• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.583-585
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• 1994

In this study, we have evaluated the effect of amplitude and frequency perturbation of EGG signal during single vowels associated with laryngeal pathology. The normal EGG signal is properly characterized by an autoregressive model which has the optimal order of ninth using the parametric method. This can be analyzed by determining the transfer function. Perturbations in the fundamental pitch and in the peak amplitude of EGG signal derived with a four-electrode system using the modulation/demodulation techniques were investigated for the purpose of developing a decision criteria for the laryngeal function identification.

• Journal of the Korean Data and Information Science Society
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• v.6 no.2
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• pp.41-50
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• 1995

In this paper, an iterative procedure, which detects the location of the outliers and the joint estimates of the outliers effects and the model parameters in the autoregressive moving average model with two types of outliers, is proposed. The performance of the procedure is compared with the one in Chen and Liu(1993) through the Monte Carlo simulation. The proposed procedure is very robust in the sense that applies the procedures to the stationary time series model with any types of outliers.

• The Journal of Asian Finance, Economics and Business
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• v.2 no.3
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• pp.17-22
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• 2015

This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.2
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• pp.767-785
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• 2021

With the rapid development of information technology, it is now possible to analyze the spatial patterns of cultivated land and its evolution by combining GIS, geostatistical analysis models and spatiotemporal big data for the dynamic monitoring and management of cultivated land resources. The spatial pattern of cultivated land and its evolutionary patterns in Luoyang City, China from 2009 to 2019 were analyzed using spatial autocorrelation and spatial autoregressive models on the basis of GIS technology. It was found that: (1) the area of cultivated land in Luoyang decreased then increased between 2009 and 2019, with an overall increase of 0.43% in 2019 compared to 2009, with cultivated land being dominant in the overall landscape of Luoyang; (2) cultivated land holdings in Luoyang are highly spatially autocorrelated, with the 'high-high'-type area being concentrated in the border area directly north and northeast of Luoyang, while the 'low-low'-type area is concentrated in the south and in the municipal area of Luoyang, and being heavily influenced by topography and urbanization. The expansion determined during the study period mainly took place in the Luoyang City, with most of it being transferred from the 'high-low'-type area; (3) elevation, slope and industrial output values from analysis of the bivariate spatial autocorrelation and spatial autoregressive models of the drivers all had significant effects on the amount of cultivated land holdings, with elevation having a positive effect, and slope and industrial output having a negative effect.

• Journal of Digital Convergence
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• v.19 no.6
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• pp.373-385
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• 2021

In this study, the Korea Youth Policy Institute applied a self-registering model to verify the patterns of parental stress, multicultural youth psychological maladjustment, and interdependence between three factors by using five-point-time data tracked from middle school to high school. According to the analysis, First, Parent' stress at the time of the five surveys had a significant positive effect on the psychological maladjustment and the risk of academic interruption of multicultural adolescents at that point. Second, the psychological maladaptation of multicultural adolescents at the time of the previous five surveys had a significant positive effect on the risk of academic interruption at that point. Based on these analysis results, various support measures were proposed to cope with the stress of multicultural youth parents, and policy alternatives were proposed to prevent the risk of academic interruption by reducing the psychological maladjustment of multicultural youth.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.1
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• pp.531-542
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• 2021

This study was undertaken for identifying ways to positively resolve problems associated with perceived overqualification from the perspective of job crafting, which is highlighted as a social issue in the labor market. We hypothesized the mediating role of job crafting in order to uncover the questions regarding when and how perceived overqualification associates with an employee's organizational commitment. Autoregressive cross-lagged models were applied to the longitudinal data gathered from 263 full-time employees across 3 waves over 9 months. Our results demonstrate positive and significant cross-lagged effect of perceived overqualification on job crafting and organizational commitment. However, the cross-lagged effect of job crafting on perceived overqualification was found to be insignificant, but was significant for organizational commitment. There were no other indications of reverse causation effects. Our data indicates that job crafting longitudinally mediates the relation between perceived overqualification and organizational commitment. These findings offer a meaningful implication that employees who perceive themselves to be overqualified should be given an opportunity to craft their own jobs.

