• Title/Summary/Keyword: auto-regressive model

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A Causal Analysis of Suicidal Impulse in the Context of Parents, Friends, Teachers and Community Support: Gender Difference (부모, 친구, 교사, 지역사회 지지와 청소년의 자살충동간 인과관계 분석 : 성별 차이를 중심으로)

  • Kim, Hyun-Ju;Roh, Ja-Eun
    • Korea journal of population studies
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    • v.34 no.2
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    • pp.135-162
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    • 2011
  • Given the 4 contexts-parents, friends, teachers and community- of adolescents, this research verified the casual relationships between each contextual support and the suicidal impulse, and the gender difference. The 4-year longitudinal data(KYPS) collected from 3,697 adolescents were used in this study. Using the Autoregressive Cross-Lagged Model, the suicidal impulse was consistently present from the 3rd grade in middle school to the 3rd grade in high school with significant stability. Gender differences were founded in the effect of parental support among the 3rd grade in middle school. Also the negative effect of friends' support on the suicidal impulse among the first grade high school students. The effects were more stronger for girls than boys. Previous supports by teachers and community had no significant effects on later suicidal impulses. These results suggest that the study of suicidal impulse needs to examine the complex support system of multiple context layers.

Prediction of Covid-19 confirmed number of cases using SARIMA model (SARIMA모형을 이용한 코로나19 확진자수 예측)

  • Kim, Jae-Ho;Kim, Jang-Young
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.1
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    • pp.58-63
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    • 2022
  • The daily number of confirmed cases of Coronavirus disease 2019(COVID-19) ranges between 1,000 and 2,000. Despite higher vaccination rates, the number of confirmed cases continues to increase. The Mu variant of COVID-19 reported in some countries by WHO has been identified in Korea. In this study, we predicted the number of confirmed COVID-19 cases in Korea using the SARIMA for the Covid-19 prevention strategy. Trends and seasonality were observed in the data, and the ADF Test and KPSS Test was used accordingly. Order determination of the SARIMA(p,d,q)(P, D, Q, S) model helped in extracting the values of p, d, q, P, D, and Q parameters. After deducing the p and q parameters using ACF and PACF, the data were transformed and schematized into stationary forms through difference, log transformation, and seasonality removal. If seasonality appears, first determine S, then SARIMA P, D, Q, and finally determine ARIMA p, d, q using ACF and PACF for the order excluding seasonality.

Longitudinal Analysis on the Reciprocal Relationship between Depression and Marital Satisfaction among Older Couples (노년기 부부의 우울과 부부관계만족도 간의 종단적 관계)

  • Heo, Sun-Young;Ha, Jung-Hwa
    • 한국노년학
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    • v.41 no.3
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    • pp.421-444
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    • 2021
  • The purpose of this research is to examine the reciprocal relationships between depression and marital satisfaction among older couples. For longitudinal dyadic analysis, this study sets up a research model based on the Actor-Partner Interdependence Model, the Common Fate Model, and Autoregressive Cross-Lagged Model. Data came from four annual waves from the 10th year (2015) to the 13th year (2018) of the Korean Welfare Panel Survey and the final sample comprised a total of 1,383 married couples over 60 years of age in 2015. Structural Equation Modeling identified the reciprocal relationship between depression and marital satisfaction among older couples, with higher marital satisfaction of older couples leading to lower depression of husbands' and wives', and with higher depression of husbands' and wives' inducing lower marital satisfaction of the couples. Thus, this study suggested that longitudinal interplay between depression and marital satisfaction can lead to a vicious cycle. Based on these findings, the need to intervene at both the individual level and the couple level was discussed in order to reduce depression and improve marital satisfaction.

Estimation of the Elasticity of Energy Demand and Performance of the Second Energy Tax Reform in Korea (수요탄력성 추정을 통한 2차 에너지 세제개편의 성과평가)

  • Kang, Man-Ok;Lee, Sang-Yong;Cho, Jangyul
    • Environmental and Resource Economics Review
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    • v.17 no.3
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    • pp.1-29
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    • 2008
  • The goal of this study is to analyze the effects of the second energy tax reform of the transportation sector in Korea. For this purpose, we estimated the elasticities of energy demand(for gasoline, diesel and LPG) by using the ARDL(Auto-Regressive Distributed Lag) Model during the period of 1997 and 2005. We have the empirical results that the demand for diesel would decrease as much as of 382 million barrel per year and the demand for LPG would increase as much as of 20 million barrel per year since 2007. The second energy tax reform would also result in the decrease of 27,346 ton of air pollutants and 0.96 million ton of carbon dioxide per year. This shows that the second energy tax reform would have achieved its own policy goals by reducing energy demand and improving the quality of environment.

