• Title/Summary/Keyword: AIC.

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Nexus between Financial Development and Economic Growth: Evidence from Sri Lanka

  • FATHIMA RINOSHA, Kalideen;MOHAMED MUSTAFA, Abdul Majeed
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.3
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    • pp.165-170
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    • 2021
  • This paper examines the long-run relationship between financial development and economic growth. The effective function of financial development is crucial to promote the economic development of the country. To achieve the objective, this study used Gross Domestic Product as a dependent variable and Credit to The Private Sector, Ratio of the Gross Fixed Capital Formation to GDP, Trade, Consumer Price Index and Labour Force as an independent variable. Augmented Dickey-Fuller test statistic (ADF) to check the stationary. Bounds test for cointegration and Auto-Regressive Distributed Lag Models (ARDL) are used to check cointegrating relationship amongst the variables and causality between financial development and economic growth. Moreover, the Model selection method is Akaike Info Criterion (AIC). This result demonstrates that the labor force and trade hold a significantly negative relationship with economic growth. Nevertheless, inflation, Credit to The Private Sector, and Ratio of the Gross Fixed Capital Formation to GDP show a significantly positive relationship with economic growth. Therefore, there is a statistically significant relationship between Financial Development and Economic growth in Sri Lanka and the Sri Lankan government should reform its trade policies.

Differences by Selection Method for Exposure Factor Input Distribution for Use in Probabilistic Consumer Exposure Assessment

  • Kang, Sohyun;Kim, Jinho;Lim, Miyoung;Lee, Kiyoung
    • Journal of Environmental Health Sciences
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    • v.48 no.5
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    • pp.266-271
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    • 2022
  • Background: The selection of distributions of input parameters is an important component in probabilistic exposure assessment. Goodness-of-fit (GOF) methods are used to determine the distribution of exposure factors. However, there are no clear guidelines for choosing an appropriate GOF method. Objectives: The outcomes of probabilistic consumer exposure assessment were compared by using five different GOF methods for the selection of input distributions: chi-squared test, Kolmogorov-Smirnov test (K-S), Anderson-Darling test (A-D), Akaike information criterion (AIC) and Bayesian information criterion (BIC). Methods: Individual exposures were estimated based on product usage factor combinations from 10,000 respondents. The distribution of individual exposure was considered as the true value of population exposures. Results: Among the five GOF methods, probabilistic exposure distributions using the A-D and K-S methods were similar to individual exposure estimations. Comparing the 95th percentiles of the probabilistic distributions and the individual estimations for 10 CPs, there were 0.73 to 1.92 times differences for the A-D method, and 0.73 to 1.60 times differences (excluding tire-shine spray) for the K-S method. Conclusions: There were significant differences in exposure assessment results among the selection of the GOF methods. Therefore, the GOF methods for probabilistic consumer exposure assessment should be carefully selected.

Prediction of Energy Consumption in a Smart Home Using Coherent Weighted K-Means Clustering ARIMA Model

  • Magdalene, J. Jasmine Christina;Zoraida, B.S.E.
    • International Journal of Computer Science & Network Security
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    • v.22 no.10
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    • pp.177-182
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    • 2022
  • Technology is progressing with every passing day and the enormous usage of electricity is becoming a necessity. One of the techniques to enjoy the assistances in a smart home is the efficiency to manage the electric energy. When electric energy is managed in an appropriate way, it drastically saves sufficient power even to be spent during hard time as when hit by natural calamities. To accomplish this, prediction of energy consumption plays a very important role. This proposed prediction model Coherent Weighted K-Means Clustering ARIMA (CWKMCA) enhances the weighted k-means clustering technique by adding weights to the cluster points. Forecasting is done using the ARIMA model based on the centroid of the clusters produced. The dataset for this proposed work is taken from the Pecan Project in Texas, USA. The level of accuracy of this model is compared with the traditional ARIMA model and the Weighted K-Means Clustering ARIMA Model. When predicting,errors such as RMSE, MAPE, AIC and AICC are analysed, the results of this suggested work reveal lower values than the ARIMA and Weighted K-Means Clustering ARIMA models. This model also has a greater loglikelihood, demonstrating that this model outperforms the ARIMA model for time series forecasting.

