• Title/Summary/Keyword: multivariate regression analysis

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Common Feature Analysis of Economic Time Series: An Overview and Recent Developments

  • Centoni, Marco;Cubadda, Gianluca
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.415-434
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    • 2015
  • In this paper we overview the literature on common features analysis of economic time series. Starting from the seminal contributions by Engle and Kozicki (1993) and Vahid and Engle (1993), we present and discuss the various notions that have been proposed to detect and model common cyclical features in macroeconometrics. In particular, we analyze in details the link between common cyclical features and the reduced-rank regression model. We also illustrate similarities and differences between the common features methodology and other popular types of multivariate time series modelling. Finally, we discuss some recent developments in this area, such as the implications of common features for univariate time series models and the analysis of common autocorrelation in medium-large dimensional systems.

Price Monitoring Automation with Marketing Forecasting Methods

  • Oksana Penkova;Oleksandr Zakharchuk;Ivan Blahun;Alina Berher;Veronika Nechytailo;Andrii Kharenko
    • International Journal of Computer Science & Network Security
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    • v.23 no.9
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    • pp.37-46
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    • 2023
  • The main aim of the article is to solve the problem of automating price monitoring using marketing forecasting methods and Excel functionality under martial law. The study used the method of algorithms, trend analysis, correlation and regression analysis, ANOVA, extrapolation, index method, etc. The importance of monitoring consumer price developments in market pricing at the macro and micro levels is proved. The introduction of a Dummy variable to account for the influence of martial law in market pricing is proposed, both in linear multiple regression modelling and in forecasting the components of the Consumer Price Index. Experimentally, the high reliability of forecasting based on a five-factor linear regression model with a Dummy variable was proved in comparison with a linear trend equation and a four-factor linear regression model. Pessimistic, realistic and optimistic scenarios were developed for forecasting the Consumer Price Index for the situation of the end of the Russian-Ukrainian war until the end of 2023 and separately until the end of 2024.

Analysis of Risk Factors to Predict Intensive Care Unit Transfer in Medical in-Patients (내과 환자의 중환자실 전동에 대한 위험요인 분석)

  • Lee, Ju Ry;Choi, Hye Ran
    • Journal of Korean Biological Nursing Science
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    • v.16 no.4
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    • pp.259-266
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    • 2014
  • Purpose: The purpose of this study was to analyze risk factors in predicting medical patients transferred to Intensive Care Unit (ICU) on the general ward. Methods: We reviewed retrospectively clinical data of 120 medical patients on the general ward and a Modified Early Warning Score (MEWS) between ICU group and general ward group. Data were analyzed with multivariate logistic regression and the area under the receiver operating characteristic curves using SPSS/WIN 18.0 program. Results: Fifty-two ICU patients and 68 general ward patients were included. In multivariate logistic regression, the MEWSs (Odds Ratio [OR], 1.91; 95% confidence interval [CI], 1.32-2.76), sequential organ failure assessment score (OR, 1.28; 95% CI, 1.10-1.72), $PaO_2/FiO_2$ ratio (OR, 0.98; 95% CI, 0.98-0.99), and saturation (OR, 0.93; 95% CI, 0.88-0.99) were predictive of ICU transfer. The sensitivity and the specificity of the MEWSs used with a cut-off value of six were 80.8% and 70.6% respectively for ICU transfer. Conclusion: These findings suggest that early prediction and treatment of patients with high risk of ICU transfer may improve the prognosis of patients.

Use of GIS to Develop a Multivariate Habitat Model for the Leopard Cat (Prionailurus bengalensis) in Mountainous Region of Korea

  • Rho, Paik-Ho
    • Journal of Ecology and Environment
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    • v.32 no.4
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    • pp.229-236
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    • 2009
  • A habitat model was developed to delineate potential habitat of the leopard cat (Prionailurus bengalensis) in a mountainous region of Kangwon Province, Korea. Between 1997 and 2005, 224 leopard cat presence sites were recorded in the province in the Nationwide Survey on Natural Environments. Fifty percent of the sites were used to develop a habitat model, and the remaining sites were used to test the model. Fourteen environmental variables related to topographic features, water resources, vegetation and human disturbance were quantified for 112 of the leopard cat presence sites and an equal number of randomly selected sites. Statistical analyses (e.g., t-tests, and Pearson correlation analysis) showed that elevation, ridges, plains, % water cover, distance to water source, vegetated area, deciduous forest, coniferous forest, and distance to paved road differed significantly (P < 0.01) between presence and random sites. Stepwise logistic regression was used to develop a habitat model. Landform type (e.g., ridges vs. plains) is the major topographic factor affecting leopard cat presence. The species also appears to prefer deciduous forests and areas far from paved roads. The habitat map derived from the model correctly classified 93.75% of data from an independent sample of leopard cat presence sites, and the map at a regional scale showed that the cat's habitats are highly fragmented. Protection and restoration of connectivity of critical habitats should be implemented to preserve the leopard cat in mountainous regions of Korea.

