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Integer-Valued GARCH Models for Count Time Series: Case Study (계수 시계열을 위한 정수값 GARCH 모델링: 사례분석)

  • Yoon, J.E.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.115-122
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    • 2015
  • This article is concerned with count time series taking values in non-negative integers. Along with the first order mean of the count time series, conditional variance (volatility) has recently been paid attention to and therefore various integer-valued GARCH(generalized autoregressive conditional heteroscedasticity) models have been suggested in the last decade. We introduce diverse integer-valued GARCH(INGARCH, for short) processes to count time series and a real data application is illustrated as a case study. In addition, zero inflated INGARCH models are discussed to accommodate zero-inflated count time series.

Distribution of Indicator bacteria in Spring Water in Seoul (서울시내 옹달샘물의 지표미생물 분포현황)

  • 류승희;박석기
    • Journal of Food Hygiene and Safety
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    • v.17 no.2
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    • pp.55-60
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    • 2002
  • In order to investigate the microbiological contamination of spring water, we performed the standard plate count, coliform and psychrotrophilic bacteria in 109 spring waters in Seoul. Of 109 spring waters, geometirc mean standard plate count was 0.19 CFU/ml, and the highest in Mt. Boolam, 4..43 CFU/ml and Mt. Dobong, 3.86 CFU/ml, but not detected in Mt. Woomyun and Mt. Cheonggye. Four spring waters have shown over 100 CFU/ml in standard plate count. The geometric mean psychrotrophilic bacteria was 49.2 CFU/ml, the most prevalent spring water was Mt. Nam, 125 CFU/ml, the lowest Mt. Woomyeun. Among a total of 109, coliform was detected from 21 spring waters(19.3%) and the geometric mean of coliform was 0.005 MPN/100ml. The isolated genera of coliform were 7 isolates of E. coli(33%), 5 Klebsiella(24%), 4 Enterobacter(19%), 3 Citrobacter(14%) and 2 Serratia(10%), respectively. The 22 spring waters(20.2%) failed to meet the standard limits of drinking water based on regulation in Korea. The inappropriate rate of standard plate count in spring water was 4.5%, that of coliform was 81.1% and both of them was 13.6%. There was the significant correlation between standard plate count and psychrotrophilic bacteria in spring water(r=0.95, p<0.01).

Reduction of bacterial regrowth in treated water by minimizing water stagnation in the filtrate line of a gravity-driven membrane system

  • Yi, JongChan;Lee, Jonghun;Jung, Hyejin;Park, Pyung-Kyu;Noh, Soo Hong
    • Environmental Engineering Research
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    • v.24 no.1
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    • pp.17-23
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    • 2019
  • This study monitored changes in the level of heterotrophic bacteria in the filtrate and investigated the effect of stagnant water on it, using a batch-operated, gravity-driven membrane system for household water treatment. The filtration test was carried out in the presence and absence of stagnant water in the filtrate line. The results showed that stagnant water accelerated the heterotrophic bacteria levels, measured by heterotrophic plate count, even though the heterotrophic plate count of the filtrate finally increased up to $10^5CFU/mL$ regardless of the presence of stagnant water. When the change in heterotrophic plate count of a batch was monitored over filtration time, heterotrophic plate count of the filtrate rapidly decreased within 5 min for each batch filtration. Biofilm formation on the filtrate line was observed in the presence of stagnant water. The biofilm fully covered the filtrate line and contained numerous microorganisms. During storage after filtration, heterotrophic plate count increased exponentially. To improve the filtrate quality of a filtration-based household water treatment system, therefore, the stagnant water in the filtrate line should be minimized, the filtrate produced at the first 5 min is recommended not to be used as potable water, and the storage of filtrate should be avoided.

