• Title/Summary/Keyword: Auto Regressive

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Characteristics and Prediction of Total Ozone and UV-B Irradiance in East Asia Including the Korean Peninsula (한반도를 포함한 동아시아 영역에서 오존전량과 유해자외선의 특성과 예측)

  • Moon, Yun-Seob;Seok, Min-Woo;Kim, Yoo-Keun
    • Journal of Environmental Science International
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    • v.15 no.8
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    • pp.701-718
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    • 2006
  • The average ratio of the daily UV-B to total solar (75) irradiance at Busan (35.23$^{\circ}$N, 129.07$^{\circ}$E) in Korea is found as 0.11%. There is also a high exponential relationship between hourly UV-B and total solar irradiance: UV-B=exp (a$\times$(75-b))(R$^2$=0.93). The daily variation of total ozone is compared with the UV-B irradiance at Pohang (36.03$^{\circ}$N, 129.40$^{\circ}$E) in Korea using the Total Ozone Mapping Spectrometer (TOMS) data during the period of May to July in 2005. The total ozone (TO) has been maintained to a decreasing trend since 1979, which leading to a negative correlation with the ground-level UV-B irradiance doting the given period of cloudless day: UV-B=239.23-0.056 TO (R$^2$=0.52). The statistical predictions of daily total ozone are analyzed by using the data of the Brewer spectrophotometer and TOMS in East Asia including the Korean peninsula. The long-term monthly averages of total ozone using the multiplicative seasonal AutoRegressive Integrated Moving Average (ARIMA) model are used to predict the hourly mean UV-B irradiance by interpolating the daily mean total ozone far the predicting period. We also can predict the next day's total ozone by using regression models based on the present day's total ozone by TOMS and the next day's predicted maximum air temperature by the Meteorological Mesoscale Model 5 (MM5). These predicted and observed total ozone amounts are used to input data of the parameterization model (PM) of hourly UV-B irradiance. The PM of UV-B irradiance is based on the main parameters such as cloudiness, solar zenith angle, total ozone, opacity of aerosols, altitude, and surface albedo. The input data for the model requires daily total ozone, hourly amount and type of cloud, visibility and air pressure. To simplify cloud effects in the model, the constant cloud transmittance are used. For example, the correlation coefficient of the PM using these cloud transmissivities is shown high in more than 0.91 for cloudy days in Busan, and the relative mean bias error (RMBE) and the relative root mean square error (RRMSE) are less than 21% and 27%, respectively. In this study, the daily variations of calculated and predicted UV-B irradiance are presented in high correlation coefficients of more than 0.86 at each monitoring site of the Korean peninsula as well as East Asia. The RMBE is within 10% of the mean measured hourly irradiance, and the RRMSE is within 15% for hourly irradiance, respectively. Although errors are present in cloud amounts and total ozone, the results are still acceptable.

A Study on the Relationship between Game Addiction and Social Stigma of the Youth outside school (학교 밖 청소년의 게임중독과 사회적 낙인감에 관한 상호관계 연구)

  • Moon, Jin-Young;Park, Ju-Won;Lee, Chang-Moon
    • Journal of Digital Convergence
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    • v.18 no.1
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    • pp.343-355
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    • 2020
  • The purpose of this study was to analyze the relationship between game addiction and social stigma of adolescents outside school. After examining the previous research focusing on the Public stigma & Self-stigma theory, We intended to examine how game addiction and social stigma affect each other over time, and the time causal relationship between the both. Using youth outside school panel 3rd, 4th, 5th data, This study analyzed the relationship between game addiction and social stigma of adolescents with school interruption longitudinally. The research method was analyzed by autoregressive cross-lagged model using two variables such as game addiction and social stigma using Amos25 program. The results showed that game addiction did not significantly affect social stigma at the next time, but social stigma had a significant effect on game addiction at the next time. Game addiction and social stigma have a strong auto-regressive effect, and the degree remains constant over time. Accordingly, this study suggested social co-prosperity, support from the local community, multidisciplinary viewpoints and cooperation between the public and private sectors.

