Earticle

The main objective of the present study is to examine the relationship between different social psychological variables on the one hand and proficiency on the other. We have found a significant correlation between scoring for exact responses versus acceptable included responses, suggesting the Cloze procedure would well be appropriate for use with non-native speakers. Except for the medium of instruction, resentment motivation and class-room anxiety, all other variables, namely age, sex, socio-economic status, exposure to English, schooling, attitude towards English-speaking Bangladeshis, attitude towards English, integrative motivation, instrumental motivation, manipulative motivation and parental support are significantly correlated with the Cloze scores. Cloze has shown a significant positive correlation with socio-economic status. This indicates that the learners who are from the lower rungs of society have not done well in the Cloze test even though they have a positive attitude towards English-speaking Bangladeshis and also have realized the importance of English in obtaining a better education and good jobs. Those students who have performed better have come from “high socio-economic statuses” and do not sustain positive attitude towards English-speaking Bangladeshis and also view English unfavourably. Those who come from good and English medium schools are generally from higher socio-economic statuses; therefore, there is a high co-relationship between socio-economic status and schooling. The results of our present study confirm that schooling is the most significant predictor of achievement and proficiency in second language learning.

This study aims to forecast Portfolio VaR using Noise-reduced Correlation Matrix based on Denoising Autoencoders, which helps anticipate extreme losses in the future. The dataset comprises the US stocks with daily adjusted closing prices. The portfolio weights for each asset were calculated by applying the Risk Parity method to the entire asset group using the Noise-reduced Correlation Matrix. Forecasting VaR through Delta-Normal, Historical, GARCH, and Denoising Autoencoders methods, and subsequently conducted Backtest VaR. Empirical analysis revealed that DAE-GARCH-VaR (Student’s T Distribution) exhibited a significant noise reduction effect on the correlation matrix and the superior performance.

본 논문에서는 선형 배열 균일 안테나에 입사하는 신호들의 상관행렬을 강건하게 생성하여 부공간 기반 기법의 도래각 추정 성능을 향상시키는 알고리즘을 제안한다. 기존의 부공간 기반 도래각 추정 기법은 상관행렬을 구한 후 신호 부공간과 잡음 부공간으로 분리하여 도래각을 추정한다. 그러나, 낮은 SNR, 작은 개수의 스냅샷에서 구해지는 상관행렬의 성분은 안테나의 잡음 성분으로 인하여 신호 부공간을 부정확하게 추정하여 도래각 추정 성능을 저하시킨다. 따라서, 기존의 상관행렬로부터 구해지는 가상의 신호 벡터를 슬라이딩 방식으로 배열함으로써 강건한 상관행렬을 생성한다. 기존의 상관행렬과 제안하는 강건한 상관행렬의 비교 분석을 위하여, 부공간 기반 기법의 대표적 방법인 MUSIC, ESPRIT을 이용하였다. 시뮬레이션 결과, 계산 복잡도는 기존의 상관행렬 대비 2.5% 이내 증가하였으나, 도래각 추정성능은 RMSE 1° 기준 SNR이 MUSIC, ESPRIT 모두 3dB 이상의 우수한 도래각 추정 성능을 보였다.

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.

본 연구는 국내 A기업 책임급 승진 AC 자료(N = 324)를 활용하여, MTMM 상관행렬 패턴을 통해 수렴․변별 타당도 단서를 탐색하고, CFA 기반 점수 구조 모형(차원모형, 과제모형, 차원-과제 결합모형)을 비교하여 차원효과와 방법효과의 상대적 기여를 검토하였다. MTMM 상관분석 결과, 동일 과제 내 상이한 차원 간 상관이 높게 나타났으며 상이한 과제 간 동일 차원 상관이 비교적 낮게 나타나 방법효과의 개연성이 확인되었다. CFA 결과, 차원모형은 자료를 충분히 설명하지 못한 반면 과제모형은 제한적으로 수용 가능했으며, 차원-과제 결합모형이 가장 우수한 적합을 보였다. 본 연구는 국내 실제 운영 AC의 점수 구조를 제시하여, MTMM 상관 패턴만으로 구성개념 타당도를 단정하기보다 CFA(차원․과제․결합)와 병행하는 다중접근 해석이 필요함을 시사한다. 아울러 역량×상황 결합 관점에서, AC 간소화 국면에서도 중복측정 설계의 유지, 과제당 역량 탑재의 적정화, FoR 기반 평정 절차와 통합회의 운영의 표준화, 차원×과제 점수의 피드백․개발 활용 확대가 요구됨을 제안한다.