Clinical Significance of Immature Reticulocyte as an Early Recovery Indicator after Bone Marrow Transplantation (골수이식 후 미성숙 망상적혈구의 유용성 평가)

  • Seo, Suk Won;Kim, Chun Hee;Chi, Hyun Sook
    • Korean Journal of Clinical Laboratory Science
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    • v.36 no.1
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    • pp.27-32
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    • 2004
  • Bone marrow transplantation(BMT) is widely used as curative means of various malignant and nonmalignant hematologic disorders, and early and accurate determination of engraftment is very important for critical management decisions. Reticulocyte counts performed by automated flow cytometric methods is a good indicator of erythropoietic activity and its evaluation has been proposed as an early predictor of bone marrow regeneration. Some reports highlighted the usefulness of the percentage of highly fluorescent reticulocytes and the sum of highly and medium fluorescent reticulocytes(immature reticulocyte fraction, IRF). In Asan Medical Center, the criteria for engraftment following BMT or PBSCT was defined as the first day of a 3-day trend of absolute neutrophil count(ANC)${\geq}500/uL$ and platelet count${\geq}30{\times}10^3/uL$. In 1999, Grotto et al proposed an indidator of bone marrow recovery as the first day on which the IRF was twice the minimum value after bone marrow transplantation. To compare the both criterias, we got consecutive datas of immature reticulocyte fraction, absolute neutrophil count(ANC), WBC count, platelet count and reticulocyte count by XE-2100 automated hematology analyzer(Sysmex Co. Japan) from 33 patients daily after BMT. When compared to standard neutrophil engraftment(10-30 days, $16.2{\pm}4.6days$), IRF engraftment (5-21 days, $11.0{\pm}3.9days$) occured significantly earlier in 87.9% of patients(P<0.05). The mean engraftment day for WBC count(11-29 days, $16.4{\pm}4.3days$) was similar to ANC, but platelet count and reticulocyte count revealed more delayed data (10-49 days, $19.1{\pm}7.4days$ vs 17-64 days, $31.4{\pm}14.1days$). In conclusion, our results confirm that an increase in the immature reticulocyte population is the earliest sign of the hematopoietic recovery after BMT and that automated reticulocyte quantification including immature fraction may be integrated into clinical protocols to evaluate bone marrow reconstitution.

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The Comparison of Quantitative Accuracy between Energy Window-Based and CT-Based Scatter Correction Method in SPECT/CT Images (SPECT/CT 영상에서 에너지창 기반 산란보정과 CT 기반 산란보정 방법의 정량적 정확성 비교)

  • Kim, Ji-Hyeon;Lee, Joo-Young
    • Journal of radiological science and technology
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    • v.45 no.2
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    • pp.135-143
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    • 2022
  • In SPECT image, scatter count is the cause of quantitative count error and image quality degradation. This study is to evaluate the accuracy of CT based SC(CTSC) and energy window based SC(EWSC) as the comparison with existing Non SC. SPECT/CT images were obtained after filling air in order to acquire a reference image without the influence of scatter count inside the Triple line insert phantom setting hot rod(99mTc 74.0 MBq) in the middle and each SPECT/CT image was obtained each separately after filling water instead of air in order to derive the influence of scatter count under the same conditions. For EWSC, 9 sub-energy windows were set additionally in addition to main energy window(140 keV, 20%) and then, images were acquired at the same time and five types of EWSC including DPW(dual photo-peak window)10%, DEW(dual energy window)20%, TEW(triple energy window)10%, TEW5.0%, TEW2.5% were used. Under the condition without fluctuations in primary count, total count was measured by drawing volume of interest (VOI) in the images of the two conditions and then, the ratio of scatter count of total counts was calculated as percent scatter fraction(%SF) and the count error with image filled with water was evaluated with percent normalized mean-square error(%NMSE) based on the image filled with air. Based on the image filled with air, %SF of images filled with water to which each SC method was applied is non scatter correction(NSC) 37.44, DPW 27.41, DEW 21.84, TEW10% 19.60, TEW5% 17.02, TEW2.5% 14.68, CTSC 5.57 and the scatter counts were removed the most in CTSC and %NMSE is NSC 35.80, DPW 14.28, DEW 7.81, TEW10% 5.94, TEW5% 4.21, TEW2.5% 2.96, CTSC 0.35 and the error in CTSC was found to be the lowest. In SPECT/CT images, the application of each scatter correction method used in the experiment could improve the quantitative count error caused by the influence of scatter count. In particular, CTSC showed the lowest %NMSE(=0.35) compared to existing EWSC methods, enabling relatively accurate scatter correction.

