• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.543-553
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• 2020

This paper examines the effect of COVID-19 pandemic on the Philippine stock exchange, peso-dollar rate and retail price of diesel using robust least squares regression and vector autoregression (VAR). The robust least squares regression using MM-estimation method concluded that COVID-19 daily infection has negative and statistically significant effect on the Philippine stock exchange index, peso-dollar exchange rate and retail pump price of diesel. This is consistent with the results of correlation diagnostics. As for the VAR model, the lag values of the independent variable disclose significance in explaining the Philippine stock exchange index, peso-dollar exchange rate and retail pump price of diesel. Moreover, in the short run, the impulse response function confirmed relative effect of COVID-19 daily infections and the variance decomposition divulge that COVID-19 daily infections have accounted for only minor portion in explaining fluctuations of the Philippine stock exchange index, peso-dollar exchange and retail pump price of diesel. In the long term, the influence levels off. The Granger causality test suggests that COVID-19 daily infections cause changes in the Philippine stock exchange index and peso-dollar exchange rate in the short run. However, COVID-19 infection has no causal link with retail pump price of diesel.

• Journal of the Korean Institute of Telematics and Electronics T
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• v.35T no.3
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• pp.87-95
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• 1998

This paper presents the method for the automatic tuning of a design weighting polynomial parameter of a generalized minimum-variance stochastic self tuning controller which adapts to changes in the system parameters with time delays and noises. The self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design weighting polynomial parameters. The proposed self tuning method is simple and effective compared with other existing self tuning methods. The computer simulation results are presented to illustrate the procedure and to show the performance of the control system.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.5C
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• pp.520-529
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• 2007

In this paper, we study the characteristics of parameters which are related to performance of MCTF which is a key technique for wavelet-based scalable video coding, and propose an improved MCTF method. The proposed MCTF method adopts the motion estimation of which motion vector field is distributed more uniformly using variable block sizes. By using the proposed method, the decomposition performance of temporal filter is improved, and the energy in high-frequency frames is reduced. It can help the entropy coder to generate lower bitrate. From simulation results, we verify the decomposed energy on high-frequency frame using the proposed method is reduced by 25.86% at the most in terms of variance of the high-frequency frame.

• Genomics & Informatics
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• v.12 no.4
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• pp.254-260
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• 2014

Best linear unbiased prediction (BLUP) has been used to estimate the fixed effects and random effects of complex traits. Traditionally, genomic relationship matrix-based (GRM) and random marker-based BLUP analyses are prevalent to estimate the genetic values of complex traits. We used three methods: GRM-based prediction (G-BLUP), random marker-based prediction using an identity matrix (so-called single-nucleotide polymorphism [SNP]-BLUP), and SNP-SNP variance-covariance matrix (so-called SNP-GBLUP). We used 35,675 SNPs and R package "rrBLUP" for the BLUP analysis. The SNP-SNP relationship matrix was calculated using the GRM and Sherman-Morrison-Woodbury lemma. The SNP-GBLUP result was very similar to G-BLUP in the prediction of genetic values. However, there were many discrepancies between SNP-BLUP and the other two BLUPs. SNP-GBLUP has the merit to be able to predict genetic values through SNP effects.

• Journal of Korean Academy of Nursing
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• v.39 no.1
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• pp.95-106
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• 2009

Purpose: The purposes of this study were to explore the functional status of elderly residents and to analyze time use, and finally identify factors to predict nursing care needs in relation to functional status and health related variables. Methods: In this study a descriptive-correlational design was used. Functional status of participants was obtained through interviews, and nursing care time was examined using a 1 min time-motion study with a standardized instrument developed by Korea Long-Term Care Planning Committee (2005). Results: The mean total functional score was 65 (range 28-125) and mean total nursing care time was 144.15 min per day. There were significant positive relationships between total nursing care time, marital status, back pain, dementia, and vision impairment. Multiple regression analyses showed that a liner combination of number of illnesses, types of primary disease, ADL, IADL, cognitive function, nursing demand, and rehabilitation demand explained 42.8% of variance of total nursing time. ADL (${\beta}$=-.533) was the most significant predictor of nursing service need. Conclusion: Identifying factors that result in variations of service need has implications for adequate nursing service, estimation of optimum nurse to patient ratio, quality of care and patient safety.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.105-117
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• 2004

In this paper, a new method is developed for estimating the mean of a population which has a linear trend. This method involves drawing a sample by the modified systematic sampling, and then estimating the population mean with an adjusted estimator, not with the sample mean itself. We use the method of least squares in determining the adjusted estimator. The proposed method is shown to be more and more efficient as the linear trend becomes stronger. It turns out to be relatively efficient as compared with the conventional methods if $\sigma$$^2$the variance of the random error term in the infinite superpopulation model, is not very large.

