• Title/Summary/Keyword: 오차분산

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A Study on the Relation Exchange Rate Volatility to Trading Volume of Container in Korea (환율변동성과 컨테이너물동량과의 관계)

  • Choi, Bong-Ho
    • Journal of Korea Port Economic Association
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    • v.23 no.1
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    • pp.1-18
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    • 2007
  • The purpose of this study is to examine the effect of exchange rate volatility on Trading Volume of Container of Korea, and to induce policy implication in the contex of GARCH and regression model. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply impulse response functions and variance decomposition to the structural model to estimate dynamic short run behavior of variables. The major empirical results of the study show that the increase in exchange rate volatility exerts a significant negative effect on Trading Volume of Container in long run. The results Granger causality based on an error correction model indicate that uni-directional causality between trading volume of container and exchange rate volatility is detected. This study applies impulse response function and variance decompositions to get additional information regarding the Trading Volume of Container to shocks in exchange rate volatility. The results indicate that the impact of exchange rate volatility on Trading Volume of Container is negative and converges on a stable negative equilibrium in short-run. Th exchange rate volatility have a large impact on variance of Trading Volume of Container, the effect of exchange rate volatility is small in very short run but become larger with time. We can infer policy suggestion as follows; we must make a stable policy of exchange rate to get more Trading Volume of Container

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Impact of Enterprise R&D Investment on International Trade in Korea under the new Normal Era (뉴 노멀 시대하 한국기업의 R&D투자가 무역에 미치는 영향)

  • Kim, Seon-Jae;Lee, Young-Hwa
    • The Journal of the Korea Contents Association
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    • v.12 no.9
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    • pp.357-368
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    • 2012
  • The purpose of this study is to empirically examine the impact of enterprise R&D investment on international trade in Korea under the new Normal Era. In order to test whether the time series data of trade variables are stationary or not, we put in operation unit root test and cointegration test. Based on VECM (Vector Error Correction Model), we also apply impulse response functions and variance decomposition to estimate the dynamic effects in the short-run and long-run. The results show that the relationship between enterprise R&D investment and international trade (export and import) exists in the long-run as well as in the short-run. The results of applying impulse response functions and variance decomposition also indicate that the impact of enterprise R&D investment on international trade is positive, and a significant portion of fluctuations in the trade variable is explained by enterprise R&D investment. Therefore, enterprise R&D investment must be continuously increased to improve economic growth with promoting trading competition power in Korea under the new Normal Era.

Applicability Analysis on Estimation of Spectral Induced Polarization Parameters Based on Multi-objective Optimization (다중목적함수 최적화에 기초한 광대역 유도분극 변수 예측 적용성 분석)

  • Kim, Bitnarae;Jeong, Ju Yeon;Min, Baehyun;Nam, Myung Jin
    • Geophysics and Geophysical Exploration
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    • v.25 no.3
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    • pp.99-108
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    • 2022
  • Among induced polarization (IP) methods, spectral IP (SIP) uses alternating current as a transmission source to measure amplitudes and phase of complex electrical resistivity at each source frequency, which disperse with respect to source frequencies. The frequency dependence, which can be explained by a relaxation model such as Cole-Cole model or equivalent models, is analyzed to estimate SIP parameters from dispersion curves of complex resistivity employing multi-objective optimization (MOO). The estimation uses a generic algorithm to optimize two objective functions minimizing data misfits of amplitude and phase based on Cole-Cole model, which is most widely used to explain IP relaxation effects. The MOO-based estimation properly recovered Cole-Cole model parameters for synthetic examples but hardly fitted for the real laboratory measures ones, which have relatively smaller values of phases (less than about 10 mrad). Discrepancies between scales for data misfits of amplitude and phase, used as parameters of MOO method, and it is in necessity to employ other methods such as machine learning, which can deal with the discrepancies, to estimate SIP parameters from dispersion curves of complex resistivity.

Probability Sampling to Select Polling Places in Exit Poll (출구조사를 위한 투표소 확률추출 방법)

  • Kim, Young-Won;Uhm, Yoon-Hee
    • Survey Research
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    • v.6 no.2
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    • pp.1-32
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    • 2005
  • The accuracy of exit poll mainly depends on the sampling method of voting places. For exit poll, we propose a probability sampling method of selecting voting places as an alternative to the bellwether polling place sampling. Through an empirical study based on the 2004 general election data, the efficiency of the suggested systematic sampling from ordered voting places was evaluated in terms of mean prediction error and it turns out that the proposed sampling method outperformed the bellwether polling places sampling. We also calculated the variance of estimator from the proposed sampling, and considered the sample size problem to guarantee the target precision using the design effect of the proposed sample design.

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품질관리표본(Quality Control Sample)의 리인터뷰에 의한 사업체조사의 응답오차 측정

