• 제목/요약/키워드: Data exchange

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일별 환율데이터에 대한 시계열 모형 적합 및 비교분석 (Time Series Models for Daily Exchange Rate Data)

  • 김보미;김재희
    • 응용통계연구
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    • 제26권1호
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    • pp.1-14
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    • 2013
  • 미국 달러에 대한 한국원화의 17년간 일별 원/달러 환율 시계열 데이터에 대하여 정상 시계열 ARIMA 모형과 변동성을 포함한 시계열 모형인 ARIMA+IGARCH 모형을 적합하여 비교하고 예측을 실시하였다. 또한 환율 데이터에 구조변화가 있어 보이므로 선형구조를 포함한 구조 변화 모형과 자기상관 구조를 포함한 구조 변화 모형을 이용하여 변화점을 추정하고자 한다.

선형정보 교환을 위한 STEP AP216 Test Case 개발 (Development of Test Cases of STEP AP216 for the Exchange of Hullform Data)

  • 이순섭;김용대;서정우;김수영
    • 한국CDE학회논문집
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    • 제8권3호
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    • pp.141-149
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    • 2003
  • The ship STEP is an international standard for the computer-interpretable representation of ship product information and for the exchange of ship product model data. The ship STEP consists of several APs(Application Protocol), such as AP215(ship arrangement), AP216(ship moulded form), AP218(ship structures), AP226(ship mechanical systems), and AP234(operating logs, records, message). The STEP AP216(ISO 10303) are an application protocol for the exchange of ship arrangement and ship moulded forms. The AP216 specifies the geometric shape and the hydrostatic properties of the ship moulded form. This paper introduces the state-of-the-art of ship STEP AP216 and develops the test case for the validation of data structure of AP216.

질량작용법칙과 표면착화모델을 이용한 이온교환 모델링 (Ion Exchange Modeling with Mass Action Law and Surface Complexation Models)

  • 안현경;김상대;이인형
    • 한국산학기술학회논문지
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    • 제4권3호
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    • pp.296-300
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    • 2003
  • 다성분 양이온 교환을 위한 평형과 동역학 데이터는 질량 작용 법칙과 표면 착화 모델을 이용하여 수행 및 평가하였다. 양이온 흡착의 평형과 칼럼 실험은 양이온 교환 합성 수지 IRN 77로 H/sup +/, Li/sup +/, Na/sup +/, NH₄/sup +/, Mg²/sup +/ 이용하여 2, 3, 4, 5 성분 양이온 교환을 수행하였다. 질량 작용 법칙과 표면 착화 모델은 이온 선택도와 경쟁적 양이온 교환을 조사하기 위하여 데이터에 대해 시험하였다. 표면 착화 모델은 질량 작용 모델보다 평형과 동역학 실험 데이터를 정확히 예측하였다.

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Factors Affecting Capital Structure of Listed Construction Companies on Hanoi Stock Exchange

  • NGUYEN, Nguyet Minh;TRAN, Kien Trung
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.689-698
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    • 2020
  • The aim of this article is to determine the influence of factors on the capital structure of construction companies listed on the Hanoi Stock Exchange. The data of the article were collected and calculated from the financial statements of 54 construction companies listed on Hanoi Stock Exchange from 2012 to 2019. With the application of E-view software in quantitative analysis to build panel data regression model (panel data), the article has built a regression model to determine the relationship of intrinsic factors affecting the capital structure of construction companies listed on Hanoi Stock Exchange. In the study, dependent variable is capital structure, determined by the debt-to-equity ratio. Profitability, coefficient of solvency, size, loan interest rate, structure of tangible assets, and growth are independent variables. The results showed that the two factors of growth and firm size positively affect the capital structure, the profitability factor has the opposite effect on capital structure. Factors of short-term debt solvency, average loan interest rate and tangible asset structure have no correlation with capital structure. The findings of this article are useful for business administrators, helping business managers make the right financial decisions to make capital structure decisions in their own conditions.

