• Title/Summary/Keyword: series model

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Evidence of Difference on the Results of VAR Analysis Impacted the Time Frequency and Time Span of Time Series Data (시계열 자료의 관찰빈도 및 기간이 VAR 분석결과에 미치는 영향 차이 검증 - 한국 환율과 주가를 중심으로 -)

  • Hwang, Yun Seop;Yoo, Seung Jick;Kim, Soo Eun
    • International Area Studies Review
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    • v.13 no.1
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    • pp.81-102
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    • 2009
  • The discussion of the relationship between macro-economic variables is very important research topic. the most economic variables discussed in connection with the liberalization of capital is the exchange rate and stock prices and these two variables have a relationship of mutual influence are identified. However, the results on the time frequency and the time span of a variable appear differently. Therefore, the purpose of this research describes a cause that the result of prior research varied and presents more reliable research methodology. In this research, when the time frequency and span varied, the VAR analysis of the exchange rate and stock prices appeared differently. So, we use the Monte Carlo simulation method in order to performing our purpose. Our research supports the existing research said the ratio that each coefficient VAR model contained 95% confidence interval of estimated coefficient in Monte Carlo simulation is higher when it is applied more the long term and frequent observation.

Reading Don Lee's Yellow as a Short Story Cycle ("단편소설집의 사이클"로서 단 리의 『옐로우』 연구)

  • Lee, Su Mee
    • Journal of English Language & Literature
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    • v.57 no.5
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    • pp.727-755
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    • 2011
  • In this paper, I'll try to read Don Lee's Yellow intertextually with a more canonical text, Sherwood Anderson's Winesburg, Ohio, in order to see what kind of traditions and techniques Yellow references and/or rewrites as a way of tracking this production. Yellow's formal properties as a short story cycle are established through its use of particular conventions. For instance, Yellow follows the short story cycle model that includes the assemblage of recurring characters into one locale. Yellow's characters are all connected to and at some point located in the fictional small town of Rosarita Bay, California. The text form aligns it with established literary conventions and traditions and suggests the author's reliance upon or trust in those modes. Yellow's setting in a small town alludes to and has often been compared to Anderson's Winesburg, Ohio, which is perhaps one of the most well-known and extensively discussed short story cycles in American literature. Also following convention is Lee's construction of Rosarita Bay and the text's third person narrator as a member of that town. Both Rosarita Bay and the narrator become important figures through the related-tale nature of the text. The method of story-telling is similar to how the town Winesburg and its "seemingly sympathetic and non-overtly judgmental" narrator are operational in Anderson's text. In sum, Yellow is opportune for intertextual reading largely because it is a collection of stories that create a linked series.

Investigation of nonlinear vibration behavior of the stepped nanobeam

  • Mustafa Oguz Nalbant;Suleyman Murat Bagdatli;Ayla Tekin
    • Advances in nano research
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    • v.15 no.3
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    • pp.215-224
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    • 2023
  • Nonlinearity plays an important role in control systems and the application of design. For this reason, in addition to linear vibrations, nonlinear vibrations of the stepped nanobeam are also discussed in this manuscript. This study investigated the vibrations of stepped nanobeams according to Eringen's nonlocal elasticity theory. Eringen's nonlocal elasticity theory was used to capture the nanoscale effect. The nanoscale stepped Euler Bernoulli beam is considered. The equations of motion representing the motion of the beam are found by Hamilton's principle. The equations were subjected to nondimensionalization to make them independent of the dimensions and physical structure of the material. The equations of motion were found using the multi-time scale method, which is one of the approximate solution methods, perturbation methods. The first section of the series obtained from the perturbation solution represents a linear problem. The linear problem's natural frequencies are found for the simple-simple boundary condition. The second-order part of the perturbation solution is the nonlinear terms and is used as corrections to the linear problem. The system's amplitude and phase modulation equations are found in the results part of the problem. Nonlinear frequency-amplitude, and external frequency-amplitude relationships are discussed. The location of the step, the radius ratios of the steps, and the changes of the small-scale parameter of the theory were investigated and their effects on nonlinear vibrations under simple-simple boundary conditions were observed by making comparisons. The results are presented via tables and graphs. The current beam model can assist in designing and fabricating integrated such as nano-sensors and nano-actuators.

