• Title/Summary/Keyword: Correlation model

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A Study on the Interregional Relationship of Housing Purchase Price Volatility (지역간 주택매매가격 변동성의 상관관계에 관한 연구)

  • Yoo, Han-Soo
    • Korean Business Review
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    • v.20 no.2
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    • pp.15-27
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    • 2007
  • This paper analyzed the relationship between Housing Purchase Price volatility of Seoul and Housing Purchase Price volatility of local large city. Other studies investigates the effect on the observed volatility Observed volatility consists of fundamental volatility and transitory volatility. Fundamental volatility is caused by information arrival and transitory volatility is caused by noise trading. Fundamental volatility is trend component and is modelled as a random walk with drift. Transitory volatility is cyclical component and is modelled as a stationary process. In contrast to other studies, this study investigates the effect on the fundamental volatility and transitory volatility individually. Observed volatility is estimated by GJR GARCH(1,1) model. We find that GJH GARCH model is superior to GARCH model and good news is more remarkable effect on volatility than bad news. This study decomposes the observed volatility into fundamental volatility and transitory volatility using Kalman filtering method. The findings in this paper is as follows. The correlation between Seoul housing price volatility and Busan housing price volatility is high. But, the correlation between Seoul and Daejeon is low. And the correlation between Daejeon and Busan is low. As a distinguishing feature, the correlation between fundamental volatilities is high in the case of all pairs. But, the correlation between transitory volatilities turns out low. The reason is as follows. When economic information arrives, Seoul, Daejeon, and Busan housing markets, all together, are affected by this information.

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The Cost Efficiency Analysis of JeollaNamdo Food Industry (전라남도 식품업체의 비용 효율성 분석)

  • Qing, Cheng Lin;Na, JuMong;Chang, Seog Ju;Im, Chang Uk
    • Journal of Korean Society for Quality Management
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    • v.43 no.4
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    • pp.533-544
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    • 2015
  • Purpose: The purpose of this study is to analyze the cost efficiency of food industry in JeollaNamdo. And this study is focused on the correlation between the economic efficiency of food industry and its cost efficiency, based on the analysis of 372 food companies' data in JeollaNamdo in 2012. Methods: DEA cost minimization is the measurement of the cost efficiency of JeollaNamdo food industry in 2012. In this study, the CCR and BBC models have been employed to analyze the decomposing cost efficiency-technical efficiency, allocative efficiency, and scale efficiency respectively. And the Spearman rank correlation and Wilcoxon signed rank test also have been employed to check the correlation and difference between the ranking orders based on the efficiency scores respectively. Results: For the CCR model, mean cost efficiency was found to be 0.084(0.54 for allocative efficiency and 0.19 for technical efficiency). For the BCC model, mean cost efficiency was found to be 0.252(0.453 for allocative efficiency and 0.564 for technical efficiency). Average scale efficiency was found to be 0.38. In analyzing the results, this study argues that the optimal way to improve cost efficiency is by reducing inputs proportionally and changing their combination. Conclusion: The efficiency scores of the two models show high correlation, whereas, the differences between them are also found to be significant. Hence, it should be cautious to select a suitable model when we do the research.

The Influence of Cultural Orientation on Electronic Word-of-Mouth in Online Communities (온라인커뮤니티에서 문화적 성향이 구전에 미치는 영향)

  • Park, Seongho;Kim, Pansoo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.41 no.4
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    • pp.228-237
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    • 2018
  • The importance of eWOM (electronic word-of-mouth) communication through online communities is increasing on a daily basis. This study analyzed how the relationship between eWOM (electronic Word-Of-Mouth) factor and eWOM communication depends on the cultural orientation of users in the online community. The research model was developed based on four cultural orientations of individual affect Social tie and usefulness. The model consists of variables such as social tie and perceived usefulness as predecessors of eWOM, four dimensions of cultural orientation (Horizontal Individualism, Horizontal Collectivism, Vertical Individualism, Vertical Collectivism), and eWOM. The model was tested empirically using the PLS (partial least squares) structure equation model. Survey was conducted for online community users in South Korea. Data was statistically validated whether fits on research model. The study results reveal that Social Tie have a positive effect on Perceived Usefulness. Social Tie and Perceived Usefulness have a positive effect on eWOM. 3 of cultural orientations (HC, VI, VC) have a positive effect on Social Tie. Only one of cultural orientations (HC) have an negative effect on Perceived Usefulness. Especially, horizontal collectivism (HC) shows strong correlation with perceived usefulness, whereas vertical collectivism (VC) shows weak correlation with perceived usefulness andvertical individualism (VI) shows strongly correlation with social tie, whereas horizontal individualism (HI) shows weak correlation with social tie. Based on the study results, customized service strategy could be formulated according to the different vertical styles and various eWOM factors.

