• Title/Summary/Keyword: GENERALIZED LINEAR MODEL

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The Effects of Wearing Protective Devices among Residents and Volunteers Participating in the Cleanup of the Hebei Spirit Oil Spill (허베이스피릿호 유류유출사고 방제작업 참여자의 보호장비착용 효과)

  • Lee, Seung-Min;Ha, Mi-Na;Kim, Eun-Jung;Jeong, Woo-Chul;Hur, Jong-Il;Park, Seok-Gun;Kwon, Ho-Jang;Hong, Yun-Chul;Ha, Eun-Hee;Lee, Jong-Seung;Chung, Bong-Chul;Lee, Jeong-Ae;Im, Ho-Sub;Choi, Ye-Yong;Cho, Yong-Min;Cheong, Hae-Kwan
    • Journal of Preventive Medicine and Public Health
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    • v.42 no.2
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    • pp.89-95
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    • 2009
  • Objectives : To assess the protective effects of wearing protective devices among the residents and volunteers who participated in the cleanup of the Hebei Spirit oil spill. Methods : A total of 288 residents and 724 volunteers were surveyed about symptoms, whether they were wearing protective devices and potential confounding variables. The questionnaires were administered from the second to the sixth week following the accident. Spot urine samples were collected and analyzed for metabolites of 4 volatile organic compounds(VOCs), 2 polycyclic aromatic hydrocarbons(PAHs), and 6 heavy metals. The association between the wearing of protective devices and various symptoms was assessed using a multiple logistic regression adjusted for confounding variables. A multiple generalized linear regression model adjusted for the covariates was used to test for a difference in least-square mean concentration of urinary biomarkers between residents who wore protective devices and those who did not. Results : Thirty nine to 98% of the residents and 62-98% of volunteers wore protective devices. Levels of fatigue and fever were higher among residents not wearing masks than among those who did wear masks(odds ratio 4.5; 95% confidence interval 1.23-19.86). Urinary mercury levels were found to be significantly higher among residents not wearing work clothes or boots(p<0.05). Conclusions : Because the survey was not performed during the initial high-exposure period, no significant difference was found in metabolite levels between people who wore protective devices and those who did not, except for mercury, whose biological half-life is more than 6 weeks.

The Association between Patient Characteristics of Chungnam-do and External Medical Service Use Using Health Insurance Cohort DB 2.0 (건강보험 코호트 자료를 활용한 충청남도 지역 환자의 특성에 따른 관외 의료이용과의 연관성)

  • Yeong Jun Lee;Se Hyeon Myeong;Hyun Woo Moon;Seo Hyun Woo;Sun Jung Kim
    • Health Policy and Management
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    • v.34 no.1
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    • pp.48-58
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    • 2024
  • Background: The purpose of this study was to investigate the association between external medical service use and the characteristics of Chungcheongnam-do patients. We aimed to provide evidence of external medical service use enhance the healthcare delivery system in Chungcheongnam-do. Methods: We used the Health Insurance Cohort DB 2.0 of 2016-2019, and 2,570,439 patients were included in the study. Multivariate logistic regression and multinomial logistic regression were used to identify the association between external medical service use and each patient characteristic. Generalized linear model was used to identify the association between medical costs and external medical service use area. Results: During the study period, 32.2% of inpatients and 12.5% of outpatients had external medical service use in Chungcheongnam-do. In comparison to patients living in Cheonan and Asan, the odds ratio (OR) for external medical services use was higher across all regions. Specifically, hospitalized patients from Gyeryong, Nonsan, and Geumsan (OR, 116.817) and Gongju, Buyeo, and Cheongyang (OR, 72.931) demonstrated extremely high likelihood of external medical service use in the Daejeon area. Furthermore, compared to medical expenses incurred within Chungcheongnam-do, patients with external medical service use in the capitol area (outpatient=17.01%, inpatients=22.11%) and Daejeon area (outpatient=16.63%, inpatients=15.41%) spent more on healthcare services. Conclusion: This study found the evidence of external medical service use among Chungcheongnam-do patients. Further study should be conducted taking into account variables including satisfaction of local medical services, different types of patient diseases, and others. The study's findings may serve as a foundation for policy proposals aimed at ensuring the financial stability of our health insurance system, ensuring the efficient delivery of medical care, and localization of medical care.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