An Empirical Study on the Asymmetric Correlation and Market Efficiency Between International Currency Futures and Spot Markets with Bivariate GJR-GARCH Model (이변량 GJR-GARCH모형을 이용한 국제통화선물시장과 통화현물시장간의 비대칭적 인과관계 및 시장효율성 비교분석에 관한 연구)

  • Hong, Chung-Hyo
    • The Korean Journal of Financial Management
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    • v.27 no.1
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    • pp.1-30
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    • 2010
  • This paper tested the lead-lag relationship as well as the symmetric and asymmetric volatility spillover effects between international currency futures markets and cash markets. We use five kinds of currency spot and futures markets such as British pound, Australian and Canadian dollar, Brasilian Real and won/dollar spot and futures markets. daily closing prices covering from September 15, 2003 to July 30, 2009. For this purpose we employed dynamic time series models such as the Granger causality based on VAR and time-varying MA(1)-GJR-GARCH(1, 1)-M. The main empirical results are as follows; First, according to Granger causality test, we find that the bilateral lead-lag relationship between the five countries' currency spot and futures market. The price discover effect from currency futures markets to spot market is relatively stronger than that from currency spot to futures markets. Second, based on the time varying GARCH model, we find that there is a bilateral conditional mean spillover effects between the five currency spot and futures markets. Third, we also find that there is a bilateral asymmetric volatility spillover effects between British pound, Canadian dollar, Brasilian Real and won/dollar spot and futures market. However there is a unilateral asymmetric volatility spillover effect from Australian dollar futures to cash market, not vice versa. From these empirical results we infer that most of currency futures markets have a much better price discovery function than currency cash market and are inefficient to the information.

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Longitudinal Analysis on the Reciprocal Relationship between Depression and Marital Satisfaction among Older Couples (노년기 부부의 우울과 부부관계만족도 간의 종단적 관계)

  • Heo, Sun-Young;Ha, Jung-Hwa
    • 한국노년학
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    • v.41 no.3
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    • pp.421-444
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    • 2021
  • The purpose of this research is to examine the reciprocal relationships between depression and marital satisfaction among older couples. For longitudinal dyadic analysis, this study sets up a research model based on the Actor-Partner Interdependence Model, the Common Fate Model, and Autoregressive Cross-Lagged Model. Data came from four annual waves from the 10th year (2015) to the 13th year (2018) of the Korean Welfare Panel Survey and the final sample comprised a total of 1,383 married couples over 60 years of age in 2015. Structural Equation Modeling identified the reciprocal relationship between depression and marital satisfaction among older couples, with higher marital satisfaction of older couples leading to lower depression of husbands' and wives', and with higher depression of husbands' and wives' inducing lower marital satisfaction of the couples. Thus, this study suggested that longitudinal interplay between depression and marital satisfaction can lead to a vicious cycle. Based on these findings, the need to intervene at both the individual level and the couple level was discussed in order to reduce depression and improve marital satisfaction.

Detecting Nonlinearity of Hydrologic Time Series by BDS Statistic and DVS Algorithm (BDS 통계와 DVS 알고리즘을 이용한 수문시계열의 비선형성 분석)

  • Choi, Kang Soo;Kyoung, Min Soo;Kim, Soo Jun;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2B
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    • pp.163-171
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    • 2009
  • Classical linear models have been generally used to analyze and forecast hydrologic time series. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.

A Study on the Effects of Export Insurance on the Exports of SMEs and Conglomerates (수출보험이 국내 중소기업 및 대기업의 수출에 미치는 영향에 관한 연구)

  • Lee, Dong-Joo
    • Korea Trade Review
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    • v.42 no.2
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    • pp.145-174
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    • 2017
  • Recently, due to the worsening global economic recession, Korea which is a small, export-oriented economy has decreased exports and the domestic economy also continues to stagnate. Therefore, for continued growth of our economy through export growth, we need to analyze the validity of export support system such as export insurance and prepare ways to expand exports. This study is to investigate the effects of Export Insurance on the exports of SMEs as well as LEs. For this purpose, this study conducted Time Series Analysis using data such as export, export insurance acquisition, export price index, exchange rate, and coincident composite index(CCI). First, as a result of the Granger Causality Test, the exports of LEs has found to have a causal relationship with the CCI, and CCI is to have a causal relationship with the short-term export insurance record. Second, the results of VAR analysis show that the export insurance acquisition result and the export price index have a positive effect on the exports of LEs, while the short - term export insurance has a negative effect on the exports of LEs. Third, as a result of variance decomposition, the export of LEs has much more influenced for mid to long term by the short-term export insurance acquisition compared to SMEs. Fourth, short-term export insurance has a positive effect on exports of SMEs. In order to activate short-term export insurance against SMEs, it is necessary to expand support for SMEs by local governments. This study aims to suggest policy implications for establishing effective export insurance policy by analyzing the effects of export insurance on the export of SMEs as well as LEs. It is necessary to carry out a time series analysis on the export results according to the insurance acquisition results by industry to measure the export support effect of export insurance more precisely.

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