• International Area Studies Review
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• v.21 no.4
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• pp.159-172
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• 2017

In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

• Journal of Microbiology and Biotechnology
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• v.32 no.3
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• pp.387-395
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• 2022

Deciphering the metabolites of human diseases is an important objective of biomedical research. Here, we aimed to capture the core metabolites of Fanconi anemia (FA) using the bioinformatics method of a multi-omics composite network. Based on the assumption that metabolite levels can directly mirror the physiological state of the human body, we used a multi-omics composite network that integrates six types of interactions in humans (gene-gene, disease phenotype-phenotype, disease-related metabolite-metabolite, gene-phenotype, gene-metabolite, and metabolite-phenotype) to procure the core metabolites of FA. This method is applicable in predicting and prioritizing disease candidate metabolites and is effective in a network without known disease metabolites. In this report, we first singled out the differentially expressed genes upon different groups that were related with FA and then constructed the multi-omics composite network of FA by integrating the aforementioned six networks. Ultimately, we utilized random walk with restart (RWR) to screen the prioritized candidate metabolites of FA, and meanwhile the co-expression gene network of FA was also obtained. As a result, the top 5 metabolites of FA were tenormin (TN), guanosine 5'-triphosphate, guanosine 5'-diphosphate, triphosadenine (DCF) and adenosine 5'-diphosphate, all of which were reported to have a direct or indirect relationship with FA. Furthermore, the top 5 co-expressed genes were CASP3, BCL2, HSPD1, RAF1 and MMP9. By prioritizing the metabolites, the multi-omics composite network may provide us with additional indicators closely linked to FA.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.385-393
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• 2022

In this paper, we consider univariate time series models that are well known in the field of forecasting and we study on forecasting performance for their simple combinations. The univariate time series models include exponential smoothing methods and ARIMA (autoregressive integrated moving average) models, their extended models, and non-seasonal and seasonal random walk models, which is frequently used as benchmark models for forecasting. The median and mean are simply used for the combination method, and the data set used for performance evaluation is M3-competition data composed of 3,003 various time series data. As results of evaluating the performance by sMAPE (symmetric mean absolute percentage error) and MASE (mean absolute scaled error), we assure that the simple combinations of the univariate models perform very well in the M3-competition dataset.

• International Journal of Computer Science & Network Security
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• v.22 no.10
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• pp.191-200
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• 2022

Constrained Application Protocol (CoAP) is a standardized protocol by the Internet Engineering Task Force (IETF) for the Internet of things (IoT). IoT devices have limited computation power, memory, and connectivity capabilities. One of the significant problems in IoT networks is congestion control. The CoAP standard has an exponential backoff congestion control mechanism, which may not be adequate for all IoT applications. Each IoT application would have different characteristics, requiring a novel algorithm to handle congestion in the IoT network. Unnecessary retransmissions, and packet collisions, caused due to lossy links and higher packet error rates, lead to congestion in the IoT network. This paper presents an adaptive congestion control protocol for CoAP, Adaptive Congestion Control with a Backoff algorithm (ACCB). AACB is an extension to our earlier protocol AdCoCoA. The proposed algorithm estimates RTT, RTTVAR, and RTO using dynamic factors instead of fixed values. Also, the backoff mechanism has dynamic factors to estimate the RTO value on retransmissions. This dynamic adaptation helps to improve CoAP performance and reduce retransmissions. The results show ACCB has significantly higher goodput (49.5%, 436.5%, 312.7%), packet delivery ratio (10.1%, 56%, 23.3%), and transmission rate (37.7%, 265%, 175.3%); compare to CoAP, CoCoA+ and AdCoCoA respectively in linear scenario. The results show ACCB has significantly higher goodput (60.5%, 482%,202.1%), packet delivery ratio (7.6%, 60.6%, 26%), and transmission rate (40.9%, 284%, 146.45%); compare to CoAP, CoCoA+ and AdCoCoA respectively in random walk scenario. ACCB has similar retransmission index compare to CoAp, CoCoA+ and AdCoCoA respectively in both the scenarios.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.518-518
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• 2023

자연하천에서 오염물질의 혼합 거동은 비균일한 지형학적 요인으로 인해 매우 복잡한 특성을 나타낸다. 일반적으로 오염물질 거동 모델링에서는 수체에서의 혼합을 Fick의 법칙에 따라 유속에 의한 이송과 난류에 의한 확산으로 계산하고, 국부적인 정체현상 등에 의한 non-Fickian 혼합을 야기하는 하천의 특성을 기하학적 지형 형상으로 구현하여 실제 현상에 근접한 혼합 거동을 재현한다. 하지만 계산의 효율성을 위하여 모델링의 차원을 낮추는 경우, 하천의 지형을 경계조건으로 고려할 수 없게 된다. 특히, 1차원 모델링의 경우 하천의 비균일성을 무시하고 1개의 유선으로 간주하며, 이 경우 non-Fickian 물질이동 해석을 위한 추가적인 현상학적 해석이 필요하다. 지난 50년간, non-Fickian 물질이동 해석을 위한 다양한 현상학적 모형이 제시되어 왔다. 하천을 흐름영역과 정체영역으로 구분하고 두 개의 영역 사이의 물질교환 속도를 모델링하거나, Random walk 개념으로 물질이 이동하는 경우와 이동하지 않는 경우를 확률론적으로 모델링하거나, 물질이 정체되었을 때 다시 빠져나오는 시간을 모델링하는 경우가 그 예이다. 본 연구에서는 선행연구에서 제시한 음함수 형태의 현상학적 모형을 기반으로, 수치적 반복계산 없이 상류 경계에서 임의의 형태의 농도곡선(shape-free breakthrough curve)을 갖는 오염물질운(cloud)이 일정 거리를 유하하며 발생하는 변화를 예측할 수 있는 해를 제시한다. 본 연구의 방법론은 추적법(routing procedure)을 활용한 Fickian 혼합 해석, 전달함수(transfer function) 형태의 정체시간분포 해석, 그리고 라플라스 도메인에서의 해석해 유도를 포함한다. 본 연구에서 제시된 해는 2020년 경상북도 김천시에 위치한 감천의 4.5 km 구간에서 수행한 추적자 실험의 현장 자료를 통해 정확도를 검증하여 타당성을 입증하였다.