Factors affecting antibiotic prescription in dental outpatients - A nation-wide cohort study in Korea - (치과 외래 치료에서 항생제 처방에 영향을 주는 요인 - 한국 국민건강보험 표본코호트 연구 -)

  • Lee, Kyeong-Hee;Choi, Yoon-Young
    • Journal of Korean society of Dental Hygiene
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    • v.19 no.3
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    • pp.409-419
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    • 2019
  • Objectives: The purpose of this study was to analyze the factors affecting antibiotic prescription in dental outpatients. Methods: The present study was conducted using data from the National Health Insurance Service - National Sample Cohort. We analyzed prescriptions issued in the dental outpatient department in 2015, for adults over 19 years of age. Antibiotic prescription rates and mean prescription days were analyzed by sex, age, insurance type, presence of diabetes mellitus and hypertension, season in treatment, type of dental institution, and location of dental institution. Multivariate logistic regression was also performed to analyze the factors affecting antibiotic prescription in dental outpatients. Results: A total of 257,038 prescriptions were analyzed. The mean prescription days of antibiotics in dental outpatients were $3.04{\pm}1.08days$, and the prescription rate was 93.0%. Two variables (presence of diabetes mellitus and insurance type) were excluded from the multivariate logistic regression analysis model because they did not significantly affect antibiotic prescription. The possibility of antibiotic prescription was higher in men ${\geq}61years$ of age and those with hypertension. Furthermore, antibiotics were most frequently prescribed in dental clinics rather than dental hospitals, and more frequently in Busan compared to other areas (p<0.001). Conclusions: Several factors were determined to affect antibiotic prescription, and detailed guidelines for consistent antibiotic prescription are needed.

Prediction of the compressive strength of self-compacting concrete using surrogate models

  • Asteris, Panagiotis G.;Ashrafian, Ali;Rezaie-Balf, Mohammad
    • Computers and Concrete
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    • v.24 no.2
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    • pp.137-150
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    • 2019
  • In this paper, surrogate models such as multivariate adaptive regression splines (MARS) and M5P model tree (M5P MT) methods have been investigated in order to propose a new formulation for the 28-days compressive strength of self-compacting concrete (SCC) incorporating metakaolin as a supplementary cementitious materials. A database comprising experimental data has been assembled from several published papers in the literature and the data have been used for training and testing. In particular, the data are arranged in a format of seven input parameters covering contents of cement, coarse aggregate to fine aggregate ratio, water, metakaolin, super plasticizer, largest maximum size and binder as well as one output parameter, which is the 28-days compressive strength. The efficiency of the proposed techniques has been demonstrated by means of certain statistical criteria. The findings have been compared to experimental results and their comparisons shows that the MARS and M5P MT approaches predict the compressive strength of SCC incorporating metakaolin with great precision. The performed sensitivity analysis to assign effective parameters on 28-days compressive strength indicates that cementitious binder content is the most effective variable in the mixture.

EPB-TBM performance prediction using statistical and neural intelligence methods

  • Ghodrat Barzegari;Esmaeil Sedghi;Ata Allah Nadiri
    • Geomechanics and Engineering
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    • v.37 no.3
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    • pp.197-211
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    • 2024
  • This research studies the effect of geotechnical factors on EPB-TBM performance parameters. The modeling was performed using simple and multivariate linear regression methods, artificial neural networks (ANNs), and Sugeno fuzzy logic (SFL) algorithm. In ANN, 80% of the data were randomly allocated to training and 20% to network testing. Meanwhile, in the SFL algorithm, 75% of the data were used for training and 25% for testing. The coefficient of determination (R2) obtained between the observed and estimated values in this model for the thrust force and cutterhead torque was 0.19 and 0.52, respectively. The results showed that the SFL outperformed the other models in predicting the target parameters. In this method, the R2 obtained between observed and predicted values for thrust force and cutterhead torque is 0.73 and 0.63, respectively. The sensitivity analysis results show that the internal friction angle (φ) and standard penetration number (SPT) have the greatest impact on thrust force. Also, earth pressure and overburden thickness have the highest effect on cutterhead torque.