• Journal of Environmental Health Sciences
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• v.26 no.4
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• pp.1-8
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• 2000

The objective of this study was to identify the sources and to estimate the source contributions to the atmospheric TSP(total suspended particulate matter) and PM-10(particulate matter with aerodynamic diameters less than 10$\mu\textrm{m}$) concentration in Taegu area. A total of 84 samples was collected during the January to December 1999. TSP and PM-10 were collected on filters by portable air sampler, and heavy metals in TSP and PM-배 were analyzed by ICO(Inductively Coupled Plasma Spectrometery) after preliminary treatment. The results were follow as : First, annual average of TSP and PM-10 concentration was 123 and 69$\mu\textrm{g}$/㎥ respectively. The concentration of TSP and PM-10 were highest in winter season compared to other seasons. Second, the concentration of Al, Fe, Mn were higher in TSP than in PM-10, indicating that these heavy metals are generally associate with natural contributions. Third, metal combinations showed that a high correlation among concentrations of heavy metals were follows: As Al, Fe and Mn in TSP ; Ni, Cr, Cd and Pb in PM-10. Finally, Statistical analysis was performed using Principal Components Analysis(PCA) in order to find possible sources of the pollutants. The factor analysis was permitted to identify four major sources(soil/road dust resuspension, waste incineration, furl combustion, vehicular emission) in each fraction. These source accounted for at least 83, 85% of variance of TSP and PM-10 concentration in Taegu area.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2002.10a
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• pp.68-72
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• 2002

Localization with array sensors has been applied for not only military but also non-military purposes. The identification of submarines and fish finding are those examples. Nowadays the demand for noise identification is increasing to characterize noise sources and improve acoustic performance of underwater acoustic equipment. For that reason KRISO/KORDI recently constructed an anechoic basin which bus reflection only at the free surface. This paper suggests a noise identification methods using MUSIC algorithm in such an acoustic field. For comparison phase delay sum and minimum valiance methods are also described. At first basic principles are described. A several numerical simulations are also performed. The results say that reflection effect many cause a new non-real source although good estimation is obtained under no reflection conditions.

• Industrial Engineering and Management Systems
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• v.1 no.1
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• pp.87-92
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• 2002

A stochastic process {$A_n$, n = 1, 2, ...} is an arithmetic process (AP) if there exists some real number, d, so that {$A_n$ + (n-1)d, n =1, 2, ...} is a renewal process (RP). AP is a stochastically monotonic process and can be used for modeling a point process, i.e. point events occurring in a haphazard way in time (or space), especially with a trend. For example, the vents may be failures arising from a deteriorating machine; and such a series of failures id distributed haphazardly along a time continuum. In this paper, we discuss estimation procedures for an AP, similar to those for a geometric process (GP) proposed by Lam (1992). Two statistics are suggested for testing whether a given process is an AP. If this is so, we can estimate the parameters d, ${\mu}_{A1}$ and ${\sigma}^{2}_{A1}$ of the AP based on the techniques of simple linear regression, where ${\mu}_{A1}$ and ${\sigma}^2_{A1}$ are the mean and variance of the first random variable $A_1$ respectively. In this paper, the procedures are, for the most part, discussed in reliability terminology. Of course, the methods are valid in any area of application, in which case they should be interpreted accordingly.

• Journal of The Korean Society of Agricultural Engineers
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• v.54 no.3
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• pp.65-74
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• 2012

In this study, three different unit hydrograph methods (NRCS, Snyder and Clark) in the HEC-HMS were compared to find better fit with the observed data in the Namgang-Dam watershed. The Sancheong, Shinan, and Changchon in Namgang-Dam watershed were selected as the study watersheds. The input data for HEC-HMS were calculated land use, digital elevation map, stream, and watershed map provided by WAter Management Information System (WAMIS). Sixty six storms from 2004 to 2011 were selected for model calibration and validation. Three unit hydrograph methods were compared with the observed data in terms of simulated runoff volume, and peak runoff for the selected storms. The results showed that the coefficient of determination ($R^2$) for the peak runoff was 0.8295~0.9999 and root mean square error (RMSE) was 0.029~0.086 mm/day for calibration stages. In the model validation, $R^2$ for the peak runoff was 0.9061~0.9916 and RMSE was 0.030~0.088 mm/day which were more accurate than calibrated data. Analysis of variance showed that there was no significant difference among the three unit hydrograph methods.