• Title/Summary/Keyword: Long-term Dependence

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Forecasting realized volatility using data normalization and recurrent neural network

  • Yoonjoo Lee;Dong Wan Shin;Ji Eun Choi
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.105-127
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    • 2024
  • We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

Neurobiological Effects of Methamphetamine Abuse on Neurotransmitters: A Review (흥분제(Psychostimulants)에 대한 신경생물학 측면의 고찰 -Methamphetamine 남용을 중심으로)

  • Lee Tae Kyung;Jon E. Grant;Kim, Suck Won;Oh Dong Yul
    • Journal of The Korean Society of Clinical Toxicology
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    • v.1 no.1
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    • pp.21-26
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    • 2003
  • Methamphetamine (MA) is a major drug of abuse in Korea. Currently preliminary evidence suggests that MA dependence may cause long-term neural damage in human. Repeated exposure to psychostimulants such as methamphetamine results in behavioral sensitization, a paradigm thought to be relevant to drug craving and addiction in human. Sensitization alters neural circuitry involved in normal processes of incentrive, motivation, and reward. However the precise mechanism of this behavioral sensitization has not yet been fully elucidated. Repeated use of high dose MA causes neurotoxicity which is characterized by a long-lasting depletion of striatal dopamine (DA) and tyrosin hydroxylase activity of DA, DA-transporter binding sites in the striatum. The loss of DA transporters correlates with memory problems and lack of motor coordination. DA fuels motivation and pleasure, but it' s also crucial for learning and movement. This selective review provides a summary of studies that assess the neurobiological mechanisms of MA.

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An Analysis of Aerosol-Cloud Relationship Using MODIS and NCEP/NCAR Reanalysis Data around Korea (한반도 주변에서 MODIS와 NCEP/NCAR 재분석 자료를 이용한 에어로졸과 구름의 연관성 분석)

  • Kim, Yoo-Jun;Lee, Jin-Hwa;Kim, Byung-Gon
    • Journal of Korean Society for Atmospheric Environment
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    • v.27 no.2
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    • pp.152-167
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    • 2011
  • MODIS/Terra level 3 and NCEP/NCAR Reanalysis data from 2001 to 2008 have been analyzed to understand long-term aerosol and cloud optical properties, and their relationships around Korea. Interestingly, cloud fraction(CF) has the similar annual variation to aerosol optical depth (${\tau}_a$) without any temporal significant trend. Horizontal distributions of ${\tau}_a$ showed the substantial horizontal gradient from China to Korea, especially with the strong difference over the Yellow Sea, which could represent the evidence of the anthropogenic influence from China in the perspective of long-term average. Specifically the negative correlations between ${\tau}_a$ and liquid-phase cloud effective radius ($r_e$) were shown on the monthly-average basis, only in summer with significant associations over the Yellow Sea, but not in the other seasons and/or specific regions. Relationship between ${\tau}_a$ and CF for the low-level liquid-phase clouds exhibited the overall positive correlation, being consistent with cloud lifetime effect. Meanwhile static stability showed no deterministic relationships with ${\tau}_a$ as well as CF. The dependence of aerosol-cloud relationship on the meteorological conditions should be examined more in detail with the satellite remote sensing and reanalysis data.

Linear and Nonlinear Trends of Extreme Temperatures in Korea (한반도 극한 기온의 선형 및 비선형 변화 경향)

  • Kim, Sang-Wook;Song, Kanghyun;Kim, Seo-Yeon;Son, Seok-Woo;Franzke, C.
    • Atmosphere
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    • v.24 no.3
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    • pp.379-390
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    • 2014
  • This study explores the long-term trends of surface air temperatures in 11 KMA stations over the period of 1960~2012. Both linear and nonlinear trends are examined for the $95^{th}$, $50^{th}$, and $5^{th}$ percentiles of daily maximum ($T_{max}$) and minimum temperatures ($T_{min}$) by using quantile regression method. It is found that in most stations linear trends of $T_{max}$ and $T_{min}$ are generally stronger in winter than in summer, and warming trend of the $5^{th}$ percentile temperature (cold extreme) is stronger than that of the $95^{th}$ percentile temperature (warm extreme) in both seasons. The nonlinear trends, which are evaluated by the second order polynomial fitting, show a strong nonlinearity in winter. Specifically, winter temperatures have increased until 2000s but slightly decreased afterward in all percentiles. This contrasts with the $95^{th}$ and $50^{th}$ percentiles of summer $T_{min}$ that show a decreasing trend until 1980s then an increasing trend. While this result is consistent with a seasonal dependence of the recent global warming hiatus, most of the nonlinear trends are statistically insignificant, making a quantitative attribution of nonlinear temperature trends challenging.