An Attention-based Temporal Network for Parkinson's Disease Severity Rating using Gait Signals

  • Huimin Wu;Yongcan Liu;Haozhe Yang;Zhongxiang Xie;Xianchao Chen;Mingzhi Wen;Aite Zhao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.10
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    • pp.2627-2642
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    • 2023
  • Parkinson's disease (PD) is a typical, chronic neurodegenerative disease involving the concentration of dopamine, which can disrupt motor activity and cause different degrees of gait disturbance relevant to PD severity in patients. As current clinical PD diagnosis is a complex, time-consuming, and challenging task that relays on physicians' subjective evaluation of visual observations, gait disturbance has been extensively explored to make automatic detection of PD diagnosis and severity rating and provides auxiliary information for physicians' decisions using gait data from various acquisition devices. Among them, wearable sensors have the advantage of flexibility since they do not limit the wearers' activity sphere in this application scenario. In this paper, an attention-based temporal network (ATN) is designed for the time series structure of gait data (vertical ground reaction force signals) from foot sensor systems, to learn the discriminative differences related to PD severity levels hidden in sequential data. The structure of the proposed method is illuminated by Transformer Network for its success in excavating temporal information, containing three modules: a preprocessing module to map intra-moment features, a feature extractor computing complicated gait characteristic of the whole signal sequence in the temporal dimension, and a classifier for the final decision-making about PD severity assessment. The experiment is conducted on the public dataset PDgait of VGRF signals to verify the proposed model's validity and show promising classification performance compared with several existing methods.

The Effect of the Auditor Designation System on the Efficiency of the KOSDAQ IPO Market (감사인지정제도가 KOSDAQ IPO 시장의 효율성에 미치는 효과)

  • Jin-Hwon Lee;Kyung-Soon Kim
    • Asia-Pacific Journal of Business
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    • v.14 no.3
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    • pp.167-186
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    • 2023
  • Purpose - The purpose of this study is to empirically investigate whether the auditor accreditation system for IPO firms improves the efficiency of the KOSDAQ IPO market. To verify the effectiveness of the auditor designation system, we time series compare four measures of IPO firms (earnings management, long-term stock performance, change in operating performance, and possibility of delisting). Design/methodology/approach - We test the hypothesis through event research method and regression analysis. Specifically, the dependent variables of the regression model are discretionary accruals in the year of IPO, 36-month holding period excess return after IPO, change in operating performance for 3 years after IPO, and dummy variable for delisting. And the explanatory variable is a dummy variable that separates the period before and after the implementation of the auditor designation system. Findings - We find that earnings management and delisting risks decreased more in the period after the implementation of the auditor accreditation system than in the previous period. In addition, we find that long-term stock performance and operating performance after IPO increase further after the implementation of the auditor accreditation system. Research implications or Originality - Overall, the results of this study suggest that the implementation of the auditor accreditation system for IPO firms contributes to improving market efficiency in the KOSDAQ market, where information asymmetry is high. Our study differs from previous studies in that it demonstrates the effectiveness of the auditor designation system using various measures.

Impact of shiitake mushroom (Lentinula edodes) spawn imports on fresh shiitake mushroom import volumes -Focus on the Korea-China FTA- (표고버섯 접종배지 수입이 신선 표고버섯 수입량 변화에 미친 영향 -한중 FTA를 중심으로-)

  • Byung-Heon Jung;Dong-Hyun Kim
    • Journal of Mushroom
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    • v.21 no.4
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    • pp.200-208
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    • 2023
  • This study was conducted to investigate the reasons for the decreased importation of fresh Shiitake mushrooms into Korea after implementation of the Korea-China Free Trade Agreement (FTA). Monthly time-series data from January 2009 to December 2022 were analyzed using regression analysis and vector autoregression (VAR) models to determine the relationship between the amounts of fresh and spawn Shiitake mushrooms imported. The analysis revealed that a major reason for the decreased importation of fresh Shiitake mushrooms was an increase in mushroom spawn imports after Korea-China FTA implementation. The same results were obtained from the VAR model analysis. However, in terms of the dynamic changes in amount of fresh shiitake mushrooms imported, it was confirmed that the impact of the change in mushroom spawn imports could increase the amount of Shiitake mushrooms imported.

