• Title/Summary/Keyword: 시계열 데이터 분석

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Estimation of nonlinear GARCH-M model (비선형 평균 일반화 이분산 자기회귀모형의 추정)

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.831-839
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    • 2010
  • Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

Comparison of Damping for Steel Tall Buildings by Half Power Bandwidth and Random Decrement Method (철골조 고층건물의 하프파워법과 RD법에 의한 감쇠율 비교)

  • Yoon, Sung-Won;Ju, Young Kyu;Shin, Sang Jun
    • Journal of Korean Society of Steel Construction
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    • v.19 no.1
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    • pp.107-115
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    • 2007
  • In this paper, the damping ratios of two methods, namely the half-power bandwidth method and random decrement method from the vibration measurement were examined. Ambient vibration tests were conducted on two steel-framed and one composite tall building ranging from 27 to 36 stories. The performance of the half-power bandwidth method was investigated using four sample sizes, such as 1024, 2048, 4096 and 8192. Damping by the half-power bandwidth method is slightly more overestimated than the random decrement method due to insufficient record length. Damping evaluation by the half-power bandwidth method was found to be enhanced when using the narrower bandwidth with long recorded data.

Detecting Research Trends in Korean Information Science Research, 2000-2011 (국내 정보학분야 연구동향 분석, 2000-2011)

  • Seo, Eun-Gyoung;Yu, So-Young
    • Journal of the Korean Society for information Management
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    • v.30 no.4
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    • pp.215-239
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    • 2013
  • Even though the overall scholarly community has recognized a dramatic growth and changes in the Information Science research in Korea over the last few decades, there are still only few studies that have identified the changes in terms of long-term and dynamic point of view. We have analyzed 1,007 IS-research articles from leading Korean journals in KCI (Korea Citation Index), published between 2000 and 2011. To discern the trendline of changes in research interests over time, we conducted a time-series analysis by developing grounded subject scheme from the article set and checking the growth rate of the number of published articles and title keywords. A comparative analysis was also conducted by constructing and comparing co-word maps over time to discover visible changes in research topics over this 12-year period of the IS-research in Korea. As a result, we identified some developments and transformations in major subject areas and knowledge structure of the IS-research in Korea over time. The major trend we discovered is that IS-studies over the 12-year period evolved from system-oriented research to library-application research. The changes are especially observed in knowledge management, Web-based system evaluation, and information retrieval areas. When compared to the results of other studies, the result of our study may serve as an evidence of the localization of Korean IS-studies in the first decade of the $21^{st}$ century.

A Comparative Study on Factors Influencing Residential Satisfaction by Types of Public Rental Housing (공공임대주택 유형별 주거만족도 영향요인 비교연구)

  • Mee-Jung Lee;Chan-Ho Kim;Chang-Soo Lee
    • Land and Housing Review
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    • v.15 no.1
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    • pp.39-55
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    • 2024
  • The aim of this study is to analyse housing satisfaction among residents of different types of public rental housing-permanent, national, and happy housing-following the integration of housing types upon the full-scale supply of integrated public rental housing. By identifying key factors that influence residential satisfaction, our goal is to inform the planning of public rental housing complexes and derive policy implications. The study focuses on analysing discrepancies in residential satisfaction among residents of different types of public rental housing and comparing the factors influencing this satisfaction. Microdata from the Ministry of Land, Infrastructure, and Transport's 'Housing Situation Survey' in 2021 is utilized for analysis, employing one-way ANOVA and binomial logistic regression methods. Empirical analysis reveals variations in residential satisfaction levels between residents of permanent and national rental housing, with national rental housing residents exhibiting higher satisfaction. The influencing factors of overall condition satisfaction are consistent for permanent and national rental residents but differ for happy housing residents. Additionally, the influencing factors of overall residential environmental satisfaction vary across all three housing types. Nonetheless, common factors across all types include housing noise and facility accessibility, highlighting their significance in complex planning. Subsequent studies may involve time series analysis to assess changes in influencing factors over time.

