• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.387-397
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• 2003

Generally, most of researches that need a variable-clustering process use an exploratory factor analysis technique or a divisive hierarchical variable-clustering method based on a correlation matrix. And some researchers apply a object-clustering method to a distance matrix transformed from a correlation matrix, though this approach is known to be improper. On this paper an agglomerative hierarchical variable-clustering method based on a correlation matrix itself is suggested. It is derived from a geometric concept by using variate-spaces and a characterizing variate.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.727-733
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• 2011

To understand the stock market structure it is very important to extract meaningful information by analyzing the correlation matrix between stock returns. Recently there has been many studies on the correlation matrix using the Random Matrix Theory. In this paper we adopt this random matrix methodology to a single-factor model and we obtain meaningful information on the correlation matrix. In particular we observe the analysis of the correlation matrix using the single-factor model explains the real market data and as a result we confirm the usefulness of the single-factor model.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.339-345
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• 1993

It is well known that distribution of functions of eigen values and vectors of a certain matrix plays an important role in multivariate analysis. This paper deals with the transformation of a correlation-type random matrix to its eigen values and vectors. Properties of the transformation are also considered. The results obtained are applied to express the joint distribution of eigen values and vectors of the correlation matrix when sample is taken from a m-variate spherical distribution.

• Journal of Advanced Navigation Technology
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• v.26 no.3
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• pp.166-171
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• 2022

In this paper, we propose an algorithm to improve DoA(direction of arrival) estimation performance of the subspace-based method by generating high robustness correlation matrix of the signals incident on the uniformly linear array antenna. The existing subspace-based DoA estimation method estimates the DoA by obtaining a correlation matrix and dividing it into a signal subspace and a noise subspace. However, the component of the correlation matrix obtained from the low SNR and small number of snapshots inaccurately estimates the signal subspace due to the noise component of the antenna, thereby degrading the DoA estimation performance. Therefore a robust correlation matrix is generated by arranging virtual signal vectors obtained from the existing correlation matrix in a sliding manner. As a result of simulation using MUSIC and ESPRIT, which are representative subspace-based methods,, the computational complexity increased by less than 2.5% compared to the existing correlation matrix, but both MUSIC and ESPRIT based on RMSE 1° showed superior DoA estimation performance with an SNR of 3dB or more.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.43 no.10 s.352
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• pp.18-26
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• 2006

In this paper, we propose new beamforming algorithm which overcomes signal cancellation effect even high cross correlation existing between target and interfering signal. Using the proposed method, we show that direction of arrival (DOA) of interfering signal can be estimated using correlation matrix and the cross-correlation can be eliminated in the correlation matrix of input signal. The proposed method gives high performance enhancement compared with the spatial averaging method in our computer simulation results.

• Proceedings of the KSRS Conference
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• 2004.10a
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• pp.208-211
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• 2004

Landmark matching is one of an important algorithm for navigation of satellite images. This paper proposes a fast landmark matching algorithm using a MGLI (Moving Guide-Line Image). For searching the matched point between the landmark chip and a part of image, correlation matrix is used generally, but the full-sized correlation matrix has a drawback requiring plenty of time for matching point calculation. MGLI includes thick lines for fast calculation of correlation matrix. In the MGLI, width of the thick lines should be determined by satellite position changes and navigation error range. For the fast landmark matching, the MGLI provides guided line for a landmark chip we want to match, so that the proposed method should reduce candidate areas for correlation matrix calculation. This paper will show how much time is reduced in the proposed fast landmark matching algorithm compared to general ones.

• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.201-210
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• 2012

A modified multiplicative update algorithms is presented for computing the nearest correlation matrix. The convergence property is analyzed in details and a sufficient condition is given to guarantee that the proposed approach will not breakdown. A number of numerical experiments show that the modified multiplicative updating algorithm is efficient, and comparable with the existing algorithms.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.5
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• pp.134-140
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• 1994

In this paper, an algorithm of CBAM(Combination Bidirectional Associative Memory) model proposes, analyzes and tests CBAM model `s performancess by simulating with recalls and recognitions of patterns. In learning-procedure each correlation matrix of training patterns is obtained. As each correlation matrix's some elements correspond to juxtaposition, all correlation matrices are merged into one matrix (Combination Correlation Matrix, CCM). In recall-procedure, CCM is decomposed into a number of correlation matrices by spiliting its elements into the number of elements corresponding to all training patterns. Recalled patterns are obtained by multiplying input pattern with all correlation matrices and selecting a pattern which has the smallest value of energy function. By using a CBAM model, we have some advantages. First, all pattern having less than 20% of noise can be recalled. Second, memory capacity of CBAM model, can be further increased to include English alphabets or patterns. Third, learning time of CBAM model can be reduced greatly because of operation to make CCM.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.655-664
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• 2022

On the motivation by an integrative study of multi-omics data, we are interested in estimating the structure of the sparse cross correlation matrix of two high-dimensional random vectors. We rewrite the problem as a multiple testing problem and propose a new method to estimate the sparse structure of the cross correlation matrix. To do so, we test the correlation coefficients simultaneously and threshold the correlation coefficients by controlling FRD at a predetermined level α. Further, we apply the proposed method and an alternative adaptive thresholding procedure by Cai and Liu (2016) to the integrative analysis of the protein expression data (X) and the mRNA expression data (Y) in TCGA breast cancer cohort. By varying the FDR level α, we show that the new procedure is consistently more efficient in estimating the sparse structure of cross correlation matrix than the alternative one.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.665-674
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• 2015

Lack of a general matrix formula hampers implementation of the semi-partial correlation, also known as part correlation, to the higher-order coefficient. This is because the higher-order semi-partial correlation calculation using a recursive formula requires an enormous number of recursive calculations to obtain the correlation coefficients. To resolve this difficulty, we derive a general matrix formula of the semi-partial correlation for fast computation. The semi-partial correlations are then implemented on an R package ppcor along with the partial correlation. Owing to the general matrix formulas, users can readily calculate the coefficients of both partial and semi-partial correlations without computational burden. The package ppcor further provides users with the level of the statistical significance with its test statistic.