• Journal of the Korean Data and Information Science Society
• /
• 제15권4호
• /
• pp.783-791
• /
• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• 한국유기농업학회지
• /
• 제22권2호
• /
• pp.335-345
• /
• 2014

The productivity decrease in environment-friendly farming is the biggest obstacle for the development of environment-friendly food market. This paper aimed to analyze the productivity change in environment-friendly farming of fruit vegetables (oriental melon, watermelon, and strawberry). Box-Cox transformation model was used to infer the functional form of productivity change. The results showed that the periods of productivity restoration to 90% level in oriental melon, strawberry, and watermelon were 14.1 years, 11.4 years, and 6.0 years, respectively. The forms of productivity restoration of fruit vegetables showed differences due to their growth characteristics, incidences of crop pests, preference for the environment- friendly agricultural products, cultivation period and so on. Because the form and period of productivity restoration were different depending on kinds of fruit vegetable, the government policy should be established considering this point of view.

• 대한가정학회지
• /
• 제42권1호
• /
• pp.69-79
• /
• 2004

This study has examined factors of young married women's new entry in labor market after the birth of their first child. For the dynamic analysis, the Cox Regression Hazard Model is applied. The following results are obtained： First, about 33％ of married women who did not have a job at the pre-birth enter in labor market at the post-birth. Second, compared to those out of the labor force, women who succeeded in finding their first jobs after the birth of their first child are more likely to be younger, have baby-sitters, have working experiences in the past, and have lower level of household income. Third, age, having baby-sitter and the experience of job transition are vital factors in entering the labor market after the first child birth.

• 응용통계연구
• /
• 제25권6호
• /
• pp.959-975
• /
• 2012

Each year research institutions such as the Korea Employment Information Service(KEIS), a government institution established for the advancement of employment support services, and Job Korea, a popular Korean job website, announce first job waiting times after college graduation. This provides useful information understand and resolve youth unemployment problems. However, previous reports deal with the time as a completely observed one and are not appropriate. This paper proposes a new study on first job waiting times after college graduation set to 4 months prior to graduation. In Korea, most college students hunt for jobs before college graduation in addition, the full-fledged job markets also open before graduation. In this case the exact waiting time of college graduates can be right-censored. We apply a Cox proportional hazards model to evaluate the associations between first job waiting times and risk factors. A real example is based on the 2008 Graduates Occupational Mobility Survey(GOMS).

• 한국식품영양과학회지
• /
• 제29권5호
• /
• pp.860-864
• /
• 2000

The steady and dynamic shear rheological properties of traditional kochujang fermented at three different temperatures (20${^circ}C$, 25${^circ}C$ and 30${^circ}C$) were studied. Flow of kochujang samples showed time dependence, which was quantitatively described by the Weltman model, Kochujang samples were highly shear thinning fluids (n=0.25~0.27) with large magnitudes of Casson yield stresses (1.09~1.21 kPa). Consistency index (K) and apparent viscosity (${\eta}_{a,20}$) increased with increase in fermentation temperature of kochujang. Storage (G') and loss (G") moduli increased with increase in frequency (ω), while complex viscosity (${\eta}^{\ast}$) decreased. Based on dynamic shear data, kochujang samples exhibit structural properties similar to weak gels. The complex and steady shear viscosities at different fermentation temperatures followed the Cox-Merz superposition rule with the application of the shift factor (a=0.011~0.016).

• 한국데이터정보과학회:학술대회논문집
• /
• 한국데이터정보과학회 2001년도 추계학술대회
• /
• pp.42-42
• /
• 2001

• Asian Pacific Journal of Cancer Prevention
• /
• 제15권22호
• /
• pp.9693-9698
• /
• 2014

Background: Associations between the 8473T>C polymorphism (rs5275) in the cyclooxygenase-2 (COX-2) gene and breast cancer (BC) risk are still inconclusive and ambiguous. The aim of this meta-analysis was to comprehensively estimate the genetic risk of 8473T>C polymorphism in the COX-2 gene for BC. Materials and Methods: We searched PubMed, Web of Science, Medline, Chinese biomedical (CBM), Weipu, China national knowledge infrastructure (CNKI), and Wanfang databases, covering all publications (last search was updated on Aug 17, 2014). Statistical analyses were performed using Revman 5.3 and STATA 10.0 software. Results: A total of 6,720 cases and 9,794 controls in 12 studies were included in this study. The results indicated no significant associations between the 8473T>C polymorphism of the COX-2 gene and BC risk for the CC+TC vs TT model (pooled odds ratio (OR)=0.97, 95% confidence interval (CI)=0.90-1.03, and p=0.29). On subgroup analysis, we also found that subdivision on ethnicity among Caucasians, Asians and others also revealed no relationship with BC susceptibility. With the study design (CC+TC vs TT), no significant associations were found in either population-based case-control studies (PCC), or hospital-based case-control studies (HCC). Conclusions: This present meta-analysis suggests that the 8473T>C polymorphism in the COX-2 gene is not a conspicuous low-penetrant risk factor for developing BC.

• 한국경영과학회지
• /
• 제34권2호
• /
• pp.35-54
• /
• 2009

The recent economic crisis not only reduces the profit of department stores but also incurs the significance losses caused by the increasing late-payment rate of credit cards. Under this pressure, the scope of credit prediction needs to be broadened from the simple prediction of whether this customer has a good credit or not to the accurate prediction of how much profit can be gained from this customer. This study classifies the delinquent customers of credit card in a Korean department store into homogeneous clusters. Using this information, this study analyzes the repayment patterns for each cluster and develops the credit prediction system to manage the delinquent customers. The model presented by this study uses Kohonen network, which is one of artificial neural networks of data mining technique, to cluster the credit delinquent customers into clusters. Cox proportional hazard model is also used, which is one of survival analysis used in medical statistics, to analyze the repayment patterns of the delinquent customers in each cluster. The presented model estimates the repayment period of delinquent customers for each cluster and introduces the influencing variables on the repayment pattern prediction. Although there are some differences among clusters, the variables about the purchasing frequency in a month and the average number of installment repayment are the most predictive variables for the repayment pattern. The accuracy of the presented system leaches 97.5%.

• 기술혁신학회지
• /
• 제3권3호
• /
• pp.85-101
• /
• 2000

The purpose of this study is to test whether prices of personal computers reflect their varying degrees of non-marketable characteristics including after-sales service. This purpose is carried out using the hedonic price model. In this paper, we estimated 74 functional forms of hedonic price model using the quadratic Box-Cox transformation function and selected one based on the three criteria: expected signs, the statistical significance of estimated coefficients, and goodness of fit in terms of root-mean-square-percentage-error. In this study, we found hat as the after-sales service level increases the price of the personal computer increases. This result is consistent with the hypothesis that the less after-sales service offered with a personal computer, the less consumers are willing to pay for the personal computer, when all else remain constant. This finding shows that since the market works indirectly to influence pricing, the need to rely on consumer protection legislation to guarantee after-sales service is lessened. This study also found that after-sales service supported by each personal computer producer is not a free service, thus produces have a profit incentive for providing after-sales service.

• 수산해양기술연구
• /
• 제32권3호
• /
• pp.235-240
• /
• 1996

Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).