• 제목/요약/키워드: multivariate Cox process

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Box-Cox변환을 이용한 다변량 공정능력 분석 (Analysis of Multivariate Process Capability Using Box-Cox Transformation)

  • 문혜진;정영배
    • 산업경영시스템학회지
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    • 제42권2호
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    • pp.18-27
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    • 2019
  • The process control methods based on the statistical analysis apply the analysis method or mathematical model under the assumption that the process characteristic is normally distributed. However, the distribution of data collected by the automatic measurement system in real time is often not followed by normal distribution. As the statistical analysis tools, the process capability index (PCI) has been used a lot as a measure of process capability analysis in the production site. However, PCI has been usually used without checking the normality test for the process data. Even though the normality assumption is violated, if the analysis method under the assumption of the normal distribution is performed, this will be an incorrect result and take a wrong action. When the normality assumption is violated, we can transform the non-normal data into the normal data by using an appropriate normal transformation method. There are various methods of the normal transformation. In this paper, we consider the Box-Cox transformation among them. Hence, the purpose of the study is to expand the analysis method for the multivariate process capability index using Box-Cox transformation. This study proposes the multivariate process capability index to be able to use according to both methodologies whether data is normally distributed or not. Through the computational examples, we compare and discuss the multivariate process capability index between before and after Box-Cox transformation when the process data is not normally distributed.

A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES

  • Ramli, Siti Norafidah Mohd;Jang, Jiwook
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권1호
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    • pp.23-45
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    • 2015
  • We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

Prognostic Significance of 14-3-3γ Overexpression in Advanced Non-Small Cell Lung Cancer

  • Raungrut, Pritsana;Wongkotsila, Anusara;Lirdprapamongkol, Kriengsak;Svasti, Jisnuson;Geater, Sarayut Lucien;Phukaoloun, Monlika;Suwiwat, Supaporn;Thongsuksai, Paramee
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권8호
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    • pp.3513-3518
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    • 2014
  • The 14-3-3 protein has been shown to be involved in the cancer process. However, there is no understanding of the relationship between 14-3-$3{\gamma}$ (14-3-3 gamma) expression and prognosis in advanced non-small cell lung cancer. In this study, we therefore investigated the association between protein levels by immunohistochemistry and clinicopathological features of advanced NSCLC patients. Survival curves were estimated using the Kaplan-Meier method and tested by log-rank. Multivariate analysis was conducted with the Cox's regression model to determine independence of factors. p values less than 0.05 were considered significant. A total 153 patients were studied, with 54.3% being stage III and 45.8% stage IV. Fifty-one cases (33.3%) were squamous cell carcinomas, and 98 cases (64.1%) were adenocarcinomas. High 14-3-$3{\gamma}$ expression was seen in 59.5% and significantly correlated with lymph node metastasis (p=0.010) and distant metastasis (p=0.017). On Kaplan-Meier analysis, high 14-3-$3{\gamma}$ expression was associated with poorer survival with a marginal trend toward significance (p=0.055). On multivariate analysis, age, treatment, and 14-3-$3{\gamma}$ expression proved to be independent prognostic parameters. In vitro experiments indicated that 14-3-$3{\gamma}$ overexpression also played a potential role in cancer invasion. In conclusion, our data suggest that 14-3-$3{\gamma}$ overexpression is associated with invasion and a poor prognosis. Therefore, 14-3-$3{\gamma}$ may be a potential prognostic marker of advanced non-small cell lung cancer.

보건소 정보화시스템의 도입에 영향을 미친 요인 (Factors Affecting the Diffusion of Health Center Information System)

  • 도영경;이중규;박기동;김창엽;김용익;이진용
    • Journal of Preventive Medicine and Public Health
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    • 제36권4호
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    • pp.359-366
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    • 2003
  • Objectives : This study was conducted to review the diffusion process and factors affecting the adoption of the Health Center Information System (HIS). Methods : Data were collected from POSDATA (private company), MOHW, other Ministries and local governments. To specify the date of adoption, supplementary information was collected from 40 health centers. The following three kinds of factors were analyzed. Internal factors included type, size, and innovativeness of health centers. Community factors were composed of population sire, economic status, and level of education. Organizational environmental factors consisted of information score of the municipalities, financial support of the from central government, and the neighborhoodness of innovator health centers. Results : All health centers in the metropolitan cities of Seoul, Gwangju and Jeju adopted the HIS. The laggards were those in the metropolitan cities of Busan (18.8%), Incheon (20.0%) and Daejun (20.0%), and cities with population more than 300,000 (54.8%) and counties with health center hospitals (47.1%). Financially supported rural health centers adopted the HIS more rapidly than those not supported. The factors identified as being statistically significant (p<0.05), from a univariate analysis by Kaplan-Meier method, were: (1) internal factors of the type, size and innovativeness of health centers; (2) community factors of population size and economic status; (3) organizational environmental factors of the central government financial support and the neighborhoodness of innovator health centers. A multivariate analysis, using a Cox proportional hazard method, proved the innovativeness of health centers, central government financial support and the neighborhoodness of innovator health centers, were statistically significant (p<0.05). Conclusions : The innovativeness of health centers, financial support from central government and the neighborhoodness of innovator health centers, rather than community factors related to regional socioeconomic status, affected ffe adoption of the HIS in health centers. Further in-depth studies, modifying the MOHW's strategy to propagate the HIS to the laggard health confers, are recommended.