This study used promotion assessment center (AC) data from a large Korean corporation (Company A) for managerial-level promotion candidates (N = 324). We examined convergent and discriminant validity cues from multitrait-multimethod (MTMM) correlation patterns and compared CFA score-structure models (dimension, exercise, and dimension-exercise mixed) to assess the relative contributions of dimension and method effects. MTMM results showed high correlations among different dimensions within the same exercise but relatively low correlations for the same dimension across exercises, indicating plausible method effects. CFA results showed poor fit for the dimension model, marginally acceptable fit for the exercise model, and the best fit for the mixed model. These findings suggest that construct validity should not be inferred from MTMM patterns alone and support a multi-approach interpretation that combines MTMM and CFA model comparisons. From a competency × situation perspective, we recommend maintaining an overlapping measurement design in which each competency is assessed in two exercises, calibrating the number of competencies per exercise, standardizing Frame-of-Reference (FoR)-based ratings and integration meetings, and expanding the use of dimension × exercise scores for feedback and development.

A parallel implementation of the highly useful and computational intensive cor-relation matrix arithmetic is presented here. A heterogeneous multi-core CELL-BE processor platform has been used for the purpose of accelerating the performance of the kernel. An extensive measures of the performance reflects the massive capability of the CELL-BE processor architecture. In comparison with a Power Processor, the CELL-BE achieves about 500 time better performance, whereas it is showing around 120 times better performance with that of a dual-core Pentium-4 processor.

Concrete compressive strength is one of the most important factors leading to building construction, in the civil engineering context. While evaluating such data, quantitative analysis required. As it is known that, concrete as a non-homogeneous material, consists of separate phases. The more complicated the concrete, the higher is the compressive strength. But if missing value exists in the microstructure of concrete, then it may provide some unusual effect on the compressive strength of concrete. Thus it is required to deal with the analysis of missing values. In this study traditional and modern estimation techniques of missing values are performed and the effect of these methods on correlation matrix is observed along with their comparison. The result shows that, modern techniques provide efficient estimates compared to traditional method. .The analysis described here were undertaken in the SPSS 13.0 packages.

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.

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.

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.

Background: Prostate cancer is a major concern of public health. Microvascular density (MVD) is one of the prognostic markers for various solid cancers. Matrix metalloproteinase 11 (MMP11) plays an important role in angiogenesis and changes in its expression level are known to be associated with tumor progression and clinical outcome. Aim: To investigate the relationship between MVD and MMP11 expression in prostatic adenocarcinoma tissues. Materials and Methods: The expression levels of MMP11 and MVD were analyzed immunohistochemically for 50 specimens of prostatic adenocarcinoma. Results: MMP11 was mainly expressed in stromal cells but rarely seen in epithelial cells. Mean MVD was $36/mm^2$, and it was correlated significantly only with bone metastases. MVD was also significantly correlated with MMP11 expression (r=0.29, p=0.044). Conclusions: MMP11 may alter the stromal microenvironment of prostate cancer to stimulate tumor angiogenesis.

Objective: This study aimed to analyze the correlation between the immunoexpression of matrix metalloproteinase 9 (MMP-9) and tissue inhibitor of metalloproteinase-1 (TiMP1) in the uterosacral ligaments in patients with uterine prolapse. Methods: This analytic-correlative cross-sectional study included 32 patients who were admitted at the Hasan Sadikin General Hospital from July to December 2013. Sixteen of the patients had uterine prolapse, while the rest did not. The patients underwent total hysterectomy, radical hysterectomy, or staging laparotomy. MMP-9 and TiMP1 expression in the uterosacral ligaments was measured via immunohistochemical staining. The median expression per field of view was calculated using a histoscore. Results: MMP-9 expression in patients with uterine prolapse was found to be higher than that in the control group. Meanwhile, TiMP1 expression showed no significant difference between the groups. Spearman's analysis showed a moderate correlation between the expression of MMP-9 and uterine prolapse incidence (P=0.02), with a correlation coefficient of 0.574. Conclusion: There is a moderate correlation between MMP-9 expression and the incidence of uterine prolapse. It can be considered one of the primary etiologies of uterine prolapse.

