• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• 한국수자원학회논문집
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• 제51권1호
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• pp.49-60
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• 2018

다변량 지역빈도해석은 기존에 사용되어온 다변량 빈도해석과 지역빈도해석의 장점을 가지고 있는 방법으로 다양한 변수를 고려함으로써 수문현상에 대하여 많은 정보를 얻을 수 있다. 현재까지는 우리나라의 수문자료를 이용하여 다변량 지역빈도해석이 시도된 적이 없어 국내의 수문자료를 대상으로 다변량 지역빈도해석의 적용성을 검토할 필요가 있다. 본 연구에서는 다변량 지역빈도해석의 수문학적 동질지역을 설정하는 단계에 집중하여 이변량 수문자료인 연최대 강우량-지속기간 자료에 대하여 수문학적 동질지역을 설정하였다. 이변량 지역빈도해석에서 사용되는 지역구분방법의 한국의 연최대 강우량-지속기간 자료에 대한 적용성을 평가하였고 그 특성을 분석하였다. 기상청 71개 지점에 대하여 분석을 실시하였다. 군집해석방법으로는 K-medoid 방법을 적용하였고, 불일치 척도와 이질성 척도를 이용하여 지역구분이 적절히 되었는지를 판정하였다. 군집해석 결과 한국은 총 5개의 지역으로 나누어지며, 두 지역을 제외하고는 지역 내 모든 지점의 불일치 척도가 기준치 이하인 것으로 나타났다. 자료연수가 짧은 지점에서 불일치 척도가 높게 나오는 것을 확인하였다. 구분된 모든 지역은 지역 내 지점들의 자료들이 동질한 것으로 나타났고 각 지점간의 상관성이 매우 높은 것으로 나타났다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.187-191
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• 2000

In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

• 응용통계연구
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• 제15권1호
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• pp.21-32
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• 2002

We searched out in the votes data of the State of Florida at presidential election 2000. We used a multivariate regression analysis. We got there were several outliers including Palm Beach County. It means that we should analyze the number of disqualified ballots which were double-punched as well as the votes, to insist the " Butterfly Ballot" made Palm Beach outlier.

• 응용통계연구
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• 제25권6호
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• pp.1019-1026
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• 2012

This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

• 한국실내디자인학회논문집
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• 제13권6호
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• pp.132-139
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• 2004

This study is to a question in argument that existing theses about a trait spatial configuration of exhibition space were analyzed without appropriateness verification of analysis characteristics. Firstly, through theoretical studies of established thesis, validity twenty analysis characteristics was chosen by making an investigation into existing analysis characteristics. Secondly, through a subject of our investigation, forty-two exhibition space of nineteen museums and art museum at home and abroad, a distribution map of exhibition space was analyzed by multivariate analysis. As a result of this study : 1) Nine analysis characteristics which extracted through multivariate analysis was the principal analysis characteristics. 2) A scale was important characteristic for the classification of museum therefore a degree of space perception was ought to compare every one of similar scale museum. 3) When comparing a trait of spatial configuration at exhibition space, these characteristics came into effect on middle sized museums. 4) It was visually confirmed a trait of spatial configuration of each group between museum and art museum

• Environmental Engineering Research
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• 제19권3호
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• pp.197-203
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• 2014

This study estimated spatial and seasonal variation of water quality to understand characteristics of Nakdong river basin, Korea. All together 11 parameters (discharge, water temperature, dissolved oxygen, 5-day biochemical oxygen demand, chemical oxygen demand, pH, suspended solids, electrical conductivity, total nitrogen, total phosphorus, and total organic carbon) at 22 different sites for the period of 2003-2011 were analyzed using multivariate statistical techniques (cluster analysis, principal component analysis and factor analysis). Hierarchical cluster analysis grouped whole river basin into three zones, i.e., relatively less polluted (LP), medium polluted (MP) and highly polluted (HP) based on similarity of water quality characteristics. The results of factor analysis/principal component analysis explained up to 83.0%, 81.7% and 82.7% of total variance in water quality data of LP, MP, and HP zones, respectively. The rotated components of PCA obtained from factor analysis indicate that the parameters responsible for water quality variations were mainly related to discharge and total pollution loads (non-point pollution source) in LP, MP and HP areas; organic and nutrient pollution in LP and HP zones; and temperature, DO and TN in LP zone. This study demonstrates the usefulness of multivariate statistical techniques for analysis and interpretation of multi-parameter, multi-location and multi-year data sets.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1181-1190
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• 2006

Statistical analyses for spatial data are important features for various types of fields. Spatial data are taken at specific locations or within specific regions and their relative positions are recorded. Lattice data are synoptic observation covering an entire spatial region, like cancer rates corresponding to each county in a state. Until now, the echelon analysis has been applied only to univariate spatial data. As a result, it is impossible to detect the hotspots on the multivariate spatial data In this paper, we expand the spatial data to time series structure. And then we analyze them on the time space and detect the hotspots. Echelon dendrogram has been made by piling up each multivariate spatial data to bring time spatial data. We perform the structural analysis of temporal spatial data.

• 대한인간공학회지
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• 제24권4호
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• pp.39-46
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• 2005

The purpose of the study is to suggest a methodology for properly categorizing the body type of Koreans based on the multivariate statistical analysis. Anthropometric data used in the study were measured from the sampled strata of about fifteen thousand Koreans surveyed through the 5th national anthropometic data measurement project called Size Korea funded by ATS, Korea, during 2003-2004. In order to categorize whole body types, the normalized anthropometric variables, being divided by its stature, were used for obtaining a set of factors that supposedly represent body types through the factor analysis. These factors, which were again clustered, yielded the body types according to the gender. The body types classified are expected to be applied to product design for clothing, furniture, automobile packaging, etc.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2000년도 가을 학술발표회 논문집
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• pp.493-500
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• 2000

Rock Mass Rating has been widely applied to the underground tunnel excavation and many other practical problems in rock engineering. However, Rock Mass Rating is hard to make out because it is difficult to estimate each valuation items through all kind of field situations and items of RMR have interdependence. So the experts of tunnel assessment have problems with rating rock mass. In this study, using multivariate analysis based on domestic data(1011EA) of water conveyance tunnel, we presented rock mass rating system which is objective and easy to use. The constituents of RMR are decided to RQD, condition of discontinuities, groundwater conditions, orientation of discontinuities, intact rock strength, spacing of discontinuities in important order. In each step, we proposed the best multiple regression model for RMR system. And using data which have been collected at other site, we examined that presented multiple regression model was useful.