Procedure for monitoring autocorrelated processes using LSTM Autoencoder (LSTM Autoencoder를 이용한 자기상관 공정의 모니터링 절차)

  • Pyoungjin Ji;Jaeheon Lee
    • The Korean Journal of Applied Statistics
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    • v.37 no.2
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    • pp.191-207
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    • 2024
  • Many studies have been conducted to quickly detect out-of-control situations in autocorrelated processes. The most traditionally used method is a residual control chart, which uses residuals calculated from a fitted time series model. However, many procedures for monitoring autocorrelated processes using statistical learning methods have recently been proposed. In this paper, we propose a monitoring procedure using the latent vector of LSTM Autoencoder, a deep learning-based unsupervised learning method. We compare the performance of this procedure with the LSTM Autoencoder procedure based on the reconstruction error, the RNN classification procedure, and the residual charting procedure through simulation studies. Simulation results show that the performance of the proposed procedure and the RNN classification procedure are similar, but the proposed procedure has the advantage of being useful in processes where sufficient out-of-control data cannot be obtained, because it does not require out-of-control data for training.

Numerical approach to elucidate the behavior of seismic lining adopting hyperelastic material model (수치해석을 이용한 초탄성 재료 기반 면진라이닝의 거동 규명)

  • Sung Kwon Ahn;Hee Up Lee;Jeongjun Park;Jiwon Lee
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.6
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    • pp.495-507
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    • 2023
  • Considering the continuing discussion about the Korea-Japan undersea tunnel, it is necessary to conduct a scientific investigation into tunnel deformation associated with large ground movements at fault. This paper presents findings obtained from numerical experiments to investigate a seismic lining that adopts rubber-like material. We utilized the user material subroutine to obtain the deformation gradient of the hyperelastic material. Additionally, polar decomposition is used to analyze the results, where the data is displayed on a series of two-dimensional planes using the principal direction, which facilitates a better insight into the deformation. Tunnel engineers could refer to this paper for the procedure to investigate the deformation of hyperelastic material.

Evaluating Measurements: A Comparative Study of Digital and Plaster Models for Orthodontic Applications in Mixed Dentition

  • Seo Young Shin;Yong Kwon Chae;Ko Eun Lee;Mi Sun Kim;Ok Hyung Nam;Hyo-seol Lee;Sung Chul Choi
    • Journal of the korean academy of Pediatric Dentistry
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    • v.51 no.1
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    • pp.55-65
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    • 2024
  • This study aimed to assess the accuracy of tooth widths, intermolar widths, and arch lengths acquired through two intraoral scanners, including iTero Element Plus Series (Align Technology, Santa Clara, CA, USA) and Trios 4 (3Shape, Copenhagen, Denmark), specifically on mixed dentition. A total of 30 subjects were divided into 2 groups, each undergoing both alginate impressions and intraoral scanning using either the iTero or Trios scanner. The plaster models were measured with a caliper, while the digital models were measured virtually. In the iTero group, all tooth width measurements exhibited differences compared to the plaster values, except for maxillary left lateral incisors (p = 0.179), mandibular right (p = 0.285), and left (p = 0.073) central incisors. The Trios group did not display significant differences in any of the tooth width measurements. Intermolar width comparisons for both groups indicated differences, except for mandibular primary canine to primary canine values (p = 0.426) in the iTero group. Regarding arch length, the mandibular anterior, maxillary right, and left arch lengths in the iTero group demonstrated larger caliper values than those of iTero. Conversely, in the Trios group, all parameters showed smaller caliper values, especially in upper anterior, maxillary right, mandibular right, and mandibular left arch lengths with significance (p = 0.027, 0.007, 0.003, and 0.047, respectively). Despite the differences between the two groups, digital models might be clinically suitable alternatives for plaster models. Pediatric dentists should carefully assess these differences, as a comprehensive evaluation would result in precise orthodontic treatment planning and favorable outcomes for young patients with mixed dentition.

Analysis of trends in information security using LDA topic modeling

  • Se Young Yuk;Hyun-Jong Cha;Ah Reum Kang
    • Journal of the Korea Society of Computer and Information
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    • v.29 no.7
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    • pp.99-107
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    • 2024
  • In an environment where computer-related technologies are rapidly changing, cyber threats continue to emerge as they are advanced and diversified along with new technologies. Therefore, in this study, we would like to collect security-related news articles, conduct LDA topic modeling, and examine trends. To that end, news articles from January 2020 to August 2023 were collected and major topics were derived through LDA analysis. After that, the flow by topic was grasped and the main origin was analyzed. The analysis results show that ransomware attacks in 2021 and hacking of virtual asset exchanges in 2023 are major issues in the recent security sector. This allows you to check trends in security issues and see what research should be focused on in the future. It is also expected to be able to recognize the latest threats and support appropriate response strategies, contributing to the development of effective security measures.