  • Kim, Seol-Hui;Park, Hyeon-Yeong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.53-58
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    • 2003
  • 최근 경제 사회의 급속한 발전에 따라 개인의 활동분야가 다양해지고 개인비밀보호 인식이 커지면서 응답자들이 통계조사에 잘 협조하지 않는 경우가 늘어나고 있다. 따라서 대부분의 통계를 현장조사에 의존하여 생산하고 있는 통계청에서는 현장조사 결과물의 품질상태에 좀 더 관심을 가져야만 하게 되었다. 이러한 현장조사에 대한 풀질관리의 일환으로 현재 통계청에서는 통계별 조사대상으로부터 품질관리표본(Quality Control Sample)을 추출하고 이를 대상으로 리인터뷰를 실시함으로써 응답오차측정, 조사현장의 실터파악, 응답자 의견수렴 등에 활용하고 있다. 리인터뷰는 조사직원의 고의적인 자료조작 또는 보충교육 필요성 등 현장조사업무를 평가하거나 응답분산(simple response variation), 응답편의(response bias) 등을 산출하고, 이를 분석하는 모델을 이용하여 응답결과의 신뢰도를 분석하는데 목적을 두고 있다. 본 연구에서는 품질관리표본(QC Sample) 설계 및 추출, 리인터뷰 시나리오개발, CATI(Computer Assisted Telephone Interviewing)를 이용한 리인터뷰 기법 등을 통계청 사업체조사 모니터링 사례를 중심으로 설명하고 조사직원 특성별 응답오차 측정 및 비교, 정확성 항목에 대한 차이분석 등 격과에 대하여 논하고자 한다.

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Derivation of error sum of squares of two stage nested designs and its application (이단계 지분계획법의 오차제곱합 유도와 그 활용)

  • Kim, Daehak
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1439-1448
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    • 2013
  • The analysis of variance for randomized block design or two way classification data is well known. In this paper, particularly, we considered two stage nested design in which the levels of one factor is not identical for different levels of another factor. We investigate the structural properties of two stage nested design and the properties of error sum of squares for random effect model. For the application of two way nested design, we consider two-period crossover design which is used commonly for the equivalence test to bio-similar product. The confidence interval estimation of the difference of two population means in the crossover design is discussed based on statistical package SPSS.

Accuracy Comparisons between Traditional Adjustment and Least Square Method (최소제곱법을 적용한 지적도근점측량 계산의 정확도 분석)

  • Lee, Jong-Min;Jung, Wan-Suk;Lee, Sa-Hyung
    • Journal of Cadastre & Land InformatiX
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    • v.45 no.2
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    • pp.117-130
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    • 2015
  • A least squares method for adjusting the horizontal network satisfies the conditions which is minimizing the sum of the squares of errors based on probability theory. This research compared accuracy of 3rd cadastral control points adjusted by traditional and least square method with respect to the result of Network-RTK. Test results showed the least square method more evenly distribute closure error than traditional method. Mean errors of least square and traditional adjusting method are 2.7cm, 2.2cm respectively. In addition, blunder in angle observations can be detected by comparing position errors which calculated by forward and backward initial coordinates. However, distance blunder cannot offer specific observation line occurred mistake because distance error propagates several observation lines which have similar directions.

A Novel OFDM Integer Frequency Offset Estimation Scheme Using Differential Combining (차동 결합을 이용한 새로운 OFDM 정수 주차수 옵셋 추정 기법)

  • Ahn, Sang-Ho;Chong, Da-Hae;Han, Tae-Hee;Kim, Sang-Hyo;Yoon, Seok-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.8C
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    • pp.627-632
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    • 2008
  • The timing offset is one of the main error sources in estimating the frequency offset in orthogonal frequency division multiplexing (OFDM) systems. Although some works have been done to mitigate the influence of the timing offset on the frequency offset estimation, most of the investigations require the knowledge of the timing offset range, which is not generally available in practical systems. In this paper, we propose a new frequency offset estimation scheme using differential combining between two successive correlation samples, which does not require the knowledge of the timing offset range, and thus, is robust to the timing offset variation. The simulation results show that the proposed scheme is not only robust to the timing offset variation, but also generally performs better than the conventional scheme on the average, in the case of the timing offset range being not known exactly.

Systematic Error Term Analysis on Bus Arrival Time Estimation (버스정보시스템(BIS) 정류장도착예정시간 시스템오차 연구)

  • Kim, Seung-Il;Kim, Yeong-Chan;Lee, Cheong-Won
    • Journal of Korean Society of Transportation
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    • v.24 no.4 s.90
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    • pp.117-127
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    • 2006
  • Many large cities in Korea have implemented or planed to implement a bus information system(BIS) to improve service quality for bus Passengers, mainly by Providing bus arrival time at bus stations. In those systems, similar systematic errors to estimate the bus arrival time occur, which are caused by the cycle time to identify each bus location, the information processing time of the center system, and the cycle time to update the bus arrival information on each terminal. This paper investigated each cause sequentially and estimated three expectations related to the above three causes, respectively using the random incidence concept. Through a validation using real data from a BIS in a city in Korea, fairly amount of improvements on the bus arrival time estimation have been observed.

Evaluation and Selection of MEMS-Based Inertial Sensor to Implement Inertial Measurement Unit for a Small-Sized Vessel (소형 선박용 관성측정장치 개발을 위한 MEMS 기반 관성 센서의 평가와 선정)

  • Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.35 no.10
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    • pp.785-791
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    • 2011
  • This paper describes the evaluation and selection of MEMS(Micro-Elect Mechanical System) based inertial sensor to fit to implement the Inertial Measurement Unit(IMU) for a small-sized vessel at sea. At first, the error model and the noise model of the inertial sensors are defined with Euler's equations and then, the inertial sensor evaluation is carried out with Allan Variance techniques and Monte Carlo simulation. As evaluation results for the five sensors, ADIS16405, SAR10Z, SAR100Grade100, LIS344ALH and ADXL103, the combination of gyroscope and accelerometer of ADIS16405 is shown minimum error having around 160 m/s standard deviation of velocity error and around 35 km standard deviation of position error after 600 seconds. Thus, we select the ADIS16405 inertial sensor as a MEMS-based inertial sensor to implement IMU and, the error reducing method is also considered with the search for reference papers.