Purpose: Matrix metalloproteinases (MMPs) are capable of degrading extracellular matrix, and they are inducible enzymes depending on an inflammatory environment such as periodontitis and bacterial infection in periodontal tissue. Gingival inflammation has been postulated to be correlated with the production of MMP-2 and MMP-9. The objective of this study was to quantify the expression and activity of MMP-9 and -2, and to determine the correlation between activity and expression of these MMPs in human gingival tissues with periodontitis. Methods: The gingival tissues of 13 patients were homogenized in $500{\mu}L$ of phosphate buffered saline with a protease inhibitor cocktail. The expression and activity of MMP-2 and -9 were measured by enzyme-linked immunosorbent assay and Western blot analysis, and quantified by a densitometer. For the correlation line, statistical analysis was performed using the Systat software package. Results: MMP-9 was highly expressed in all gingival tissue samples, whereas MMP-2 was underexpressed compared with MMP-9. MMP-9 activity increased together with the MMP-9 expression level, with a positive correlation (r=0.793, P=0.01). The correlation was not observed in MMP-2. Conclusions: The expression of MMP-2 and -9 might contribute to periodontal physiological and pathological processes, and the degree of MMP-9 expression and activity are predictive indicators relevant to the progression of periodontitis.

Objective: To investigate the correlation between extracellular matrix protein-1 (ECM1) and the growth, metastasis and angiogenesis of laryngeal carcinoma. Materials and Methods: Forty-five samples with laryngeal benign and malignant tumors confirmed by pathology in Laiwu City People's Hospital from March 2006 to March 2011 were collected, in which there were 29 cases with laryngeal carcinoma and 16 with benign tumors. The expression of ECM1 and factor VIII-related antigens in patients with laryngeal carcinoma and those with benign tumors was respectively detected using immunohistochemical method, and the correlation between ECM1 staining grade and microvessel density (MVD) was analyzed. Results: In laryngeal carcinoma tissue, ECM1 was mainly expressed in cytoplasm, less in cytomembrane or intercellular substance. With abundant expression in the tissue of laryngeal benign tumors (benign mesenchymoma and hemangioma), ECM1 was primarily expressed in the connective tissue, which was different from the expression in laryngeal carcinoma tissue. The proportion of positive ECM1 staining (++) in patients with laryngeal carcinoma was dramatically higher than those with benign tumors (p<0.05), and that of strongly-positive ECM1 staining (+++) slightly higher. The results of Spearman nonparametric correlation analysis revealed that ECM1 staining grade in laryngeal carcinoma tissue had a significantly-positive correlation with MVD (r=0.866, p=0.000). Conclusions: ECM1 expression in laryngeal carcinoma is closely associated with tumor cell growth, metastasis and angiogenesis, which can be considered as an effective predictor in the occurrence and postoperative recurrence of laryngeal carcinoma.

Properties of multivariate Shewhart and CUSUM charts for monitoring variance-covariance matrix, specially focused on correlation coefficient components, are investigated. The performances of the proposed charts based on control statistic Lawley-Hotelling $V_i$ and likelihood ratio test (LRT) statistic $TV_i$ are evaluated in terms of average run length (ARL). For monitoring correlation coe cient components of dispersion matrix, we found that CUSUM chart based on $TV_i$ gives relatively better performances and is more preferable, and the charts based on $V_i$ perform badly and are not recommended.

Multivariate control charts for effectively monitoring every component in the dispersion matrix of multivariate normal process are considered. Through the numerical results, we noticed that the multivariate control charts based on sample statistic $V_i$ by Hotelling or $W_i$ by Alt do not work effectively when the correlation coefficient components in dispersion matrix are increased. We propose a combined procedure monitoring every component of dispersion matrix, which operates simultaneously both control charts, a chart controlling variance components and a chart controlling correlation coefficients. Our numerical results show that the proposed combined procedure is efficient for detecting changes in both variances and correlation coefficients of dispersion matrix.

