• Title/Summary/Keyword: time series regression analysis

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Analysis of Research Trends in SIAM Journal on Applied Mathematics Using Topic Modeling (토픽모델링을 활용한 SIAM Journal on Applied Mathematics의 연구 동향 분석)

  • Kim, Sung-Yeun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.7
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    • pp.607-615
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    • 2020
  • The purpose of this study was to analyze the research status and trends related to the industrial mathematics based on text mining techniques with a sample of 4910 papers collected in the SIAM Journal on Applied Mathematics from 1970 to 2019. The R program was used to collect titles, abstracts, and key words from the papers and to analyze topic modeling techniques based on LDA algorithm. As a result of the coherence score on the collected papers, 20 topics were determined optimally using the Gibbs sampling methods. The main results were as follows. First, studies on industrial mathematics were conducted in a variety of mathematics fields, including computational mathematics, geometry, mathematical modeling, topology, discrete mathematics, probability and statistics, with a focus on analysis and algebra. Second, 5 hot topics (mathematical biology, nonlinear partial differential equation, discrete mathematics, statistics, topology) and 1 cold topic (probability theory) were found based on time series regression analysis. Third, among the fields that were not reflected in the 2015 revised mathematics curriculum, numeral system, matrix, vector in space, and complex numbers were extracted as the contents to be covered in the high school mathematical curriculum. Finally, this study suggested strategies to activate industrial mathematics in Korea, described the study limitations, and proposed directions for future research.

Change in the Prevalence of Allergic Diseases and its Association with Air Pollution in Major Cities of Korea - Population under 19 Years Old in Different Land-use Areas - (주요 대도시 알레르기 질환 유병률 변화와 대기오염과의 관련성 - 지역 용도를 고려한 19세 이하 주민 대상 -)

  • Lee, Jiho;Oh, Inbo;Kim, Min-ho;Bang, Jin Hee;Park, Sang Jin;Yun, Seok Hyeon;Kim, Yangho
    • Journal of Environmental Health Sciences
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    • v.43 no.6
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    • pp.478-490
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    • 2017
  • Objectives: The association of air pollution levels and land-use types with changes in the prevalence of allergic diseases (allergic conjunctivitis, allergic rhinitis, asthma, and atopic dermatitis) was investigated for seven metropolitan cities in Korea Methods: Data on daily hospital visits and admissions (of those under 19 years old) for 2003-2012 were obtained from the National Health Insurance Cooperation. Meteorological data on daily mean temperature, humidity, and air pressure were obtained from the Korea Meteorological Administration. Daily mean or maximum concentration data for five pollutants ($PM_{10}$, $O_3$, $NO_2$, $SO_2$, and CO) as measured at air quality monitoring sites operated by the Ministry of Environment were used. We estimated excess risk and 95% confidence intervals for the increasing interquatile range (IQR) of each air pollutant using Generalized Additive Models (GAM) appropriate for time series analysis. Results: In this study, we observed a significant association between the IQR increases of air pollutants and the prevalence risk of allergic diseases (allergic conjunctivitis, allergic rhinitis, asthma, and atopic dermatitis) in all metropolitan cities after adjusting for temperature, humidity, and air pressure at sea level. Among the air pollutants, $NO_2$ and $PM_{10}$ were associated with the prevalence of asthma, and $O_3$ was associated with only allergic conjunctivitis in regression analysis. However, in GAM analysis considering land-use, $O_3$ and $SO_2$ were associated with allergic conjunctivitis, PM10, O3, NO2, and CO were associated with allergic rhinitis, and $PM_{10}$, $O_3$ and $NO_2$ were associated with asthma in industrial area. Conclusion: This study found a significant association between air pollution and the prevalence of allergic related diseases in industrial areas. More detailed research considering mixed traffic-related air pollution (TRAP) and conducting meta-analyses combining data of the all cities is required.

Ionic composition comparison of atmospheric aerosols at coastal and mountainous sites of jeju island (제주도 해안과 산간 지역 대기 에어러솔의 이온조성 비교)

  • Hong, Sang-Bum;Jung, Duk-Sang;Lee, Soon-Bong;Lee, Dong-Eun;Shin, Seung-Hee;Kang, Chang-Hee
    • Analytical Science and Technology
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    • v.24 no.1
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    • pp.24-37
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    • 2011
  • The ionic compositions of atmospheric aerosols were investigated and characterized in coastal and mountainous sites of Jeju Island, which were Gosan and Mt. Halla-1100 sites respectively. It was found that the concentrations of nss-$SO_4^{2-}$ (non-sea salt sulfate) and $NH_4^+$ at two measurement sites were almost similar and they showed high concentrations in June at the same time. The concentration of soil-originated nss-$Ca^{2+}$ (non-sea salt calcium) was generally associated with that of anthropogenic $NO_3^-$ and its concentration was increased during spring season. From the comparison of time-series variation and regression analysis of ionic species between two measurement sites, TSP (total suspended particulate) in Gosan site was directly influenced by sea salt particles and the concentration levels of nss-$SO_4^{2-}$, $NH_4^+$, nss-$Ca^{2+}$, $K^+$, and $NO_3^-$ were mainly related with long-range transported air pollutants rather than local pollution sources.