한국과 일본의 장기 저탄소 에너지 시나리오에 대한 메타 리뷰

  • Park, Nyeon-Bae
    • Environmental and Resource Economics Review
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    • v.21 no.3
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    • pp.543-572
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    • 2012
  • This paper compared historical energy use from 2000 between Japan and Korea and reviewed literature of mid-and long-term low carbon energy scenarios and plans in both countries released since 2000. In terms of energy use pattern, there are similarities between Korea and Japan; high dependence on energy imports, high proportion of manufacturing industry among OECD countries, closed electricity system disconnected with foreign countries, and high proportion of nuclear power generation with low proportion of renewable electricity despite of high potential of renewable energy. Differences are as follows; decreasing trend in Japan and increasing trend in Korea in terms of energy demand and supply, difficulty of exchanging electricity between regions in Japan unlike Korea, and prospect of nuclear power, that is, curtailing in Japan while expanding in Korea according to governmental plan. Energy Basic Plan in both countries established before nuclear accident in Fukushima required expanding about two times of nuclear energy by 2030, while civil society's energy scenarios suggested reducing energy demand, phasing-out nuclear power, and expanding renewable energy. This paper will serve as a base for future studies about long-term energy scenarios and plan in Japan and Korea.

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The Effects of Environmental Dynamism on Supply Chain Commitment in the High-tech Industry: The Roles of Flexibility and Dependence (첨단산업의 환경동태성이 공급체인의 결속에 미치는 영향: 유연성과 의존성의 역할)

  • Kim, Sang-Deok;Ji, Seong-Goo
    • Journal of Global Scholars of Marketing Science
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    • v.17 no.2
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    • pp.31-54
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    • 2007
  • The exchange between buyers and sellers in the industrial market is changing from short-term to long-term relationships. Long-term relationships are governed mainly by formal contracts or informal agreements, but many scholars are now asserting that controlling relationship by using formal contracts under environmental dynamism is inappropriate. In this case, partners will depend on each other's flexibility or interdependence. The former, flexibility, provides a general frame of reference, order, and standards against which to guide and assess appropriate behavior in dynamic and ambiguous situations, thus motivating the value-oriented performance goals shared between partners. It is based on social sacrifices, which can potentially minimize any opportunistic behaviors. The later, interdependence, means that each firm possesses a high level of dependence in an dynamic channel relationship. When interdependence is high in magnitude and symmetric, each firm enjoys a high level of power and the bonds between the firms should be reasonably strong. Strong shared power is likely to promote commitment because of the common interests, attention, and support found in such channel relationships. This study deals with environmental dynamism in high-tech industry. Firms in the high-tech industry regard it as a key success factor to successfully cope with environmental changes. However, due to the lack of studies dealing with environmental dynamism and supply chain commitment in the high-tech industry, it is very difficult to find effective strategies to cope with them. This paper presents the results of an empirical study on the relationship between environmental dynamism and supply chain commitment in the high-tech industry. We examined the effects of consumer, competitor, and technological dynamism on supply chain commitment. Additionally, we examined the moderating effects of flexibility and dependence of supply chains. This study was confined to the type of high-tech industry which has the characteristics of rapid technology change and short product lifecycle. Flexibility among the firms of this industry, having the characteristic of hard and fast growth, is more important here than among any other industry. Thus, a variety of environmental dynamism can affect a supply chain relationship. The industries targeted industries were electronic parts, metal product, computer, electric machine, automobile, and medical precision manufacturing industries. Data was collected as follows. During the survey, the researchers managed to obtain the list of parts suppliers of 2 companies, N and L, with an international competitiveness in the mobile phone manufacturing industry; and of the suppliers in a business relationship with S company, a semiconductor manufacturing company. They were asked to respond to the survey via telephone and e-mail. During the two month period of February-April 2006, we were able to collect data from 44 companies. The respondents were restricted to direct dealing authorities and subcontractor company (the supplier) staff with at least three months of dealing experience with a manufacture (an industrial material buyer). The measurement validation procedures included scale reliability; discriminant and convergent validity were used to validate measures. Also, the reliability measurements traditionally employed, such as the Cronbach's alpha, were used. All the reliabilities were greater than.70. A series of exploratory factor analyses was conducted. We conducted confirmatory factor analyses to assess the validity of our measurements. A series of chi-square difference tests were conducted so that the discriminant validity could be ensured. For each pair, we estimated two models-an unconstrained model and a constrained model-and compared the two model fits. All these tests supported discriminant validity. Also, all items loaded significantly on their respective constructs, providing support for convergent validity. We then examined composite reliability and average variance extracted (AVE). The composite reliability of each construct was greater than.70. The AVE of each construct was greater than.50. According to the multiple regression analysis, customer dynamism had a negative effect and competitor dynamism had a positive effect on a supplier's commitment. In addition, flexibility and dependence had significant moderating effects on customer and competitor dynamism. On the other hand, all hypotheses about technological dynamism had no significant effects on commitment. In other words, technological dynamism had no direct effect on supplier's commitment and was not moderated by the flexibility and dependence of the supply chain. This study makes its contribution in the point of view that this is a rare study on environmental dynamism and supply chain commitment in the field of high-tech industry. Especially, this study verified the effects of three sectors of environmental dynamism on supplier's commitment. Also, it empirically tested how the effects were moderated by flexibility and dependence. The results showed that flexibility and interdependence had a role to strengthen supplier's commitment under environmental dynamism in high-tech industry. Thus relationship managers in high-tech industry should make supply chain relationship flexible and interdependent. The limitations of the study are as follows; First, about the research setting, the study was conducted with high-tech industry, in which the direction of the change in the power balance of supply chain dyads is usually determined by manufacturers. So we have a difficulty with generalization. We need to control the power structure between partners in a future study. Secondly, about flexibility, we treated it throughout the paper as positive, but it can also be negative, i.e. violating an agreement or moving, but in the wrong direction, etc. Therefore we need to investigate the multi-dimensionality of flexibility in future research.

