• Title/Summary/Keyword: Structural Breaks

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A Comparison of Seasonal Adjustment Methods: An Application of X-13A-S Program on X-12 Filter and SEATS (X-13A-S 프로그램을 이용한 계절조정방법 분석 - X-12 필터와 SEATS 방법의 비교 -)

  • Lee, Hahn-Shik
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.997-1021
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    • 2010
  • This paper compares the two most widely used seasonal adjustment methods: the X-12-ARIMA and TRAMO-SEATS procedures. The basic features of these methods are discussed and compared in both their theoretical and empirical aspects. In doing so, the X-13A-S program is used to reevaluate their applicability to Korean macroeconomic data by considering possible structural breaks in the series. The finding is that both methods provide very reliable and stable estimates of seasonal factors and seasonally adjusted data. As for the empirical comparisons, TRAMO-SEATS appears to outperform X-12-ARIMA, although the results are somewhat mixed depending on the comparison criteria used and on the series under analysis. In particular, the performance of TRAMO-SEATS turns out to compare more favorably when seasonal adjustment is carried out to each sub-samples (by taking possible structural breaks into account) than when the whole sample period is used. The result suggests that as the model-based TRAMO-SEATS has a considerable theoretical appeal, some features of TRAMO-SEATS should further be incorporated into X-12-ARIMA until a standard and integrated procedure is reached by combining the theoretical coherence of TRAMO-SEATS and the empirical usefulness of X-12-ARIMA.

The Grid and Axis in Modern Architecture From Durand to Le Corbusier (현대건축에서 그리드와 축에 관한 연구 -듀랑에서부터 르 코르뷔제까지-)

  • Pai, Hyung-Min
    • Journal of architectural history
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    • v.11 no.4 s.32
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    • pp.99-115
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    • 2002
  • Centered on Durand and Le Corbusier, this study analyses the changing status of the grid and axis in modern architecture. In the Renaissance, the taxis grid operated as a contour grid, defining the elements and space of the building as part of closed harmonized world. In his Pre'cis des lec., ons d'architecture, Durand provides the most explicit demonstration of a new modem grid in which its lines function as spatial and structural axes. In principle these axes are coordinates for the placements of a priori elements but in Beaux-Arts practice, as Durand himself acknowledged, they involve a simultaneous process in which the spatial axis sets up the basic parti and the structural axis is developed into the building's poche'. As a coordinate, Durand's grid provides a place for the 'subject' to enter the architectural process. At the same time, it is the object of the subject's gaze, the dense site of the subject's transformative actions. Though Le Corbusier is noted for his frequent attacks on the academic system, his architecture should be seen within the continuity of the classical tradition. He redefines the Beaux-Arts axis as a moving and seeing observer, and continues the discipline of the plan, the essential discipline of the Beaux-Arts system. In his dialectics, an intellectual scheme which extends to his commentators, the intention and will of the subject must come in tune with the objective material form of the building. Like Durand, Le Corbusier's axis provides the medium for the subject to enter. Unlike the Beaux-Arts system, however, Le Corbusier's mobile subject no longer has a holistic view of the building previously provided by the central axis. If there is a parti for Le Corbusier, it consists of the domino grid as a potential, but nonetheless, tangible form. In comparison with the Beaux-Arts structural grid, his gaze no longer lingers on their lines because they no longer constitute a formal process tied to the development of a thick articulated structure. Le Corbusier's grid constitutes a 'loose' form, one that breaks down the hierarchical nature of the Beaux-Arts system.

