• Land and Housing Review
• /
• v.14 no.4
• /
• pp.39-46
• /
• 2023

This study explores the interrelationship between 'KRX Construction' and 'Business Survey Index'. KRX Construction is a leading economic indicator of construction industry, implying the potential interdependence with BSI Construction. Previous papers have investigated the relationship between the released stock price index and BSI. Using Granger causality tests, this study investigates how the BSI Construction is associated with the trend and noise-trading components of KRX Construction, respectively. The decomposition of KRX Construction of trend and noise-trading is based on the state-space model. The results document unilateral Granger causalities from released KRX Construction, trend component, noise-trading component to BSI Construction. In sum, this study demonstrates that construction company CEOs view stock price index as a leading economic indicator.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
• /
• v.17 no.4
• /
• pp.183-189
• /
• 2024

In order to effectively predict time series data, this study proposed a hybrid prediction model that decomposes the data into trend, seasonality, and residual components using Seasonal-Trend Decomposition on Loess, and then applies ARIMA to the trend component, Fourier Series Regression to the seasonality component, and XGBoost to the remaining components. In addition, performance comparison experiments including ARIMA, XGBoost, LSTM, EMD-ARIMA, and CEEMDAN-LSTM models were conducted to evaluate the prediction performance of each model. The experimental results show that the proposed hybrid model outperforms the existing single models with the best performance indicator values in MAPE(3.8%), MAAPE(3.5%), and RMSE(0.35) metrics.

• Journal of The Korean Astronomical Society
• /
• v.41 no.1
• /
• pp.1-6
• /
• 2008

The X-ray spectra of late type stars can generally be well fitted by a two temperature component model of the corona. We find that the temperatures of both components are strong functions of stellar age, although the temperature of the hotter plasma in the corona shows a larger scatter and is probably affected by the activity of stars, such as flares. We confirm the power-law decay of the temperature of the hot plasma, but the temperature of the cool plasma component decays linearly with log(age).

• The Journal of Engineering Geology
• /
• v.16 no.4 s.50
• /
• pp.393-402
• /
• 2006

The contamination characteristics of BTEX and TPH components in silty soils with the oil leakage event from point source were studied. The over ratios of three soil pollution standard for TPH component were $1.5{\sim}1.7$ times higher than that of BTEX component. The mean and maximum values of BTEX and TPH components with sample points were B-zone > A-zone > C-zone, and the highest concentrations were measured at $1{\sim}2m$ depth below surface. BTEX and TPH components were increased with linear distance in zone within 120 m and 80 m from point source. For the zone more than 120 m, BTEX and TPH concentrations were under soil pollution standard. The cutoff values of indicator kriging using BTEX and TPH components were defined as confirmative limit, warn- ing limit and counterplan limit. The variograms of indicator-transformed data were selected linear model. The contamination ranges of BTEX and TPH components using confirmative limit and warning limit were estimated similar, but the contamination range of those using counterplan limit was much reduced. The maximum contamination probabilities were estimated by probability maps usinB confirmative limit, warning limit and counterplan limit. The maximum contamination probabilities with three soil pollution standard were estimated 26%, 26% and 13% for BTEX component, and 44%, 38% and 26% for TPH component.

• Biomolecules & Therapeutics
• /
• v.10 no.4
• /
• pp.236-239
• /
• 2002

The goal of this study was to evaluate the antidiarrheal efficacy of $Lacteol^{TM}$-loperamide combination against the mouse model of secretory diarrhea. Secretory dirrhea was induced in mice by p.o. administration of castor oil (0.3 ml). Antidirrheal effects of $Lacteol^{TM}$-loperamide combination were compared with each individual component. $Lacteol^{TM}$-loperamide combination was the most potent among these agents, eliminating diarrhea in 100% of mice at a dose 1360/4 mg/kg (Lacteol/loperamide, respectively). In this study, we also measured changes of bodyweight as another indicator of the dirrhea, based on the assumption that lower bodyweight loss represented reduced fecal passage. The bodyweight loss of $Lacteol^{TM}$-loperamide combination administered group was 4 times lower than that of vehicle control. These findings indicate that $Lacteol^{TM}$-loperamide combination may be more potent than individual component in its antidiarrheal action, so we are going to challenge this combination for further study and clinical evaluation.

• Journal of Pharmaceutical Investigation
• /
• v.37 no.6
• /
• pp.377-395
• /
• 2007

Near infrared(NIR) spectral data have been used for the noninvasive analysis of various biological samples. Nonetheless, absorption bands of NIR region are overlapped extensively. It is very difficult to select the proper wavelengths of spectral data, which give the best PCR(principal component regression) models for the analysis of constituents of biological samples. The NIR data were used after polynomial smoothing and differentiation of 1st order, using Savitzky-Golay filters. To find the best PCR models, all-possible combinations of available principal components from the given NIR spectral data were derived by in-house programs written in MATLAB codes. All of the extensively generated PCR models were compared in terms of SEC(standard error of calibration), $R^2$, SEP(standard error of prediction) and SECP(standard error of calibration and prediction) to find the best combination of principal components of the initial PCR models. The initial PCR models were found by SEC or Malinowski's indicator function and a priori selection of spectral points were examined in terms of correlation coefficients between NIR data at each wavelength and corresponding concentrations. For the test of the developed program, aqueous solutions of BSA(bovine serum albumin) and glucose were prepared and analyzed. As a result, the best PCR models were found using a priori selection of spectral points and the final model selection by SEP or SECP.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2016.05a
• /
• pp.583-583
• /
• 2016

