• Communications for Statistical Applications and Methods
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• 제22권5호
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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.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.563-582
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• 2021

This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

• 한국정밀공학회지
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• 제16권12호
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• pp.119-125
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• 1999

This paper gives an overview of the various approaches to designing statistical pattern recognition scheme based on Bayes discrimination rule and the artificial neural networks for rotating machine condition classification. Concerning to Bayes discrimination rule, this paper contains the linear discrimination rule applied to classification into several multivariate normal distributions with common covariance matrices, the quadratic discrimination rule under different covariance matrices. Also we discribes k-nearest neighbor method to directly estimate a posterior probability of each class. Five features are extracted in time domain vibration signals. Employing these five features, statistical pattern classifier and neural networks have been established to detect defects on rotating machine. Four different cases of rotation machine were observed. The effects of k number and neural networks structures on monitoring performance have also been investigated. For the comparison of diagnosis performance of these two method, their recognition success rates are calculated form the test data. The result of experiment which classifies the rotating machine conditions using each method presents that the neural networks shows the highest recognition rate.

• Environmental Analysis Health and Toxicology
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• 제23권4호
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• pp.231-245
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• 2008

Various methods for detecting changes in response behaviors of indicator specimens are presented for monitoring effects of toxic treatments. The movement patterns of individuals are quantitatively characterized by statistical (i.e., ANOVA, multivariate analysis) and computational (i.e., fractal dimension, Fourier transform) methods. Extraction of information in complex behavioral data is further illustrated by techniques in ecological informatics. Multi-Layer Perceptron and Self-Organizing Map are applied for detection and patterning of response behaviors of indicator specimens. The recent techniques of Wavelet analysis and line detection by Recurrent Self-Organizing Map are additionally discussed as an efficient tool for checking time-series movement data. Behavioral monitoring could be established as new methodology in integrative ecological assessment, tilling the gap between large-scale (e.g., community structure) and small-scale (e.g., molecular response) measurements.

• 응용통계연구
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• 제26권2호
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• pp.223-236
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• 2013

미국 프로야구(Major League Baseball) 명예의 전당의 입성과 탈락을 예측할 수 있는 여러 가지 통계적인 분류분석법을 실시하고 그 결과의 정확성을 비교하였다. 이를 위해 명예의 전당 가입 조건을 만족하는 타자들 중 1980년 이후 기록된 데이터의 17개의 독립변수를 사용하여 분류분석에서 널리 사용되는 기준으로 판별분석, 로지스틱 회귀분석과 상대적으로 최근에 제안된 Mahalanobis-Taguchi System(MTS)을 실시하여 비교하였다. 이 세 가지 방법 중 MTS가 상대적으로 더 나은 효율을 보였으며 이는 다변량 관측 값이 방향성이 없어 속성에 따른 도형적 그룹을 형성하지 못하는 경우에 효율적인 MTS의 특성에 의한 것으로 판단된다.

• 대한인간공학회지
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• 제30권5호
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• pp.683-688
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• 2011

Objective: The aim of this study is to develop a distributed representative human model(DRHM) generation and analysis system. Background: DRHMs are used for a product with multiple-size categories such as clothing and shoes. It is not easy for a product designer to explore an optimal sizing system by applying various distributed methods because of their complexity and time demand. Method: Studies related to DRHM generation were reviewed and the RHM generation interfaces of three digital human model simulation systems(Jack$^{(R)}$, RAMSIS$^{(R)}$, and CATIA Human$^{(R)}$) were reviewed. Results: DRHM generation steps are implemented by providing sophisticated interfaces which offer various statistical techniques and visualization methods with ease. Conclusion: The DRHM system can analyze the multivariate accommodation percentage of a sizing system, provide body sizes of generated DRHMs, and visualize generated grids and DRHMs. Application: The DRHM generation and analysis system can be of great use to determine an optimal sizing system for a multiple-size product by comparing various sizing system candidates.

• Journal of Korean Neurosurgical Society
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• 제57권4호
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• pp.266-270
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• 2015

Objective : Chronic subdural hematoma (CSDH) is one of the most frequent problems encountered in neurosurgery. Although burr-hole trephination is widely performed to treat CSDH, the incidence rate of recurrent CSDH is still 2-37%. The goal of this study is to determine the risk factors that affect recurrent CSDH. Methods : A total of 182 patients were included in this study who underwent burr-hole trephination. The clinical factors and radiographic features between the recurrence and the no recurrence groups were analyzed to find the parameters related to the postoperative recurrence of CSDH. Results : For the recurrence of CSDH that occurred in 25 patients (13.7%), among various risk factors, pre and postoperative midline displacements, which are more than 10 mm (p=0.000), and preoperative hemiparesis (p=0.026) had contributed to recurrent CSDH with statistical significance by univariate analysis. Unilateral CSDH were more frequently related to recurrent CSDH (16.3%), although it was not a statistical significant result (p=0.052). Furthermore, preoperative midline displacement only had statistical meaning for the recurrence of CSDH by multivariate analysis. Conclusion : This study indicates that the midline displacement on the preoperative computed tomography scan is the only independent predictor for the recurrence of CSDH.

