• Title/Summary/Keyword: series model

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Exploratory data analysis for Korean daily exchange rate data with recurrence plots (재현그림을 통한 우리나라 환율 자료에 대한 탐색적 자료분석)

  • Jang, Dae-Heung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1103-1112
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    • 2013
  • Exploratory data analysis focuses mostly on data exploration instead of model fitting. We can use the recurrence plot as a graphical exploratory data analysis tool. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in time series at a glance.

Introduction to Coagulation System (혈액응고 기전에 대한 고찰)

  • Lyu, Chuhl-Joo
    • Neonatal Medicine
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    • v.18 no.1
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    • pp.1-5
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    • 2011
  • Coagulation involves the regulated sequence of proteolytic activation of a series of proteins to achieve appropriate and timely hemostasis in an injured vessel. In the non-pathological state, the inciting event involves exposure of circulating factor VIIa to extravascularly expressed tissue factor, which brings into motion the series of steps which results in cell based model of coagulation. In the new concepts of coagulation system, initiation, amplification and propagation steps are involved to converse of fibrinogen to fibrin. The precisely synchronized cascade of events is counter-balanced by a system of anticoagulant mechanisms. Developmental hemostasis refers to the age-related changes in the coagulation system that are most marked during neonate and childhood. An understanding of these changes in crucial to the accurate diagnosis of hemostatic abnormalities in neonate and children. This review aims to elucidate the main events within the coagulation cascade as it is currently understood to operate in vivo, and also a short review of the anticoagulants as they relate to this model. Also this paper describes the common pitfalls observed in the clinical data related to the coagulation system in neonate to children.

Model Misspecification in Nonstationary Seasonal Time Series

  • Sung K. Ahn;Park, Young J.;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.67-90
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    • 1998
  • In this paper we analytically study model misspecification that arises in regression analysis of nonstationary seasonal time series. We assume the underlying data generating process is a seasonally or a regularly and seasonally integrated process. We first study consequences of totally misspecified cases where seasonal indicator variables, a linear time trend, or another statistically independent seasonally integrated process are used as predictor variables in order to model the nonstationary seasonal behavior of the dependent variable. Then we study consequences of partially misspecified cases where the dependent variable and a predictor variable are cointegrated at some, but not all of the frequencies corresponding to the nonstationary roots.

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A numerical analysis of precipitation recharge in the region of monsoon climates using an infiltration model

  • Koo, Min-Ho;Kim, Yongje
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2003.04a
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    • pp.163-167
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    • 2003
  • Based on the transient finite difference solution of Richards' equation, an infiltration model is developed to analyze temporal variation of precipitation recharge in the region of monsoon climates. Simulation results obtained by using time series data of 20-year daily precipitation and pan evaporation indicate that a linear relationship between the annual precipitation and the annual recharge holds for the soils under the monsoon climates with varying degrees of the correlation coefficient depending on the soil types. A sensitivity analysis reveals that the water table depth has little effects on the recharge for the sandy soil, whereas, for the loamy and silty soils, rise of the water table at shallow depths causes increase of evaporation by approximately 100㎜/yr and a corresponding decrease in recharge. A series of simulations for two-layered soils illustrate that the amount of recharge is dominantly determined by the soil properties of the upper layer, although the temporal variation of recharge is affected by both layers.

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Airline In-flight Meal Demand Forecasting with Neural Networks and Time Series Models

  • Lee, Young-Chan
    • Proceedings of the Korea Association of Information Systems Conference
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    • 2000.11a
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    • pp.36-44
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    • 2000
  • The purpose of this study is to introduce a more efficient forecasting technique, which could help result the reduction of cost in removing the waste of airline in-flight meals. We will use a neural network approach known to many researchers as the “Outstanding Forecasting Technique”. We employed a multi-layer perceptron neural network using a backpropagation algorithm. We also suggested using other related information to improve the forecasting performances of neural networks. We divided the data into three sets, which are training data set, cross validation data set, and test data set. Time lag variables are still employed in our model according to the general view of time series forecasting. We measured the accuracy of our model by “Mean Square Error”(MSE). The suggested model proved most excellent in serving economy class in-flight meals. Forecasting the exact amount of meals needed for each airline could reduce the waste of meals and therefore, lead to the reduction of cost. Better yet, it could enhance the cost competition of each airline, keep the schedules on time, and lead to better service.

