• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.49-62
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• 2022

Realized volatility is well known to have long memory, strong association with other global financial markets and interdependences among macroeconomic indices such as exchange rate, oil price and interest rates. This paper proposes autoencoder factor-augmented heterogeneous autoregressive (AE-FAHAR) model for realized volatility forecasting. AE-FAHAR incorporates long memory using HAR structure, and exogenous variables into few factors summarized by autoencoder. Autoencoder requires intensive calculation due to its nonlinear structure, however, it is more suitable to summarize complex, possibly nonstationary high-dimensional time series. Our AE-FAHAR model is shown to have smaller out-of-sample forecasting error in empirical analysis. We also discuss pre-training, ensemble in autoencoder to reduce computational cost and estimation errors.

• Journal of Korea Port Economic Association
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• v.38 no.2
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• pp.153-164
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• 2022

In this study, we estimate the quantile-regression framework of the shipping industry for the Capesize used ship, which is a typical raw material transportation from January 2000 to December 2021. This research aims two main contributions. First, we analyze the relationship between the Capesize used ship, which is a typical type in the raw material transportation market, and the freight market, for which mixed empirical analysis results are presented. Second, we present an empirical analysis model that considers the structural transformation proposed in the Hyunsok Kim and Myung-hee Chang(2020a) study in quantile-regression. In structural change investigations, the empirical results confirm that the quantile model is able to overcome the problems caused by non-stationarity in time series analysis. Then, the long-run relationship of the co-integration framework divided into long and short-run effects of exogenous variables, and this is extended to a prediction model subdivided by quantile. The results are the basis for extending the analysis based on the shipping theory to artificial intelligence and machine learning approaches.

• Journal of the Korea Convergence Society
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• v.13 no.1
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• pp.283-295
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• 2022

This study attempts to explore factors that influence the perception of importance of information security. Three possible exogenous variables including perceived certainty of punishment, perceived response cost, and acquiescense are suggested that are based on the protectiom motivation theory. As a result, we found followings. First, The perceived punishment certainty has a significant effect on the perceived importance of information security. Also, it influences a negative effect on acquiescence. Second, the response cost has a negative effect on the perceived importance of information security. In addition, the response cost positively effects on acquiescence. Finally, acquiescence negatively influences on the perceived importance of information security. The results show that, in order to increase the perceived importance of information security among employees, it is necessary to make them aware that a security violation can result in certain punishment. At the same time, organizations should also attempt to remove major obstacles accompanying security behaviors of employees. Finally, organizations encourage open communication relating to information security among employees.

• Journal of Convergence for Information Technology
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• v.12 no.2
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• pp.163-173
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• 2022

The purpose of this study is to explore risk factors affecting the oral health quality of life of non-medical hospital workers. As for the research method, a survey was conducted on 608 workers at hospitals in the metropolitan area from April 20 to July 30, 2021. As research tools, questions related to work loss, oral health status, and oral health quality of life were investigated. For the analysis methods, independent sample t-test, one-way ANOVA test, and hierarchical regression analysis were performed. As a result of controlling exogenous variables, gender(β=0.108), systemic disease(β=0.136), oral health level(β=0.201), and oral health status(β=0.463) were found to have an effect on the quality of life. Initiating regular oral health education for non-medical hospital workers will be of great help to promote oral health and work.

• Journal of the Korean BIBLIA Society for library and Information Science
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• v.17 no.1
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• pp.265-283
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• 2006

This study attempts to analyze factors that influence the level of career indecision for prospective librarians. To this end, an empirical study was conducted on the students from the department of Library & Information Science at universities located in Seoul, Kyunggi and Choong Chung Areas. Exogenous variables included personal, organizational and institutional characteristics. The result of analysis using the Structural Equation Model reveals that personal characteristics of students affect the level of career indecision whereas organizational and institutional characteristics do not have any statistical significance in career indecision. This suggests that, in order to raise the career decision level of prospective librarians. there is a need to develop programs to enhance occupational ego-identity and self-efficacy and to provide organizational and institutional supports, including better curriculum, improved practical ability and qualifications as librarians. This study also discusses its limits and areas for future research.

