• Journal of Korean Society of Forest Science
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• v.95 no.5
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• pp.601-604
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• 2006

This study compared the accuracy of partial multivariate and vector autoregressive models for lumber demand prediction in Korea. The partial multivariate model has three explanatory variables; own price, construction permit area and dummy. The dummy variable reflected the boom of lumber demand in 1988, and the abrupt decrease in 1998. The VAR model consists of two endogenous variables, lumber demand and construction permit area with one lag. On the other hand, the prediction accuracy was estimated by Root Mean Squared Error. The results showed that the estimation by partial multivariate and vector autoregressive model showed similar explanatory power, and the prediction accuracy was similar in the case of using partial multivariate and vector autoregressive model.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.613-635
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• 2001

This paper proposes a skewed multivariate probit model for analyzing a correlated binary response data with covariates. The proposed model is formulated by introducing an asymmetric link based upon a skewed multivariate normal distribution. The model connected to the asymmetric multivariate link, allows for flexible modeling of the correlation structure among binary responses and straightforward interpretation of the parameters. However, complex likelihood function of the model prevents us from fitting and analyzing the model analytically. Simulation-based Bayesian inference methodologies are provided to overcome the problem. We examine the suggested methods through two data sets in order to demonstrate their performances.

• Journal of the Korean Statistical Society
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• v.17 no.1
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• pp.24-29
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• 1988

The asymptotic distribution of the sample partial autocorrelation terms after lag p of an AR(p) model has been shown by Dixon(1944). The derivation is based on multivariate analysis and looks tedious. In this paper we present an interesting contour-integral derivation.

• Computers and Concrete
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• v.13 no.2
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• pp.173-185
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• 2014

Multivariate analysis is a statistical technique that investigates relationship between multiple predictor variables and response variable and it is a very commonly used statistical approach in cement and concrete industry. During model building stage, however, many predictor variables are included in the model and possible collinearity problems between these predictors are generally ignored. In this study, use of partial least squares (PLS) analysis for evaluating the relationships among the cement and concrete properties is investigated. This regression method is known to decrease the model complexity by reducing the number of predictor variables as well as to result in accurate and reliable predictions. The experimental studies showed that the method can be used in the multivariate problems of cement and concrete industry effectively.

• Communications for Statistical Applications and Methods
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• v.30 no.1
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• pp.65-73
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• 2023

Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.

• YAKHAK HOEJI
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• v.60 no.1
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• pp.29-35
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• 2016

Traditional Korean medicines may be managed more scientifically, through the development of logical criterion to verify their cultivation region. It contributes to advance the industry of traditional herbal medicines. Volatile compounds were obtained from 14 samples of domestic Taeksa and 30 samples of Chinese Taeksa by steam distillation. The metabolites were identified by NIST mass spectral library in the obtained gas chromatography/mass spectrometer (GC/MS) data of 35 training samples. The multivariate statistical analysis, such as Principal Component Analysis (PCA), Partial Least Squares Discriminant Analysis (PLS-DA), and Orthogonal Partial Least Squares Discriminant Analysis (OPLS-DA), were performed based on the qualitative and quantitative data. Finally trans-(2,3-diphenylcyclopropyl)methyl phenyl sulfoxide (47.265 min), 1,2,3,4-tetrahydro-1-phenyl-naphthalene (47.781 min), spiro[4-oxatricyclo[5.3.0.0.(2,6)]decan-3-one-5,2'-cyclohexane] (54.62 min), 6-[7-nitrobenzofurazan-4-yl]amino-morphinan-4,5-epoxy (54.86 min), p-hydroxynorephedrine (55.14 min) were determined as marker metabolites to verify candidates for the origin of Taeksa. The statistical model was well established to determine the origin of Taeksa. The cultivation areas of test samples, each 3 domestic and 6 Chinese Taeksa were predicted by the established OPLS-DA model and it was confirmed that all 9 samples were precisely classified.

• Bulletin of the Korean Chemical Society
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• v.31 no.4
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• pp.825-828
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• 2010

To classify Glycyrrhiza species, samples of different species were analyzed by $^1H$ NMR-based metabolomics technique. Partial least squares discriminant analysis (PLS-DA) was used as the multivariate statistical analysis of the 1H NMR data sets. There was a clear separation between various Glycyrrhiza species in the PLS-DA derived score plots. The PLS-DA model was validated, and the key metabolites contributing to the separation in the score plots of various Glycyrrhiza species were lactic acid, alanine, arginine, proline, malic acid, asparagine, choline, glycine, glucose, sucrose, 4-hydroxy-phenylacetic acid, and formic acid. The compounds present at relatively high levels were glucose, and 4-hydroxyphenylacetic acid in G. glabra; lactic acid, alanine, and proline in G. inflata; and arginine, malic acid, and sucrose in G. uralensis. This is the first study to perform the global metabolomic profiling and differentiation of Glycyrrhiza species using $^1H$ NMR and multivariate statistical analysis.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.807-817
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• 2014

This paper considers multivariate time series modelling of PM10 data in Korea collected from 2008 to 2011. We consider both temporal and spatial dependencies of PM10 by applying the sparse vector autoregressive (sVAR) modelling proposed by Davis et al. (2013). It utilizes the partial spectral coherence to measure cross correlation between different regions, in turn provides the sparsity in the model while balancing the parsimony of model and the goodness of fit. It is also shown that sVAR performs better than usual vector autoregressive model (VAR) in forecasting.

• Journal of the Korean Chemical Society
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• v.46 no.4
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• pp.309-317
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• 2002

A spectrofluorimetric method for the simultaneous determination of amino acids (tryptophan and tyrosine) based on the application of multivariate calibration method such as principal component regression and partial least squares (PLS) to luminescence measurements has been studied. Emission spectra of synthetic mixtures of two amino acids were obtained at excitation wavelength of 257 ㎚. The calibration model in PCR and PLS was obtained from the spectral data in the range of 280-500 ㎚ for each standard of a calibration set of 32 standards, each containing different amounts of two amino acids. The relative standard error of prediction ($RSEP_a$) was obtained to assess the model goodness in quantifying each analyte in a validation set. The overall relative standard error of prediction ($RSEP_m$) for the mixture obtained from the results of a validation set, formed by 6 independent mixtures was also used to validate the present method.

• Korean Chemical Engineering Research
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• v.45 no.1
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• pp.87-92
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• 2007

Recently, developments of process monitoring system in order to detect and diagnose process abnormalities has got the spotlight in process systems engineering. Normal data obtained from processes provide available information of process characteristics to be used for modeling, monitoring, and control. Since modern chemical and environmental processes have high dimensionality, strong correlation, severe dynamics and nonlinearity, it is not easy to analyze a process through model-based approach. To overcome limitations of model-based approach, lots of system engineers and academic researchers have focused on statistical approach combined with multivariable analysis such as principal component analysis (PCA), partial least squares (PLS), and so on. Several multivariate analysis methods have been modified to apply it to a chemical process with specific characteristics such as dynamics, nonlinearity, and so on.This paper discusses about missing value estimation and sensor fault identification based on process variable reconstruction using dynamic PCA and canonical variate analysis.