Numerical Design Approach to Determining the Dimension of Large-Scale Underground Mine Structures (대규모 지하 광산 구조물의 규모 결정을 위한 수치해석적 설계 접근)

  • Lee, Yun-Su;Park, Do-Hyun;SunWoo, Choon;Kim, Gyo-Won;Kang, Jung-Seok
    • Tunnel and Underground Space
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    • v.22 no.2
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    • pp.120-129
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    • 2012
  • Recently, mining facilities have being installed in an underground space according to a social demand for environment-friendly mine development. The underground structures for mining facilities usually requires a large volume of space with width greater than height, and thus the stability assessment of the large-scale underground mine structure is an important issue. In this study, we analysed a factor of safety based on strength reduction method, and proposed a numerical design approach to determining the dimension of underground mine structures in combination with a strength reduction method and a multivariate regression analysis. Input design parameters considered in the present study were the stress ratio and shear strength of rock mass, and the width and cover depth of underground mine structures. The stabilities of underground mine structures were assessed in terms of factor of safety under different conditions of the above input parameters. It was calculated by the strength reduction method, and several kinds of fit functions were obtained through various multivariate regression analyses. Using a best-fit regression model, we proposed the charts which provide preliminary design information on the dimension of underground mine structures.

Comparative Study of Contrast-Enhanced Ultrasound Qualitative and Quantitative Analysis for Identifying Benign and Malignant Breast Tumor Lumps

  • Liu, Jian;Gao, Yun-Hua;Li, Ding-Dong;Gao, Yan-Chun;Hou, Ling-Mi;Xie, Ting
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.19
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    • pp.8149-8153
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    • 2014
  • Background: To compare the value of contrast-enhanced ultrasound (CEUS) qualitative and quantitative analysis in the identification of breast tumor lumps. Materials and Methods: Qualitative and quantitative indicators of CEUS for 73 cases of breast tumor lumps were retrospectively analyzed by univariate and multivariate approaches. Logistic regression was applied and ROC curves were drawn for evaluation and comparison. Results: The CEUS qualitative indicator-generated regression equation contained three indicators, namely enhanced homogeneity, diameter line expansion and peak intensity grading, which demonstrated prediction accuracy for benign and malignant breast tumor lumps of 91.8%; the quantitative indicator-generated regression equation only contained one indicator, namely the relative peak intensity, and its prediction accuracy was 61.5%. The corresponding areas under the ROC curve for qualitative and quantitative analyses were 91.3% and 75.7%, respectively, which exhibited a statistically significant difference by the Z test (P<0.05). Conclusions: The ability of CEUS qualitative analysis to identify breast tumor lumps is better than with quantitative analysis.

Wavelength selection by loading vector analysis in determining total protein in human serum using near-infrared spectroscopy and Partial Least Squares Regression

  • Kim, Yoen-Joo;Yoon, Gil-Won
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.4102-4102
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    • 2001
  • In multivariate analysis, absorbance spectrum is measured over a band of wavelengths. One does not often pay attention to the size of this wavelength band. However, it is desirable that spectrum is measured at only necessary wavelengths as long as the acceptable accuracy of prediction can be met. In this paper, the method of selecting an optimal band of wavelengths based on the loading vector analysis was proposed and applied for determining total protein in human serum using near-infrared transmission spectroscopy and PLSR. Loading vectors in the full spectrum PLSR were used as reference in selecting wavelengths, but only the first loading vector was used since it explains the spectrum best. Absorbance spectra of sera from 97 outpatients were measured at 1530∼1850 nm with an interval of 2 nm. Total protein concentrations of sera were ranged from 5.1 to 7.7 g/㎗. Spectra were measured by Cary 5E spectrophotometer (Varian, Australia). Serum in the 5 mm-pathlength cuvette was put in the sample beam and air in the reference beam. Full spectrum PLSR was applied to determine total protein from sera. Next, the wavelength region of 1672∼1754 nm was selected based on the first loading vector analysis. Standard Error of Cross Validation (SECV) of full spectrum (1530∼l850 nm) PLSR and selected wavelength PLSR (1672∼1754 nm) was respectively 0.28 and 0.27 g/㎗. The prediction accuracy between the two bands was equal. Wavelength selection based on loading vector in PLSR seemed to be simple and robust in comparison to other methods based on correlation plot, regression vector and genetic algorithm. As a reference of wavelength selection for PLSR, the loading vector has the advantage over the correlation plot since the former is based on multivariate model whereas the latter, on univariate model. Wavelength selection by the first loading vector analysis requires shorter computation time than that by genetic algorithm and needs not smoothing.

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