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Effects of Smoking on Oral Health : Preliminary Evaluation for a Long-Term Study of a Group with Good Oral Hygiene (흡연이 구강 건강에 미치는 영향 : 구강 위생이 양호한 집단의 장기적 연구를 위한 예비 평가)

  • Lee, Hyun-Suk;Kim, Mee-Eun
    • Journal of Oral Medicine and Pain
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    • v.36 no.4
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    • pp.225-234
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    • 2011
  • Tobacco smoking is a major risk factor of systemic health and also impairs oral health, which is related to development of oral cancers, periodontitis, delayed wound healing, tooth loss, failure of implant, etc. Aside from smoking, many other risk factors can be related to oral health and long-term effects of smoking on salivary flow and taste threshold are still in controversy. Authors considered dental students to be an appropriate group with good oral hygiene for a long-term study to reveal effects of smoking on oral health. This study was performed to compare smoking patterns and current oral health conditions between smokers and nonsmokers in dental students prior to long-term evaluation. 192 volunteers (85.7%) of 224 male dental students in Dankook University were evaluated through questionnaires and clinical examination in 2010. Questionnaires included smoking pattern, alcohol use, nicotine dependence, preventive care, psychological profile and clinical examinations comprised assessment of teeth or periodontal status, nicotine pigmentation, salivary flow, electrical taste thresholds and halitosis. From the study, (current) smokers were older, and drank more frequently with more alcohol intake compared to former smokers and nonsmokers(p<0.05). There was no significant difference among them in salivary flow rate, halitosis and electrical taste threshold. However, there was significant difference in DMFT rate, periodontal treatment need, nicotinic pigmentation between smokers and nonsmokers(p<0.05), irrespective of their levels of preventive care. The smokers in this study, who are young dental students with relatively shorter duration of smoking, less use of cigarettes and low level of nicotine dependence, did not reveal significant impairment of oral health. However, their oral health was found to be relatively impaired compared to nonsmokers', which suggests negative effect of smoking on the oral health and a need of smoking cessation.

Comparison of level of interdepartmental conflict among employees' in the university hospitals and general hospitals (대학병원과 종합병원 직원의 부서간 갈등수준 비교분석)

