantly influenced by seasonal variation than farming method. Electric conductivity in soil was decreased from March to October. Amounts of soil organic matter in August and October were higher than that in March and May. T-N was decreased from March to October. $NH_4-N$ and $NO_3-N$ in the soil of both conventional and organic paddy were higher in May than other seasons. T-P concentration was found to be highest in August, but $P_2O_5$ concentration was lowest in August. It can be concluded that seasonal variation should be considered for analysis and comparison of soil environmental properties.

Effects of Nasal Continuous Positive Airway Pressure Application on Sympathetic Activation : Power Spectrum Analysis of Electrocardiogram in Obstructive Sleep Apnea Syndrome (폐쇄성 수면무호흡증에서 지속적 상기도 양압술 시행이 교감신경계 활성도에 끼치는 영향 : 심전도 스펙트럼 분석)

  • Youn, Tak;Park, Hae-Jeong;Kim, Eui-Joong;Jeong, Do-Un
    • Sleep Medicine and Psychophysiology
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    • v.7 no.1
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    • pp.43-50
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    • 2000
  • Objectives: Obstructive sleep apnea syndrome(OSAS) is known to be associated with the changes of autonomic nervous system (ANS). Nasal continuous positive airway pressure(nCPAP) treatment was found to correct abnormal ANS changes in OSAS but it remains to be further clarified. We aimed to assess the effects of nCPAP on ANS manifested on electrocardiogram, using spectrum analysis in the subjects with OSAS. Methods: Digital polysomnography was performed in 18 patients with OSAS(mean age $43.7{\pm}16.6$ years ; 17 males, 1 female ; mean respiratory disturbance index (RDI) $48.6{\pm}20.9$) for one baseline and another CPAP nights. From each night, 300 continuous beats of ECGs without artifact were chosen from both stage 2 sleep and REM sleep and they were used for power spectrum analysis. We compared between baseline and CPAP nights the heart rate variability including VLF(very low frequency power), LF (low frequency power), HF(high frequency power), R-R means, R-R variance, and LF/HF ratio, using Wilcoxon signed ranks test. Results: In all patients, nCPAP proved to be effective in relieving apneas and snoring. During nCPAP night compared with baseline night, decreases in VLF(p<0.05), LF(p<0.01), and R-R variance(p<0.05) were found in stage 2 sleep, and decreased LF(p<0.05) was found in REM sleep. No significant differences in each sleep stage were found in other variables between the two nights. Conclusion: Our findings suggest that OSAS increases the activity of sympathetic nervous system and nCPAP application effectively decreases the activity. And nCPAP does not appear to influence the parasympathetic nervous activity in OSAS.

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Nocturnal Surface Cooling and Cold Air Transport Analysis Based on High Density Observation - A Case Study of Eunpyeong New Town in Seoul (고밀도 관측자료를 이용한 야간 지면냉각과 찬공기 이동 분석 - 서울 은평구 뉴타운 사례)

  • Yi, Chae-Yeon;Kim, Kyu-Rang;Choi, Young-Jean;Won, Hye-Young;Scherer, Dieter
    • Journal of the Korean Association of Geographic Information Studies
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    • v.15 no.4
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    • pp.124-137
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    • 2012
  • Climate analysis is important in urban planning for human comfort. Synoptic weather conditions can only resolve the 30% of local variance of wind conditions whereas 70% of the variance arise from local terrain, buildings, and other small scale thermal conditions. Climate Analysis Seoul (CAS) was developed to resolve such micro-scale climate. The Local-scale air temperature Deviation (LD) analysis map from CAS showed the co-existence of built-up and suburban areas in the study region (CR, Cold-air analysis Region) despite its small extent. Temperature, humidity, wind speed, and wind direction were monitored in CR. Hourly observed cooling rate agreed well with LD. Cold air production, transportation, and stagnation was visualized by the observed Vertical Temperature Gradient (VTG) along the small stream in CR. VTG observed at the upper-most stream can be divided into two components: radiative cooling and cold air inflow from outside. Radiative cooling exists regardless of the wind speed whereas cold air inflow occurs only with calm wind. From the regression analyses based on the wind speed, the inflow portion was determined as 84% of radiative cooling. Climate analysis in the future will be able to characterize the changes in cold air by urban development plan to support the human comfort.

Production Efficiency Analysis of Offshore and Coastal Fisheries Considering Greenhouse Gas (온실가스를 고려한 연근해어업의 생산효율성 분석)

  • Jeon, Yonghan;Nam, Jongoh
    • Environmental and Resource Economics Review
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    • v.30 no.1
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    • pp.79-105
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    • 2021
  • In the circumstance of standing out the climate change issue, the purpose of this study is to compare the efficiency of offshore and coastal fisheries according to whether or not greenhouse gas (GHG) emissions are considered, and then to present policy alternatives based on the analysis results. For analysis, the traditional data envelopment analysis (DEA), the slacks-based measure (SBM) and the SBM-undesirable models were used, and robust analysis of variance (ANOVA) and Wilcoxon Signed-rank tests were performed. As a result, the study showed that the average efficiency of fisheries decreased as the traditional DEA extended to the SBM model considering the slack and the SBM-undesirable model including the GHG emissions. Specifically, the average efficiency of the traditional DEA model, SBM model, and SBM-undesirable model was analyzed as 0.7350, 0.5820 and 0.4976 respectively. In addition, the results of the robust ANOVA and Wilcoxon Signed-rank tests all showed that there are statistically significant differences in efficiency between offshore and coastal fisheries as well as among traditional DEA, SBM and SBM-undesirable models. As a policy alternative to the analysis, it was suggested that to improve the efficiency of coastal and offshore fisheries, it is necessary to actively implement the new fishing vessel project and develop smart and electric hybrid fishing vessels.