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Relationship between Real Estate Market and MBS Prepayment, and its Policy Implication (부동산 경기 변동과 MBS 조기상환의 관계, 그리고 그 정책적 함의)

  • Han, Sang-Hyun;Wang, Peng;Lee, Chang-Soo;Kang, Myoung-Gu
    • Journal of the Korean Regional Science Association
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    • v.31 no.4
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    • pp.91-105
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    • 2015
  • Mortgage-Backed Securities (MBS) was introduced in 1999 in order to stabilize housing market and prevent potential speculation. However, research on MBS is limited, so this paper try to narrow the gap by focusing on the factors relating the pre-payment risk of MBS. We used Granger Causality Validation, Vector Auto Regressive, and HP-filtering with time-series data from 2004 to 2014. This paper shows that the prepayment rate of MBS increases as Mortgage rate decreases because borrowers tend to refinance existing MBS with new lower-rate MBS. In addition, it reveals that the rate increases as housing price increases. This outcome support the hypothesis that introduction of low-rate MBS invites more investment or speculation, and hence the housing price rises. The relationship between the MBS pre-payment rate and housing price is yet a peculiar characteristic of the MBS in Korea.

A Study on the Determination of Grain Size of Heat-treated Stainless Steel Using Digital Ultrasonic Signal Processing Techniques. (디지털 초음파 신호처리 기법을 이용한 열처리된 스테인레스 스틸의 그레인 크기 결정에 관한 연구)

  • 임내묵;이영석;김성환
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.8
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    • pp.84-93
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    • 1999
  • Determination of grain size of heat-treated stainless steel based fm digital ultrasonic signal processing technique is presented. This techniques consist in evidence accumulation with multiple feature parameters, difference absolute mean value(DAMV), variance(VAR), mean frequency (MEANF), auto regressive model coefficient(ARC) and linear cepstrum coefficient(LCC). Feature parameters were extracted from ultrasonic echo signal of heat-treated metals. It was found that a few parameters might not be sufficient to exactly evaluate the grain size of heat-treated metals. The determination of grain size of heat-treated metals was carried out through the evidence accumulation procedure using the distances measured with reference parameters. A fuzzy mapping function is designed to transform the distances for the application of the evidence accumulation method. In the work presented, heat-treated stainless steel samples with various grain sizes are examined. The processed experimental results supports the feasibility of the grain size determination technique presented.

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Sliding Mode Fuzzy Control for Wind Vibration Control of Tall Building (Sliding Mode Fuzzy Control을 사용한 바람에 의한 대형 구조물의 진동제어)

  • 김상범;윤정방
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2000.10a
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    • pp.79-83
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    • 2000
  • A sliding mode fuzzy control (SMFC) with disturbance estimator is applied to design a controller for the third generation benchmark problem on an wind-excited building. A distinctive feature in vibration control of large civil infrastructure is the existence of large disturbances, such as wind, earthquake, and sea wave forces. Those disturbances govern the behavior of the structure, however, they cannot be precisely measured, especially for the case of wind-induced vibration control. Since the structural accelerations are measured only at a limited number of locations without the measurement of the wind forces, the structure of the conventional control may have the feed-back loop only. General structure of the SMFC is composed of a compensation part and a convergent part. The compensation part prevents the system diverge, and the convergent part makes the system converge to the sliding surface. The compensation part uses not only the structural response measurement but also the disturbance measurement, so the SMFC has a feed-back loop and a feed-forward loop. To realize the virtual feed-forward loop for the wind-induced vibration control, disturbance estimation filter is introduced. the structure of the filter is constructed based on an auto regressive model for the stochastic wind force. This filter estimates the wind force at each time instance based on the measured structural responses and the stochastic information of the wind force. For the verification of the proposed algorithm, a numerical simulation is carried out on the benchmark problem of a wind-excited building. The results indicate that the present control algorithm is very efficient for reducing the wind-induced vibration and that the performance indices improve as the filter for wind force estimation is employed.