An Analysis on Factors Affecting Local Control and Survival in Nasopharvngeal Carcinoma (비인두암의 국소 종양 치유와 생존율에 관한 예후 인자 분석)

  • Chung Woong-Ki;Cho Jae-Shik;Park Seung Jin;Lee Jae-Hong;Ahn Sung Ja;Nam Taek Keun;Choi Chan;Noh Young Hee;Nah Byung Sik
    • Radiation Oncology Journal
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    • v.17 no.2
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    • pp.91-99
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    • 1999
  • Propose : This study was performed to find out the prognostic factors affecting local control, survival and disease free survival rate in nasopharyngeal carcinomas treated with chemotherapy and radiation therapy. Materials and Methods : We analysed 47 patients of nasopharyngeal carcinomas, histologically confirmed and treated at Chonnam University Hospital between July 1986 and June 1996, retrospectively. Range of patients' age were from 16 to 80 years (median; 52 years). Thirty three (70$\%$) patients was male. Histological types were composed of 3 (6$\%$) keratinizing, 30 (64$\%$) nonkeratinizing squamous cell carcinoma and 13 (28$\%$) undifferentiated carcinoma. Histoiogicai type was not known in 1 patient (2$\%$). We restaged according to the staging system of 1997 American Joint Committee on Cancer Forty seven patients were recorded as follows: 71: 11 (23$\%$), T2a; 6 (13$\%$), T2b; 9 (19$\%$), 73; 7 (15$\%$), 74: 14 (30$\%$), and NO; 7 (15$\%$), Nl: 14 (30$\%$), N2; 21 (45%), N3: 5 (10%). Clinical staging was grouped as follows: Stage 1; 2 (4$\%$), IIA: 2 (4$\%$), IIB; 10 (21$\%$), III; 14 (30$\%$), IVA; 14 (30$\%$) and IVB; 5 (11$\%$). Radiation therapy was done using 6 MV and 10 MV X- ray of linear accelerator. Electron beam was used for the Iymph nodes of posterior neck after 4500 cGy. The range of total radiation dose delivered to the primary tumor was from 6120 to 7920 cGy (median; 7020 cGy). Neoadjuvant chemotherapy was performed with cisplatin +5-fluorouracil (25 patients) or cisplatin+pepleomycin (17 patients) with one to three cycles. Five patients did not received chemotherapy. Local control rate, survival and disease free suwival rate were calculated by Kaplan-Meier method. Generalized Wilcoxon test was used to evaluate the difference of survival rates between groups. multivariate analysis using Cox proportional hazard model was done for finding prognostic factors. Results: Local control rate was 81$\%$ in 5 year. Five year survival rate was 60$\%$ (median survival; 100 months). We included age, sex, cranial nerve deflicit, histologic type, stage group, chemotherapy, elapsed days between chemotherapy and radiotherapy, total radiation dose, period of radiotherapy as potential prognostic factors in multivariate analysis. As a result, cranial none deficit (P=0.004) had statistical significance in local control rate. Stage group and total radiation dose were significant prognostic factors in survival (P=0.000, P=0.012), and in disease free survival rates (P=0.003, P=0.008), respectively. Common complications were xerostomia, tooth and ear problems. Hypothyroidism was developed in 2 patients. Conclusion : In our study, cranial none deficit was a significant prognostic factor in local control rate, and stage group and total radiation dose were significant factors in both survival and disease free survival of nasopharyngeal carcinoma. We have concluded that chemotherapy and radiotherapy used in our patients were effective without any serious complication.

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