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CYTOGENETIC EFFECTS OF ORGANOPHOSPHATE PESTICIDES ON GOAT LYMPHOCYTES IN CULTURE

  • Gupta, S.C.;Sahal, R.;Gupta, N.
    • Asian-Australasian Journal of Animal Sciences
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    • v.9 no.4
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    • pp.449-454
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    • 1996
  • Cytogenetic effects of malathion and parathion, the organophosphorus pesticides were studied on goat lymphocytes in culture. The mitotic indices (% of blast cells + cells at metaphase) of goat lymphocytes showed corresponding decrease with the increase in dose of pesticides. Malathion had significant effect only at $150{\mu}g/ml$ or higher dosages while, parathion caused antimitotic effects even at the lowest dose ($5{\mu}g/ml$) tested. The clastogenic effects of malathion were significant ($p{\leq}0.05$) at $100{\mu}g/ml$. In higher doses, the effects were highly significant ($p{\leq}0.01$). The frequency of metaphase plates with chromosomal abnormalities were highest (22.0%) at $200{\mu}g/ml$. The incidences of chromosomal abnormalities were significant ($p{\leq}0.05$) in parathion treated series even at $5{\mu}g/ml$ dose level. At $10{\mu}g/ml$ or higher dose levels the difference between treatment groups and controls were more pronounced ($p{\leq}0.01$). Various types of chromosomal abnormalities were encountered in goat lymphocytes treated by malathion and parathion. However, the incidence of gaps, breaks, acentric fragments, dicentric chromosomes were higher than other types of structural and numerical abnormalities.

Stochastic Shocks and Structural Breaks of Securities Markets (충격(衝擊)의 확률적 장기영향과 자본시장의 구조변화(構造變化))

  • Rhee, Il-King
    • The Korean Journal of Financial Management
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    • v.17 no.1
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    • pp.91-110
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    • 2000
  • 충격이 경제에 가해질 때 이 충격이 경제 내에 일시적으로 존속하는 경우도 있고 이 충격이 영구히 존속하는 경우도 있다. 이 양극단 사이의 과정도 존재할 수 있다. 이것을 표상한 것이 stopbreak 과정이다. 충격의 효과가 영구적 효과와 일시적 효과 사이에서 파동하는 시계열을 모형화한 것이 이 과정인 것이다. 이 과정에서는 일정한 기간에는 영구적인 평균이동이 발생하여 구조변화가 발생한다. 다른 기간에 발생하는 충격은 그 효과가 급속히 소멸한다. 밀접한 관계를 맺고 있는 두 주가의 비율은 한 주가의 변동이 제시하는 것을 분석하고 이것을 이용하여 다른 주가를 예측할 수 있는 정보를 제공한다. 한 주가의 변동이 발생하면 이 두 주가의 비율은 변동한다. 그러나 한 주가의 변동의 정보성이 인정되어 이 정보가 다른 주가에 반영되어 조정되면 두 주가의 비율은 변동이전의 수준으로 회귀할 것이다. 변동이 영구적이면 두 주가비율은 동일한 수준을 유지할 것이다. 반면 다른 주가에 영향을 미치지 못하는 정보이면 두 주가의 비율은 변동된 상태에서 지속될 것이다. 일정기간은 영구적 구조변화가 발생하고 그 이외의 기간에는 구조 변화가 발생하지 않고 있는 것이다. 따라서 stopbreak 과정을 사용하여 정확한 예측을 수행할 수 있다. 주가지수들이 stopbreak 과정에 의하여 생성되고 있음이 발견되었다. 즉 주가지수들은 확률적 영구구조변화가 발생하고 있는 시계열들이다. 종합주가지수/제조업지수 역시 확률적 영구구조변화를 가지는 stopbreak 과정에 의하여 생성되고 있음이 밝혀졌다. 이 과정을 실제에 적용하여 주가의 움직임을 파악하면 예측이 가능하다. 특히 연관성이 깊은 두 주식의 주가비율을 사용할 때 효과적이라 할 수 있다.

