• Title/Summary/Keyword: Multiple Measures

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Multiple-threshold asymmetric volatility models for financial time series (비대칭 금융 시계열을 위한 다중 임계점 변동성 모형)

  • Lee, Hyo Ryoung;Hwang, Sun Young
    • The Korean Journal of Applied Statistics
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    • v.35 no.3
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    • pp.347-356
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    • 2022
  • This article is concerned with asymmetric volatility models for financial time series. A generalization of standard single-threshold volatility model is discussed via multiple-threshold in which we specialize to twothreshold case for ease of presentation. An empirical illustration is made by analyzing S&P500 data from NYSE (New York Stock Exchange). For comparison measures between competing models, parametric bootstrap method is used to generate forecast distributions from which summary statistics of CP (Coverage Probability) and PE (Prediction Error) are obtained. It is demonstrated that our suggestion is useful in the field of asymmetric volatility analysis.

Modeling of Virtual Switch in Cloud System (클라우드 시스템의 가상 스위치 모델링)

  • Ro, Cheul-Woo
    • Journal of Digital Convergence
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    • v.11 no.12
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    • pp.479-485
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    • 2013
  • Virtualization is a promising approach to consolidating multiple online services onto a smaller number of computing resources. A virtualized server environment allows computing resources to be shared among multiple performance isolated platforms called virtual machines. Through server virtualization software, applications servers are encapsulated into VMs, and deployed with APIs on top generalized pools of CPU and memory resources. Networking and security have been moved to a software abstraction layer that transformed computing, network virtualization. And it paves the way for enterprise to rapidly deploy networking and security for any application by creating the virtual network. Stochastic reward net (SRN) is an extension of stochastic Petri nets which provides compact modeling facilities for system analysis. In this paper, we develop SRN model of network virtualization based on virtual switch. Measures of interest such as switching delay and throughput are considered. These measures are expressed in terms of the expected values of reward rate functions for SRNs. Numerical results are obtained according to the virtual switch capacity and number of active VMs.

Measuring the Dynamic Efficiency of Government Research Institutes in R&D and Commercialization by DEA Window Analysis (DEA 윈도우 분석을 이용한 정부출연연구기관의 연구개발 사업화 동태적 효율성 분석)

  • Lee, Seonghee;Kim, Taesoo;Lee, Hakyeon
    • Korean Management Science Review
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    • v.32 no.4
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    • pp.193-207
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    • 2015
  • Government-funded research institutes (GRIs) have played a pivotal role in national R&D in Korea. To achieve desired goals of GRIs with the limited R&D budget, their performance along with time needs to be measured and compared so that appropriate R&D policies can be formulated and implemented. This study measures the dynamic performance of GRIs from the efficiency perspective using the window model of data envelopment analysis (DEA). DEA is a non-parametric approach to measuring the relative efficiency of decision-making units (DMUs) with multiple inputs and outputs, and the DEA window model can capture the dynamic changes in efficiency of DMUs during multiple periods. The relative efficiency of GRIs is measured from the two perspectives: R&D and R&BD. Patents, papers, technology transfers are selected as outputs for R&D while compensated technology transfers and technology royalty are employed as outputs for R&BD. This study measures and compares the two types of performance of 20 Korean GRIs under the control of National Research Council of Science and Technology during the period of six years from 2008 to 2013. The results are expected to provide fruitful implications for national R&D policy making.

GIS-Based Spatial Statistical Analysis of Risk Areas for Liver Flukes in Surin Province of Thailand

