• Title/Summary/Keyword: Index model

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Stock market stability index via linear and neural network autoregressive model (선형 및 신경망 자기회귀모형을 이용한 주식시장 불안정성지수 개발)

  • Oh, Kyung-Joo;Kim, Tae-Yoon;Jung, Ki-Woong;Kim, Chi-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.335-351
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    • 2011
  • In order to resolve data scarcity problem related to crisis, Oh and Kim (2007) proposed to use stability oriented approach which focuses a base period of financial market, fits asymptotic stationary autoregressive model to the base period and then compares the fitted model with the current market situation. Based on such approach, they developed financial market instability index. However, since neural network, their major tool, depends on the base period too heavily, their instability index tends to suffer from inaccuracy. In this study, we consider linear asymptotic stationary autoregressive model and neural network to fit the base period and produce two instability indexes independently. Then the two indexes are combined into one integrated instability index via newly proposed combining method. It turns out that the combined instability performs reliably well.

A Basic Study on Establishment of the Ecological Landscape Planning Model (경관생태계획 모형설정을 위한 기초적 연구)

  • Ra, Jung-hwa;Cho, Hyun-Ju;Lee, Hyun-Taek
    • Journal of the Korean Institute of Landscape Architecture
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    • v.36 no.4
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    • pp.48-64
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    • 2008
  • The aim of this research is to set a systemic Ecological Landscape Planning Model to cope with the destroyed landscape problems which was caused by massive development project and thoughtless development in country areas. The summary of research result are as follows. As a result of analysis on domestic and international literature, there are 60 planning index items which are nature conservation area, landscape conservation area, and build and manage wetland biotope and so on. total number of planning index is 34 after finalizing the physical index items. As a result of on-spot research, all 34 planning index after literature analysis is existing. Also, there are 38 finally-selected index which includes 4 added planning index in the process of research like natural vegetation in frequently-used spot. As a result of importance analysis on detailed planning index, most are above 5 points, which is relatively high. As a result of factor analysis on patterning for the detailed planning index, it was classified with seven elements. The first Ecological Landscape Planning model was set with integrated analysis on result of pattering for the detailed planning index and importance of detailed planning index. Based on first model, to make more systematic landscape, the analysis of MCB was conducted. As a result of MCB analysis according to planning index, it is confirmed that each planning index shows maximum. As a result of importance analysis on the 9 plans keynote, the average importance point was 4.62 for conservation area and 4.54 for enrichment area respectively. By integrating the result of importance analysis on basic aims of the first model, MCB analysis and plans, we set the second Ecological Landscape Planning model. In vertical transition, for example, 'conservation area' showed the importance point above 5.2 for all planning index except setting recreational space. Also, the analysis on parallel structure showed that relation between 'additional improvement, management, and connection' and other planning index is above 5.3 and importance on correlation with 'the part which should be protected from nature and landscape' marked 6.07 which is the highest.

A study on the Consolidation Characteristic of Cohesive Soil by Plastic Index (소성지수에 따른 점성토의 압밀특성에 관한 연구)

  • Kim, Chan-Kee;Cho, Won-Beom;Lee, Seung-Lun;Choi, Woo-Jung
    • Journal of the Korean Geotechnical Society
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    • v.24 no.8
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    • pp.99-109
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    • 2008
  • The standard consolidation tests using the incremental loading technique test (IL) were performed on remolded normal consolidation and undisturbed clay samples to find out the effects of plastic index and loading period on consolidation in this study. The remolded samples used were prepared by mixing Gunsan-Samangum clay with bentonite so that they may have plasticity indexes of 15, 30, 45, and 60%, respectively. The undisturbed clay samples were collected from Inchon, Kwangyang, and Uoolsan. The samples were tested at the condition of 4 different loading periods (1, 2, 4, and 8 days). Settlement, coefficient of consolidation, compression index, secondary compression index, and pore water pressure characteristics were investigated from the plastic index and loading period aspects, and the compression index, coefficient of consolidation, and secondary compression index were formulated in terms of the plastic index and loading. To verify the applicability of proposed equations, the settlements obtained from Terzaghi's theory, modified Cam-Clay model (elasto-plastic model), and the Sekiguchi model (elasto-viscoplastic mode) were compared with the test results. The comparison indicates that the Sekiguchi model incorporating the secondary consolidation characteristic well predicts the results.