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Differential Diagnosis between Neurogenic and Functional Dysphonia (신경성 발성장애와 기능성 발성장애의 감별 진단)

  • Kim, So Yean;Lee, Sang Hyuk
    • Journal of the Korean Society of Laryngology, Phoniatrics and Logopedics
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    • v.28 no.2
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    • pp.71-78
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    • 2017
  • Voice disorder is classified into three categories, structural, neurogenic and functional dysphonia. Neurogenic dysphonia refers to a disruption in the nerves controlling the larynx. Common examples of this include complete or partial vocal cord paralysis, spasmodic dysphonia. Also it occurs as part of an underlying neurologic condition such as Parkinson's disease, myasthenia gravis, Lou Gehrig's disease or disorder of the central nervous system that causes involuntary movement of the vocal folds during voice production. Functional dysphonia is a voice disorder in the absence of structual or neurogenic laryngeal characteristics. A near consensus exist that Muscle tension dysphonia (MTD) is functional voice disorder wherein hyperfunctional laryngeal muscle activity whereas Spasmodic dysphonia (SD) is neurogenic, action-induced focal laryngeal dystonia including several subtype. Both Adductor type spasmodic dysphonia (AdSD) and MTD may be associated with excessive supraglottic contraction and compensation, resulting in a strained voice quality with spastic voice breaks. It makes these two disorders extremely difficult to differentiate based on clinical interpretation alone. Because treatment for AdSD and MTD are quite different, correct diagnosis is important. Clinician should be aware of the specific vocal characteristics of each disease to improve therapeutic outcome.

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The Impact of R&D on the Singaporean Economy

  • Ho, Yuen-Ping;Wong, Poh-Kam
    • STI Policy Review
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    • v.8 no.1
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    • pp.1-22
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    • 2017
  • There has been a pronounced increase in research and development (R&D) expenditure in Singapore over the last two decades, with government spending accounting for a sizeable share. This increase has been spurred by public policy emphasis on research and innovation as engines of economic growth. This paper analyses the impact of R&D on economic performance in Singapore from 1978 to 2012 through the use of time series analysis. The Cobb-Douglas based analysis shows a long-run equilibrium relationship between Total Factor Productivity (TFP) and R&D investments. We found that the short-run productivity of R&D in Singapore is comparable to smaller advanced economies in the Organisation for Economic Co-operation and Development (OECD). However, in terms of long-run R&D productivity, Singapore lags slightly behind the smaller OECD nations and far behind the G7 countries. This suggests leakage of value capture and low absorptive capacity in local firms. Possibility of productivity improvements induced by policy changes in the 1990s was considered, but no evidence of significant structural breaks was found. Lastly, Granger causality analysis reveals that public sector R&D augments private sector R&D capital, thus playing an important role in generating externalities and spillover effects. Policy implications and lessons for other middle-income countries are discussed.

Elevated expression of exogenous RAD51 enhances the CRISPR/Cas9-mediated genome editing efficiency

  • Seo Jung Park;Seobin Yoon;Eui-Hwan Choi;Hana Hyeon;Kangseok Lee;Keun Pil Kim
    • BMB Reports
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    • v.56 no.2
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    • pp.102-107
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    • 2023
  • Genome editing using CRISPR-associated technology is widely used to modify the genomes rapidly and efficiently on specific DNA double-strand breaks (DSBs) induced by Cas9 endonuclease. However, despite swift advance in Cas9 engineering, structural basis of Cas9-recognition and cleavage complex remains unclear. Proper assembly of this complex correlates to effective Cas9 activity, leading to high efficacy of genome editing events. Here, we develop a CRISPR/Cas9-RAD51 plasmid constitutively expressing RAD51, which can bind to single-stranded DNA for DSB repair. We show that the efficiency of CRISPR-mediated genome editing can be significantly improved by expressing RAD51, responsible for DSB repair via homologous recombination (HR), in both gene knock-out and knock-in processes. In cells with CRISPR/Cas9-RAD51 plasmid, expression of the target genes (cohesin SMC3 and GAPDH) was reduced by more than 1.9-fold compared to the CRISPR/Cas9 plasmid for knock-out of genes. Furthermore, CRISPR/Cas9-RAD51 enhanced the knock-in efficiency of DsRed donor DNA. Thus, the CRISPR/Cas9-RAD51 system is useful for applications requiring precise and efficient genome edits not accessible to HR-deficient cell genome editing and for developing CRISPR/Cas9-mediated knockout technology.