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Target Recognition Method of DTV-Based Passive Radar Using Multi-Channel Combining Method (다중 채널 융합 기법을 이용한 DTV 기반 수동형 레이다의 표적 인식 방법)

  • Seol, Seung-Hwan;Choi, Young-Jae;Choi, In-Sik
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.28 no.10
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    • pp.794-801
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    • 2017
  • In this paper, we proposed airborne target recognition using multi-channel combining method in DTV-based passive radar. By combining multi-channel signals, we obtained the HRRP with sufficient range resolution. HRRP was obtained by AR method or zero-padding. From the obtained HRRP, we extracted scattering centers by CLEAN algorithm using the gradient descent. We extracted feature vectors and performed target recognition after training neural network using the extracted feature vectors. To verify performance of proposed methods, we assumed frequency bands of three broadcasting transmitters operated in Korea(Mt. Gwan-ak, Mt. Yong-moon, Kyeon-wol-ak) and used full scale 3D CAD model of four targets. Also we compared the target recognition performance of the proposed method with that of using only single-channel of three broadcasting transmitters. As a result, proposed methods showed better performance than using only single-channel at three broadcasting transmitters.

The Impacts of Speculative Trading on Commodity Prices After the Global Financial Crisis (금융위기 이후 투기 거래가 원자재 가격에 미친 영향)

  • Kim, Hwa-Nyeon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.5
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    • pp.179-185
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    • 2016
  • This study verifies whether speculative trading in commodity markets acted as the primary cause of the increase in commodity prices after the global financial crisis using the Structural Vector Autoregressive (SVAR) model. The effects of speculative trading on commodity prices increased by a factor of 3 to 6 after the crisis compared to those before the crisis. Although the demand related variables, such as industrial production, affected commodity prices significantly before the crisis, their effects decreased after the crisis. Consequently, the rebound of commodity prices after the crisis was mainly caused by the increase in speculative money, fortified by the expansion of the global liquidity supply. The global liquidity may well increase in the future, because the U.S. Federal Reserve Board is likely to continue to increase its interest rate. This study claims that when global liquidity shrinks as a result of a change in the Fed's monetary policy stance, speculative trading will slow down, leading to a decline in commodity prices.

Construction of integrated DB for domestic water-cycle system and short-term prediction model (생활용수 물순환 계통 통합 DB 및 단기예측모형 구축)

  • Seungyeon Lee;Sangeun Lee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.362-362
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    • 2023
  • 한정된 수자원의 이용 및 관리로 매년 물 부족과 물 배분 의사결정 문제가 발생하고 있다. 50년간(1965~2014년) 수자원의 총량은 약 1.2배 증가한 반면 인구수 약 1.8배, 생·공·농업용수의 수요는 약 5배가 증가(국회입법조사처, 2018) 했을 뿐 아니라, 기후변화의 영향으로 인한 강수량의 변화와 지역별 편차가 커져 지속가능한 물관리 필요성이 증대되고 있다. 따라서 효율적인 물관리를 위해서는 관리부처가 분절되어 있는 물순환 계통의 데이터를 통합하는 것이 우선시되어야 하고 이를 통해 물순환 모니터링/평가/예측 기술을 개발할 수 있다. 본 연구에서는 생활용수 물순환 계통 통합 DB를 정의 및 구축하였다. 도시의 관점에서 물순환 시스템을 순차적으로 물 유입(수원~취수장)/전달(정수장~급수지역)/유출(하(폐)수처리장~방류구)의 개념으로 설정하고 DB정의서를 마련하였다. 연구대상지는 가뭄이 장기화가 되고 있는 전라남도중 물순환 계통이 비교적 단순한 네트워크로 형성되어 있는 함평군 도시지역으로 선정하였다. 연구 기간은 총 5년(2017년 1월 1일~2021년 12월 31일)이고 일 단위 실계측자료 위주의 원자료를 구축하였다. 이를 이상치 탐지, 제거, 대체의 과정을 거쳐 품질 보정하고 정제된 시계열 자료에 대한 특성 분석을 하였다. 그 결과, 물순환 계통 내 주요 지점 간의 상관관계 및 지연시간을 통한 물흐름의 시계열적 특성을 파악할 수 있었으며 모형의 적합도를 판단하는 데 활용되는 통계량과 유의미하지 않은 잔차의 자기상관성을 볼 때 물 유입-전달-유출의 단기 예측을 위한 ARIMA(Auto-regressive Integrated Moving Average) 모형의 구축도 가능할 것으로 판단되었다. 다만 여름철 발생하는 방류량의 첨두값을 설명하기 위해서는 강우에 의한 불명수 발생으로 증가하는 방류량을 묘사할 수있어야 하므로 향후에는 물순환계통 외 해당 지역의 불명수(강우 효과)도 하수 방류량의 주요 입력 요인으로 추가 검토할 필요가 있다.

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