Determination of a Homogeneous Segment for Short-term Traffic Count Efficiency Using a Statistical Approach (통계적인 기법을 활용한 동질성구간에 따른 교통량 수시조사 효율화 연구)

  • Jung, YooSeok;Oh, JuSam
    • International Journal of Highway Engineering
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    • v.17 no.4
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    • pp.135-141
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    • 2015
  • PURPOSES: This study has been conducted to determine a homogeneous segment and integration to improve the efficiency of short-term traffic count. We have also attempted to reduce the traffic monitoring budget. METHODS: Based on the statistical approach, a homogeneous segment in the same road section is determined. Statistical analysis using t-test, mean difference, and correlation coefficient are carried out for 10-year-long (2004-2013) short-term count traffic data and the MAPE of fresh data (2014) are evaluated. The correlation coefficient represents a trend in traffic count, while the mean difference and t-score represent an average traffic count. RESULTS : The statistical analysis suggests that the number of target segments varies with the criteria. The correlation coefficient of more than 30% of the adjacent segment is higher than 0.8. A mean difference of 36.2% and t-score of 19.5% for adjacent segments are below 20% and 2.8, respectively. According to the effectiveness analysis, the integration criteria of the mean difference have a higher effect as compared to the t-score criteria. Thus, the mean difference represents a traffic volume similarity. CONCLUSIONS : The integration of 47 road segments from 882 adjacent road segments indicate 8.87% of MAPE, which is within an acceptable range. It can reduce the traffic monitoring budget and increase the count to improve an accuracy of traffic volume estimation.

Estimating the Economic Value of the Songieong Beach Using A Count Data Model: - Off-season Estimating Value of the Beach - (가산자료모형을 이용한 송정 해수욕장의 경제적 가치추정: - 비수기 해수욕장의 가치추정 -)

  • Heo, Yun-Jeong;Lee, Seung-Lae
    • The Journal of Fisheries Business Administration
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    • v.38 no.2
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    • pp.79-101
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    • 2007
  • The purpose of this study is to estimate the economic value of the Songieong Beach in Off-season, using a Individual Travel Cost Model(ITCM). Songieong Beach is located in Busan but far away from city. These days, however, the increased rate of traffic inflow to the Songieong beach and the five-day working week are reflected in the trend analysis. Moreover, people have changed psychological value. For that reason, visitors are on the increase on the beach in off-season. The ITCM is applied to estimate non-market value or environmental Good like a Contingent Valuation Method and Hedonic Price Model etc. The ITCM was derived from the Count Data Model(i.e. Poisson and Negative Binomial model). So this paper compares Poisson and negative binomial count data models to measure the tourism demands. The data for the study were collected from the Songjeong Beach on visitors over the a week from November 1 through November 23, 2006. Interviewers were instructed to interview only individuals. So the sample was taken in 113. A dependent variable that is defined on the non-negative integers and subject to sampling truncation is the result of a truncated count data process. This paper analyzes the effects of determinants on visitors' demand for exhibition using a class of maximum-likelihood regression estimators for count data from truncated samples, The count data and truncated models are used primarily to explain non-negative integer and truncation properties of tourist trips as suggested by the economic valuation literature. The results suggest that the truncated negative binomial model is improved overdispersion problem and more preferred than the other models in the study. This paper is not the same as the others. One thing is that Estimating Value of the Beach in off-season. The other thing is this study emphasizes in particular 'travel cost' that is not only monetary cost but also including opportunity cost of 'travel time'. According to the truncated negative binomial model, estimates the Consumer Surplus(CS) values per trip of about 199,754 Korean won and the total economic value was estimated to be 1,288,680 Korean won.

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Performance of Prioritized Service Discipline based on a Hop Count for Optical Burst Wireless Switched Networks (홉 기반의 우선처리를 고려한 광버스트 무선 교환방식의 성능분석)

  • Kim, Dong-Ok;Yoon, Hong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.9 no.1
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    • pp.34-39
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    • 2005
  • In this paper, we propose a new prioritized Optical Burst Switching (OBS) protocol based on a hop count, which can provide an efficient utilization in optical Wireless networks. Under several legacy schemes, a switch drops the burst with a shorter time among ones regardless of its traversed hop count. As a result, the dropped burst that have been traversed more hops might cause to waste bandwidth than the one traversed a few hops. Noting that this problem, we propose the Just Enough Time(JET) with a hop count scheme which can reduce the wasted bandwidth by prioritizing the burst traversed more hops over others. From the simulation result, we show that the proposed scheme is advantageous over the legacy schemes in terms of the burst blocking probability and the link utilization.

