• Title/Summary/Keyword: m-term

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Empirical Study of the Long-Term Memory Effect of the KOSPI200 Earning rate volatility (KOSPI200 수익률 변동성의 장기기억과정탐색)

  • Choi, Sang-Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.12
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    • pp.7018-7024
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    • 2014
  • This study examined the squared returns and absolute returns of KOSPI 200 with GPH (Geweke and Porter-Hudak, 1983) estimators. GPH was estimated by the long-term memory preserving time series parameter d in linear regression. This called the GPH estimator, which depends on a bandwidth m. m was decided by confirming the stable section of the point estimate by validating the track of the GPH estimator according to the value of m. The result suggests that by satisfying 0< d <0.5, the squared returns and absolute returns of KOPI 200 retains long-term memory.

A Study on the Long-Term Forecast of Timber demand in Korea (우리나라 목재수요의 장기예측에 관한 연구)

  • Lee, Byeong-Yil;Kim, Se-Bln;Kwon, Yong-Dae
    • Korean Journal of Agricultural Science
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    • v.25 no.1
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    • pp.41-51
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    • 1998
  • This study not only carried out to grasp about the sununarized characteristics of the relationship between international timber market and production trend of wood products, but also focused on the analysis of korean wood demand and the long-term forecast with econometric analysis. The result of regression analysis for wood demand in Korea is that coniferous roundwood demand(CIWD) is explained by coniferous foreign roundwood price(CWRI), Gross domestic product(GDP), a dummy variable. Non-coniferous roundwood demand(NCIWD)is explained by non-coniferous roundwood price(NCWRI), coniferous roundwood price(CWRI), a dummy variable. As the result of long-term forecast by base case, the total roundwood demand was forecasted $11,107,000m^3$ in the year 2000, $11,781,000m^3$ in 2005, $12,565,000m^3$ in 2010. As the result of scenario 1, total roundwood demand was forecasted $11,027,000m^3$ in 2000, $11,435,000m^3$ in 2005, $11,952,000m^3$ in 2010. And as the result by scenario 2, total roundwood demand was forecasted $11,341,000m^3$ in 2000, $12,208,000m^3$ in 2005 $13,257,000m^3$ in 2010.

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Short-term Storage and Cryopreservation of Abalone (Haliotis discus hannai) Sperm

  • Kang, Kyoung-Ho;Kim, Jae-Min;Kim, Young-Hun
    • The Korean Journal of Malacology
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    • v.20 no.1
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    • pp.17-26
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    • 2004
  • In present study, attempts were made to preserve abalone (Haliotis discus hannai) sperm in liquid form at low temperature, to evaluate the effect of various diluents in short-term storage on sperm, and cryopreservation procedures were optimized for the cryoprotectants and freezing rates, as well as the motility, survival rate, and the ultrastructural changes of sperm after short-term storage and cryopreservation were observed. The abalone sperm reached maximum motility until about 4 min after activation. The motility was constant for about 16 min, after which it dropped gradually, and about 50 min later all motility ceased. In Hanks' balanced salt solution (HBSS, 300 and 400 mOsmol/kg) and 150, 250 and 350 mOsmol/k artificial seawater (ASW), the sperm was immotile. After 100% ASW was added, motility of those sperm, which are in 300, 400 mOsmol/kg HBSS, 250, 350 mOsmol/kg ASW, could be again restored incompletely. Sperm motility can be maintained for 20 days of cold storage only in ASW of 850 and 1200 mOsmol/kg. A high motility index of 3.5-4.5 was observed for the first 8 days in 850 and 950 mOsmol/kg ASW. In other diluents sperm motility was constant less than 10 days, and the motility index was obviously lower than that of sperm in 850 and 1200 mOsmol/kg ASW. After 20 days of cold storage, survival rates of 10.2%-20.7% were obtained in ASW and 300 mOsmol/kg HBSS, and that in 400 HBSS (65.3%) was significantly higher than others. The constant period of sperm motility stored in 850 mOsmol/kg ASW was obviously longer than that in 1200 mOsmol/kg ASW after 6 days of storage. The sperm plunged into liquid nitrogen all died except that sperm using 15% glycerol as cryoprotectant restored 10.4% of motility. The highest motility index (3.4) was obtained with 5% glycerol and freezing procedure: $-50^{\circ}C$/min from $20^{\circ}C$ to $-80^{\circ}C$.

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Long-term Changes of Shoreline at the East Coast in South Korea 2 - South East Coast (우리나라 동해안 해안선의 장기적 변화 2 -남부 동해안)

  • Kim, Dae Sik
    • Journal of The Geomorphological Association of Korea
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    • v.20 no.3
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    • pp.27-39
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    • 2013
  • This study grasped long-term changing tendency of shoreline during lately about 30 years in five region of South East coast, and analyzed long-term changing tendency of East coast shoreline and the factors that synthesized studies of Central and South East coast. As a result of calculating of shoreline variations using DSAS, each shoreline of Mangyangjeong and Josa region regressed mean 28.9m and 6.4m, but each shoreline of Goraebul, Daejin and Bonggil region progressed mean 25.0m, 10.6m and 18.8m. Synthesizing changing tendency of East coast shoreline, 1) progressive and regressive zones of shoreline in all regions seem to repeat. 2) looking at shoreline of south zone adjacent to lately constructed or extended breakwater progressed, because it is thought due to effect of a longshore current flowing north. 3) zones using beach relatively tends to regress shorelines. 4) progress and regress of shoreline in zones including estuary of stream are various features as change of deposit supply from a upstream region.

