• The Korean Journal of Applied Statistics
• /
• v.26 no.3
• /
• pp.521-529
• /
• 2013

The acceptance of the test of the homogeneity for panel time series models allows for the pooling of the series to achieve parsimony. In this paper, we introduce a panel bilinear time series model as well as derive the stationary condition and the limiting distribution of the test statistic of the homogeneity test for the model. For the applications study, we use Korea Mumps data from January 2001 to December 2008. Finally, we perform test of homogeneity for the panel data with 8 independent bilinear time series.

• Journal of Wellbeing Management and Applied Psychology
• /
• v.3 no.1
• /
• pp.21-31
• /
• 2020

As people's income rises dramatically, people's happiness seems not as high as expected. In fact, there are two different arguments about the relationship between income level and happiness. The focus of the debate is whether the correlation between income and probability of happiness is positive or negative. Therefore, we hypothesizes that the relationship between income and probability of happiness presents an inverted U-shaped curve. Then, this paper sets China as an example to explore the effect of income on happiness. The data from the Chinese General Social Survey (CGSS) in 2015 is employed to conduct empirical analyses under the Probit model and the Zero-Inflation-Passion model. The empirical findings indicate that the effect of income on happiness presents an inverted U-shaped curve and significantly in statistic. Meanwhile, spouse's income, educational level, marriage time and house property have a positive and significant effect on happiness. Conversely, age and local living standards have a negative and significant effect on happiness. Unfortunately, even though registered residence and children have a negative effect on happiness, they do not get through the significant test. In order to ensure the robustness of our empirical results, we test the robustness of the above empirical results by adjusting the sample size. The results of robustness test verify that our empirical results are robust. Moreover, this paper also makes a small contribution to the current literature with a sample from China.

• Proceedings of the Korean Institute of Building Construction Conference
• /
• 2017.11a
• /
• pp.195-196
• /
• 2017

The number of human accidents in the construction industry is increasing every year, and it constitute the highest percentage among industry. This means that activities performed to prevent safety accidents in the country are not efficient to reduce the rate of accidents in the construction industry. In order to solve this issue, research has been conducted from various perspectives. But, research regarding to quantification model of human accidents is insufficient. the objective of this study is to conduct a basic study on quantification model development of human accidents. To achieve the objective, first, Cause of accident is defined the through literature review. Second, a basic statistic analysis is conducted to determine the characteristics of the accident causes. Third, the analysis is conducted after dividing into four categories : accumulate rate, season, total construction cost, and location. In the future, this study can be used as a reference for developing the safety management checklist for safety management in construction site and development of prediction models of human accident.

• Smart Structures and Systems
• /
• v.5 no.1
• /
• pp.95-117
• /
• 2009

In this paper, the time series based damage detection algorithms developed by Nair, et al. (2006) and Nair and Kiremidjian (2007) are applied to the benchmark experimental data from the National Center for Research on Earthquake Engineering (NCREE) in Taipei, Taiwan. Both acceleration and strain data are analyzed. The data are modeled as autoregressive (AR) processes, and damage sensitive features (DSF) and feature vectors are defined in terms of the first three AR coefficients. In the first algorithm developed by Nair, et al. (2006), hypothesis tests using the t-statistic are applied to evaluate the damaged state. A damage measure (DM) is defined to measure the damage extent. The results show that the DSF's from the acceleration data can detect damage while the DSF from the strain data can be used to localize the damage. The DM can be used for damage quantification. In the second algorithm developed by Nair and Kiremidjian (2007) a Gaussian Mixture Model (GMM) is used to model the feature vector, and the Mahalanobis distance is defined to measure damage extent. Additional distance measures are defined and applied in this paper to quantify damage. The results show that damage measures can be used to detect, quantify, and localize the damage for the high intensity and the bidirectional loading cases.

• Journal of Distribution Science
• /
• v.20 no.9
• /
• pp.47-59
• /
• 2022

Purpose: This study aims to analyze a triangulation model: 1) the effect of entrepreneurship education (EE) on entrepreneurship knowledge (EK) and entrepreneurship mindset (EM) and 2) the effect of EK on EM. Entrepreneurship education is a medium and pedagogical tool to cultivate EK and EM with the purpose enhancing of students who will be interested in entrepreneurial activities. Knowledge of adequate entrepreneurship is a stimulus strategic tool to develop the entrepreneurial mindset of students. Research design, data, and methodology: There were 278 respondents from Business and Non-Business both Indonesian and Malaysian students. The research design was quantitative and evaluated three hypotheses by PLS-SEM using WarpPLS v.7 software. Statistic descriptive for respondent used SPSS IBM v.26. Results: The results showed that the three hypotheses had supported with a significant level of p-value < 0.001. It's meant EE enhanced both EK and EM. Furthermore, increasing EM was not only by EE, but also EM could be increased through EK. Conclusions: The novelty of this research contributes to filling the knowledge gap in the development of pedagogy in the pursuit of entrepreneurship using a triangulation model of the relationship among EE, EK, and EM.