A Study on a Mathematical Model of the Long-term Track Tamping Scheduling Problem (도상 다짐작업의 장기 일정계획 문제에 관한 수리적 모형 고찰)

  • Oh Seog-Moon;Lee Jeeha;Lee Hee-Up;Park Bum Hwan;Hong Soon-Heum
    • Journal of the Korean Society for Railway
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    • v.9 no.1 s.32
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    • pp.50-56
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    • 2006
  • This paper presents a mathematical model of the long-term track tamping scheduling problem in the Korean highspeed railway system. The presented model encompasses various operational field constraints, moreover improves a state-of-the-art model in extending the feasible space. We show the model is sized up to intractable scale, then propose another approximation model that is possible to handle with the present computer system and commercial optimization package, directly. The aggregated index, lot, is selected, considering the resolution of the planning horizon as well as scheduling purpose. Lastly, this paper presents two test results for the approximation model. The results expose the approximation model to quite promising in deploying it into an operational software program for the long-term track tamping scheduling problem.

A Study on the Coherence of the Precipitation Simulated by the WRF Model during a Changma Period in 2005 (WRF 모델에서 모의된 2005년 장마 기간 강수의 동조성 연구)

  • Byon, Jae-Young;Won, Hye-Young;Cho, Chun-Ho;Choi, Young-Jean
    • Atmosphere
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    • v.17 no.2
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    • pp.115-123
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    • 2007
  • The present study uses the GOES IR brightness temperature to examine the temporal and spatial variability of cloud activity over the region $25^{\circ}N-45^{\circ}N$, $105^{\circ}E-135^{\circ}E$ and analyzes the coherence of eastern Asian summer season rainfall in Weather Research and Forecast (WRF) model. Time-longitude diagram of the time period from June to July 2005 shows a signal of eastward propagation in the WRF model and convective index derived from GOES IR data. The rain streaks in time-latitude diagram reveal coherence during the experiment period. Diurnal and synoptic scales are evident in the power spectrum of the time series of convective index and WRF rainfall. The diurnal cycle of early morning rainfall in the WRF model agrees with GOES IR data in the Korean Peninsula, but the afternoon convection observed by satellite observation in China is not consistent with the WRF rainfall which is represented at the dawn. Although there are errors in strength and timing of convection, the model predicts a coherent tendency of rainfall occurrence during summer season.

Methods and Estimates of the Reimbursement for the Nurse Midwifery Center in the National Health Insurance (조산원의 건강보험수가 산출방법과 추계)

  • Im, Hyo-Min;Kim, Jin-Hyun
    • Women's Health Nursing
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    • v.17 no.4
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    • pp.328-336
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    • 2011
  • Purpose: The purpose of this study is to develop the optimal nursing fee for nurse-midwifery center (MC) in the national health insurance system. Methods: The three methodologies used to calculate the conversion factors for the MCs in the national health insurance include cost accounting method, sustainable growth rate (SGR) model, and index model. In this study, the macro-economic indicators and the national statistics were used to estimate the conversion factors for the MCs. Results: The optimal nursing fee for the MCs in 2011 was estimated to be an increase of 57.7% by cost accounting analysis, a decrease of 17.1% by SGR model, and a decrease of 16.1% by index model. The results from SGR model and index model could had been biased due to the upswing of medical spendings in the short-term period (2008~2009). A sensitivity analysis of pre-delivery subsidy program for OB & GYN hospitals and clinics showed that the program has substantially diminished the demand for the MC services. Conclusion: More reliable methodologies to estimate nursing fees precisely are required to prove the value of nurses' services and a government subsidy program for the MC services should be followed from a social perspective.

Estimating the Reimbursing Price Level of Oriental Medical Services in the National Health Insurance (한방의료서비스의 건강보험수가 산출방법과 추정)

  • Kim, Jin-Hyun
    • Journal of Society of Preventive Korean Medicine
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    • v.12 no.3
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    • pp.21-34
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    • 2008
  • Objectives : This paper analysed the alternative methods of calculating conversion factor for oriental medicine in the National Health Insurance and estimated the conversion factor(reimbursing price level) of the oriental medical services, based on health insurance claims data and macro economic data. Methods : Comparing cost accounting method, SGR model, and index model to estimate conversion factor in the national health insurance, six empirical models were derived depending on the scope of revenue considered in financial indicators. Classifications of data and sources used in the analysis were identified as officially released by the government. Results and Conclusion : Cost accounting analysis and SGR model showed a two digit decrease in the physician fee schedule of oriental medical services in the national health insurance, while index model indicated a positive increase in the fee reimbursed. As expected, SGR model measured an overall trend of health expenditures rather than an individual financial status of medical institutions, and index model properly estimated the level of payments to oriental medical doctors. Upon a declining share of health expenditures on oriental medicine, a global budget system fixed to a flat rate of total budget could be an opportunity as well as a challenge.