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.

The fission neutron will show a certain angular correlation due to the momentum enhancement of fission fragments. Neutron-neutron angular correlation is related to the intrinsic characteristics of the nucleus and can be applied to the characterization of nuclear materials. Currently, the mechanism related to the influence of matrix effects on neutron-neutron angular correlation of nuclear materials is not clear, which leads to the deviation. In this paper, a liquid scintillation detection system was built by Geant4 to investigate the matrix effects of nuclear materials. It is found that the change of neutron-neutron angular correlation mainly comes from the effect of induced fission and neutron scattering. Meanwhile, this paper also investigates the neutron anisotropy in different energy regions and the change of neutron-neutron angular correlation, and obtains the distribution of neutron-neutron energy-angle correlation, which further reveals the nature of neutron energy angular correlation. It is shown that neutron-neutron angular correlation is strongly affected by the matrix effect of nuclear materials and cannot be used to characterize the properties of nuclear materials. The neutron-neutron energy-angle correlation achieves feature enhancement by coupling the angle and energy information of fission neutrons, and has great potential in the radionuclide identification. The findings of this study on the matrix effect and the proposed energy-angle correlation analysis have significant potential for application in nuclear security and safeguards.

본 논문에서는 온-웨이퍼형 DUT 측정을 위한 입력 터미네이션의 정의방법을 제안하였으며, 제안된 방법으로 새롭게 정의된 입력 터미네이션과 잡음전력비에 기초한 잡음상관행렬 측정방법을 이용, 온-웨이퍼형 DUT의 잡음상관행렬을 측정하였다. 그리고 온-웨이퍼 DUT를 측정하기 위해 웨이퍼 프로브와 바이어스-티가 포함된 잡음측정 구성을 보였다. 온-웨이퍼형 DUT 측정을 위한 입력 터미네이션을 정의하기 위해서는 바이어스-티와 프로브 그리고 open으로 종단된 선로가 결합된 어댑터의 S-파라미터가 필요하며, 이를 위해 1-포트 측정을 통해 어댑터의 2-포트 S-파라미터를 결정하는 방법을 보였다. 이 측정된 어댑터의 S-파라미터 이용, 온-웨이퍼형 DUT 측정을 위한 새로운 입력 터미네이션을 정의하는 방법을 보였다. 제안된 방법으로 1.5 dB의 잡음지수를 갖는 칩 소자의 잡음상관행렬을 측정하였고, 측정된 잡음상관행렬을 이용하여 칩 소자의 잡음 파라미터 결과를 얻었다. 칩 소자의 잡음 파라미터 결과는 칩 소자의 데이터시트에 있는 잡음 파라미터 결과와 유사한 결과를 보였으며, 반복 측정을 통해 측정된 결과가 신뢰할 수 있는 결과임을 보였다.

In this paper, we propose a method for defining the input termination for on-wafer-type device under test (DUT) measurement. Using the newly defined input termination and noise wave correlation matrix (NWCM) measurement method based on noise power ratio, the NWCM of the on-wafer-type DUT was measured. We demonstrate a noise measurement configuration that includes wafer probes and bias tees to measure the on-wafer DUT. The S-parameter of the adapter that combines the bias tee, probe, and a line terminated by open is required to define the input termination for on-wafer DUT measurement. To measure the S-parameter of the adapter, a 2-port S-parameter measurement method using 1-port measurement is introduced. Using the measured S-parameters, a method for defining the new input termination for on-wafer-type DUT measurement is applied. The proposed method involves the measurement of the NWCM of the chip with a 1.5 dB noise figure. The noise parameters of the chip were obtained using the measured NWCM. The results indicate that the obtained values of the noise parameters are similar to those mentioned on a datasheet for the chip. In addition, repeated measurements yielded similar results, thereby confirming the reliability of the measurements.