• Journal of The Korean Association For Science Education
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• v.42 no.3
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• pp.371-381
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• 2022

This study causally investigates whether high school student with high science learning motivation becomes to achieve more or vice versa, and also how those two factors affect STEM career motivation. Research participants were 1st year students in a high school at Seoul. We surveyed their science learning motivation three times in the same time interval in the fall semester of 2021, and once a STEM career motivation in the third period. We collected data from 171 students with their mid-term and final exam scores, with which, we constructed and fitted an autoregressive cross-lagged model. The research model shows high measurement stability and fit indices. All the autoregressive and cross-lagged paths were statistically significant. However, standardized regression coefficients were larger in path from motivation to achievement compared to the opposite. Only science learning motivation shows significant direct effect on STEM career motivation, rather than achievement. For indirect effects, the first science learning motivation affected the final exam score and STEM career motivation, and the final exam score affected STEM career motivation. However, the final exam score did not have a total effect toward STEM career motivation. The result of this study shows reciprocal and cyclic causality between science learning motivation and achievement - in comparison, the effect of motivation for the opposite is larger than that of achievement. Also the result of this study strongly reaffirms the importance of science learning motivation. Instructional implications for strengthening science learning motivation throughout a semester was discussed, and a study for the longitudinal effect of science learning motivation and achievement in high school student toward future STEM vocational life was suggested.

• Journal of Korea Port Economic Association
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• v.27 no.2
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• pp.217-240
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• 2011

In this study, vector autoregressive and vector error correction models in the short-run dynamics are considered to analyze the effect of the changes in international crude oil prices on Baltic dry index, Baltic Capesize index and Baltic Panamax index, and the intercorrelations between Capesize and Panamax prices, respectively. First, using the vector autoregressive model, the changes in international crude oil price have a statistically significant positive effect for Capesize at lag 1, for Panamax a significant negative effect at lag 3 and a significant positive effect for Baltic dry index at lag 1. From the impulse response analysis, the international crude oil price causes Baltic dry index to increase in the sort-run and the effect converges on the mean after 3 months. Second, using the vector error correction model, the empirical results for the spillover effects between Capesize and Panamax markets provide that in the case of the deviation from a long-run equilibrium the Panamax price is adjusted toward decreasing. The increases in freight rates of the Capesize market at lag 1 lead to increase the freight rates in Panamax market at present. The Panamax responses from the Capesize shocks increase rapidly for 3 months and the effect converges on the mean after 5 months. The Capesize responses from the Panamax shocks are relatively small, and increase weakly for 3 months and the effect disappears thereafter.

• Asia-Pacific Journal of Business
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• v.15 no.1
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• pp.335-352
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• 2024

Purpose - Low fertility rate is a serious problem, and this study analyzes factors affecting total fertility rate using panel data from 16 metropolitan cities and provinces in Korea from 2000 to 2022. Design/methodology/approach - Estimating the SAR model considering the weak cross-sectional dependence that exists in variables related to the regional total fertility rate, and using the DKSE estimation method considering the strong cross-sectional dependence. Findings - Estimation results considering weak and strong cross-sectional dependence were similar, confirming the robustness of the results. Female labor force participation rate has a positive effect on total fertility rate, and employment rate has no effect. However, the interaction term is a negative (-) sign. Crude marriage rate has a positive effect on total fertility rate, and apartment price has a slightly positive effect. Environmental factor has no effect, and policy factor has a negative effect. Research implications or Originality - In order for an increase in the female labor force participation rate to lead to an increase in the total fertility rate, qualitative improvements in female employment must be made. Financial investment policies for childbirth must increase their effectiveness. The problem of low fertility rate requires not only population policy but also social, economic, cultural, environmental, and policy conditions to be considered.

• Journal of the Korean Operations Research and Management Science Society
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• v.33 no.2
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• pp.153-174
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• 2008

There have been two streams of the studies on development structure : conceptual model approach and statistical analysis approach. But In these days, the latter has been becoming the main approach owing to the development of multivariate statistical methods and statistical packages. In this study, we examine methodologies and results of the leading researches related to development structure based on statistical analysis and propose the future research directions. This analysis would be expected to contribute toward the construction of long-range development policies on each country.