• Journal of Biomedical Engineering Research
• /
• v.16 no.1
• /
• pp.95-100
• /
• 1995

In this study, we have evaluated the effect of amplitude and frequency perturbation of EGG signal for single vowels associated with laryngeal pathology. The normal EGG signal was properly characterized by an autoregressive model which has an optimal order of ninth using the parametric method. This can be analyzed by determining the transfer function. Perturbations in the fundamental pitch and in the peak amplitude of EGG signal measured with a four-electrode system using the modulation/demodulation techniques were investigated for the purpose of developing a decision criteria for the laryngeal function analysis. The abnormal EGG signal has nonperiodic and unstable characteristics. It can be discriminated by the calculation of opening and closing time of glottis using the EGG signal. In case of normal and abnormal subjects, m$\pm$0.5*sd was discriminating line for frequency perturbation and m$\pm$2*sd for normal amplitude perturbations, respectively. Also, The normal and abnormal cases of the subjects can be discriminated effectively using the pattern of attractor derived with Hilbert transform of EGG signal.

• The Korean Journal of Applied Statistics
• /
• v.21 no.5
• /
• pp.855-866
• /
• 2008

Recently many small area estimation methods using the lattice data analysis have been studied and known that they have good performances. In the case of using the lattice data which is mainly used for small area estimation, the choice of better neighborhood information system is very important for the efficiency of the data analysis. Recently Lee and Shin (2008) compared and analyzed some neighborhood information systems based on GIS methods. In this paper, we evaluate the effect of various neighborhood information systems which were suggested by Lee and Shin (2008). For comparison of the estimators, MSE, Coverage, Calibration, Regression methods are used. The number of unemployment in Economic Active Population Survey(2001) is used for the comparison.

• The Korean Journal of Applied Statistics
• /
• v.31 no.5
• /
• pp.667-675
• /
• 2018

When a financial time series consists of daily (closing) returns, traditional volatility models such as autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) are useful to figure out daily volatilities. With high frequency returns in a day, one may adopt various multivariate GARCH techniques (MGARCH) (Tsay, Multivariate Time Series Analysis With R and Financial Application, John Wiley, 2014) to obtain intraday volatilities as long as the high frequency is moderate. When it comes to the ultra high frequency (UHF) case (e.g., one minute prices are available everyday), a new model needs to be developed to suit UHF time series in order to figure out continuous time intraday-volatilities. Aue et al. (Journal of Time Series Analysis, 38, 3-21; 2017) proposed functional GARCH (fGARCH) to analyze functional volatilities based on UHF data. This article introduces fGARCH to the readers and illustrates how to estimate fGARCH equations using UHF data of KOSPI and Hyundai motor company.

• Journal of the Society of Naval Architects of Korea
• /
• v.51 no.4
• /
• pp.274-282
• /
• 2014

Time series of the dynamic response of a slender marine structure was predicted using quadratic Volterra series. The wave-structure interaction system was identified using the NARX(Nonlinear Autoregressive with Exogenous Input) technique, and the network parameters were determined through the supervised training with the prepared datasets. The dataset used for the network training was obtained by carrying out the nonlinear finite element analysis on the freely standing riser under random ocean waves of white noise. The nonlinearities involved in the analysis were both large deformation of the structure under consideration and the quadratic term of relative velocity between the water particle and structure in Morison formula. The linear and quadratic frequency response functions of the given system were extracted using the multi-tone harmonic probing method and the time series of response of the structure was predicted using the quadratic Volterra series. In order to check the applicability of the method, the response of structure under the realistic ocean wave environment with given significant wave height and modal period was predicted and compared with the nonlinear time domain simulation results. It turned out that the predicted time series of the response of structure with quadratic Volterra series successfully captures the slowly varying response with reasonably good accuracy. It is expected that the method can be used in predicting the response of the slender offshore structure exposed to the Morison type load without relying on the computationally expensive time domain analysis, especially for the screening purpose.

• Water for future
• /
• v.29 no.6
• /
• pp.167-178
• /
• 1996

The simulation techniques of hydrologic data series have been developed for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etx. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in western USA since the early of 1980's. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and first order autoregressive model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

• The Transactions of the Korea Information Processing Society
• /
• v.7 no.8
• /
• pp.2555-2564
• /
• 2000

In this paper, a new unsupervised image segmentation algorithm is proposed. To model the contextual information presented in images, the characteristics of the Markov random fields (MRF) are utilized. Textured images are modeled as realizations of the stationary Gaussian MRF on a two-dimensional square lattice using the conditional autoregressive (CAR) equations with a second-order noncausal neighborhood. To detect boundaries, hypothesis tests over two masked areas are performed. Under the hypothesis, masked areas are assumed to belong to the same class of textures and CAR equation parameters are estimated in a minimum-mean-square-error (MMSE) sense. If the hypothesis is rejected, a measure of dissimilarity between two areas is accumulated on the rejected area. This approach produces potential edge maps. Using these maps, boundary detection can be performed, which resulting no micro edges. The performance of the proposed algorithm is evaluated by some experiments using real images as weB as synthetic ones. The experiments demonstrate that the proposed algorithm can produce satisfactorY segmentation without any a priori information.

