• Title/Summary/Keyword: s correlation coefficients

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Quantitative Assessment of Infrared Analysis of Concrete Admixtures

  • Casale, Anthony J. III;Doukakis, Johanna;Najm, Husam;Davis, Kimberly
    • International Journal of Concrete Structures and Materials
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    • v.7 no.3
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    • pp.203-214
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    • 2013
  • This study investigates quantitative methods for assessment of infrared analysis of concrete admixtures using correlation coefficients by performing IR scans following the ASTM C494/C494M-11 specifications. In order to achieve this goal, numerous IR scans were performed on specimens supplied by the manufacturer from different batches to ensure uniformity and equivalency. These scans were then analyzed to create correlation coefficients for each admixture. The correlation coefficients were used to quantitatively evaluate and interpret IR Scans of job samples. The study focused on 23 most commonly used concrete admixtures by the New Jersey Department of Transportation (NJDOT). They include air-entrainers, accelerators, retarders, water reducers, and other combinations of these admixtures. Their correlation coefficients were established by analyzing a total of 12 scans of each admixture from three different batches supplied by the manufacturer at different time intervals. In order to validate the obtained correlation coefficients and establish a target correlation, job samples were tested and compared to the obtained correlations. The study also evaluated the effects of drying time and using different types of KBr on correlation coefficients.

Secure Multi-Party Computation of Correlation Coefficients (상관계수의 안전한 다자간 계산)

  • Hong, Sun-Kyong;Kim, Sang-Pil;Lim, Hyo-Sang;Moon, Yang-Sae
    • Journal of KIISE
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    • v.41 no.10
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    • pp.799-809
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    • 2014
  • In this paper, we address the problem of computing Pearson correlation coefficients and Spearman's rank correlation coefficients in a secure manner while data providers preserve privacy of their own data in distributed environment. For a data mining or data analysis in the distributed environment, data providers(data owners) need to share their original data with each other. However, the original data may often contain very sensitive information, and thus, data providers do not prefer to disclose their original data for preserving privacy. In this paper, we formally define the secure correlation computation, SCC in short, as the problem of computing correlation coefficients in the distributed computing environment while preserving the data privacy (i.e., not disclosing the sensitive data) of multiple data providers. We then present SCC solutions for Pearson and Spearman's correlation coefficients using secure scalar product. We show the correctness and secure property of the proposed solutions by presenting theorems and proving them formally. We also empirically show that the proposed solutions can be used for practical applications in the performance aspect.

Recovery Levels of Clustering Algorithms Using Different Similarity Measures for Functional Data

  • Chae, Seong San;Kim, Chansoo;Warde, William D.
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.369-380
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    • 2004
  • Clustering algorithms with different similarity measures are commonly used to find an optimal clustering or close to original clustering. The recovery level of using Euclidean distance and distances transformed from correlation coefficients is evaluated and compared using Rand's (1971) C statistic. The C values present how the resultant clustering is close to the original clustering. In simulation study, the recovery level is improved by applying the correlation coefficients between objects. Using the data set from Spellman et al. (1998), the recovery levels with different similarity measures are also presented. In general, the recovery level of true clusters was increased by using the correlation coefficients.

A Study on Noninformative Priors of Intraclass Correlation Coefficients in Familial Data

  • Jin, Bong-Soo;Kim, Byung-Hwee
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.395-411
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    • 2005
  • In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.

Estimation of Average Roughness Coefficients of Bocheong Stream Basin (보청천 유역의 평균조도계수 산정)

  • Jeon, Min-Woo;Lee, Hyo-Sang;Ahn, Sang-Uk;Cho, Young-Soo;Jeon, Man-Woo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1306-1310
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    • 2009
  • The roughness coefficients were estimated by the Manning's equation for the measured stage and flow velocity of Bocheong stream basin in Kum river. The relationships between the estimated roughness coefficients and the geomorphologic factors were formulated by the linear, logarithmic, exponential and power type function, thereafter correlation equations were presented. The correlation analysis was performed between the measured stream length and the basin area of Bocheong stream basin by the linear, logarithmic, exponential and power type function, and correlation equation for the stream length was given. The roughness coefficient has strong correlationship with stream slope, but low correlation coefficients with stream length and basin area. For the correlationship with the roughness coefficients and the stream slope, the logarithmic type function has the smallest correlation coefficient, on the other hand, the exponential type function has the largest correlation coefficient. For the relationship between the stream length and the basin area, the correlation coefficient of the logarithmic type function shows the smallest value, linear type function shows the largest value.

