• The Korean Journal of Applied Statistics
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• v.32 no.6
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• pp.909-922
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• 2019

In this paper, we study the adaptive least absolute shrinkage and selection operator (LASSO) for the unstable autoregressive (AR) model. To identify the existence of the unit root, we apply the adaptive LASSO to the augmented Dickey-Fuller regression model, not the original AR model. We illustrate our method with simulations and a real data analysis. Simulation results show that the adaptive LASSO obtained by minimizing the Bayesian information criterion selects the order of the autoregressive model as well as the degree of differencing with high accuracy.

• The Korean Journal of Financial Management
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• v.16 no.2
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• pp.337-364
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• 1999

본 연구에서는 국내 주가지수선물시장과 현물시상간의 일중 가격 및 가격변동성의 선-후행관계를 실증적으로 분석함으로써 양 시장간의 동적관련성을 살펴보고자 하였다. 먼저, 상관관계분석의 결과는 KOSPI 200 주가지수선물수익률과 현물수익률, 그리고 주가지수선물수익률자승과 현물수익률 자승간에 유의한 교차상관관계가 존재하는 것으로 나타났다. 수익률의 선-후행관계를 살펴보기 위한 주가지수선물수익률의 시차변수들과 현물수익률간의 다중회귀분석의 결과는 주가지수선물수익률이 현물수익률을 약 15분 정도 선행하는 것으로 나타났으며, 이러한 현상은 현물수익률에 존재할 수 있는 비동시적 거래의 영향을 통제한 경우에도 비록 그 강도가 약하기는 하지만 여전하였다. 다음으로, 수익률 변동성의 선-후행관계를 살펴보기 위해 Grammatikos-Saunders (1986)가 제시한 무조건부 변동성의 추정치인 로그수익률자승을 사용하여 분석한 결과 주가지수선물수익률의 변동성이 현물수익률의 변동성을 약 10분 정도 선행하는 것으로 나타났으며, 이러한 결과는 비동시적 거래의 영향을 통제한 경우에도 동일하였다. 또한, Nelson(1991)의 EGARCH모형을 사용하여 수익률의 변동성을 추정한 후 이를 갖고 분석한 결과, 특히 비동시적 거래의 영향을 통제한 경우에는 주가지수선물시장과 현물시장의 수익률 변동성간에 선-후행관계가 존재한다는 것을 부정할 수 없었다.

• Transactions of the Korean Society of Automotive Engineers
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• v.13 no.4
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• pp.49-57
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• 2005

In this study, in-cylinder flow of the swirl chamber type diesel engine numerically simulated by VECTIS code. The flow fields during the intake and compression process were also investigated in detail. Numerical results revealed that the generation and distortion of the swirling, tumbling vortices and those influences on turbulence kinetic energy by shape of the jet passage, angle and area. It was also found that flow characteristics were affected by inflow velocity that depends on change of the jet passage shape. Swirl ratio was increased according to decrease of jet passage area, and was affected by piston motion according to increase of jet passage angle. Tumbling vortices had the similar in various cases, but tumble ratio was increased with the inflow velocity. The generation of turbulence kinetic energy was considerably influenced by complex effects of swirling and tumbling vortices.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.303-313
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• 2018

This study considers time series models to forecast drug expenditures in national health insurance. We adopt autoregressive error model (ARE) and transfer function model (TFM) with segmented level and trends (before and after 2012) in order to reflect drug price reduction in 2012. The ARE has only a segmented deterministic term to increase the forecasting performance, while the TFM explains a causality mechanism of drug expenditure with closely related exogenous variables. The mechanism is developed by cross-correlations of drug expenditures and exogenous variables. In both models, the level change appears significant and the number of drug users and ratio of elderly patients variables are significant in the TFM. The ARE tends to produce relatively low forecasts that have been influenced by a drug price reduction; however, the TFM does relatively high forecasts that have appropriately reflected the effects of exogenous variables. The ARIMA model without the exogenous variables produce the highest forecasts.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.2
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• pp.189-196
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• 2000

The objective of this paper is to propose an analysis technique to predict the behavior of PC wall structures subjected to cyclic load. While PC wall panel is idealized by finite elements, the joints at which PC walls are connected each other are idealized by nonlinear spring elements. Axial and shear spring elements are developed for simulating shear, compression and tension behaviors of joints. The strength and stiffness of each spring elements we presented from the previous research results and incorporated into the computer program of DRAIN-2DX. The proposed analysis technique is evaluated by analyzing specimens previously tested and comparing with those. On the strength, stiffness, energy dissipation and lateral drift, analytical results show good agreements with test results. This means the proposed technique is effective to predict the response of the PC wall structures.