• The Journal of Fisheries Business Administration
• /
• v.40 no.2
• /
• pp.49-70
• /
• 2009

This study proviedes GARCH model(Bollerslev, 1986) to analyze the structural characteristics of price volatility in domestic aquacultural fish market of Korea. As a case study, flatfish and rock-fish are analyzed as major species with relatively high portion in an aspect of production volume among fish captured in Korea. For analyzing, this study uses daily market data (dating from Jan 1 2000 to June 30, 2008) published by the Noryangjin Fisheries Wholesale Market which is located in Seoul of Korea. This study performs normality test on trading volume and price volatility of flatfish and rock-fish as an advanced empirical approach. The normality test adopted is Jarque-Bera test statistic. As a result, first, a null hypothesis that "an empirical distribution follows normal distribution" was rejected in both fishes. The distribution of daily market data of them were not only biased toward positive(+) direction in terms of kurtosis and skewness, but also characterized by leptokurtic distribution with long right tail. Secondly, serial correlations were found in data on market trading volume and price volatility of two species during very long period. Thirdly, the results of unit root test and ARCH-LM test showed that all data of time series were very stationary and demonstrated effects of ARCH. These statistical characteristics can be explained as a reasonable ground for supporting the fitness of GARCH model in order to estimate conditional variances that reveal price volatility in empirical analysis. From empirical data analysis above, this study drew the following conclusions. First of all, from an empirical analysis on potential effects of seasonality and the day of week on price volatility of aquacultural fish, Monday effects were found in both species and Thursday and Friday effects were also found in flatfish. This indicates that Monday is effective in expanding price volatility of aquacultural fish market and also Monday has higher effects upon the price volatility of fish than other days of week have since it has more new information for weekend. Secondly, the empirical analysis led to a common conclusion that there was very high price volatility of flatfish and rock-fish. This points out that the persistency parameter($\lambda$), an index of possibility for current volatility to sustain similarly in the future, was higher than 0.8-equivalently nearly to 1-in both flatfish and rock-fish, which presents volatility clustering. Also, this study estimated and compared and model that hypothesized normal distributions in order to determine fitness of respective models. As a result, the fitness of GARCH(1, 1)-t model was better than model where the distribution of error term was hypothesized through-distribution due to characteristics of fat-tailed distribution, was also better than model, as described in the results of basic statistic analysis. In conclusion, this study has an important mean in that it was introduced firstly in Korea to investigate in price volatility of Korean aquacultural fishery products, although there was partially a limited of official statistic data. Therefore, it is expected that the results of this study will be useful as a reference material for making and assessing governmental policies. Also, it is looked forward that the results will be helpful to build a fishery business plan as and aspect of producer, and also to take timely measures to potential price fluctuations of fishery products in market. Hence, it is advisable that further studies related to such price volatility in fishery market will extend and evolve into a wider variety of articles and issues in near future.

• Journal of Digital Convergence
• /
• v.12 no.7
• /
• pp.261-266
• /
• 2014

When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.

• Korean Journal of Cognitive Science
• /
• v.18 no.1
• /
• pp.1-14
• /
• 2007

In a goal-oriented dialogue, speakers' intentions can be represented by domain actions that consist of pairs of a speech act and a concept sequence. Therefore, if we plan to implement an intelligent dialogue system, it is very important to correctly infer the domain actions from surface utterances. In this paper, we propose a statistical model to determine speech acts and concept sequences using conditional random fields at the same time. To avoid biased learning problems, the proposed model uses low-level linguistic features such as lexicals and parts-of-speech. Then, it filters out uninformative features using the chi-square statistic. In the experiments in a schedule arrangement domain, the proposed system showed good performances (the precision of 93.0% on speech act classification and the precision of 90.2% on concept sequence classification).

• Proceedings of the Korean Institute of Navigation and Port Research Conference
• /
• 1998.10a
• /
• pp.107-115
• /
• 1998

For the purpose of building the simulation model on cargo handling capacity of container terminal, we composed a model of container logistics system which has a 4 subsystems ; cargo handling, transportation, storage system and Gate complex system. Several date used in simulation gained through spot research and basic statistic analysis using raw data from January to Jane in 1998. The results of this study are as follows ; First, average available ratio of each subsystem was G/C 50%, Y/T 57.5%, storage system 56%, Gate complex 50%, and there was no subsystem occurring specific bottleneck. Second, comparing the results of simulation to the results of basic statistics, we can verify suitability of this simulation model. Third, Comparing the results of this study to the results of existed study, we were able to confirm a change of BCTOC container logistics system under IMF situation.

• Korean Journal of Childcare and Education
• /
• v.12 no.3
• /
• pp.137-157
• /
• 2016

This study examines the effects of teacher's emotional intelligence on teacher-child interaction through the sequential mediation effects of efficacy belief about play and professional recognition. Participants were 268 teachers working at kindergartens in Gyeonggi area. Data were analyzed by descriptive statistic, Pearson's product-moment correlation, and the structural equation model using the SPSS 21.0 and Mplus 6.12 program. The main findings of this study are as follows: First, in regards to the relationship between emotional intelligence and teacher-child interaction, a single mediation effect of efficacy belief about play is significant. But there is no significant mediation effect of the professional recognition. Second, in regards to the pathway from emotional intelligence to teacher-child interaction, the professional recognition precedent mediation model is statistically significant, but efficacy belief about the play precedent mediation model is not significant. Based on the results, a concluding discussion was made regarding methods toward enhancing interaction between teacher and child.