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Establishment of Zero-Accident Goal Period Based on Time Series Analysis of Accident Tendency (재해율 예측에 근거한 사업장별 무재해 목표시간의 설정)

  • 최승일;임현교
    • Journal of the Korean Society of Safety
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    • v.7 no.2
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    • pp.5-13
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    • 1992
  • If zero-accident movement is to be successful, the objective goal period should be surely obtainable, and much more in our country where frequency rate of injury are remarkably fluc-tuating. However In our country, as far as we know, no method to establish a reasonable zero-accident goal period is guaranteed. In thls paper, a new establishing-method of reasonable goal period for individual industry with considering recent accident trend is presented. A mathematical model for industrial accidents generation was analyzed, and a stochastic process model for the accident generation inteual was formulated. This model could tell the accident generation rate in future by understanding the accident tendency through the time-series analysis and search for the distribution of numbers of accidents and accident interval. On the basis of this, the forecasting method of goal achievement probability by the size and the establishment method of reasonable goal period were developed.

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Power Line Channel Model Considering Adjacent Nodes with Reduced Calculation Complexity due to Multipath Signal Propagation and Network Size Using Infinite Geometric Series and Matrices (무한 등비급수와 행렬을 이용하여 멀티 패스 신호 전송과 네트워크 크기에 의한 계산의 복잡성을 줄이고 근접 노드의 영향을 고려한 전력선 통신 채널 모델)

  • Shin, Jae-Young;Jeong, Ji-Chai
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.2
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    • pp.248-255
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    • 2009
  • We proposed a power line channel model. We adopted advantages of other power line channel models to calculate channel responses correctly and simply. Infinite geometric series reduced the calculation complexity of the multipath signal propagation. Description Matrices were also adopted to handle the network topology easily. It represents complex power line network precisely and simply. Newly proposed model considered the effect of the adjacent nodes to channel responses, which have been not considered so far. Several simulations were executed to verify the effect of the adjacent nodes. As a result we found out that it affected channel responses but its effect was limited within certain degree.

Analysis of Nonlinear Behavior in Idea of Physical Exercise with Unification of Mind and Body (심신일여 체육 사상에서의 비선형 거동 해석)

  • Kim, Myung-Mi
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.6
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    • pp.645-652
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    • 2016
  • The basic equation of body and mind that can be represented as body and mind based on love model of Romeo and Juliet is presented in this paper. In order verify validity for physical idea of unification for body and mind when the external force is applied in the basic equation. We display the time series and phase portrait for nonlinear behavior, and this paper confirms the point of difference between body-mind neutral monism and body-mind dualism.

Behavior Analysis of Dynamic Love Model with Time Delay (시간 지연을 갖는 사랑의 동적 모델에서의 거동 해석)

  • Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.10 no.2
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    • pp.253-260
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    • 2015
  • Love which is one of the emotional of mankind, has been studied in sociology and psychology as a matter of grate concern. In this paper we represent romantic behaviors in the love equation of Romeo and Juliet as time series and phase portraits in the case of with and without time delay. And we also analyze their difference.

CUSUM of Squares Chart for the Detection of Variance Change in the Process

  • Lee, Jeong-Hyeong;Cho, Sin-Sup;Kim, Jae-Joo
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.126-142
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    • 1998
  • Traditional statistical process control(SPC) assumes that consective observations from a process are independent. In industrial practice, however, observations are ofter serially correlated. A common a, pp.oach to building control charts for autocorrelatd data is to a, pp.y classical SPC to the residuals from a time series model fitted. Unfortunately, one cannot completely escape the effects of autocorrelation by using charts based on residuals of time series model. For the detection of variance change in the process we propose a CUSUM of squares control chart which does not require the model identification. The proposed CUSUM of squares chart and the conventional control charts are compared by a Monte Carlo simulation. It is shown that the CUSUM of squares chart is more effective in the presence of dependency in the processes.

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