• Title/Summary/Keyword: Conditional means

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Influences of Volume Volatilities on Price Volatilities in the Fishery Market (수산물 거래량의 변동성이 가격변동성에 미치는 영향분석)

  • Ko, Bong-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.10
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    • pp.6084-6091
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    • 2014
  • This paper presents the GJR GARCH model (Glosten et. al, 1993) to analyze the influences of volume volatilities on price volatilities in the fishery market. For the analysis, this study used the monthly price and volume data of aquacultural flatfish in Jeju. As a result, empirical analysis suggested volatility clustering. The persistency parameter(${\lambda}$) was estimated to be approximately 1 in aquacultural flatfish. The results showed that there is a significant negative relationship between the conditional variance of supply and that of price for aquacultural flatfish. This means that the general law of supply is valid. Finally, the empirical analysis was that an asymmetric coefficient (${\gamma}$) of GJR GARCH model was negative (-). This means that the higher volatility of volume leads to lower price volatility. That is, it is useful to make government policies that can adjust the volume (stockpiling, stabilizing supply and demand).

Money management behaviors of college students according to credit card usage (신용카드 이용여부에 따른 대학생 소비자의 재무관리행동에 관한 연구)

  • Kim, Hyo-Chung
    • Korean Journal of Human Ecology
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    • v.14 no.1
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    • pp.95-105
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    • 2005
  • This study examined the factors affecting college students' money management behaviors according to credit card usage. The data were collected from 481 college students in Busan and Gyeongnam areas by a self-administered questionnaire. Frequencies, Cronbach's Alpha, factor analyses, t-test, Pearson's correlation analysis, and regression analyses were conducted by SPSS WINDOWS. The results from this study were as follows. First, there were significant differences between credit card usage group and non-usage group in the means for future preparation, stingy attitude, and planned expenditure. However, there was no significant difference in the mean of money management behaviors. Second, for the credit card usage group, the significant variables affecting money management behaviors included sex, grade, experience of consumer education, father's occupation, monthly household income, future preparation, stingy attitude, methods of emotional change, planned expenditure, and negative recognition. On the other hand, for the non-usage group, grade, experience of consumer education, father's occupation, way of success, future preparation, stingy attitude, planned expenditure, and conditional permission were significant. These results imply that financial management education including values about money and consumption patterns should be conducted.

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Polyclass in Data Mining (데이터 마이닝에서의 폴리클라스)

  • 구자용;박헌진;최대우
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.489-503
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    • 2000
  • Data mining means data analysis and model selection using various types of data in order to explore useful information and knowledge for making decisions. Examples of data mining include scoring for credit analysis of a new customer and scoring for churn management, where the customers with high scores are given special attention. In this paper, scoring is interpreted as a modeling process of the conditional probability and polyclass scoring method is described. German credit data, a PC communication company data and a mobile communication company data are used to compare the performance of polyclass scoring method with that of the scoring method based on a tree model.

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Case Report of Foot Drop Patient Treated with Electroacupuncture (전침을 이용한 족하수(Foot drop)환자 치험2례)

  • Lee, Jong-Young;Won, Seung-Hwan;Kim, Doo-Yong;Kim, Sung-Hae;Park, Hee-soo;Hwang, Jung-Su
    • Journal of Acupuncture Research
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    • v.22 no.5
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    • pp.161-166
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    • 2005
  • The Foot drop is led by the conditional palsy of dorsal flexor according to some causes. In this case, it is caused by peroneal nerve palsy. It brings the difficulty in waking and standing up. We observed 2 cases of patient with Foot drop. Two patients were treated by the same method and treatment was performed by means of electroacupuncture(2-4Hz frequency, intensity was adjusted so that localized muscle contraction could be seen). As the result, symptoms are improved.

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Temperature Control by On-line CFCM-based Adaptive Neuro-Fuzzy System (온 라인 CFCM 기반 적응 뉴로-퍼지 시스템에 의한 온도제어)

  • 윤기후;곽근창
    • Journal of the Institute of Electronics Engineers of Korea TE
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    • v.39 no.4
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    • pp.414-422
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    • 2002
  • In this paper, we propose a new method of adaptive neuro-fuzzy control using CFCM(Conditional Fuzzy c-means) clustering and fuzzy equalization method to deal with adaptive control problem. First, in the off-line design, CFCM clustering performs structure identification of adaptive neuro-fuzzy control with the homogeneous properties of the given input and output data. The parameter identification are established by hybrid learning using back-propagation algorithm and RLSE(Recursive Least Square Estimate). In the on-line design, the premise and consequent parameters are tuned to RLSE with forgetting factor due to a characteristic of time variant. Finally, we applied the proposed method to the water temperature control system and obtained better results than previous works such as fuzzy control.

Classification of Forest Fire Occurrence Risk Regions Using Forest Site Digital Map (수치산림입지도를 이용한 산불발생위험지역 구분)

  • An Sang-Hyun;Won Myoung-Soo;Kang Young-Ho;Lee Myung-Bo
    • Fire Science and Engineering
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    • v.19 no.3 s.59
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    • pp.64-69
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    • 2005
  • In order to decrease the area damaged by forest fires and to prevent the occurrence of forest fires, we are making an effort to improve prevention measures for forest fires. The objective of this study is developing the forest fire occurrence probability model by means of forest site characteristics such as soil type, topography, soil texture, slope, and drainage and forest fire sites. Conditional probability analysis and GIS were used in developing the forest fire occurrence probability model that was used in the classification of forest fire occurrence risk regions.