Frequency Domain Double-Talk Detector Based on Gaussian Mixture Model (주파수 영역에서의 Gaussian Mixture Model 기반의 동시통화 검출 연구)

  • Lee, Kyu-Ho;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • v.28 no.4
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    • pp.401-407
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    • 2009
  • In this paper, we propose a novel method for the cross-correlation based double-talk detection (DTD), which employing the Gaussian Mixture Model (GMM) in the frequency domain. The proposed algorithm transforms the cross correlation coefficient used in the time domain into 16 channels in the frequency domain using the discrete fourier transform (DFT). The channels are then selected into seven feature vectors for GMM and we identify three different regions such as far-end, double-talk and near-end speech using the likelihood comparison based on those feature vectors. The presented DTD algorithm detects efficiently the double-talk regions without Voice Activity Detector which has been used in conventional cross correlation based double-talk detection. The performance of the proposed algorithm is evaluated under various conditions and yields better results compared with the conventional schemes. especially, show the robustness against detection errors resulting from the background noises or echo path change which one of the key issues in practical DTD.

Development of the Estimation Model on Daily Pollutant Loads for the Watersheds in the Nakdong River Basin I. Correction and Verification for the Model (낙동강 유역에 대한 일별 유달부하량 산정모델개발 I. 모델식의 보정 및 검증)

  • Yoon, Young-Sam;Kim, Moon-Soo;Yu, Jae-Jung;Lee, Hae-Jin;Lee, Jun-Bae;Yang, Sang-Yong
    • Journal of Environmental Science International
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    • v.16 no.2
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    • pp.203-210
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    • 2007
  • The delivery load data obtained from Nakdong river basin are used for developing the model estimating the daily delivery load on the main side streams of Nakdong River. The developed model assesses the daily contamination loads of the main thirteen side streams that contribute to the main stream of Nakdong river. It is developed that the model using the simplified equation that can estimate the daily delivery loads on the side main streams of Nakdong river for a period of having no data of the water quality and flow. The developed model for estimating the daily delivery loads from the main side streams in Nakdong river basin on each item such as BOD, TN, and TP is expressed as Daily delivery load ($\frac{kg}{day}$) = Production load $(\frac{kg}{day}){\times}(1-{\alpha}){\times}(\frac{daily\;runoff}{average\;runoff\;per\;year}){\gamma}$. The estimated values obtained by using the model are almost fit to the calculated values (real data) that have been acquired from the thirteen main side streams in Nakdong river basin. The correlation coefficient values, R, that indicate the correlation between the estimated and the calculated show over 0.7 that mean the estimated values from the used model are adapted to the real data except TN values of Nam-river, Hwang-river, Gam-river, We-river. Especially, the correlation of TP values between the estimated and the calculated implies quite a creditable data to use.

The Validation of Air Pollution Simulation Models(comparisons between Hanna-Gifford Model and Air Quality Display Model in the Application to Air Pollution of Seoul) (대기오염 모델의 정합도에 대한 연구: (서울특별시 대기오염추계에 있어 Hanna - Gifford Model과 Air Quality Display Model의 적용에 대하여))

  • Chung, Yong;Jang, Jae-Yeon
    • Journal of Korean Society for Atmospheric Environment
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    • v.2 no.1
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    • pp.81-90
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    • 1986
  • Hanna - Gifford Model and Air Quality Display Model(AQDM) were validated in the simulation of $SO_2$ and TSP concentrations of Seoul City. The observed data which were measured at 16 sites of air monitoring system conducted by Seoul metropolitan city in 1984 were compared with the simulated data and the results were obtained as follows; 1. Several different meteorological data were examined: The particularities of meteorological data was not an influencing factor in the validity of simulation. The simulations of $SO_2$ by Hanna - Gifford model and by AQDM showed close correlation coefficients between the observed data and the simulated data (r = 0.71 - 0.78). 2. The simulation models showed different validities with the seasonal variation: The correlation coefficients (r) between the observed and the simulated by Hanna - Gifford Model for $SO_2$ and TSP were 0.86 and 0.80 in Spring, 0.63 and 0.66 in Summer, 0.76 in Autumn and 0.81 and 0.93 in Winter respectively. Those by AQDM were 0.73 and 0.68 in Spring, 0.56 and 0.79 in Summer, 0.77 and 0.76 in Autumn and 0.64 and 0.68 in Winter respectively. 3. The simulated data by two models had a close relationships: The correlation coefficients between them were 0.96 for $SO_2$, and 0.93 for TSP. With the above results, the application of models was discussed; Hanna - Gifford model was less valid in the simulation for the air quality of $SO_2$ and TSP in Seoul in Summer and AQDM also was not valid for $SO_2$ in Summer and in Winter and for TSP in Spring.

