• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.2
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• pp.187-192
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• 2022

Even the announcing date for the staring date of "With Corona" has been decided, still many people have not completed vaccination, the most important condition for starting the With Corona, because of concerns for its side effects. In addition, although the economy may can be recovered by the With Corona, but the number of infected people may can be surged. In this paper, in order to awaken the people for the awareness of Corona 19 in advance of the With Corona, the Corona 19 is predicted through a non-linear probability process. Here, among the deep learning RNN, BI-LSTM, which is a bidirectional LSTM, and GRU, gates decreased than LSTM have been used. And this has been compared and analyzed through train set, test set, loss function, residual analysis, normal distribution, and autocorrelation, and compared and predicted for which has a better performance.

• Economic Analysis
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• v.17 no.2
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• pp.27-55
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• 2011

Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.

• Journal of the Institute of Electronics and Information Engineers
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• v.49 no.9
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• pp.328-334
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• 2012

Continuous fetal heart beat monitoring has assisted clinicians in assuring fetal well-being during antepartum and intrapartum. Fetal heart rate (FHR) is an important parameter of fetal health during pregnancy. The Doppler ultrasound is one of very useful methods that can non-invasively measure FHR. Although it has been commonly used in clinic, inaccurate heart rate reading has not been completely resolved.. The objective of this study is to improve detection algorithm of FHR from Doppler ultrasound signal with simple method. We modified autocorrelation function to enhance signal periodicity and adopted adaptive window size and shifted for data segment to be analysed. The proposed method was applied to real measured data, and it was verified that beat-to-beat FHR estimation result was comparable with the reference fetal ECG data. This simple and effective method is expected to be implemented in the embedded system.

• KDI Journal of Economic Policy
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• v.14 no.1
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• pp.121-145
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• 1992

This paper examines characteristics of time series data related to the construction investment(stationarity and time series components such as secular trend, cyclical fluctuation, seasonal variation, and random change) and surveys predictibility, fitness, and explicability of independent variables of various models to build a short-term construction investment forecasting model suitable for current economic circumstances. Unit root test, autocorrelation coefficient and spectral density function analysis show that related time series data do not have unit roots, fluctuate cyclically, and are largely explicated by lagged variables. Moreover it is very important for the short-term construction investment forecasting to grasp time lag relation between construction investment series and leading indicators such as building construction permits and value of construction orders received. In chapter 3, we explicate 7 forecasting models; Univariate time series model (ARIMA and multiplicative linear trend model), multivariate time series model using leading indicators (1st order autoregressive model, vector autoregressive model and error correction model) and multivariate time series model using National Accounts data (simple reduced form model disconnected from simultaneous macroeconomic model and VAR model). These models are examined by 4 statistical tools that are average absolute error, root mean square error, adjusted coefficient of determination, and Durbin-Watson statistic. This analysis proves two facts. First, multivariate models are more suitable than univariate models in the point that forecasting error of multivariate models tend to decrease in contrast to the case of latter. Second, VAR model is superior than any other multivariate models; average absolute prediction error and root mean square error of VAR model are quitely low and adjusted coefficient of determination is higher. This conclusion is reasonable when we consider current construction investment has sustained overheating growth more than secular trend.

• Geophysics and Geophysical Exploration
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• v.9 no.1
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• pp.73-85
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• 2006

Array observations of the vertical component of microtremors are frequently conducted to estimate a subsurface layered-earth structure on the assumption that microtremors consist predominantly of the fundamental mode Rayleigh waves. As a useful tool in the data collection, processing and analysis, the spatial autocorrelation (SPAC) method is widely used, which in practice requires a circle array consisting of M circumferential stations and one centre station (called "M-station circle array", where M is the number of stations). The present paper considers the minimum number of stations required for a circle array for efficient data collection in terms of analytical efficacy and field effort. This study first rearranges the theoretical background of the SPAC algorithm, in which the SPAC coefficient for a circle array with M infinite is solely expressed as the Bessel function, $J_0(rk)$ (r is the radius and k the wavenumber). Secondly, the SPAC coefficient including error terms independent of the microtremor energy field for an M-station circle array is analytically derived within a constraint for the wave direction across the array, and is numerically evaluated in respect of these error terms. The main results of the evaluation are: 1) that the 3-station circle array when compared with other 4-, 5-, and 9-station arrays is the most efficient and favourable for observation of microtremors if the SPAC coefficients are used up to a frequency at which the coefficient takes the first minimum value, and 2) that the Nyquist wavenumber is the most influential factor that determines the upper limit of the frequency range up to which the valid SPAC coefficient can be estimated.