• Nuclear Engineering and Technology
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• v.55 no.8
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• pp.3030-3038
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• 2023

Nowadays, mobile robots have been used to search for uncontrolled radioactive source in indoor environments to avoid radiation exposure for technicians. However, in the indoor environments, especially in the presence of obstacles, how to make the robots with limited sensing capabilities automatically search for the radioactive source remains a major challenge. Also, the source search efficiency of robots needs to be further improved to meet practical scenarios such as limited exploration time. This paper proposes an automatic source search strategy, abbreviated as ACA: the location of source is estimated by a convolutional neural network (CNN), and the path is planned by the A-star algorithm. First, the search area is represented as an occupancy grid map. Then, the radiation dose distribution of the radioactive source in the occupancy grid map is obtained by Monte Carlo (MC) method simulation, and multiple sets of radiation data are collected through the eight neighborhood self-avoiding random walk (ENSAW) algorithm as the radiation data set. Further, the radiation data set is fed into the designed CNN architecture to train the network model in advance. When the searcher enters the search area where the radioactive source exists, the location of source is estimated by the network model and the search path is planned by the A-star algorithm, and this process is iterated continuously until the searcher reaches the location of radioactive source. The experimental results show that the average number of radiometric measurements and the average number of moving steps of the ACA algorithm are only 2.1% and 33.2% of those of the gradient search (GS) algorithm in the indoor environment without obstacles. In the indoor environment shielded by concrete walls, the GS algorithm fails to search for the source, while the ACA algorithm successfully searches for the source with fewer moving steps and sparse radiometric data.

• Economic Analysis
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• v.27 no.2
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• pp.1-40
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• 2021

Using an unobserved components model that features trend growth as a random walk, we find that GDP trend growth rates had gradually declined from the late 1980s to early 2010s in Korea. To uncover the underlying features of the slowdown, we use trend growth accounting. A major feature appears to be a significant decline in the growth rate of labor productivity. To be specific, the first gradual decline in trend growth, which started in 1988 and continued to 1998, is associated with a drop in TFP measured in labor-augmenting units. This finding is inconsistent with the hypothesis that the slowdown in GDP trend growth can be attributed to the 1997-1998 Korean financial crisis. Sluggish investment growth is behind the second period of the gradual slowdown, from 2002 to 2012.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5B
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• pp.557-562
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• 2006

In order to predict the dispersion of suspended sediment arising from dredging operation in port and navigation channel, a hybrid model for dispersive transport of turbidity plume was developed using Lee's(1998) hybrid method. Using hybrid modeling scheme advection-diffusion equation was solved by the forward particle-tracking method for advection process and by the fixed Eulerian grid method for diffusion process. To examine numerical model simulation in accuracy, the simulated results for 1-D, 2-D, and 3-D cases were compared with the analytical solutions including Kuo, et al's (1985) 3-D mathematical model. The model results were in a good agreement with the analytical solutions and mathematical model for the dispersion of turbidity plume.

• Journal of KIISE:Information Networking
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• v.31 no.5
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• pp.490-500
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• 2004

In mobile/wireless environment, mobility management is widely being focused as one popular researches. But, disruption happens when messages are exchanged between nodes as registration is made after handoff, and unnecessary traffic occurs because of the use of the Random-walk model, in which the probability for MN to move to neighboring cells is equal. In order to solve these problems, this study proposes a technique and algorithm for composing Directional Shadow Registration Region (DSRR) that provides seamless mobility. The core of DSRR is to prevent disruption and unnecessary traffic by minimizing the number o) neighboring cells with a high probability of handoff (AAAF). This study sensed the optimal time for handoff through regional cell division by introducing a division scheme, and then decided DSRR, the region for shadow registration, by applying direction vector (DV) obtained through directional cell sectoring. According to the result of the experiment, the proposed DSRR processes message exchange between nodes within the intra-domain, the frequency of disruptions decreased significantly compared to that in previous researches that process in inter-domain environment. In addition, traffic that occurs at every handoff happened twice in DSRR compared to n (the number of neighboring cells) times in Previous researches. As an additional effect, divided regions obtained from the process of composing DSRR filter MN that moves regardless of handoff.

• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.