• Health Policy and Management
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• v.23 no.2
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• pp.112-123
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• 2013

Background: Under the risk of financial sustainability of National Health Insurance, Korean government attempted a series of regulations over pharmaceutical prices. The first price-cut was implemented to the hyperlipidemial treatments, and the prices of statins were reduced on 15th, April in 2009. The purposes of this study are 1) to investigate the impact of this price-cut on pharmaceutical expenditure, and 2) to identify the factors associated with drug-switch among statins. Methods: Using the national patients sample data, this study conducted time series analysis on the expenditures, prices, and volumes of statin drugs. To understand the factors associated with drug-switch, the multinomial logit model was analyzed at the patients level. Results: The results of time series analysis demonstrated that the price-cut of hyperlipidemic medicines did not lead to the reduced expenditure, suggesting the increased volume was the major cause. The multinomial logit analysis identified the switch of healthcare provider as the significant factor that was highly associated with drug-switch, implying the physicians' preference was the major motivation of drug-switch. Conclusion: Without control of utilization, price regulation itself could not reduce pharmaceutical expenditure. This suggests that the pharmaceutical regulations should be implemented on the basis of understanding of provider behaviors. The findings of this study will form the first step for further empirical studies.

• The Korean Journal of Applied Statistics
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• v.20 no.2
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• pp.323-332
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• 2007

We present a new type of portmanteau test in the frequency domain which is derived from the discrete cosine transform(DCT). For the stationary time series, DCT coefficients are asymptotically independent and their variances are expressed by linear combinations of autocovariances. The covariance matrix of DCT coefficients for white noises is diagonal matrix whose diagonal elements is the variance of time series. A simple way to test the independence of time series is that we divide DCT coefficients into two or three parts and then compare sample variances. We also do this by testing the slope in the linear regression model of which the response variables are absolute values or squares of coefficients. Simulation results show that the proposed tests has much higher powers than Ljung-Box test in most cases of our experiments.

• Journal of Korean Society on Water Environment
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• v.26 no.6
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• pp.895-902
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• 2010

The effect of seasonality on water quality variation is very significant. Generally, it reduce the power of the trend extraction. A parametric time-series model was used for detecting trends in historic constituent concentration data. The effect of seasonality is able to remove from time series decomposition technique. According to such statistic methode, long-term water quality trend analysis system (NTrend 1.0) was developed by Nakdong River Water Environmental Research Center. The trend analysis of BOD variation was conducted with NTrend 1.0 at Goreong and Moolkum site in Nakdong river to show the effect of water quality management action plan. Power test of trend extraction was tried each case of 'deseasonalized and deannulized' data and 'deseasonalized' data. Analysis period was from 1989 to 2006, and it's period was divided again three times, 1989~1993, 1994~1999 and 2000~2006 according to action plan period. The BOD trend was downward in Goreong site during three times and it's trend slope was very steep, and upward in Moolkum during 1989~1993, but it was turned downward during 1994~1999 and 2000~2006. It was revealed that it's very effective to reduce the concentration of BOD by water quality management action plan in that watershed. The result of power test was shown that it is high for trend extraction power in case of 'deseasonalized' data.

• Journal of Korea Port Economic Association
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• v.24 no.2
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• pp.1-17
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• 2008

In this paper the cargo transportation were forecasted for the North Port in Busan through time series models. The cargo transportation were classified into three large groups; container, oil, general cargo. The seasonal indexes of existing cargo transportation were firstly calculated, and optimum models were chosen among exponential smoothing models and ARIMA models. The monthly cargo transportation were forecasted with applying the seasonal index in annual cargo transportation expected from the models. Thus, the cargo transportation in 2011 and 2015 were forecasted about 22,900 myriad ton and 24,654 myriad ton respectively. It was estimated that container cargo volume would play the role of locomotive in the increase of the future cargo transportation. On the other hand, the oil and general cargo have little influence upon it.

• Journal of Korean Ophthalmic Optics Society
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• v.6 no.2
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• pp.23-29
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• 2001

In the SP series of glasses, the formation of droplet is well done with increasing PbO. But in the case SP-1, droplet could not be observed in low concentration PbO. These results are considered that PbO does the role of a network modifier, so the crosslinking break down by $SiO_2$. But, in the glasses contained PbO above 50 mol%, glasses are formeddue to $Pb^{4+}$ ion does the role of a network former. As a result of electrical conductivity analysis for SP series of glasses, the electrical conduction is due to bipolaron at high temperature, and it is due to single polaron hopping at low temperature. In the SP series of glasses, electrical conduction mechanism coincide with the correlated-barrier hopping(CBH) model.

• Journal of Astronomy and Space Sciences
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• v.26 no.4
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• pp.511-520
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• 2009

In this study, the Ocean Tide Loading (OTL) constituents were detected by the Precise Point Positioning (PPP) technique using GPS. Then, the GPS estimates of OTL constituents were compared with the predictions of the ocean tide models. We picked three permanent GPS stations as test sites and they are ICNW, SEOS, and CJUN. To detect the OTL constituents using GPS, we created vertical coordinate time series at 10-minute intervals using the PPP approach implemented in the GIPSY software. Through the tidal harmonic analysis of this height time series, the four major constituents ($M_2$, $S_2$, $K_1$, $O_1$) were determined. The amplitude obtained from the GPS height time series of the OTL constituents showed best match with the model predictions at CJUN, while the phase showed closest match at ICNW. The amplitude accuracy of the $M_2$, which is the dominant factor out of the 11 major constituents, was 24.8% on average.

• Journal of Korea Multimedia Society
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• v.11 no.11
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• pp.1491-1500
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• 2008

This paper proposes an intelligent surveillance system to recognize suspicious patterns of the human behavior by using the Hidden Markov Model. First, the method finds foot area of the human by motion detection algorithm from image sequence of the surveillance camera. Then, these foot locus form observation series of features to learn the HMM. The feature that is position of the human foot is changed to each code that corresponds to a specific label among 16 local partitions of image region. Therefore, specific moving patterns formed by the foot locus are the series of the label numbers. The Baum-Welch algorithm of the HMM learns each suspicious and specific pattern to classify the human behaviors. To recognize the inputted human behavior pattern in a test image, the probabilistic comparison between the learned pattern of the HMM and foot series to be tested decides the categorization of the test pattern. The experimental results show that the method can be applied to detect a suspicious person prowling in corridor.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.35 no.3
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• pp.216-222
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• 2002

Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

• Water for future
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• v.29 no.6
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• pp.167-178
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• 1996

The simulation techniques of hydrologic data series have been developed for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etx. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in western USA since the early of 1980's. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and first order autoregressive model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

• The Journal of Society for e-Business Studies
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• v.18 no.4
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• pp.169-193
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• 2013

This study investigates time series data on internet banking systems and business performances for 5 large-scale banks : Kookmin, Woori, Hana, City, Shinhan. These banks have the common features that they merged with other banks around 2000, hence they experienced massive IS integration between banks. This study adopted VAR and VECM for identifying Granger causality between the quality of internet banking systems and the performances of banks(operating revenue and cost). The main results are as follows. First, internet banking system impacts positively on the revenues as well as costs of banks. Second, the improvement of internet banking system is instigated by cost part more than revenue part. Hence, the results imply that banks tries to reduce operating costs via internet banking systems, however the systems rather increased the costs of banks, although the systems increased operating revenues of banks too.