• Health Policy and Management
• /
• v.22 no.3
• /
• pp.297-314
• /
• 2012

Purpose : The purpose of this study was to analyze the trend of the number of nursing staffs and skill mix and to assess the effectiveness of hospital nurse expansion policies in Korea. Methods : The trend of the number of nursing staffs and skill mix were analyzed using time series data, which composed of yearly series data from 1975 to 2009. The impact of hospital nurse expansion policies was estimated by autoregressive integrated moving average(ARIMA) intervention model. Results : The number of general hospital and hospital nurses per 100 beds was decreased in late 1980s and late 1990s due to rapid growth of beds. As a result of the number of nurse aids per 100 beds decreased, skill mix became high in general hospital but nurse ratio among hospital nursing staffs was about 50%. Expansion of new nurse and revised differentiated inpatient fee were only effective in expansion of hospital nursing staffs. But they had no effect in general hospitals. Conclusion : In Korea, a few policies related to expansion of hospital nurses have an effect on increasing the number of hospital nurse. Nevertheless, level of hospital nursing staffs is inferior to that of general hospital.

• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.11
• /
• pp.137-145
• /
• 2020

The aim of this study is to find out the time-series nexus of public debt and economic growth in Malaysia. For an upper-middle income country, Malaysia had experienced over 50% ratio of debt to GDP since 2009 until now. The question arises is whether this trend is healthy to the economy. With a focus into the debt-to-GDP ratio from 1970-2015, this study investigates the short-run and long-run relationship between public debt and economic growth in Malaysia. This study used secondary data by collecting time-series data (1970-2015) from the World Bank Data and Bank Negara Malaysia. Autoregressive Distributed Lag (ARDL) model is applied in this study to examine the relationship between debt and economic growth. Based on ARDL framework, it shows that there is a long-run effect between the debt and economic growth in Malaysia. While the significance value of Error Correction Term shows that there is a long-run adjustment in the short run. Generally, this study found government expenditures, in the long run, strongly influence the GDP per capita. Through the findings, the government expenditures could increase the GDP per capita. The study also reveals that any increment of the debt ratio will result in reduction of the GDP per capita.

• Journal of the Korean Institute of Telematics and Electronics S
• /
• v.35S no.10
• /
• pp.166-174
• /
• 1998

Neural networks, having highly nonlinear dynamics by virtue of the distributed nonlinearities and the learing ability, have the potential for the adaptive prediction of nonstationary signals. This paper describes the nonlinear prediction of these signals in two ways; using a nonlinear module and the cascade combination of nonlinear and linear modules. Fully-connected recurrent neural networks (RNNs) and a conventional tapped-delay-line (TDL) filter are used as the nonlinear and linear modules respectively. The dynamic behavior of the proposed predictors is demonstrated for chaotic time series adn speech signals. For the relative comparison of prediction performance, the proposed predictors are compared with a conventional ARMA linear prediction model. Experimental results show that the neural networks based adaptive predictor ourperforms the traditional linear scheme significantly. We also find that the cascade combination predictor is well suitable for the prediction of the time series which contain large variations of signal amplitude.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.17 no.5
• /
• pp.179-185
• /
• 2016

This study verifies whether speculative trading in commodity markets acted as the primary cause of the increase in commodity prices after the global financial crisis using the Structural Vector Autoregressive (SVAR) model. The effects of speculative trading on commodity prices increased by a factor of 3 to 6 after the crisis compared to those before the crisis. Although the demand related variables, such as industrial production, affected commodity prices significantly before the crisis, their effects decreased after the crisis. Consequently, the rebound of commodity prices after the crisis was mainly caused by the increase in speculative money, fortified by the expansion of the global liquidity supply. The global liquidity may well increase in the future, because the U.S. Federal Reserve Board is likely to continue to increase its interest rate. This study claims that when global liquidity shrinks as a result of a change in the Fed's monetary policy stance, speculative trading will slow down, leading to a decline in commodity prices.