Corporate Investment Behavior and Level of Participation in the Global Value Chain: A Dynamic Panel Data Approach

  • KUANTAN, Dhaha Praviandi;SIREGAR, Hermanto;RATNAWATI, Anny;JUHRO, Solikin M.
    • The Journal of Asian Finance, Economics and Business
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    • 제8권12호
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    • pp.117-127
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    • 2021
  • This study was conducted to comprehensively identify factors that potentially influence corporate investment behavior, including micro, macro, and sectoral variables. Furthermore, investment behavior was studied across nations based on their participation in the global value chain (GVC), which was evaluated based on commodities, limited manufacturing, advanced manufacturing, and innovative activities. The study uses the dynamic panel data analysis and Generalized Method of Moment (GMM) estimation for a sample of 800 corporations, with data spanning over 2000-2019. The study result shows that in all types of countries, the coefficient lag indicator of capital expenditure statistically has a significant effect on capital expenditure. Sales growth, exchange rate, and GDP have a significant positive effect on corporate investment growth, while DER has a negative effect. In commodity countries, corporate investment is influenced by sales growth, exchange rate, and FCI. The variables that influence corporate investment in manufacturing countries are the FCI, exchange rate, sales growth, GDP, and DER. In innovative countries, variables that significantly affect capital expenditure are DER, GDP, and Tobin Q. In each type of country, the interaction terms between exchange rate and commodity price are positive and statistically significant.

NutriSonic web expert system for meal management and nutrition counseling with nutrient time-series analysis, e-food exchange and easy data transition

  • Hong, Soon-Myung;Cho, Jee-Ye;Lee, Jin-Hee;Kim, Gon;Kim, Min-Chan
    • Nutrition Research and Practice
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    • 제2권2호
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    • pp.121-129
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    • 2008
  • This study was conducted to develop the NutriSonic Web Expert System for Meal Management and Nutrition Counseling with Analysis of User's Nutritive Changes of selected days and food exchange information with easy data transition. This program manipulates a food, menu and meal and search database that has been developed. Also, the system provides a function to check the user's nutritive change of selected days. Users can select a recommended general and therapeutic menu using this system. NutriSonic can analyze nutrients and e-food exchange ("e" means the food exchange data base calculated by a computer program) in menus and meals. The expert can insert and store a meal database and generate the synthetic information of age, sex and therapeutic purpose of disease. With investigation and analysis of the user's needs, the meal planning program on the internet has been continuously developed. Users are able to follow up their nutritive changes with nutrient information and ratio of 3 major energy nutrients. Also, users can download another data format like Excel files (.xls) for analysis and verify their nutrient time-series analysis. The results of analysis are presented quickly and accurately. Therefore it can be used by not only usual people, but also by dietitians and nutritionists who take charge of making a menu and experts in the field of food and nutrition. It is expected that the NutriSonic Web Expert System can be useful for nutrition education, nutrition counseling and expert meal management.

비균질한 해남 농경지의 탄소교환에 미치는 토지사용 및 피복변화의 영향에 대한 미기상학 자료의 활용에 관하여 (Using Tower Flux Data to Assess the Impact of Land Use and Land Cover Change on Carbon Exchange in Heterogeneous Haenam Cropland)

  • ;강민석;김준
    • 한국농림기상학회:학술대회논문집
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    • 한국농림기상학회 2013년도 추계 학술발표논문집
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    • pp.30-31
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    • 2013
  • Land use and land cover change (LULCC) due to human activities directly affects natural systems and contributes to changes in carbon exchange and climate through a range of feedbacks. How land use and land cover changes affect carbon exchanges can be assessed using multiyear measurement data from micrometeorological flux towers. The objective of the research is to assess the impact of land use and land cover change on carbon exchange in a heterogeneous cropland area. The heterogeneous cropland area in Haenam, South Korea is also subjected to a land conversion due to rural development. Therefore, the impact of the change in land utilization in this area on carbon exchange should be assessed to monitor the cycle of energy, water, and carbon dioxide between this key agricultural ecosystem and the atmosphere. We are currently conducting the research based on 10 years flux measurement data from Haenam Koflux site and examining the LULCC patterns in the same temporal scale to evaluate whether the LULCC in the surrounding site and the resulting heterogeneity (or diversity) have a significant impact on carbon exchange. Haenam cropland is located near the southwestern coast of the Korean Peninsula with land cover types consisting of scattered rice paddies and various croplands (seasonally cultivated crops). The LULCC will be identified and quantified using remote sensing satellite data and then analyzing the relationships between LULCC and flux footprint of $CO_2$ from tower flux measurement. We plan to calculate annual flux footprint climatology map from 2003 to 2012 from the 10 years flux observation database. Eventually, these results will be used to quantify how the system's effective performance and reserve capacity contribute to moving the system towards more sustainable configuration. Broader significance of this research is to understand the co-evolution of the Haenam agricultural ecosystem and its societal counterpart which are assumed to be self-organizing hierarchical open systems.

