• Title, Summary, Keyword: multivariate analysis

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Multivariate Process Capability Index Using Inverted Normal Loss Function (역정규 손실함수를 이용한 다변량 공정능력지수)

  • Moon, Hye-Jin;Chung, Young-Bae
    • Journal of the Society of Korea Industrial and Systems Engineering
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    • v.41 no.2
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    • pp.174-183
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    • 2018
  • In the industrial fields, the process capability index has been using to evaluate the variation of quality in the process. The traditional process capability indices such as $C_p$, $C_{pk}$, $C_{pm}$ and $C^+_{pm}$ have been applied in the industrial fields. These traditional process capability indices are mainly applied in the univariate analysis. However, the main streams in the recent industry are the multivariate manufacturing process and the multiple quality characteristics are corrected each other. Therefore, the multivariate statistical method should be used in the process capability analysis. The multivariate process indices need to be enhanced with more useful information and extensive application in the recent industrial fields. Hence, the purpose of the study is to develop a more effective multivariate process index ($MC_{pI}$) using the multivariate inverted normal loss function. The multivariate inverted normal loss function has the flexibility for the any type of the symmetrical and asymmetrical loss functions as well as the economic information. Especially, the proposed modeling method for the multivariate inverted normal loss function (MINLF) and the expected loss from MINLF in this paper can be applied to the any type of the symmetrical and asymmetrical loss functions. And this modeling method can be easily expanded from a bivariate case to a multivariate case.

Multivariate Time Series Simulation With Component Analysis (독립성분분석을 이용한 다변량 시계열 모의)

  • Lee, Tae-Sam;Salas, Jose D.;Karvanen, Juha;Noh, Jae-Kyoung
    • Proceedings of the Korea Water Resources Association Conference
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    • pp.694-698
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    • 2008
  • In hydrology, it is a difficult task to deal with multivariate time series such as modeling streamflows of an entire complex river system. Normal distribution based model such as MARMA (Multivariate Autorgressive Moving average) has been a major approach for modeling the multivariate time series. There are some limitations for the normal based models. One of them might be the unfavorable data-transformation forcing that the data follow the normal distribution. Furthermore, the high dimension multivariate model requires the very large parameter matrix. As an alternative, one might be decomposing the multivariate data into independent components and modeling it individually. In 1985, Lins used Principal Component Analysis (PCA). The five scores, the decomposed data from the original data, were taken and were formulated individually. The one of the five scores were modeled with AR-2 while the others are modeled with AR-1 model. From the time series analysis using the scores of the five components, he noted "principal component time series might provide a relatively simple and meaningful alternative to conventional large MARMA models". This study is inspired from the researcher's quote to develop a multivariate simulation model. The multivariate simulation model is suggested here using Principal Component Analysis (PCA) and Independent Component Analysis (ICA). Three modeling step is applied for simulation. (1) PCA is used to decompose the correlated multivariate data into the uncorrelated data while ICA decomposes the data into independent components. Here, the autocorrelation structure of the decomposed data is still dominant, which is inherited from the data of the original domain. (2) Each component is resampled by block bootstrapping or K-nearest neighbor. (3) The resampled components bring back to original domain. From using the suggested approach one might expect that a) the simulated data are different with the historical data, b) no data transformation is required (in case of ICA), c) a complex system can be decomposed into independent component and modeled individually. The model with PCA and ICA are compared with the various statistics such as the basic statistics (mean, standard deviation, skewness, autocorrelation), and reservoir-related statistics, kernel density estimate.

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Practical Guide to NMR-based Metabolomics - III : NMR Spectrum Processing and Multivariate Analysis

  • Jung, Young-Sang
    • Journal of the Korean Magnetic Resonance Society
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    • v.22 no.3
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    • pp.46-53
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    • 2018
  • NMR-based metabolomics needs various knowledge to elucidate metabolic perturbation such as NMR experiments, NMR spectrum processing, raw data processing, metabolite identification, statistical analysis, and metabolic pathway analysis regarding technical aspects. Among them, some concepts of raw data processing and multivariate analysis are not easy to understand but are important to correctly interpret metabolic profile. This article introduces NMR spectrum processing, raw data processing, and multivariate analysis.