Effects of Allii Tuberosi Semen, Ginseng Radix Alba and Morindae Officinalis Radix Extract on Reproductive Capacities in Mice (비자(菲子), 인삼(人蔘) 및 파극(巴戟)의 수컷 생쥐 생식능력에 대한 비교연구)

  • Bae, Woo-Jin;Lee, Jin-Moo;Lee, Chang-Hoon;Cho, Jung- Hoon;Jang, Jun-Bock;Lee, Kyung-Sub
    • The Journal of Korean Obstetrics and Gynecology
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    • v.21 no.1
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    • pp.16-27
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    • 2008
  • Purpose: This study was conducted to investigate effects of Allii tuberosi Semen, Ginseng Radix Alba and Morindae officinalis Radix extract on reproductive capacities in mice. Methods: The 8-week-old ICR rats are used in the study, and we administered the extract solution of Allii tuberosi Semen, Ginseng Radix Alba and Morindae officinalis Radix concentration of 1, 10, 100mg/0.3ml to each rats and water to another rats(control group) once a day for each 30, 60, 90 and 120 days. we evaluated the total sperm count and morphology. Results: For 30 days, the total sperm count and normal sperm most increased in the group administered by 100mg/0.3ml Allii tuberosi Semen. For 60 days, the total sperm count and normal sperm most increased in the group administered by 100mg/0.3ml Morindae officinalis Radix solutions. For 90 days, the total sperm count most increased in the group asministered by 10mg/0.3ml Morindae officinalis Radix and 100mg/0.3ml Allii tuberosi Semen solutions. For 120 days, the total sperm count and normal sperm most increased in the group administered by l0mg/0.3ml Ginseng Radix Alba. Conclusion: This study shows that there were dose and duration effects of Allii tuberosi Semen, Ginseng Radix Alba and Morindae officinalis Radix extract solution on the total sperm count and morphology.

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Correlation of Microvessel Density with Nuclear Pleomorphism, Mitotic Count and Vascular Invasion in Breast and Prostate Cancers at Preclinical and Clinical Levels

  • Muhammadnejad, Samad;Muhammadnejad, Ahad;Haddadi, Mahnaz;Oghabian, Mohammad-Ali;Mohagheghi, Mohammad-Ali;Tirgari, Farrokh;Sadeghi-Fazel, Fariba;Amanpour, Saeid
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.1
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    • pp.63-68
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    • 2013
  • Background: Tumor angiogenesis correlates with recurrence and appears to be a prognostic factor for both breast and prostate cancers. In the present study, we aimed to investigate the correlation of microvessel density (MVD), a measure of angiogenesis, with nuclear pleomorphism, mitotic count, and vascular invasion in breast and prostate cancers at preclinical and clinical levels. Methods: Samples from xenograft tumors of luminal B breast cancer and prostate adenocarcinoma, established by BT-474 and PC-3 cell lines, respectively, and commensurate human paraffin-embedded blocks were obtained. To determine MVD, specimens were immunostained for CD-34. Nuclear pleomorphism, mitotic count, and vascular invasion were determined using hematoxylin and eosin (H&E)-stained slides. Results: MVD showed significant correlations with nuclear pleomorphism (r=0.68, P=0.03) and vascular invasion (r=0.77, P=0.009) in breast cancer. In prostate cancer, MVD was significantly correlated with nuclear pleomorphism (r=0.75, P=0.013) and mitotic count (r=0.75, P=0.012). In the breast cancer xenograft model, a significant correlation was observed between MVD and vascular invasion (r=0.87, P=0.011). In the prostate cancer xenograft model, MVD was significantly correlated with all three parameters (nuclear pleomorphism, r=0.95, P=0.001; mitotic count, r=0.91, P=0.001; and vascular invasion, r=0.79, P=0.017; respectively). Conclusions: Our results demonstrate that MVD is correlated with nuclear pleomorphism, mitotic count, and vascular invasion at both preclinical and clinical levels. This study therefore supports the predictive value of MVD in breast and prostate cancers.