• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1007-1017
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• 2009

Forecasting for air demand such as passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison the performance between the univariate seasonal ARIMA models and the multivariate time series models. In this paper, we used real data to predict demand on international passenger and freight. And multivariate time series models are better than the univariate models based on the accuracy criteria.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.807-817
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• 2014

This paper considers multivariate time series modelling of PM10 data in Korea collected from 2008 to 2011. We consider both temporal and spatial dependencies of PM10 by applying the sparse vector autoregressive (sVAR) modelling proposed by Davis et al. (2013). It utilizes the partial spectral coherence to measure cross correlation between different regions, in turn provides the sparsity in the model while balancing the parsimony of model and the goodness of fit. It is also shown that sVAR performs better than usual vector autoregressive model (VAR) in forecasting.

• Journal of Navigation and Port Research
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• v.32 no.6
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• pp.425-431
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• 2008

The future cargo transportation and traffic volume on container in Gwangyang port was forecasted by using univariate time series models in this research. And the container ship traffic was produced. The constructed models all were most adapted to Winters' additive models with a trend and seasonal change. The cargo transportation on container in Gwangyang port was estimated each about 2,756 thousand TEU and 4,470 thousand TEU in 2011 and 2015 by increasing each 7.4%, 16.2% compared with 2007. The volume per ship on container was estimated each about 675TEU and 801TEU in 2011 and 2015 by increasing each 30.3%, 54.6% compared with 2007. Also, traffic volume on container incoming in Gwangyang Port was prospected each about 4,078ships and 5,921ships in 2011 and 2015.

• Child Health Nursing Research
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• v.15 no.3
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• pp.261-270
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• 2009

Purpose: The purpose of this study was to compare the result of one-way ANOVA with that of cross-correlation time series analysis in order to evaluate physiologic responses of premature infants to human voices. Methods: Four premature infants born prior to 32 weeks gestational age were included in the study. The Gould 4000TA Recording System recorded the preterm infant's heart and respiratory rate while they were listening to a pre-recorded voice recording. Each infant listened to both male and female voices (1 min each) at each testing session. Results: The results of both one-wayANOVA and cross-correlation time series analysis using heart and respiratory rate data were not consistent in some of premature infants. A cross-correlation time series analysis revealed that the responses of premature infant to vocal stimulation occurred at a varying number of seconds after the stimulus was presented and lasted for over 20-30 sec. Conclusion: The results indicate that a time series analysis can provide more detailed information on the rapidly changing physiologic status of premature infant to the auditory stimulus. In addition, the results provide an insight into an auditory responsitivity of premature infants to a naturally occurring sound, the human voice, in the neonatal intensive care unit.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1049-1068
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• 2014

Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.

• Korean Journal of Remote Sensing
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• v.21 no.4
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• pp.253-271
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• 2005

We have analyzed surface water temperature and seasonal stratification of lakes in the Han river system using time-series Landsat images and in situ measurement data. Using NASA equation, at-satellite temperature is derived from 29 Landsat-5 TM and Landsat-7 ETM+ images obtained from 1994 to 2004, and was compared with in situ surface temperature on river-type dam lakes such as Paro, Chuncheon, Euiam, Chongpyong, Paldang, and with 10m-depth temperature on lake-type dam lake Soyang. Although the in situ temperature at the time of satellite data acquisition was interpolated from monthly measurements, the number of images with standard deviation of temperature difference (at-satellite temperature - in situ interpolated temperature) less than $2^{\circ}C$ was 24 on which a novel statistical atmospheric correction could be applied. The correlation coefficient at Lake Soyang was 0.915 (0.950 after correction) and 0.951-0.980 (0.979-0.997 after correction) at other lakes. This high correlation implies that there exist a mixed layer in the shallow river-like dam lakes due to physical mixing from continuous influx and efflux, and the daily and hourly temperature change is not fluctuating. At Lake Soyang, an anomalous temperature difference was observed from April to July where at-satellite temperature is $3-5^{\circ}C$ higher than in situ interpolated temperature. Located in the uppermost part of the Han river system and its influx is governed only by natural precipitation, Lake Soyang develops stratification during this time with rising sun elevation and no physical mixture from influx in this relatively dry season of the year.

• Korean Journal of Agricultural and Forest Meteorology
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• v.9 no.4
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• pp.247-259
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• 2007

In this study, we examined the flux of carbon and water using an eco-hydrological model, Regional Hydro-Ecologic Simulation System (RHESSys). Our purposes were to develop a set of parameters optimized for a well-designed experimental watershed (Gwangneung Research Watershed, GN) and then, to test suitability of the parameters for predicting carbon and water fluxes of other watershed with different regimes of climate, topography, and vegetation structure (i.e Gangseonry Watershed in Mt. Jumbong, GS). Field datasets of stream flow, soil water content (SWC), and wood biomass product (WBP) were utilized for model parameterization and validation. After laborious parameterization processes, RHESSys was validated with the field observations from the GN watershed. The parameter set identified at the GN watershed was then applied to the GS watershed in Mt. Jumbong, which resulted in good agreement for SWC but poor predictability for WBP. Our study showed that RHESSys simulated reliable SWC at the GS by adjusting site-specific porosity only. In contrast, vegetation productivity would require more rigorous site-specific parameterization and hence, further study is necessary to identify primary field ecophysiological variables for enhancing model parameterization and application to multiple watersheds.

• Land and Housing Review
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• v.12 no.4
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• pp.41-59
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• 2021

This study reviews theoretical considerations and past studies about real estate prices, macroeconomic variables, and real estate policies. Monthly data from January 2003 to June 2021 are used, and a VEC model, the most widely used multivariate time series analysis method, is employed for analysis. Through the model, the effects of macroeconomic variables and real estate regulatory policies on real estate prices in Seoul are analyzed. Findings are summarized as follows. First, macroeconomic variables such as money supply and interest rates do not have a significant impact on Seoul's apartment prices. Due to the high demand for housing and insufficient supply, there is a demand for buying a home regardless of macroeconomic booms or recessions. Second, tax and financial regulatory policies have an initial impact on the rise in apartment prices in Seoul, and their influence diminishes over time. Third, anti-speculation zones are expected to decrease apartment prices through the suppression of demand. However, these zones cause a rise in apartment prices. This could be understood as a lock-in effect due to the strengthening of capital gains tax. Fourth, the price ceiling did not decrease apartment prices. These findings propose that, in Seoul, where demand is high and supply is insufficient, the supply of high-quality and sufficient housing should be prioritized over various regulations such as tax regulations, financial regulations, anti-speculation zones, and price caps. Moreover, the findings provide an implication that city-specific real estate policies should be implemented for Seoul rather than regulation-oriented approaches in public policy.