• Journal of the Earthquake Engineering Society of Korea
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• v.13 no.4
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• pp.47-55
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• 2009

The purpose of this study is to verify the transfer function of input acceleration and output control force by linearizing a velocity-dependent damping term of Liquid Column Vibration Absorber (LCVA). Analytical and experimental research is conducted to identify natural frequency, damping ratio and participated mass ratio of LCVA with various section ratios of vertical and horizontal areas. Findings obtained experimentally by the shaking table test are compared with analytical findings using optimization technique with constraints. The results indicate that the level of liquid and section ratio of LCVA affect the characteristics of damping ratio and mass ratio. Damping and mass ratio increase as the section of vertical column of LCVA decreases, due to turbulence in the elbow of LCVA.

• Journal of the Korea Society of Computer and Information
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• v.28 no.3
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• pp.101-110
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• 2023

This study was conducted to identify factors influencing weight loss efforts in hypertensive patients with obesity in Korea using data from the 2016-2019 National Health and Nutrition Examination Survey. Weight perception, weight loss efforts, and weight control methods were investigated for 1,910 subjects. Data were analyzed using descriptive analysis, cross-tabulation analysis and logistic regression. Among obese hypertensive patients, 12.6% perceived their weight as normal. Weight loss efforts were 2.03 times (95% CI: 1.48 to 2.78) higher in people with overweight perception than those with normal weight perception, and 1.74 times (95% CI: 1.33 to 2.26) higher in women than in men. In addition, those with class 1 obesity were 1.50 times (95% CI: 0.85 to 2.65) higher than those with class 3 obesity, and those with class 2 obesity were 2.16 times (95% CI: 1.16 to 4.00) higher than those with class 3 obesity. These results suggest that weight management approaches for hypertensive patients with obesity should be individually designed according to weight perception, gender, and obesity class.

• Journal of Nutrition and Health
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• v.47 no.4
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• pp.247-257
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• 2014

Purpose: It is reported that most senior people consume a high carbohydrate diet, while a high carbohydrate diet could contribute to the risk of chronic disease. The aim of this study is to determine whether a high carbohydrate diet can increase the risk of chronic disease in elderly Koreans. Methods: Using the 2007-2009 Korean National Health Nutrition Examination Survey data, out of a total of 3,917 individuals aged 65 and above, final 1,535 subjects were analyzed, divided by dietary carbohydrate energy ratio into two groups of moderate carbohydrate ratio (MCR, 55-70%) and excessive carbohydrate ratio (ECR, > 70%). All data were processed after the application of weighted value, using a general linear model or logistic regression. Results: Eighty one percent of elderly Koreans consumed diets with carbohydrate energy ratio above 70%. The ECR group included more female subjects, rural residents, lower income, and lower education level. The ECR group showed lower waist circumference, lower diastolic blood pressure, and lower frequency of consumption of meat and egg, milk, and alcohol. The intake of energy and most nutrients, with the exception of fiber, potassium, vitamin A, and carotene, was lower in the ECR group compared to the MCR group. When analyzed by gender, the ECR group showed lower risk of dyslipidemia in male and obesity in female subjects, even though the ECR group showed low intake of some nutrients. No difference in the risk of hypertension, diabetes, and anemia was observed between the two groups in male or female subjects. Conclusion: This result suggested that a high carbohydrate diet would not be a cause to increase the risk of chronic disease in the elderly. Further study is needed in order to determine an appropriate carbohydrate energy ratio for elderly Koreans to reduce the risk of chronic disease.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.6
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• pp.501-508
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• 2014

In this paper, a method on deducing the capacity spectrum based on nonlinear earthquake response analysis will be introduced. Damage assessment of general building draws the capacity spectrum through the Push-over analysis and the intersection point of capacity spectrum and demand spectrum is seen as performance point. Push-over analysis is the way to perform static analysis by using the equivalent static load changed from the effect of earthquake and predict the behavior of structures by earthquake. But, this method can not be taken into account in the effects of higher mode and the dynamic characteristic. Therefore, in order to calculate the capacity spectrum under dynamic properties of building. A capacity spectrum from going ahead with the nonlinear earthquake response analysis is suggested.

• The Journal of the Korea Contents Association
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• v.22 no.7
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• pp.395-404
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• 2022

The purpose of this study is to prevent obesity in the elderly and to seek differentiated intervention measures according to education level by comparing and analyzing the factors influencing obesity in single-person households according to education level. Using the data from the National Health and Nutrition Survey in 2020, cross-analysis and logistic regression analysis were conducted through data of a total of 400 respondents, and the analysis showed vulnerability in physical activities that could affect obesity if the education level was low, and risk factors such as eating out and sodium intake were high. As a result of comparative analysis of influencing factors through the classification of education levels, sedentary time was a risk factor in the low-education group, and sodium intake was a risk factor for obesity in the high-education group. Through this, it was discussed the need for healthy nutrition and physical activity education for middle-aged and elderly single-person households, and differentiated intervention according to the level of education.