Joint Model for Dependency Parser and Semantic Role Labeling using Recurrent Neural Network Parallelism (순환 신경망 병렬화를 사용한 의존 구문 분석 및 의미역 결정 통합 모델)

  • Park, Seong Sik;Kim, Hark Soo
    • Annual Conference on Human and Language Technology
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    • 2019.10a
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    • pp.276-279
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    • 2019
  • 의존 구문 분석은 문장을 구성하는 성분들 간의 의존 관계를 분석하고 문장의 구조적 정보를 얻기 위한 기술이다. 의미역 결정은 문장에서 서술어에 해당하는 어절을 찾고 해당 서술어의 논항들을 찾는 자연어 처리의 한 분야이다. 두 기술은 서로 밀접한 상관관계가 존재하며 기존 연구들은 이 상관관계를 이용하기 위해 의존 구문 분석의 결과를 의미역 결정의 자질로써 사용한다. 그러나 이런 방법은 의미역 결정 모델의 오류가 의존 구문 분석에 역전파 되지 않으므로 두 기술의 상관관계를 효과적으로 사용한다고 보기 어렵다. 본 논문은 포인터 네트워크 기반의 의존 구문 분석 모델과 병렬화 순환 신경망 기반의 의미역 결정 모델을 멀티 태스크 방식으로 학습시키는 통합 모델을 제안한다. 제안 모델은 의존 구문 분석 및 의미역 결정 말뭉치인 UProbBank를 실험에 사용하여 의존 구문 분석에서 UAS 0.9327, 의미역 결정에서 PIC F1 0.9952, AIC F1 0.7312의 성능 보였다.

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Microinstabilities at Quasi-Perpendicular Shocks in the High-�� ICM

  • Kim, Sunjung;Ha, Ji-Hoon;Ryu, Dongsu;Kang, Hyesung
    • The Bulletin of The Korean Astronomical Society
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    • v.45 no.1
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    • pp.52.2-52.2
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    • 2020
  • At quasi-perpendicular shocks in the high-�� (��=Pgas/Pmag~100) intracluster medium (ICM), various microinstabilities occur by the temperature anisotropies and/or drift motions of plasma. In the downstream, the Alfvén ion cyclotron instability (AIC) due to the ion temperature anisotropy (Ti⊥>Ti║) is triggered by shock-reflected ions, the whistler instability (WI) is driven by the electron temperature anisotropy (Te⊥>Te║) as a consequence of the shock compression of magnetic fields, and the mirror instability is generated due to the ion and/or electron temperature anisotropy. At the shock foot, the modified two stream instability (MTSI) is possibly excited by the cross-field drift between ions and electrons. In the upstream, electron firehose instability (EFI) is driven by the electron temperature anisotropy or the relative drift between incoming and reflected electrons. These microinstabilities play important roles in the particle acceleration in ICM shocks, so understanding of the microinstabilities and the resultant plasma waves is essential. In this study, based on a linear stability analysis, the basic properties of the microinstabilities in ICM shocks and the ion/electron scale fluctuations are described. We then discuss the implication of our work on the electron pre-acceleration in ICM shocks.

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Volatility analysis and Prediction Based on ARMA-GARCH-typeModels: Evidence from the Chinese Gold Futures Market (ARMA-GARCH 모형에 의한 중국 금 선물 시장 가격 변동에 대한 분석 및 예측)

  • Meng-Hua Li;Sok-Tae Kim
    • Korea Trade Review
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    • v.47 no.3
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    • pp.211-232
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    • 2022
  • Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

Surveying the preferences of new generation of seniors for retirement housing and exploring future directions (신노년세대의 시니어 주거에 대한 선호조사와 미래 방향 고찰)

  • Kwon, Soonjung;Park, Hwa-Ok;Lim, Jung-won;Yun, Geukhan
    • Journal of The Korea Institute of Healthcare Architecture
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    • v.29 no.4
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    • pp.21-28
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    • 2023
  • Purpose: This study is to analyze the preferences for future senior housing that reflects the characteristics of the new generation of seniors and to consider the direction of future senior housing. Methods: Data from an online survey of a new generation of older adults and group interviews with professionals and baby boomers were analyzed. The data collected from the survey and interview have been using quantitative analysed method. Literature surveys also have been carried out. Results: The results show that future senior housing requires a change in perception through conceptual expansion from the Aging in Place (AIP) to the Aging in Community (AIC) paradigm. The preferences of the new generation of seniors for future senior housing were examined to determine their preferences for location, facility size and type, unit floor plans and services, and living costs. Implications: The direction of senior housing services and architectual plans for seniors aged 55 to 65 years old were discussed.