Comparison Analysis of Multivariate Process Capability Indices (다변량 공정능력지수들의 비교분석)

  • Moon, Hye-Jin;Chung, Young-Bae
    • Journal of the Society of Korea Industrial and Systems Engineering
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    • v.42 no.1
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    • pp.106-114
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    • 2019
  • Recently, the manufacturing process system in the industrial field has become more and more complex and has been influenced by many and various factors. Moreover, these factors have the dependent correlation rather than independent of each other. Therefore, the statistical analysis has been extended from the univariate method to the multivariate method. The process capability indices have been widely used as statistical tools to assess the manufacturing process performance. Especially, the multivariate process indices need to be enhanced with more useful information and extensive application in the recent industrial fields. The various multivariate process capability indices have been studying by many researchers in recent years. Hence, the purpose of the study is to compare the useful and various multivariate process capability indices through the simulation. Among them, we compare the useful models of several multivariate process capability indices such as $MC_{pm}$, $MC^+_{pm}$ and $MC_{pl}$. These multivariate process capability indices are incorporates both the process variation and the process deviation from target or consider the expected loss caused by the process deviation from target. Through the computational examples, we compare these process capability indices and discuss their usefulness and effectiveness.

Development of Multivariate Analysis System by Using SAS/AF and SCL

  • Han, Sang-Tae;Kang, Hyuncheol;Lee, Seong-Keon;Jang, Myung-Seok;Lee, Duck-Ki;Ryu, Dong-Kyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.507-514
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    • 2001
  • In recent years, the development and the embodiment of information analysis system has been sprightly carried out in several fields of study. In this study, as and extension of these studies, we develop a system for multivariate analysis which might be widely used in social and natural sciences. This multivariate analysis system is developed by using multivariate analysis procedures in SAS/STAT software. Also, the system supply users with he environment of GUI(Graphical User Interface), which is constructed with AF(application frame) and SCL(screen control language) of SAS software, in order to help users to use the system with easy.

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MULTIVARIATE JOINT NORMAL LIKELIHOOD DISTANCE

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1429-1433
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    • 2009
  • The likelihood distance for the joint distribution of two multivariate normal distributions with common covariance matrix is explicitly derived. It is useful for identifying outliers which do not follow the joint multivariate normal distribution with common covariance matrix. The likelihood distance derived here is a good ground for the use of a generalized Wilks statistic in influence analysis of two multivariate normal data.

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A Study on Multivriate Process Capability Index using Quality Loss Function (손실함수를 이용한 다변량 공정능력지수에 관한 연구)

  • 문혜진;정영배
    • Journal of the Society of Korea Industrial and Systems Engineering
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    • v.25 no.2
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    • pp.1-10
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    • 2002
  • Process capability indices are widely used in industries and quality assurance system. In past years, process capability analysis have been used to characterize process performance on the basis of univariate quality characteristics. However, in actual manufacturing industrial, statistical process control (SPC) often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^+$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other.

Non-Invasive Plasma Monitoring Tools and Multivariate Analysis Techniques for Sensitivity Improvement

  • Jang, Haegyu;Lee, Hak-Seung;Lee, Honyoung;Chae, Heeyeop
    • Applied Science and Convergence Technology
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    • v.23 no.6
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    • pp.328-339
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    • 2014
  • In this article, plasma monitoring tools and mulivariate analysis techniques were reviewed. Optical emission spectroscopy was reviewed for a chemical composition analysis tool and RF V-I probe for a physical analysis tool for plasma monitoring. Multivariate analysis techniques are discussed to the sensitivity improvement. Principal component analysis (PCA) is one of the widely adopted multivariate analysis techniques and its application to end-point detection of plasma etching process is discussed.

A Goodness-of-Fit Test for Multivariate Normal Distribution Using Modified Squared Distance

  • Yim, Mi-Hong;Park, Hyun-Jung;Kim, Joo-Han
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.607-617
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    • 2012
  • The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

Multivariate statistical analysis of the comparative antioxidant activity of the total phenolics and tannins in the water and ethanol extracts of dried goji berry (Lycium chinense) fruits

  • Kim, Joo-Shin;Kimm, Haklin Alex
    • Korean Journal of Food Science and Technology
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    • v.51 no.3
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    • pp.227-236
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    • 2019
  • Antioxidant activity in water and ethanol extracts of dried Lycium chinense fruit, as a result of the total phenolic and tannin content, was measured using a number of chemical and biochemical assays for radical scavenging and inhibition of lipid peroxidation, with the analysis being extended by applying a bootstrapping statistical method. Previous statistical analyses mostly provided linear correlation and regression analyses between antioxidant activity and increasing concentrations of phenolics and tannins in a concentration-dependent mode. The present study showed that multiple component or multivariate analysis by applying multiple regression analysis or regression planes proved more informative than linear regression analysis of the relationship between the concentration of individual components and antioxidant activity. In this paper, we represented the multivariate analysis of antioxidant activities of both phenolic and tannin contents combined in the water and ethanol extracts, which revealed the hidden observations that were not evident from linear statistical analysis.