Short-term Fairness Analysis of Connection-based Slotted-Aloha

  • Yoora Kim
    • International journal of advanced smart convergence
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    • v.12 no.4
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    • pp.55-62
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    • 2023
  • Slotted-Aloha (S-Aloha) has been widely employed in random access networks owing to its simple implementation in a distributed manner. To enhance the throughput performance of the S-Aloha, connection-based slotted-Aloha (CS-Aloha) has been proposed in recent years. The fundamental principle of the CS-Aloha is to establish a connection with a short-sized request packet before transmitting data packets. Subsequently, the connected node transmits long-sized data packets in a batch of size M. This approach efficiently reduces collisions, resulting in improved throughput compared to the S-Aloha, particularly for a large M. In this paper, we address the short-term fairness of the CS-Aloha, as quantified by Jain's fairness index. Specifically, we evaluate how equitably the CS-Aloha allocatestime slots to all nodes in the network within a finite time interval. Through simulation studies, we identify the impact of system parameters on the short-term fairness of the CS-Aloha and propose an optimal transmission probability to support short-term fairness.

Regression models generated by gamma random variables with long-term survivors

  • Ortega, Edwin M.M.;Cordeiro, Gauss M.;Hashimoto, Elizabeth M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.43-65
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    • 2017
  • We propose a flexible cure rate survival model by assuming that the number of competing causes of the event of interest has the Poisson distribution and the time for the event follows the gamma-G family of distributions. The extended family of gamma-G failure-time models with long-term survivors is flexible enough to include many commonly used failure-time distributions as special cases. We consider a frequentist analysis for parameter estimation and derive appropriate matrices to assess local influence on the parameters. Further, various simulations are performed for different parameter settings, sample sizes and censoring percentages. We illustrate the performance of the proposed regression model by means of a data set from the medical area (gastric cancer).

Long-Term Wind Resource Mapping of Korean West-South Offshore for the 2.5 GW Offshore Wind Power Project

  • Kim, Hyun-Goo;Jang, Moon-Seok;Ko, Suk-Hwan
    • Journal of Environmental Science International
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    • v.22 no.10
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    • pp.1305-1316
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    • 2013
  • A long-term wind resource map was made to provide the key design data for the 2.5 GW Korean West-South Offshore Wind Project, and its reliability was validated. A one-way dynamic downscaling of the MERRA reanalysis meteorological data of the Yeongwang-Gochang offshore was carried out using WindSim, a Computational Fluid Dynamics based wind resource mapping software, to establish a 33-year time series wind resource map of 100 m x 100 m spatial resolution and 1-hour interval temporal resolution from 1979 to 2012. The simulated wind resource map was validated by comparison with wind measurement data from the HeMOSU offshore meteorological tower, the Wangdeungdo Island meteorological tower, and the Gochang transmission tower on the nearby coastline, and the uncertainty due to long-term variability was analyzed. The long-term variability of the wind power was investigated in inter-annual, monthly, and daily units while the short-term variability was examined as the pattern of the coefficient of variation in hourly units. The results showed that the inter-annual variability had a maximum wind index variance of 22.3% while the short-term variability, i.e., the annual standard deviation of the hourly average wind power, was $0.041{\pm}0.001$, indicating steady variability.

Prediction of short-term algal bloom using the M5P model-tree and extreme learning machine

  • Yi, Hye-Suk;Lee, Bomi;Park, Sangyoung;Kwak, Keun-Chang;An, Kwang-Guk
    • Environmental Engineering Research
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    • v.24 no.3
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    • pp.404-411
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    • 2019
  • In this study, we designed a data-driven model to predict chlorophyll-a using M5P model tree and extreme learning machine (ELM). The Juksan weir in the Youngsan River has high chlorophyll-a, which is the primary indicator of algal bloom every year. Short-term algal bloom prediction is important for environmental management and ecological assessment. Two models were developed and evaluated for short-term algal bloom prediction. M5P is a classification and regression-analysis-based method, and ELM is a feed-forward neural network with fast learning using the least square estimate for regression. The dataset used in this study includes water temperature, rainfall, solar radiation, total nitrogen, total phosphorus, N/P ratio, and chlorophyll-a, which were collected on a daily basis from January 2013 to December 2016. The M5P model showed that the prediction model after one day had the highest performance power and dropped off rapidly starting with predictions after three days. Comparing the performance power of the ELM model with the M5P model, it was found that the performance power of the 1-7 d chlorophyll-a prediction model was higher. Moreover, in a period of rapidly increasing algal blooms, the ELM model showed higher accuracy than the M5P model.

LINEAR OPERATORS THAT PRESERVE ZERO-TERM RANK OF BOOLEAN MATRICES

  • Kim, Seong-A.;David, Minda
    • Journal of the Korean Mathematical Society
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    • v.36 no.6
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    • pp.1181-1190
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    • 1999
  • Zero-term rank of a matrix is the minimum number of lines (rows or columns) needed to cover all the zero entries of the given matrix. We characterized the linear operators that preserve zero-term rank of the m×n matrices over binary Boolean algebra.

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