Analysis of Enactment and Utilization of Korean Industrial Standards(KS) by Time Series Data Mining (시계열 자료의 데이터마이닝을 통한 한국산업표준의 제정과 활용 분석)

  • Yoon, Jaekwon;Kim, Wan;Lee, Heesang
    • Journal of Technology Innovation
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    • v.23 no.3
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    • pp.225-253
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    • 2015
  • The standard is a nation's one of the most important industrial issues that improve the social and economic efficiency and also the basis of the industrial development and trade liberalization. This research analyzes the enactment and the utilization of Korean industrial standards(KS) of various industries. This paper examines Korean industries' KS utilization status based on the KS possession, enactments and inquiry records. First, we implement multidimensional scaling method to visualize and group the KS possession records and the nation's institutional issues. We develop several hypothesis to find the decision factors of how each group's KS possession status impacts on the standard enactment activities of similar industry sectors, and analyzes the data by implementing regression analysis. The results show that the capital intensity, R&D activities and sales revenues affect standardization activities. It suggests that the government should encourage companies with high capital intensity, sales revenues to lead the industry's standard activities, and link the policies with the industry's standard and patent related activities from R&D. Second, we analyze the impacts of each KS data's inquiry records, the year of enactments, the form and the industrial segment on the utilization status by implementing statistical analysis and decision tree method. The results show that the enactment year has significant impact on the KS utilization status and some KSs of specific form and industrial segment have high utilization records despite of short enactment history. Our study suggests that government should make policies to utilize the low-utilized KSs and also consider the utilization of standards during the enactment processes.

An Analysis of the Absolute Vs. Conditional Convergency Hypothesis and the Determinants of Labor Productivity in Manufacturing Industries: The Korean Case (16개 광역시도별 제조업 부문에 대한 절대적 및 조건부 수렴가설 검증 및 생산성 결정요인 분석)

  • Park, Chuhwan;Shin, Kwang Ha
    • International Area Studies Review
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    • v.17 no.4
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    • pp.89-106
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    • 2013
  • In this paper, we analysed the absolute and conditional convergency hypothesis and the determinants of productivity in manufacturing industries from 2000 to 2009 with 16 provinces and metro-cities by using panel analysis. In terms of convergency hypothesis test, the results show that both of the convergency hypothesis, the absolute vs. conditional hypothesis, reject the null hypothesis(H0) implying the labor productivity of the 16 province and metro-cities converged to the steady state equilibrium. Also, the speed of the absolute and conditional convergency for the 16 province and metro-cities are average 4.4% and 0.73% respectively. In addition, the results of the determinants of the labor productivity in manufacturing industry show that human capital and manufacturing location coefficient affect to the value- added per capita significantly, but government expenditure per capita doesn't affect to the value- added per capita. As for the total factor productivity, government expenditure per capita and fixed capital per capita are important factors, but research and development doesn't. Hence the government has to revise the balanced regional development policy to develop regional manufacturing industries for the vulnerable regions. Also, it requires more study regarding income disparities and productivity.

A study on the effect of tax evasion controversy on corporate values in internet news portals through big data analysis (빅데이터 분석을 통한 인터넷 뉴스 포털에서의 탈세 논란이 기업 가치에 미치는 영향 연구)

  • Lee, Sang-Min;Park, Myung-Ho;Kim, Byung-Jun;Park, Dae-Keun
    • Journal of Internet Computing and Services
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    • v.22 no.6
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    • pp.51-57
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    • 2021
  • If a company's actions to save or avoid taxes are judged to be tax evasion rather than legal tax action by the tax authorities, the company will not only pay tax but also non-tax costs such as damage to corporate image and stock price decline due to a series of tax evasion-related news articles. Therefore, this study measures the frequency of occurrence of tax evasion controversial keywords in internet news portal as a factor to measure the severity of the case, and analyzes the effect of the frequency of occurrence on corporate value. In the Korean stock market, we crawl related articles from internet news portal by using keywords that are controversial for tax evasion targeting top companies based on market capitalization, and generate a time series of the frequency of occurrence of keywords about tax evasion by company and analyze the effect of frequency of appearance on book value versus market capitalization. Through panel regression and impulse response analysis, it is analyzed that the frequency of appearance has a negative effect on the market capitalization and the effect gradually decreases until 12 months. This study examines whether the tax evasion issue affects the corporate value of Korean companies and suggests that it is necessary to take these influences into account when entrepreneurs set up tax-planning schemes.