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A Study on Correlation Coefficients between Lumbosacral Balance and Low Back Pain (요천추부의 정렬과 설문을 통한 요통 자각도의 상호 연관성에 관한 연구)

  • Lee, Dong-Eun;Kim, Hyung-Kil;Cho, Woong-Hee;Park, Won-Hyung;Cha, Yun-Yeop
    • Journal of Korean Medicine Rehabilitation
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    • v.21 no.1
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    • pp.115-123
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    • 2011
  • Objectives : This study was designed to investigate the correlation coefficients among Oswestry low-back pain disability index(ODI), Roland-Morris disability questionnaire (RMD), visual analogue scale(VAS), lumbar lordosis angle(LLA), Cobb's angle and Ferguson's angle(FA). Methods : We measured LLA, Cobb's angle, and FA of 42 students. Then we researched ODI, RMD and VAS of all students, and analyzed correlations coefficient among all of them. Results : 1. There was significant correlation among VAS, RMD, ODI. 2. There was significant correlation between ODI and Cobb's angle. 3. There was no significant correlation between LLA, FA, Cobb's angle and VAS. 4. There was no significant correlation among LLA, FA, Cobb's angle and RMD. Conclusions : According to above results, there was no significant correlation between lumbosacral balance and low back pain except between ODI and Cobb's angle. On the other hand, there was significant correlation among RMD, ODI and VAS.

Multivariate Volatility Analysis via Canonical Correlations for Financial Time Series (정준상관분석을 통한 다변량 금융시계열의 변동성 분석)

  • Lee, Seung Yeon;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1139-1149
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    • 2014
  • Multivariate volatility is summarized through canonical correlation analysis (CCA). Along with the standard CCA, non-negative and sparse canonical correlation analysis (NSCCA) is introduced to make sure that volatility coefficients are non-negative and the number of coefficients in the volatility CCA is as small as possible. Various multivariate financial time series are analyzed to illustrate the main contribution of the paper.

Evaluation of Reliability and Validity of the Louisville Instrument for Transplantation (LIFT) in Korean Population (한글판 Louisville Instrument for Transplantation 설문지의 신뢰도 및 타당도 평가)

  • Kim, Hong-Min;Kim, Ji-Hoon;Hwang, Jae-Ha;Kim, Kwang-Seog;Lee, Sam-Yong
    • Archives of Plastic Surgery
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    • v.38 no.3
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    • pp.245-250
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    • 2011
  • Purpose: Composite tissue allotransplantation has emerged as a new therapeutic modality to reconstruct major tissue defects of the head, neck and extremities. A questionnaire-based instrument, the Louisville Instrument for Transplantation (LIFT), has been developed to objectively assess the risk-versus-benefit ratio for composite tissue allotransplantation procedures. The objective of this study is to assess if the LIFT is a useful, reliable and valid tool to apply to the Korean population. Methods: Seventy-three medical students and 60 lay public completed the LIFT questionnaire (translated to Korean) over the period from February 2010 to April 2010. Internal consistency was assessed using Cronbach's alpha. Test-retest reliability was analyzed using Pearson's correlation coefficient. Construct validity was assessed by comparing Pearson's correlation coefficients between perceived improvements in quality of life and responses to risk tolerance questions concerning organ transplants. Results: Measurements of the test-retest reliability showed that Pearson's correlation coefficients ranged from 0.241 to 0.902, and Cronbach's alphas ranged from 0.52 to 0.80 for medical students and from 0.63 to 0.83 for the lay public. Pearson's correlation coefficients showed significant correlations between perceived improvements in quality of life and responses to risk tolerance questions concerning organ transplants. Hand transplant showed a significant correlation in medical students. Foot, hand, two hands, larynx, partial face transplants showed significant correlations for the lay public. Conclusion: The applicability of the LIFT to the Korean population was found to be reliable and valid. The LIFT may serve as a useful tool for clinical application in the Korean population.

DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION

  • KIM, M.S.;KIM, SEKI
    • The Pure and Applied Mathematics
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    • v.22 no.3
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    • pp.299-313
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    • 2015
  • In this paper, we show the effectiveness of copulas by comparing the correlation of market data of year 2010 with those of years 2006-2009 and investigate copula functions as pricing methods of digital and rainbow options through real market data. We propose an accurate method of pricing rainbow options by using the correlation coefficients obtained from the copula functions depending on strike prices between assetes instead of simple traditional correlation coefficients.

Study on the evaporation Heat Transfer Characteristics of R-134a in Small Diameter Tubes

  • Roh, Geon-Sang;Oh, Hoo-Kyu
    • Journal of Advanced Marine Engineering and Technology
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    • v.31 no.3
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    • pp.224-234
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    • 2007
  • Large diameter tubes have been used until comparatively lately. However, small diameter tubes are largely used because of their high efficiency in heat transfer and low cost, recently. This study focuses on the experimental research of the heat transfer coefficients during evaporation process of R-22 and R-134a in small diameter tubes. The evaporation heat transfer coefficients were measured in smooth horizontal copper tubes with ID 1.77, 3.36 and 5.35 mm. The evaporation heat transfer coefficients in the small diameter tubes (ID <7 mm) were observed to be strongly affected by the size of tube diameters and to differ from those of general predictions in the large diameter tubes. The heat transfer coefficients of ID 1.77 mm copper tube were higher by 20 and 30 % than those of ID 3.36 mm, ID 5.35 mm copper tubes respectively. Also, it was found that it was very difficult to apply some well-known previous predictions (Shah's, Jung's. Kandlikar's and Oh-Katsuda's correlation) to small diameter tubes. Based on the data, the new correlation is proposed to predict the evaporation heat transfer coefficients of R-22 and R-134a in small diameter tubes.