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교통정보센터와 단말기간 데이터교환 기술기준 적합성 시험에 관한 연구 (Study on the Conformance Testing of Data Exchange between Transport Information Center and Terminal Equipment)

  • 이상현;김경석
    • 한국ITS학회 논문지
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    • 제7권5호
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    • pp.147-158
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    • 2008
  • ITS 근거법인 교통체계효율화법의 제정으로 ITS시스템이 활발히 구축, 개발되고 있다. 하지만 교통정보시스템의 상호 연계성을 고려하지 않아 교통정보서비스의 통합을 위한 활성화를 유도하지 못하였고, 이에 따라 국토해양부에서는 ITS 기술기준을 제정 고시하였다. 이에 본 연구에서는 센터와 단말기간의 정보교환에 대한 기본교통정보교환 기술기준 II 에 대하여 적합성 시험에 관한 연구를 실시하였다. 기술기준에 고시된 통신절차 분석을 수행하여 시험 항목을 정보요청시험과 정보제공시험으로 구분하였으며, 각 항목별로 세부시험 시나리오를 구성하였다 이에 대한 시험평가는 정보교환절차의 적합성과 데이터패킷 메시지의 정확도 등으로 구성하였으며, 기 제정된 기술기준에 의거하여 시험 횟수는 각 세부항목별 30회, 성공률은 95%를 기준으로 하였다. 본 연구는 ITS기술기준에 대한 적합성시험방법을 연구하여 국내 ITS시스템의 교통정보통합관리에 기여함을 목적으로 한다.

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Dynamics of Crude Oil and Real Exchange Rate in India

  • ALAM, Md. Shabbir;UDDIN, Mohammed Ahmar;JAMIL, Syed Ahsan
    • The Journal of Asian Finance, Economics and Business
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    • 제7권12호
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    • pp.123-129
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    • 2020
  • This scholarly work is an effort to capture the effects of oil prices on the actual exchange rate between dollar and rupee. This is done with reference to the U.S. dollar as oil prices are marked in USD (U.S. Dollar) in the international market, and India is among the top five importers of oil. Using monthly data from January 2001 to May 2020. The study used the real GDP, money supply, short-term interest rate difference between two countries, and inflation apart from the crude oil prices per barrel as the factors that help define the exchange rate. The analysis, through cointegration and vector error correction method (VECM), suggests long and short-run causality amid prices of oil and the rate of exchange fluctuations. Oil prices are found to be negatively related to the exchange rate in the long term but positively related in the short term. The result of the Wald test also indicates the short-run causation from the short-term interest rate and the prices of crude oil towards the exchange rate. The present study shows that oil prices are evidence of the existence of short-term and long-term driving associations with short-term interest rates and exchange rates.

How Is the RMB Exchange Rate Misaligned? A Recent Application of Behavioral Equilibrium Exchange Rate (BEER) to China

  • Cui, Yuming
    • East Asian Economic Review
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    • 제17권3호
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    • pp.281-310
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    • 2013
  • The aim of this paper is to estimate the degree of RMB misalignment from its equilibrium exchange rate by applying the Behavioral Equilibrium Exchange Rate (BEER) approach. We employ monthly data with reference to China's top 20 trading partners covering the period of 1997 to 2012. We find that the RMB was slightly overvalued before 2001 and significantly undervalued by up to 20 per cent in the end of 2006. There is evidence showing that the RMB approached to its equilibrium level from 2007 to 2008. However, the global financial crisis interrupted the trend of declining misalignment of RMB exchange rate. The RMB's total misalignment increased to around 25 per cent in the mid-2011 mainly because the RMB was re-pegged to the US dollar and some currencies of China's main trading partners depreciated during the period of crisis. More recently, the degree of RMB misalignment slightly declined since 2012 when the RMB proceeded to appreciate and China's ratio of current account surplus to GDP dropped considerably. Our findings prove that there is a trend of the RMB approaching to its equilibrium exchange rate since 2007 except for the period of crisis.