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Prediction of Mechanical Behavior for Carbon Black Added Natural Rubber Using Hyperelastic Constitutive Model

  • Kim, Beomkeun
    • Elastomers and Composites
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    • v.51 no.4
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    • pp.308-316
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    • 2016
  • The rubber materials are widely used in automobile industry due to their capability of a large amount of elastic deformation under a force. Current trend of design process requires prediction of functional properties of parts at early stage. The behavior of rubber material can be modeled using strain energy density function. In this study, five different strain energy density functions - Neo-Hookean model, Reduced Polynomial $2^{nd}$ model, Ogden $3^{rd}$ model, Arruda Boyce model and Van der Waals model - were used to estimate the behavior of carbon black added natural rubber under uniaxial load. Two kinds of tests - uniaxial tension test and biaxial tension test - were performed and used to correlate the coefficients of the strain energy density function. Numerical simulations were carried out using finite element analysis and compared with experimental results. Simulation revealed that Ogden $3^{rd}$ model predicted the behavior of carbon added natural rubber under uniaxial load regardless of experimental data selection for coefficient correlation. However, Reduced Polynomial $2^{nd}$, Ogden $3^{rd}$, and Van der Waals with uniaxial tension test and biaxial tension test data selected for coefficient correlation showed close estimation of behavior of biaxial tension test. Reduced Polynomial $2^{nd}$ model predicted the behavior of biaxial tension test most closely.

Cluster Analysis and Meteor-Statistical Model Test to Develop a Daily Forecasting Model for Jejudo Wind Power Generation (제주도 일단위 풍력발전예보 모형개발을 위한 군집분석 및 기상통계모형 실험)

  • Kim, Hyun-Goo;Lee, Yung-Seop;Jang, Moon-Seok
    • Journal of Environmental Science International
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    • v.19 no.10
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    • pp.1229-1235
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    • 2010
  • Three meteor-statistical forecasting models - the transfer function model, the time-series autoregressive model and the neural networks model - were tested to develop a daily forecasting model for Jejudo, where the need and demand for wind power forecasting has increased. All the meteorological observation sites in Jejudo have been classified into 6 groups using a cluster analysis. Four pairs of observation sites among them, all having strong wind speed correlation within the same meteorological group, were chosen for a model test. In the development of the wind speed forecasting model for Jejudo, it was confirmed that not only the use a wind dataset at the objective site itself, but the introduction of another wind dataset at the nearest site having a strong wind speed correlation within the same group, would enhance the goodness to fit of the forecasting. A transfer function model and a neural network model were also confirmed to offer reliable predictions, with the similar goodness to fit level.

Development of finite element model updating program (유한요소 모델 개선 프로그램 개발)

  • Wang, S.M.;Ko, C.S.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2000.06a
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    • pp.1633-1640
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    • 2000
  • The finite element analysis (FEA) is widely used in modem structural dynamics because the performance of structure can be predicted in early stage. However, due to the difficult in determination of various uncertain parameters, it is not be easy to obtain a reliable finite element model. To overcome these difficulties, updating program of FE model is developed by consisting of pretest, correlation and updating. In correlation, it calculates modal assurance criteria, cross orthogonality, mixed orthogonality and coordinate modal assurance criteria. For the model updating, the continuum sensitivity analysis and design optimization tool (DOT) are used. The SENSUP program is developed for model updating to obtain physical parameter sensitivity. The developed program is applied to practical examples such as the base plate of HDD, BLDC spindle motor, and upper housing of induction motor. And the sensor placement for the square plate is compared using several methods.

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A Study on the Improvement of Finite Element Model for Scaled Frame by Considering Eigenvectors and Eigenvalues (고유벡터와 고유치를 고려한 모형 프레임의 유한요소 모델 개선에 관한 연구)

  • 김병곤;정태진;이종길;허덕재
    • Journal of KSNVE
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    • v.10 no.6
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    • pp.1009-1016
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    • 2000
  • This paper describes the procedure of increasing the efficiency of experimental modal analysis and updating the quality of FE model using the scaled commercial vehicle frame. In this study, it was found that the experimental modal analysis could be more efficient when the measurements were made on the areas with high kinetic energies. Such areas could be located with the aid of FE modal analysis. Also, the number of measurement points could be decided by considering the dynamic characteristics of full FE model. The correlation of FE model and experimental modal analysis was assessed by the differences between the natural frequencies and MAC matrix, which is based on normal modes. These differences of modal parameters were reduced through the sensitivity and optimization analysis of which objective function consisted of the errors of natural frequencies and the diagonal terms of MAC matrix.

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