A Study of Influence about Life Insurance Asset Management to Interest Decline (금리하락이 생명보험회사 자산운용실태에 미치는 영향)

  • Jung, Hee-seog;Kim, Sun-Je
    • Journal of Service Research and Studies
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    • v.6 no.2
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    • pp.99-116
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    • 2016
  • The purpose of this paper is to see what the problem is and what the direction of the strategy of asset management after this study has analyzed asset management status of domestic life insurance companies according to interest rate trends, analyzing in time series management asset lists, asset distribution state, and securities list of life insurance companies during 2000~2014. It has carried correlation analysis and regression analysis between yield and bond interest KOSPI index. As the study result, life insurance companies have managed assets in stability than profitability. The correlation coefficient between interest rate and performance rates of total asset, management asset and securities is highly plus, correlation of management asset performance rate is higher than that of total asset performance rate, and the correlation of securities performance rate is higher than that of management asset performance rate. The correlation coefficient of KOSPI and performance rate shows minus. The suggestion is that the change of asset management is required as the interest decline rises up a reverse margin risk because of the asset management of stability.

Estimating the Determinants for Transaction Value of B2B (Business-to-Business): A Panel Data Model Approach (패널 데이터모형을 이용한 기업간전자상거래 거래액 결정요인 추정에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Dae
    • Journal of the Korea Society of Computer and Information
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    • v.15 no.11
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    • pp.225-231
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    • 2010
  • Transaction value of business-to-business(B2B) is composed of various factors for groups and time series. In this paper, we use the panel data for finding various variables and using this we analyse the factors that is major influence to transaction value of business-to-business. For analysis we looked at transaction value of business-to-business of 7 groups such as manufacturing industry, electric, gas and piped water industry, construction industry, retail & wholesale trade, traffic industry, publish, image; broad-casting & telecommunication and information service industry, etc. In our analysis we looked at the transaction value of business-to-business during the period from 2005.01 to 2009.12. We examined the data in relation to the transaction value of cyber shopping mall, company bond, composite stock price index, transaction value of credit card, loaned rate of interest in deposit bank, rate of exchange looking at the factors which determine the transaction value of business-to-business, evidence was produced supporting the hypothesis that there is a significant positive relationship between the transaction value of cyber shopping mall, composite stock price index and loaned rate of interest in deposit bank, rate of exchange. The company bond is negative relationship, transaction value of credit card is positive relationship and they are not significant variables in terms of the transaction value of business-to-business.

Review and Comparative Analysis of Forest Biomass Estimation Using Remotely Sensed Data: from Five Different Perspectives (원격탐사자료를 이용한 국외 산림 바이오매스 추정 현황 및 비교분석: 다섯 가지 관점에서의 고찰)

  • Cho, Kyung-Hun;Heo, Joon;Jung, Jae-Hoon;Kim, Chang-Jae;Kim, Kyung-Min
    • Journal of Korean Society for Geospatial Information Science
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    • v.19 no.1
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    • pp.87-96
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    • 2011
  • Carbon emissions and storages that are strongly related to global warming has have emerged as one of the important issues while many governments and researchers have been interested in climate change and pollution. In this regards, forest biomass estimation is quite importance since forest biomass works as an important medium of the global carbon cycle between the atmosphere and soil. Forest biomass estimation through field survey needs lots of time and labors, and has accessibility issues. Hence, many researchers have focused on the forest biomass approaches based on remotely sensed data. This research comprehensively reviewed forty one international studies using remote sensing data according to five different categories (i.e., location of study area, size of study area, biome, used remote sensing data, and estimation technology). It would be expected that the results of this study can be used for suggesting domestic research directions; domestic research in this field is at the beginning stage in terms of level of technologies and useful materials. As results, 39% out of the reviewed studies used the areas located in North America. 59% out of the researches dealt with small size of the study areas (less than 3,600km2). In case of biome, around 30% of the studies focused on the boreal/taiga areas. Moreover, 35% and 16% of the studies were carried out using Landsat series and Lidar data, respectively. Finally, regression analysis method was most frequently used for forest biomass estimation by 71% out of 41 studies.