• Management & Information Systems Review
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• v.32 no.4
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• pp.189-207
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• 2013

Using high-frequency data for 2 years, this study investigates intraday lead-lag relationship between stock index and stock index futures markets in Korea and China. We found that there are some differences in price discovery and volatility transmission between Korea and China after the stock index futures markets was introduced. Following Stoll-Whaley(1990) and Chan(1992), the multiple regression is estimated to examine the lead-lag patterns between the two markets by Newey-West's(1987) heteroskedasticity and autocorrelation consistent covariance matrix(HAC matrix). Empirical results of KOSPI 200 shows that the futures market leads the cash market and weak evidence that the cash market leads the futures market. New market information disseminates in the futures market before the stock market with index arbitrageurs then stepping in quickly to bring the cost-of-carry relation back into alignment. The regression tests for the conditional volatility which is estimated using EGARCH model do not show that there is a clear pattern of the futures market leading the stock market in terms of the volatility even though controlling nonsynchronous trading effects. This implies that information in price innovations that originate in the futures market is transmitted to the volatility of the cash market. Empirical results of CSI 300 shows that the cash market is found to play a more dominant role in the price discovery process after the Chinese index started a sharp decline immediately after the stock index futures were introduced. The new stock index futures markets does not function well in its price discovery performance at its infancy stage, apparently due to high barriers to entry into this emerging futures markets. Based on EGAECH model, the results uncover strong bi-directional dependence in the intraday volatility of both markets.

• Bulletin of the Korean Chemical Society
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• v.7 no.5
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• pp.367-371
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• 1986

Dynamic and equilibrium properties of n-alkane chains immersed in solvent molecules have been investigated by a molecular dynamics method. The n-alkane chain is assumed to be a chain of elements (CH$_2$) interconnected by bonds having a fixed bond length and bond angle, but each bond of the chain is allowed to execute hindered internal rotation. We studied the effect of the number of the chain elements (N$_c$ = 10, 15 and 20) on the equilibrium properties of the system, e.g., the pair correlation functions between a chain element and solvent molecules, g$_{cs}$(r), and between the chain elements, g$_{cc}$(r), and the configurational properties such as the mean-square end-to-end distance < R$^2$ >, the mean-square radius of gyration < S$^2$ >, and the eigenvalues of the moment-of-inertia tensor < S$_i^2$ > / < S$^2$ > (i = 1, 2 and 3). We also studied the dynamic properties of the system, e.g., the autocorrelation function C(A;t) where A = R$^2$(t), = S$^2$(t), or = ${\vec{V}}(t)({\vec{V}}$ = velocity of the center of mass), and the diffusion coefficient D. The g$_{cs}$(r)'s are almost equal irrespective of the change of Nc while g$_{cc}$(r) becomes larger as N$_c$ increases; The MD computed configurational properties < R$^2$2 > and < S$^2$ > were found to be a little different from the values calculated from the statistical equations of < R$^2$ > and < S$^2$ >, it may be due to the fact that our model for the MD simulations includes a long-range volume effect. From the < S$_i^2$ > / < S$^2$ >, it is found that the chain molecule has a nearly spherical shape irrespective of the variation of N$_c$. For the dynamic properties we found that the C(R$^2$;t) and C(S$^2$;t) of lower N$_c$ decay faster than those of higher N$_c$, while the C($\vec V$;t) of the center of mass in the chain is weakly dependent on the N$_c$. The center of mass diffusion coefficient D$_c$ decreases as N$_c$ increases while the end point diffusion coefficient D$_e$ is nearly equal irrespective of the change of N$_c$.

• Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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• v.7 no.6
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• pp.239-246
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• 2017

This paper compares the speech signal parameters between Korean and Chinese for Korean pronunciation /ㄹ/, which is caused many errors by Chinese leaners. Allophones of /ㄹ/ in Korean is divided into lateral group and tap group. It has been investigated the reasons for these errors by studying the similarity and the differences between Korean /ㄹ/ pronunciation and its corresponding Chinese pronunciation. In this paper, for the purpose of comparison the speech signal parameters such as energy, waveform in time domain, spectrogram in frequency domain, pitch based on ACF, Formant frequencies are used. From the phonological perspective the speech signal parameters such as signal energy, a waveform in the time domain, a spectrogram in the frequency domain, the pitch (F0) based on autocorrelation function (ACF), Formant frequencies (f1, f2, f3, and f4) are measured and compared. The data, which are composed of the group of Korean words by through a philological investigation, are used and simulated in this paper. According to the simulation results of the energy and spectrogram, there are meaningful differences between Korean native speakers and Chinese leaners for Korean /ㄹ/ pronunciation. The simulation results also show some differences even other parameters. It could be expected that Chinese learners are able to reduce the errors considerably by exploiting the parameters used in this paper.