• Journal of Korean Society of Transportation
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• v.26 no.2
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• pp.17-24
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• 2008

Traffic accident forecasting model has been developed steadily to understand factors affecting traffic accidents and to reduce them. In Korea, the length of highways is over 3,000km, and it is within the top ten in the world. However, the number of accidents-per-one kilometer highway is higher than any other countries. The rapid increase of travel demand and transportation infrastructures since 1980's may influence on the high rates of traffic accident. Accident severity is one of the important indices as well as the rate of accident and factors such as road geometric conditions, driver characteristics and type of vehicles may be related to traffic accident severity. However, since all these factors are interacted complicatedly, the interactions are not easily identified. A structural equations model is adopted to capture the complex relationships among variables. In the model estimation, we use 2,880 accident data on highways in Korea. The SEM with several factors mentioned above as endogenous and exogenous variables shows that they have complex and strong relationships.

• Journal of Korean Society of Transportation
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• v.32 no.6
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• pp.589-599
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• 2014

This paper analyzes the forecasting errors of traffic volumes by comparing forecasted volumes for the opening year with the observed ones in the years after the urban railway construction in the metropolitan areas. The result shows that the average inaccuracy of traffic volumes for each station was estimated at around 7.27. Based on the confirmed factors of demand estimation errors, this study seeks for an alternative method to reduce estimation errors in feasibility studies. It is noted that there is a tendency that the inaccuracy varies by regions and the longer construction period or the shorter station spacing is, the overestimation increases. If urban railway projects are proceeded as planed, therefore, the level of the inaccuracy for traffic volume forecast will be decreased. In addition, thanks to the theoretical progress, recent estimation results show higher accuracy than before. In that sense, when we introduce the new railway line, it is necessary to make an accurate and realistic demand forecast based on actual outcomes and tendency of the previous estimation. The limitation of our study is that we only cover the errors of the initial period, the opening year and deal with the exogenous variables. Further research including other variables which might be considered to cause overestimation or errors would be needed for increasing the estimation accuracy of traffic volumes.

• Journal of Korea Water Resources Association
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• v.48 no.12
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• pp.981-993
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• 2015

The analysis of hydrologic time series data is crucial for the effective management of water resources. Therefore, it has been widely used for the long-term forecasting of hydrologic variables. In tradition, time series analysis has been used to predict a time series without considering exogenous variables. However, many studies using decomposition have been widely carried out with the assumption that one data series could be mixed with several frequent factors. In this study, the empirical mode decomposition method was performed for decomposing a hydrologic time series data into several components, and each component was applied to the time series models, autoregressive moving average (ARMA). After constructing the time series models, the forecasting values are added to compare the results with traditional time series model. Finally, the forecasted estimates from ARMA model with empirical mode decomposition method showed better performance than sole traditional ARMA model indicated from comparing the root mean square errors of the two methods.

• Korean Journal of Social Welfare
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• v.35
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• pp.51-83
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• 1998

This study is designed to find out the determinants of housewives' caregiving behavior to their elderly parents-in-law. For this purpose, a tentative path model, constructed with major socio-demographic variables in the caregiver's family as exogenous variables, is proposed to account for caregiver's behavior to elderly parents-in-law. The model is estimated with data collected from a probability sample of housewives in Kwangju, Korea. Estimation of the model, separately for caregiver's fathers-in-law and mothers-in-law, in terms of maximum likelihood(ML) procedures in LISREL8 reveals that housewives' educational attainment, father-in-law's age, father-in-law's health status, and family size have statistically significant causal. effects on care giving behavior to fathers-in-law, and that housewives' educational attainment, mother-in-law's age, family size, and caregiving attitude have significant causal effects on caregiving behavior to mothers-in-law. Comparison of the two estimated models indicates caregiver's educational attainment, caretaker's age, and family size are prominent determinants of caregiving behavior that can be commonly generalized to the two models. Except for these common determinants, however, a nonnegligible amount of differences is identified between the two models. The findings are discussed and interpreted with suggesting some salient theoretical and policy implications.

• The Journal of the Korea Contents Association
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• v.16 no.12
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• pp.192-202
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• 2016

The aim of this study was to examine whether health promoting behavior was dependent on perceived health status and health attitude in adults, and whether health concern mediated the relationships among these variables. Structural equation modeling was applied to test a model in which perceived health status and health attitude were considered as exogenous variables while health concern as a mediating variable. The participants were 292 adults aged from 20 to 59 and completed the self-report measures. The results of the structural equation model showed that perceived health status and health attitude were positively associated with health concern and health promoting behavior. Health concern mediated the relationships between perceived health status and health promoting behavior, and also health attitude and health promoting behavior. The findings suggest that enhancing health attitude may play important roles to promote health promoting behavior in adults, and the development of various health education for adults in schools, work place, and health and medical organization might promote positive health attitude and health concern. Health education program in connection with preventive health examination also might contribute to activate health promoting behavior.