Validity and Reliability of the Korean Version of the Menopause-Specific Quality of Life (한국어판 폐경 특이형 삶의 질 측정도구의 신뢰도와 타당도 검증)

  • Park, Jin-Hee;Bae, Sun Hyoung;Jung, Young-Mi
    • Journal of Korean Academy of Nursing
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    • v.50 no.3
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    • pp.487-500
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    • 2020
  • Purpose: This study aimed to evaluate the validity and reliability of the Korean version of Menopause-Specific Quality of Life (MENQOL). Methods: The MENQOL was translated into Korean according to algorithm of linguistic validation process. A total of 308 menopausal women were recruited and assessed using the Korean version of MENQOL (MENQOL-K), the World Health Organization Quality of Life Brief Version (WHOQOL-BREF), and Center for Epidemiological Studies Depression Scale (CES-D-K). In estimating reliability, internal consistency reliability coefficients were calculated. Validity was evaluated through criterion validity and construct validity with confirmatory factor analyses using SPSS 23.0 and AMOS 25.0 software. Results: In item analyses, the "increased facial hair" symptom was excluded because of the low contribution of MENQOL-K. The confirmatory factor analysis supported good fit and reliable scores for MENQOL-K model, and the four-factor structure was validated (χ2=553.28, p<.001, NC=1.84, RMSEA=.05, AGIF=.85, AIC=765.28). The MENQOL-K consists of 28 items in 4 domains, including vasomotor (3 items), psychosocial (7 items), physical (15 items), and sexual subscales (3 items). There was an acceptable criterion validity with moderately significant correlation between MENQOL-K and WHOQOL-BREF. The Cronbach's α for the 4 subsacles ranged from .80 to .93. Conclusion: The MENQOL-K is a valid and reliable scale to measure condition-specific quality of life for perimenopausal and postmenopausal women. It can be used to assess the impact of menopausal symptoms on the quality of life of Korean women in clinical trials.

Analysis and probabilistic modeling of wind characteristics of an arch bridge using structural health monitoring data during typhoons

  • Ye, X.W.;Xi, P.S.;Su, Y.H.;Chen, B.
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.809-824
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    • 2017
  • The accurate evaluation of wind characteristics and wind-induced structural responses during a typhoon is of significant importance for bridge design and safety assessment. This paper presents an expectation maximization (EM) algorithm-based angular-linear approach for probabilistic modeling of field-measured wind characteristics. The proposed method has been applied to model the wind speed and direction data during typhoons recorded by the structural health monitoring (SHM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. In the summer of 2015, three typhoons, i.e., Typhoon Chan-hom, Typhoon Soudelor and Typhoon Goni, made landfall in the east of China and then struck the Jiubao Bridge. By analyzing the wind monitoring data such as the wind speed and direction measured by three anemometers during typhoons, the wind characteristics during typhoons are derived, including the average wind speed and direction, turbulence intensity, gust factor, turbulence integral scale, and power spectral density (PSD). An EM algorithm-based angular-linear modeling approach is proposed for modeling the joint distribution of the wind speed and direction. For the marginal distribution of the wind speed, the finite mixture of two-parameter Weibull distribution is employed, and the finite mixture of von Mises distribution is used to represent the wind direction. The parameters of each distribution model are estimated by use of the EM algorithm, and the optimal model is determined by the values of $R^2$ statistic and the Akaike's information criterion (AIC). The results indicate that the stochastic properties of the wind field around the bridge site during typhoons are effectively characterized by the proposed EM algorithm-based angular-linear modeling approach. The formulated joint distribution of the wind speed and direction can serve as a solid foundation for the purpose of accurately evaluating the typhoon-induced fatigue damage of long-span bridges.

Simultaneous Saccharification and Extractive Fermentation for Lactic Acid Production (동시당화 및 추출발효에 의한 Lactic Acid 생산)

  • 공창범;우창호;최실호;윤현희
    • KSBB Journal
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    • v.14 no.2
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    • pp.212-219
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    • 1999
  • lactic acid production from cellulose by simultaneous saccharification and fermentation(SSF) was studied. The SSF using cellulase enzyme Cytolase CL and Lactobacillus delbrueckii was strongly inhibited by the end product(lactic acid). An ion-exchange resin(RA-400) was used for in-situ product removal during SSF. The sorption capacity of the resin was 200mg/g-resin. The simple SSF and the extractive SSF resulted in lactic acid concentrations of 30.4g/L and 32.0g/L, respectively, at the initial substrate concentration of 50g/L. A model was developed to simulate the extractive SSF. The lactic acid conversion for the initial substrate of 100g/L was estimated to be improved from 60% to 09% by in-situ product removal. The experimentally determined kinectic parameters were pH dependent, and fitted as empirical expressions to establish their values at different pH's. Lactic acid productivity was predicted to be maximum at pH 4.5-5.0.

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