The Comparative Analysis of Reservoir Capacity of Chungju Dam based on Multi Dimensional Spatial Information (다차원 공간정보 기반의 충주댐 저수용량 비교분석)

  • Lee, Geun Sang
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.533-540
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    • 2010
  • Dam is very important facility in water supply and flood control. Therefore study needs to analyze reservoir capacity accurately to manage Dam efficiently. This study compared time series reservoir capacity using multi-dimensional spatial information to Chungju Dam reservoir and major conclusions are as follows. First, LiDAR and multi beam echo sounder survey were carried out in land zone and water zone of Dam reservoir area. And calibration process was performed to enhance the accuracy of survey data and it could be constructed that multi dimensional spatial information which was clearly satisfied with the standard of tolerance error by validation with ground control points. Reservoir capacity by water level was calculated using triangle irregular network from detailed topographic data that was constructed by linked with airborne LiDAR and multi beam echo sounder data, and curve equation of reservoir capacity was developed through regression analysis in 2008. In the comparison of the reservoir capacity of 2008 with those of 1986 and 1996, the higher water level goes, total reservoir capacity of 2008 showed decrease because of the increase of sediment in reservoir. Also, erosion and sediment area could be analyzed through calculating the reservoir capacity by the range of water level. Especially the range of water level as 130.0~135.0 which is the upper part of average water level, showed the highest erosion characteristics during 1986~2008 and 1996~2008 and it is considered that the erosion of reservoir slant by heavy rainfall is major reason.

A Comparative Study on Failure Pprediction Models for Small and Medium Manufacturing Company (중소제조기업의 부실예측모형 비교연구)

  • Hwangbo, Yun;Moon, Jong Geon
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.11 no.3
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    • pp.1-15
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    • 2016
  • This study has analyzed predication capabilities leveraging multi-variate model, logistic regression model, and artificial neural network model based on financial information of medium-small sized companies list in KOSDAQ. 83 delisted companies from 2009 to 2012 and 83 normal companies, i.e. 166 firms in total were sampled for the analysis. Modelling with training data was mobilized for 100 companies inlcuding 50 delisted ones and 50 normal ones at random out of the 166 companies. The rest of samples, 66 companies, were used to verify accuracies of the models. Each model was designed by carrying out T-test with 79 financial ratios for the last 5 years and identifying 9 significant variables. T-test has shown that financial profitability variables were major variables to predict a financial risk at an early stage, and financial stability variables and financial cashflow variables were identified as additional significant variables at a later stage of insolvency. When predication capabilities of the models were compared, for training data, a logistic regression model exhibited the highest accuracy while for test data, the artificial neural networks model provided the most accurate results. There are differences between the previous researches and this study as follows. Firstly, this study considered a time-series aspect in light of the fact that failure proceeds gradually. Secondly, while previous studies constructed a multivariate discriminant model ignoring normality, this study has reviewed the regularity of the independent variables, and performed comparisons with the other models. Policy implications of this study is that the reliability for the disclosure documents is important because the simptoms of firm's fail woule be shown on financial statements according to this paper. Therefore institutional arragements for restraing moral laxity from accounting firms or its workers should be strengthened.

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Interdependence of the Asia-Pacific Emerging Equity Markets (아시아-태평양지역 국가들의 상호의존성)

  • Moon, Gyu-Hyun;Hong, Chung-Hyo
    • The Korean Journal of Financial Management
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    • v.20 no.2
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    • pp.151-180
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    • 2003
  • We examine the interdependence of the major Asia-Pacific stock markets including S&P 500, FTSE 100, Kualar Lumpur Composite, Straits Times, Hang Seng, NIKKEI 225 and KOSPI 200 from October 4, 1995 to March 31,2000. The analysis employs the vector-auto-regression, Granger causality, impulse response function and variance decomposition using daily returns on the national stock market indices. The findings in this paper indicate that the volatilities of all countries has grown after IMF crisis, while there is no significance in cointegration test of both total period and sub-periods. This result implies that investors are able to get abnormal returns by investment diversification according to the portfolio theory. We find that while the effect from NIKKEI 225 to others is relatively weak, the interdependence from S&P 500 to other countries is strong. Also we find that the strong effect from Straits Times to Hang Seng exists. This study suggests that there is slight feedback relation between KOSPI 200 and Kualar Lumpur Composite, Straits Times, Hang Seng stock market.

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Crustal velocities around the Korean Peninsula estimated with GPS (GPS로 잰 한반도 주변의 지각운동 속도)

  • Park, Pil-Ho;Ahn, Yong-Won;Park, Jong-Uk;Joh, Jeong-Ho;Lim, Hyung-Chul
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.153-160
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    • 2000
  • Crustal velocities around the Korea peninsula are estimated and investigated from eight IGS permanent stations in eastern Asia area. GPS data for the period of May 1995 to December 1991 were analyzed to estimate daily coordinates of each site relative to TAEJ site. The velocity vector of each site is estimated from linear regression analysis with time series of coordinates. As the result, horizontal velocity components for four stations(Tsukuba, Usuda,Taiwan and Shanghai) using thirty-two months data were estimated with the standard error less than 1 mm/year. Our GPS velocity of six sites on the interiors of the Eurasia plate are similar within 1 cm/year with small differences respectively. On the other hand, the velocities of Tsukuba and Usuda showed the great differences from the other six sites. This can be explained by the fact that these two sites are enforced by the surrounding four plates, such as the Pacific, Eurasia, North America and Philipine plate. This study showed that the distance between Korea and Japan is shortened with the rate of 3 cm per year.

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