A Study on the Relationship between Career Interrupted Women's Certification Acquisition and Employment Rate (경력단절여성 자격증 취득과 취업률과의 연관성분석 연구)

  • Lee, Jeongwon;Lee, Choong Ho
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.05a
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    • pp.487-489
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    • 2021
  • Most of the women in Korea are experiencing changes in their status as it is very difficult to re-access to the labor market due to life events ranging from marriage to re-employment. Therefore, in this study, a study was conducted in consideration of qualifications as a factor that can help women with career breaks in employment. As a data analysis method, exploratory data analysis (EDA), a statistical technique to find out structural characteristics, was used. Using the data of vocational training courses for women with career interruptions in Korea, we studied how much the acquisition of a certificate is helpful for employment.

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Predictive model of fatigue crack detection in thick bridge steel structures with piezoelectric wafer active sensors

  • Gresil, M.;Yu, L.;Shen, Y.;Giurgiutiu, V.
    • Smart Structures and Systems
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    • v.12 no.2
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    • pp.97-119
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    • 2013
  • This paper presents numerical and experimental results on the use of guided waves for structural health monitoring (SHM) of crack growth during a fatigue test in a thick steel plate used for civil engineering application. Numerical simulation, analytical modeling, and experimental tests are used to prove that piezoelectric wafer active sensor (PWAS) can perform active SHM using guided wave pitch-catch method and passive SHM using acoustic emission (AE). AE simulation was performed with the multi-physic FEM (MP-FEM) approach. The MP-FEM approach permits that the output variables to be expressed directly in electric terms while the two-ways electromechanical conversion is done internally in the MP-FEM formulation. The AE event was simulated as a pulse of defined duration and amplitude. The electrical signal measured at a PWAS receiver was simulated. Experimental tests were performed with PWAS transducers acting as passive receivers of AE signals. An AE source was simulated using 0.5-mm pencil lead breaks. The PWAS transducers were able to pick up AE signal with good strength. Subsequently, PWAS transducers and traditional AE transducer were applied to a 12.7-mm CT specimen subjected to accelerated fatigue testing. Active sensing in pitch catch mode on the CT specimen was applied between the PWAS transducers pairs. Damage indexes were calculated and correlated with actual crack growth. The paper finishes with conclusions and suggestions for further work.

AN INVESTIGATION OF THE KOREAN GENERAL INSURANCE INDUSTRY: EVIDENCE OF STRUCTURAL CHANGES AND IMPACT OF MACRO-ECONOMIC FACTORS ON LOSS RATIOS

  • Thompson, Ephraim Kwashie;Kim, So-Yeun
    • East Asian mathematical journal
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    • v.38 no.5
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    • pp.617-641
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    • 2022
  • In this study, we first present a brief overview of the Korean general insurance market. We then explore the characteristics of the loss ratios of the Korean general insurance industry and apply Markov regime-switching methodology to model the loss ratios of these insurance companies by line of business based on changes in economic regimes. This study applies a number of confirmatory tests such as Zivot-Andrews test (2002), the Chow (1960) test and the Bai and Perron (1998) to confirm the presence of structural breaks in the time series of the loss ratios by line of business. Then, we employ Markov regime-switching methodology to model these loss ratios. We find empirical evidence that the loss ratios reported by insurance companies in Korea is characterized by two distinct regimes; a regime with high volatility and a regime with low volatility, except for vehicle insurance. Our analyses suggest that macro-economic conditions have significant explanatory effect on loss ratios but the direction of effect differs based on the line of business and the regime. Unlike previous studies that have applied linear regressions or divided the samples into different periods and then apply linear regressions to model loss ratios, we argue for the application of Markov regime-switching methodology, which are able to automatically distinguish the different regimes that may be associated with the movements of loss ratios based on differing economic conditions and regulatory upheavals. This study provides a more in depth understanding of loss ratios in the general insurance industry and will be of value to insurance practitioners in modelling the loss ratios associated with their businesses to aid in their decision making. The results may also provide a basis for further studies in other markets apart from Korea as well as for shaping policy decisions related to loss ratios.