다양한 평가지표가 반영된 복합 지수(Composite Index)는 물관리 정책의 우선순위 결정 및 정책성과의 모니터링에 유용한 도구로 사용되고 있다. 각 지표별 중요도를 나타내는 가중치는 최종 지수의 산정에 영향을 미칠 수 있으며, 그 결정방법도 Data Envelopment Analysis(DEA), Benefit of doubt Approach(BOD), Unobserved Component Model(UCM), Budget Allocation Process(BAP), Analytic Hierarchy Process(AHP), Conjoint Analysis(CA) 등 다양하다. 본 연구에서는 여러 가지 가중치 결정방법 중 통계적 방법인 주성분 분석(Principal Component Analysis, PCA)을 사용하여 Park et al.(2016)이 제시한 물관리 탄력성 지수(Water Management Resilience Index, WMRI)에 대한 가중치를 산정하여 동일 가중치를 적용한 기존 결과와 비교하였다. 물관리 탄력성 지수는 자연조건상 물관리 취약성(Vulnerability), 기존 수자원 인프라의 견고성(Robustness), 물위기 적응전략의 다양성(Redundancy)의 3가지 부지수(sub-index)는 각각 13개, 11개, 7개의 지표(Indicator)로 구성되어 있으며, 117개 중권역을 다목적댐 하류 본류유역(범주 1), 용수공급 및 유량조절이 불가능한 지류(범주 2)와 가능한 지류(범주 3)로 분류하여 적용되었다. 각 부지수별로 추출된 3개, 5개, 3개의 주성분이 전체 자료의 76.4%, 71.2%, 63.2%를 설명하는 것으로 분석되었으며 부지수별 주성분의 고유벡터(Eigenvector)와 고유값(Eigenvalue)를 계산하고 각 지표의 가중치를 산정하였다. 주성분 분석에 의한 가중치와 동일 가중치를 적용하였을 경우와 비교해보면 취약성 부지수 1.9%, 견고성 부지수 1.9%, 다양성 부지수 2.1%의 차이가 나타나며 물관리 탄력성 지수는 0.4%의 차이를 보임에 따라 Park et al.이 제시한 연구결과의 적정성을 확인할 수 있었다. 주성분 분석은 객관적인 가중치 설정을 위한 통계적 접근방법의 하나로써 다양한 물관리 정책지수 산정시 활용될 수 있을 것이며, 향후 다른 가중치 산정방법을 적용함으로써 각 방법에 따른 지수 결과의 민감도 및 장단점을 분석할 수 있을 것으로 판단된다.

• The Korean Journal of Applied Statistics
• /
• v.37 no.2
• /
• pp.255-263
• /
• 2024

GDP represents the total market value of goods and services produced by all economic entities, including households, businesses, and governments in a country, during a specific time period. It is a representative economic indicator that helps identify the size of a country's economy and influences government policies, so various studies are being conducted on it. This paper presents a GDP growth rate forecasting model based on a dynamic factor model using key macroeconomic indicators of G20 countries. The extracted factors are combined with various regression analysis methodologies to compare results. Additionally, traditional time series forecasting methods such as the ARIMA model and forecasting using common components are also evaluated. Considering the significant volatility of indicators following the COVID-19 pandemic, the forecast period is divided into pre-COVID and post-COVID periods. The findings reveal that the dynamic factor model, incorporating ridge regression and lasso regression, demonstrates the best performance both before and after COVID.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.43 no.3
• /
• pp.1-9
• /
• 2020

Interest rate spreads indicate the conditions of the economy and serve as an indicator of the recession. The purpose of this study is to predict Korea's interest rate spreads using US data with long-term continuity. To this end, 27 US economic data were used, and the entire data was reduced to 5 dimensions through principal component analysis to build a dataset necessary for prediction. In the prediction model of this study, three RNN models (BasicRNN, LSTM, and GRU) predict the US interest rate spread and use the predicted results in the SVR ensemble model to predict the Korean interest rate spread. The SVR ensemble model predicted Korea's interest rate spread as RMSE 0.0658, which showed more accurate predictive power than the general ensemble model predicted as RMSE 0.0905, and showed excellent performance in terms of tendency to respond to fluctuations. In addition, improved prediction performance was confirmed through period division according to policy changes. This study presented a new way to predict interest rates and yielded better results. We predict that if you use refined data that represents the global economic situation through follow-up studies, you will be able to show higher interest rate predictions and predict economic conditions in Korea as well as other countries.

• Journal of the Korean Society for information Management
• /
• v.36 no.4
• /
• pp.129-159
• /
• 2019

The Purpose of this study is to develop an evaluation model for usability of research data service from the angles of evaluating usefulness of research data service itself and research data use experience-based usability. First, the various cases of evaluating usability of data services are examined and 4 rating scales and 20 measuring indicators for research data service are derived as a result of comparative analysis. In order to verify validity and reliability of the rating scale and the measuring indicators, the study conducted a survey of 164 potential research data users. KMO Bartlett Analysis was performed for validity test, and Principle Component Analysis and Verimax Rotating Method were used for component analysis on measuring indicators. The result shows that the 4 intrinsic rating scales satisfy the validity criteria of KMO Barlett; A single component was determined from component analysis, which verifies the validity of measuring indicators of the current rating scale. However, the result of 12 user experience-based measuring indicators analysis identified 2 components that are each classified as rating scale of utilization level and that of participation level. Cronbach's alpha of all 6 rating scales was 0.6 or more for the overall scale.