  • Sohn, Tae-Yong
    • Korea Journal of Hospital Management
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    • v.5 no.1
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    • pp.40-61
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    • 2000
  • The purpose of this study is to promote the efficiency of the management of the controls organization in the university hospitals and general hospitals by evaluating the factors underlying organizational conflict. The subject population included 351 hospital workers randomly selected from two general hospitals of less than 200 beds and two university hospitals over 500 beds in Seoul area. Data were collected through a survey questionnaire. To define related factors for the level of conflict among departments in each hospitals multivariate regression analysis was conducted. Independent factors were characteristics of subjects, conflicting factors between the departments. The results are as follows: 1. Those in high job position group demonstrated significantly higher level of conflict between departments. Those working in the general hospitals, who were older and had long-term tenure at current working hospital had higher level of conflict between the departments. 2. Concerning the involvement of conflicting factors and the level of conflict in the employees' there was statistically significant positive correlation between reliability and job-related and intradepartmental level of conflict in university hospitals. There was a significant positive correlation between interdepartmental conflicting factors of mutual dependence, difference in goal/orientation and interdepartmental level of conflict. 3. In the university hospitals, among the interdepartmental factors, mutual dependence and difference in goal/orientation had statistically significant influence and showed a positive relationship with interdepartmental level of conflict. In the general hospitals, job position was a significant factor which showed that those in high position such as section chief or above, compared to those in general position had higher level of conflict. Among the interdepartmental characteristics, factors of mutual dependence and goal/orientation had statistically significant influence and showed a positive relationship with interdepartmental level of conflict. In the general hospitals setting efforts to reduce conflict in areas among workers with high position, old age, and long tenure and those in medical care department should be made and prudent management and planning for improved manpower and increased budget or efficient allocation and clear definition of job description are necessary to adequately assess. In the university hospitals setting efforts to reexaminitation of the organizational structure and efficiency conveyance of information and efforts to resolve conflict among young workers with lower level of education is need. This study has its own merit in comparing empirically the conflict among hospital workers in the university hospitals and general hospitals. Future study are needed with respect to the relationship between interdepartmental level of conflict and the effectiveness of the hospital organization for improved resolution of conflict in the organization and hospital management.

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Nicotine dependence and the International Association for the Study of Pain neuropathic pain grade in patients with chronic low back pain and radicular pain: is there an association?

  • Schembri, Emanuel;Massalha, Victoria;Spiteri, Karl;Camilleri, Liberato;Lungaro-Mifsud, Stephen
    • The Korean Journal of Pain
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    • v.33 no.4
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    • pp.359-377
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    • 2020
  • Background: This study investigated whether current smoking and a higher nicotine dependency were associated with chronic low back pain (LBP), lumbar related leg pain (sciatica) and/or radicular neuropathic pain. Methods: A cross-sectional study was conducted on 150 patients (mean age, 60.1 ± 13.1 yr). Demographic data, the International Association for the Study of Pain (IASP) neuropathic pain grade, STarT Back tool, and the Fagerström test were completed. A control group (n = 50) was recruited. Results: There was a significant difference between current smokers and nonsmokers in the chronic LBP group in the mean pain score (P = 0.025), total STarT Back score (P = 0.015), worst pain location (P = 0.020), most distal pain radiation (P = 0.042), and in the IASP neuropathic pain grade (P = 0.026). There was a significant difference in the mean Fagerström score between the four IASP neuropathic pain grades (P = 0.005). Current smoking yielded an odds ratio (OR) of 3.071 (P = 0.011) for developing chronic LBP and sciatica, and an OR of 4.028 (P = 0.002) for obtaining an IASP "definite/probable" neuropathic pain grade, for both cohorts. The likelihood for chronic LBP and sciatica increased by 40.9% (P = 0.007), while the likelihood for an IASP neuropathic grade of "definite/probable" increased by 50.8% (P = 0.002), for both cohorts, for every one unit increase in the Fagerström score. Conclusions: A current smoking status and higher nicotine dependence increase the odds for chronic LBP, sciatica and radicular neuropathic pain.

A Convergent Study of the Physical Related Quality of Life Using SF-8 of Stroke Patient's Caregiver (뇌졸중 환자 보호자의 SF-8을 이용한 신체건강관련 삶의 질 융복합적 연구)

  • Kim, Young-Ran;Kim, Young-il;Kim, Min-jeong
    • Journal of the Korea Convergence Society
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    • v.8 no.12
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    • pp.119-127
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    • 2017
  • This paper convergent examined caregiver burden, depressive symptoms and health related quality of life of 226 caregivers of stroke patients, who had been hospitalized in 7 general hospitals located in Cheongju and Daejeon Metropolitan city. The quality of life was measured using SF-8, which is a short version of HRQoL. According to Multiple regression Analysis, dependence of a patient were important factors in the physical related quality of life. These results suggest that in order to improve the quality of life related to the physical health of the stroke patient's caregiver, the elderly long-term care insurance system and the caregiver system and the ward of the Ministry of Health and Welfare are expanded ward without a caregiver. There is a need to raise expectations for recovery through education and family support groups.