• Asia pacific journal of information systems
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• v.20 no.3
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• pp.115-137
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• 2010

Information technology (IT) outsourcing, the use of a third-party vendor to provide IT services, started in the late 1980s and early 1990s in Korea, and has increased rapidly since 2000. Recently, firms have increased their efforts to capture greater value from IT outsourcing. To date, there have been a large number of studies on IT outsourcing. Most prior studies on IT outsourcing have focused on outsourcing practices and decisions, and little attention has been paid to objectively measuring the value of IT outsourcing. In addition, studies that examined the performance of IT outsourcing have mainly relied on anecdotal evidence or practitioners' perceptions. Our study examines the contribution of IT outsourcing to economic growth in Korean industries over the 1990 to 2007 period, using a production function framework and a panel data set for 54 industries constructed from input-output tables, fixed-capital formation tables, and employment tables. Based on the framework and estimation procedures that Han, Kauffman and Nault (2010) used to examine the economic impact of IT outsourcing in U.S. industries, we evaluate the impact of IT outsourcing on output and productivity in Korean industries. Because IT outsourcing started to grow at a significantly more rapid pace in 2000, we compare the impact of IT outsourcing in pre- and post-2000 periods. Our industry-level panel data cover a large proportion of Korean economy-54 out of 58 Korean industries. This allows us greater opportunity to assess the impacts of IT outsourcing on objective performance measures, such as output and productivity. Using IT outsourcing and IT capital as our primary independent variables, we employ an extended Cobb-Douglas production function in which both variables are treated as factor inputs. We also derive and estimate a labor productivity equation to assess the impact of our IT variables on labor productivity. We use data from seven years (1990, 1993, 2000, 2003, 2005, 2006, and 2007) for which both input-output tables and fixed-capital formation tables are available. Combining the input-output tables and fixed-capital formation tables resulted in 54 industries. IT outsourcing is measured as the value of computer-related services purchased by each industry in a given year. All the variables have been converted to 2000 Korean Won using GDP deflators. To calculate labor hours, we use the average work hours for each sector provided by the OECD. To effectively control for heteroskedasticity and autocorrelation present in our dataset, we use the feasible generalized least squares (FGLS) procedures. Because the AR1 process may be industry-specific (i.e., panel-specific), we consider both common AR1 and panel-specific AR1 (PSAR1) processes in our estimations. We also include year dummies to control for year-specific effects common across industries, and sector dummies (as defined in the GDP deflator) to control for time-invariant sector-specific effects. Based on the full sample of 378 observations, we find that a 1% increase in IT outsourcing is associated with a 0.012~0.014% increase in gross output and a 1% increase in IT capital is associated with a 0.024~0.027% increase in gross output. To compare the contribution of IT outsourcing relative to that of IT capital, we examined gross marginal product (GMP). The average GMP of IT outsourcing was 6.423, which is substantially greater than that of IT capital at 2.093. This indicates that on average if an industry invests KRW 1 millon, it can increase its output by KRW 6.4 million. In terms of the contribution to labor productivity, we find that a 1% increase in IT outsourcing is associated with a 0.009~0.01% increase in labor productivity while a 1% increase in IT capital is associated with a 0.024~0.025% increase in labor productivity. Overall, our results indicate that IT outsourcing has made positive and economically meaningful contributions to output and productivity in Korean industries over the 1990 to 2007 period. The average GMP of IT outsourcing we report about Korean industries is 1.44 times greater than that in U.S. industries reported in Han et al. (2010). Further, we find that the contribution of IT outsourcing has been significantly greater in the 2000~2007 period during which the growth of IT outsourcing accelerated. Our study provides implication for policymakers and managers. First, our results suggest that Korean industries can capture further benefits by increasing investments in IT outsourcing. Second, our analyses and results provide a basis for managers to assess the impact of investments in IT outsourcing and IT capital in an objective and quantitative manner. Building on our study, future research should examine the impact of IT outsourcing at a more detailed industry level and the firm level.