An Empirical Analysis of the Determinants of Defense Cost Sharing between Korea and the U.S. (한미 방위비 분담금 결정요인에 대한 실증분석)

  • Yonggi Min;Sunggyun Shin;Yongjoon Park
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.1
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    • pp.183-192
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    • 2024
  • The purpose of this study is to empirically analyze the determining factors (economy, security, domestic politics, administration, and international politics) that affect the ROK-US defense cost sharing decision. Through this, we will gain a deeper understanding of the defense cost sharing decision process and improve the efficiency of defense cost sharing calculation and execution. The scope of the study is ROK-US defense cost sharing from 1991 to 2021. The data used in the empirical analysis were various secondary data such as Ministry of National Defense, government statistical data, SIPRI, and media reports. As an empirical analysis method, multiple regression analysis using time series was used and the data was analyzed using an autoregressive model. As a result of empirical research through multiple regression analysis, we derived the following results. It was analyzed that the size of Korea's economy, that is, GDP, the previous year's defense cost share, and the number of U.S. troops stationed in Korea had a positive influence on the decision on defense cost sharing. This indicates that Korea's economic growth is a major factor influencing the increase in defense cost sharing, and that the gradual increase in the budget and the negotiation method of the Special Agreement (SMA) for cost sharing of stationing US troops in Korea play an important role. On the other hand, the political tendencies of the ruling party, North Korea's military threats, and China's defense budget were found to have no statistically significant influence on the decision to share defense costs.

Institutional Factors Affecting Faculty Startups and Their Performance in Korea: A Panel Data Analysis (대학의 기관특성이 교원창업 성과에 미치는 영향에 관한 패널 데이터 분석)

  • Jong-woon Kim
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.19 no.3
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    • pp.109-121
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    • 2024
  • This paper adopts a resource-based approach to analyze why some universities have a greater number of faculty startups, and how this impacts on performance, in terms of indictors such as the number of employees and revenue sales. More specifically, we propose 9 hypotheses which link institutional resources to faculty startups and their performance, and compare 5 different groups of university resources for cross-college variation, using data from 134 South Korean four-year universities from 2017 to 2020. We find that the institutional factors impacting on performance of faculty startups differ from other categories of startups. The results show that it is important for universities to provide a more favorable environment, incorporating more flexible personnel policies and accompanying startup support infrastructure, for faculty startups, whilest it is more effective to have more financial resources and intellectual property for other categories of startups. Our findings also indicate that university technology-holding company and technology transfer programs are crucial to increase the number of faculty startups and their performance. Our analysis results have implications for both university and government policy-makers, endeavoring to facilitate higher particaption of professors in startup formation and ultimate commercialization of associated teachnologies.

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A Study on the Agent Based Infection Prediction Model Using Space Big Data -focusing on MERS-CoV incident in Seoul- (공간 빅데이터를 활용한 행위자 기반 전염병 확산 예측 모형 구축에 관한 연구 -서울특별시 메르스 사태를 중심으로-)

  • JEON, Sang-Eun;SHIN, Dong-Bin
    • Journal of the Korean Association of Geographic Information Studies
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    • v.21 no.2
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    • pp.94-106
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    • 2018
  • The epidemiological model is useful for creating simulation and associated preventive measures for disease spread, and provides a detailed understanding of the spread of disease space through contact with individuals. In this study, propose an agent-based spatial model(ABM) integrated with spatial big data to simulate the spread of MERS-CoV infections in real time as a result of the interaction between individuals in space. The model described direct contact between individuals and hospitals, taking into account three factors : population, time, and space. The dynamic relationship of the population was based on the MERS-CoV case in Seoul Metropolitan Government in 2015. The model was used to predict the occurrence of MERS, compare the actual spread of MERS with the results of this model by time series, and verify the validity of the model by applying various scenarios. Testing various preventive measures using the measures proposed to select a quarantine strategy in the event of MERS-CoV outbreaks is expected to play an important role in controlling the spread of MERS-CoV.