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The Relationship between Win-Win Growth Effort and Financial Performance with Time-lag : Development of Win-Win Growth Index using Ordered Probit Model (기업의 동반성장 노력과 재무성과의 선후행 관계 : 순위 프로빗 모형을 이용한 계량적 동반성장지수의 산출)

  • Min, Jae H.;Kim, Bumseok
    • Journal of the Korean Operations Research and Management Science Society
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    • v.39 no.2
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    • pp.67-82
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    • 2014
  • The purpose of this study is two-fold : the one is to examine the causal relationship between domestic large firms' win-win growth effort and their financial performance by fiscal years; and the other is to develop a quantitative win-win growth index to overcome the limitation of the current one mainly using a survey method developed by NCCP (National Commission for Corporate Partnership). To serve the first purpose, we take a sample of 128 large companies whose win-win growth indices as of year 2011 and 2012 were evaluated by NCCP. We use their respective fiscal year's financial data to select 62 candidate financial ratios, which are then used in subsequent empirical tests. For the tests, we employ ordered probit model with stepwise selection method and two-way ANOVA with randomized block design to identify which of the 62 financial ratios are statistically significant ones to affect the firms' win-win growth index as well as to determine if the firms' win-win growth effort would cause their financial performance positively. To serve the second purpose, we devise a model using the 123 firms' 45 financial ratios, which employs ordered probit model with stepwise selection, and the validation of the model follows. We claim that the model suggested in this study serve as an alternative complementing the current one as it can produce the index in a more objective and swift manner using the firms' publicized financial statements.

Developing the Index of Foodborne Disease Occurrence (식중독 발생지수 개발)

  • Choi, Kook-Yeol;Kim, Byung-Soo;Bae, Wha-Soo;Jung, Woo-Seok;Cho, Young-Joon
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.649-658
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    • 2008
  • As the Eating Out Businesses are making rapid progress and most of the schools and the firms serve the meals, the foodborne disease has occurred increasingly and lots of researches and the policies are studied to prevent it. In Korea, the foodborne disease index for prevention is developed by using bacterial growth rate on the temperature to give the information about the danger level of the foodborne disease, but the gap between real status of the occurrences and the predicted danger level has been pointed out. This study aims at developing the index of the foodborne occurrence based on the log linear model using the data of the foodborne disease occurrence and the meteorological data for the last three years($2004{\sim}2006$). Comparison between the new index and the existing index showed that the new index is better in explaining the foodborne disease occurrence.

An Empirical Study of Comprehensive Health Screening Medical Service Quality with Kano Model and PCSI Index (Kano 모델 및 PCSI 지수를 활용한 종합건강검진 의료서비스 품질에 대한 실증적 연구)

  • PARK, Ae-Jun
    • The Journal of Industrial Distribution & Business
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    • v.10 no.7
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    • pp.71-82
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    • 2019
  • Purpose - This study aims to identify the priorities of medical service quality improvement by customer satisfaction characteristics and potential customer satisfaction improvement (PCSI) index based on the dualistic quality classification of Kano Model (1984) for Comprehensive Health Screeening Center in General Hospitals and Centers only for Comprehensive Health Screening and suggest a direction for future improvement. Research design, data, and methodology - Through advanced research on health screening medical service quality, this study set four service quality factors, including tangible, human, process and supportive factors, and 39 measurement items. Based on these items, the study used 117 questions, which consist of dualistic quality factors, customer satisfaction coefficients, positive and negative questions for PCSI index and questions for current satisfaction. 300 effective samples were collected for adults in their 20s who experienced health screening service in Seoul, Gyeonggi-do and Incheon within the past two years. Collected data were input in the quality evaluation duality table to categorize quality factors and calculate customer satisfaction coefficients by Timko(1993). The study also analyzed PCSI index in comparison with current satisfaction and identified priorities in quality improvement. Results - It was found that the most urgent factors to improve the quality in both groups were adequate waiting hours and emergency response for complications, which are process factors classified as unitary quality. It is urgently needed to improve the quality as the PCSI index was high in supportive factors (complaint response team) as attractive quality in Comprehensive Health Screening Center in General Hospitals and in process factors (prevention of infection) as unitary quality in Centers only for Comprehensive Health Screening. As the PCSI index was low in space use as a tangible factor, it was found that the current level can be maintained instead of improvement. Conclusions - To improve the health screening medical service quality, it is required to focus on process factors (adequate waiting hours, emergency response for complications, prevention of infection) and supportive factors (complaint response team) among service qualities perceived by users. It is proposed to ensure continuous efforts to manage and reinforce priorities as a direction for future improvement in health screening service.