Modeling and Forecasting Saudi Stock Market Volatility Using Wavelet Methods

  • ALSHAMMARI, Tariq S.;ISMAIL, Mohd T.;AL-WADI, Sadam;SALEH, Mohammad H.;JABER, Jamil J.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.83-93
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    • 2020
  • This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

An Automatic Fuzzy Rule Extraction using CFCM and Fuzzy Equalization Method (CFCM과 퍼지 균등화를 이용한 퍼지 규칙의 자동 생성)

  • 곽근창;이대종;유정웅;전명근
    • Journal of the Korean Institute of Intelligent Systems
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    • v.10 no.3
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    • pp.194-202
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    • 2000
  • In this paper, an efficient fuzzy rule generation scheme for Adaptive Network-based Fuzzy Inference System(ANFIS) using the conditional fuzzy-means(CFCM) and fuzzy equalization(FE) methods is proposed. Usually, the number of fuzzy rules exponentially increases by applying the gird partitioning of the input space, in conventional ANFIS approaches. Therefore, CFCM method is adopted to render the clusters which represent the given input and output fuzzy and FE method is used to automatically construct the fuzzy membership functions. From this, one can systematically obtain a small size of fuzzy rules which shows satisfying performance for the given problems. Finally, we applied the proposed method to the truck backer-upper control and Box-Jenkins modeling problems and obtained a better performance than previous works.

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Application of Deep Learning: A Review for Firefighting

  • Shaikh, Muhammad Khalid
    • International Journal of Computer Science & Network Security
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    • v.22 no.5
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    • pp.73-78
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    • 2022
  • The aim of this paper is to investigate the prevalence of Deep Learning in the literature on Fire & Rescue Service. It is found that deep learning techniques are only beginning to benefit the firefighters. The popular areas where deep learning techniques are making an impact are situational awareness, decision making, mental stress, injuries, well-being of the firefighter such as his sudden fall, inability to move and breathlessness, path planning by the firefighters while getting to an fire scene, wayfinding, tracking firefighters, firefighter physical fitness, employment, prediction of firefighter intervention, firefighter operations such as object recognition in smoky areas, firefighter efficacy, smart firefighting using edge computing, firefighting in teams, and firefighter clothing and safety. The techniques that were found applied in firefighting were Deep learning, Traditional K-Means clustering with engineered time and frequency domain features, Convolutional autoencoders, Long Short-Term Memory (LSTM), Deep Neural Networks, Simulation, VR, ANN, Deep Q Learning, Deep learning based on conditional generative adversarial networks, Decision Trees, Kalman Filters, Computational models, Partial Least Squares, Logistic Regression, Random Forest, Edge computing, C5 Decision Tree, Restricted Boltzmann Machine, Reinforcement Learning, and Recurrent LSTM. The literature review is centered on Firefighters/firemen not involved in wildland fires. The focus was also not on the fire itself. It must also be noted that several deep learning techniques such as CNN were mostly used in fire behavior, fire imaging and identification as well. Those papers that deal with fire behavior were also not part of this literature review.

Bayesian Analysis for Categorical Data with Missing Traits Under a Multivariate Threshold Animal Model (다형질 Threshold 개체모형에서 Missing 기록을 포함한 이산형 자료에 대한 Bayesian 분석)

  • Lee, Deuk-Hwan
    • Journal of Animal Science and Technology
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    • v.44 no.2
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    • pp.151-164
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    • 2002
  • Genetic variance and covariance components of the linear traits and the ordered categorical traits, that are usually observed as dichotomous or polychotomous outcomes, were simultaneously estimated in a multivariate threshold animal model with concepts of arbitrary underlying liability scales with Bayesian inference via Gibbs sampling algorithms. A multivariate threshold animal model in this study can be allowed in any combination of missing traits with assuming correlation among the traits considered. Gibbs sampling algorithms as a hierarchical Bayesian inference were used to get reliable point estimates to which marginal posterior means of parameters were assumed. Main point of this study is that the underlying values for the observations on the categorical traits sampled at previous round of iteration and the observations on the continuous traits can be considered to sample the underlying values for categorical data and continuous data with missing at current cycle (see appendix). This study also showed that the underlying variables for missing categorical data should be generated with taking into account for the correlated traits to satisfy the fully conditional posterior distributions of parameters although some of papers (Wang et al., 1997; VanTassell et al., 1998) presented that only the residual effects of missing traits were generated in same situation. In present study, Gibbs samplers for making the fully Bayesian inferences for unknown parameters of interests are played rolls with methodologies to enable the any combinations of the linear and categorical traits with missing observations. Moreover, two kinds of constraints to guarantee identifiability for the arbitrary underlying variables are shown with keeping the fully conditional posterior distributions of those parameters. Numerical example for a threshold animal model included the maternal and permanent environmental effects on a multiple ordered categorical trait as calving ease, a binary trait as non-return rate, and the other normally distributed trait, birth weight, is provided with simulation study.