일반적으로 잡음 측정결과는 회로망분석기의 측정결과에 비해 상당히 큰 불규칙 리플을 보인다. 이에 대한 주 원인은 회로망분석기는 측정 시에 상대적인 전력의 비를 이용하고, 잡음 측정은 절대적인 잡음전력 측정에 의존하기 때문이다. 본 논문에서는 잡음측정의 불규칙 리플을 최소화하기 위해서 상대적인 잡음비를 이용한 새로운 잡음상관행렬 측정방법을 제안하였다. 제안된 방법은 5개의 입력에 대해 측정된 잡음전력들 중 하나를 기준으로 4개의 상대적인 잡음비를 통해 불규칙 리플을 최소화하고, 이를 이용하여 잡음상관행렬 및 잡음 파라미터를 측정하는 방법이다. 제안된 방법을 이용한 잡음파라미터 측정결과, 수동 DUT인 0.5 dB 감쇠기의 경우, S-파라미터를 이용하여 계산되어진 잡음 파라미터의 이론값과 거의 일치하는 결과를 보였다. 그리고 1 dB 이하의 잡음지수를 갖는 능동 DUT에 대해서도 신뢰할 수 있는 잡음파라미터 측정이 가능함을 보였다.

In general, noise measurement results show larger random ripple than those of the network analyzer. The reason for the lager random ripple of the noise measurements is considered that the general noise measurements uses absolute measured noise powers, while the network analyzer measures using a ratio of the measured powers. In this paper, a novel measurement method of noise correlation matrix using relative noise ratios is proposed. Proposed method measures the five noise powers of DUT for the five input impedance variations and the four relative noise ratios are formed using the five measured noise powers. The four noise ratios are used to compute the noise correlation matrix and noise parameters. The resulting noise parameters for a 0.5 dB attenuator show good agreements with theoretical values calculated by S-parameters. Also, the noise parameters of an active DUT with a noise figure of less than 1 dB are measured and the measured results show a small random ripple as expected and their values are physically acceptable. In conclusion, the proposed method can be applied to the noise parameter measurements for DUT with a noise figure below 1 dB.

본 연구는 상관행렬 추정방법을 이용한 최적 포트폴리오의 개선 여부를 조사하였다. 제안하는 상관행렬은 표본상관행렬에 포함된 시장요인의 속성을 제거한 상관행렬(비시장상관행렬)이다. 비교대상은 표본상관행렬과 함께 기존연구에서 개선효과를 갖는 상관행렬들(일정상관행렬, 시장요인 상관행렬, 3요인 상관행렬, shrinkage 상관행렬)로부터의 최적 포트폴리오, 그리고 동일가중 및 가치가중 포트폴리오이다. 검증결과에 의하면, 표본상관행렬을 이용한 최적 포트폴리오는 이론적으로 기대하는 잘 분산 투자된 포트폴리오를 구성하지 못한다. 비시장상관행렬을 이용한 최적 포트폴리오는 다른 상관행렬과 비교하여 보다 잘 분산 투자된 포트폴리오를 구성하고, 이를 통해 낮은 위험과 높은 투자성과를 달성한다. 더욱이 입력변수(기대수익, 표준편차) 예측오류에 대하여, 비시장상관행렬로부터의 최적 포트폴리오는 다른 상관행렬에 비교하여 현저히 작은 민감도를 보인다. 또한, 실증분석의 변경에 따른 강건성 검증에서도 동일한 증거를 보였다.

This study empirically investigates the practical applicability of Markowitz (1952) optimization function through correlation matrixes among stocks in the Korean stock market. The proposed method is a correlation matrix that removes the property of a market factor included in the sample correlation matrix, that is, the non-market correlation matrix. For comparison with the previous studies, the correlation matrixes that is known in the optimal portfolio are utilized, along with equal-weighted and value-weighted portfolios. According to the results, the optimal portfolio from the non-market correlation matrix may construct better diversified portfolio, and then, achieve lower risk and higher performance compared to other correlation matrixes. In comparison by the perspective of prediction error from expected return and standard deviation of returns, moreover, the optimal portfolio from the non-market correlation matrix has much lower magnitude of sensitivity from prediction error of input variables than those from the other correlation matrixes. These results show the evidence supporting that the non-market correlation matrix has a comparative benefit for improving the practical applicability of the optimal function as well as for effectively reducing the influence of prediction error from input variables.