• 응용통계연구
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• 제8권1호
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• pp.61-74
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• 1995

오늘날에는 컴퓨터를 이용한 다양한 그래프기법의 개발로 자료로부터 정보를 직접적으로 얻는 것이 용이하다. 특히 최근에 발표된 R-코드(Cook과 Weisberg, 1994)는 다양한 2차원, 3차원 플롯 뿐만 아니라 축의 회전과 여러가지 모형에 대한 적합성을 제시하므로 보다 쉽게 자료에 적합한 모형을 시각적으로 분석할 수 있게 하였다. 그러나 그래프는 3차원 이상의 공간을 표현할 수 없기 때문에 하나의 반응변수와 세개이상의 설명변수 사이의 관계를 직접적으로 표현하는 것이 불가능하다. 이와 관련하여 Li(1991, 1992)에 의하여 제시된 SIR, pHd 방법과 Cook과 Weisberg(1991)에 의하여 제시된 SAVE는 설명변수들의 선형결합을 이용하여 효과적으로 설명변수들의 차원을 줄이는 방법을 제시하였다. 본 연구에서는 Li에 의하여 제시된 pHd 방법을 반응변수가 2개이상인 다변량 반응변수 모형에 적용하는 방법을 연구하였다. pHd 방법의 적용에는 많은 계산과정이 요구되는데, 이러한 계산과 다양한 플롯은 R-코드를 이용하였다.

• Journal of Preventive Medicine and Public Health
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• 제52권2호
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• pp.140-144
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• 2019

Objectives: Investigating the survival of patients with cancer is vitally necessary for controlling the disease and for assessing treatment methods. This study aimed to compare various statistical models of survival and to determine the survival rate and its related factors among patients suffering from lung cancer. Methods: In this retrospective cohort, the cumulative survival rate, median survival time, and factors associated with the survival of lung cancer patients were estimated using Cox, Weibull, exponential, and Gompertz regression models. Kaplan-Meier tables and the log-rank test were also used to analyze the survival of patients in different subgroups. Results: Of 102 patients with lung cancer, 74.5% were male. During the follow-up period, 80.4% died. The incidence rate of death among patients was estimated as 3.9 (95% confidence [CI], 3.1 to 4.8) per 100 person-months. The 5-year survival rate for all patients, males, females, patients with non-small cell lung carcinoma (NSCLC), and patients with small cell lung carcinoma (SCLC) was 17%, 13%, 29%, 21%, and 0%, respectively. The median survival time for all patients, males, females, those with NSCLC, and those with SCLC was 12.7 months, 12.0 months, 16.0 months, 16.0 months, and 6.0 months, respectively. Multivariate analyses indicated that the hazard ratios (95% CIs) for male sex, age, and SCLC were 0.56 (0.33 to 0.93), 1.03 (1.01 to 1.05), and 2.91 (1.71 to 4.95), respectively. Conclusions: Our results showed that the exponential model was the most precise. This model identified age, sex, and type of cancer as factors that predicted survival in patients with lung cancer.

• 응용통계연구
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• 제28권5호
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• pp.1013-1024
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• 2015

본 논문에서는 다변량 DCC(dynamic conditional correlation) GARCH 모형에서 동태적 상관계수를 추정하기 위한 대표적 방법인 쌍별 추정법과 다차원 추정법의 효율성을 비교한다. 이를 위하여 금융 시장의 변동성을 반영하는 다변량 시계열을 생성하고 이에 대한 DCC GARCH 모형을 수립 및 추정하는 시뮬레이션을 실시하였다. 또한 KOSPI 200 섹터지수를 이용하여 포트폴리오를 구성하고 이의 변동성 추정 및 VaR 계산을 통하여 동태적 상관계수 추정에 대한 정확성을 평가하였다. 그 결과로서, 전반적으로 다차원 추정법이 쌍별 추정법보다 우수함을 발견하였다. 특히, 다차원 추정법에서 상대적으로 상관관계가 낮은 시계열을 추가할수록 쌍별 시계열에 대한 동태적 상관계수 추정의 정확성을 높여줌을 발견하였다.