  • Rujirakul, Ratana;Ueng-arporn, Naporn;Kaewpitoon, Soraya;Loyd, Ryan J;Kaewthani, Sarochinee;Kaewpitoon, Natthawut
    • Asian Pacific Journal of Cancer Prevention
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    • v.16 no.6
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    • pp.2323-2326
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    • 2015
  • It is urgently necessary to be aware of the distribution and risk areas of liver fluke, Opisthorchis viverrini, for proper allocation of prevention and control measures. This study aimed to investigate the human behavior, and environmental factors influencing the distribution in Surin Province of Thailand, and to build a model using stepwise multiple regression analysis with a geographic information system (GIS) on environment and climate data. The relationship between the human behavior, attitudes (<50%; $X_{111}$), environmental factors like population density ($148-169pop/km^2$; $X_{73}$), and land use as wetland ($X_{64}$), were correlated with the liver fluke disease distribution at 0.000, 0.034, and 0.006 levels, respectively. Multiple regression analysis, by equations OV= -0.599 + 0.005(population density ($148-169pop/km^2$); $X_{73}$) + 0.040 (human attitude (<50%); $X_{111}$) +0.022 (land used (wetland; X64), was used to predict the distribution of liver fluke. OV is the patients of liver fluke infection, R Square= 0.878, and, Adjust R Square= 0.849. By GIS analysis, we found Si Narong, Sangkha, Phanom Dong Rak, Mueang Surin, Non Narai, Samrong Thap, Chumphon Buri, and Rattanaburi to have the highest distributions in Surin province. In conclusion, the combination of GIS and statistical analysis can help simulate the spatial distribution and risk areas of liver fluke, and thus may be an important tool for future planning of prevention and control measures.

five year experience of thoracic civilian injuries -481 cases- (최근 5년간의 흉부손상 경험 -481 예-)

  • Son, Gwang-Hyeon;Gu, Bon-Il;Kim, Tae-Yeong
    • Journal of Chest Surgery
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    • v.19 no.3
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    • pp.421-428
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    • 1986
  • From January 1981 through December 1985, 481 thoracic civilian injuries were reviewed in the Department of Thoracic Surgery, Paik Hospital in Seoul. Sixty two percent of the injuries were caused by traffic accident, 18% fall down, 15% blunt trauma, 2% crushing injury, 2% stab wound, and 0.4% gunshot wound. Peak incidence of the trauma victim was fourth and fifth decades revealing 22% and 27% respectively. Sex ratio was 3.5:1 with male predominance. Elapsed time before admission was less than one hour in 36% and one to six hour in 30%. The types of the injuries were as follows: Non-penetrating injuries were the most part of the wounded, 97.6%. Rib fracture was the most common lesion occupying 292 patient out of 481 [61%]. Of these 292 patients, 72% was multiple rib fracture. The incidence of hemothorax or hemopneumothorax was 19% [102 patients] [Table 4]. Most common associated condition was head injuries, 98 patients [14%]. Thoracoabdominal injuries were seen in 31 patients [0.6%]. Tube thoracostomy was the definitive measures in the 20% of the wounded. Open thoractomy was performed in 5%. Additional procedures for the associated condition were done in the 16% of the cases, for example, reduction of long bone fracture and trephination for the head injury. Among 481 wounded, fatal complication occurred in 13 patients [2.7%]. This paper has also compared two series of patients according to period; one from 1970 to 1980 and the present series [Table 8]. Conclusively, the fatal complications or trauma death may be reduced by the effort 1] rapid transport of the victim, 2] initial correction or resuscitative measures of the circulatory and ventilatory deficit 3] early decision of definitive thoracostomy or thoracotomy and 4] proper prioritizing for the care of the multiple critically injured patient.

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Comparison of Multiple Chronic Obstructive Pulmonary Disease (COPD) Indices in Chinese COPD Patients

  • Zhang, Jinsong;Miller, Anastasia;Li, Yongxia;Lan, Qinqin;Zhang, Ning;Chai, Yanling;Hai, Bing
    • Tuberculosis and Respiratory Diseases
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    • v.81 no.2
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    • pp.116-122
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    • 2018
  • Background: Chronic obstructive pulmonary disease (COPD) is a serious chronic condition with a global impact. Symptoms of COPD include progressive dyspnea, breathlessness, cough, and sputum production, which have a considerable impact on the lives of patients. In addition to the human cost of living with COPD and the resulting death, COPD entails a huge economic burden on the Chinese population, with patients spending up to one-third of the average family income on COPD management in some regions is clinically beneficial to adopt preventable measures via prudent COPD care utilization, monetary costs, and hospitalizations. Methods: Toward this end, this study compared the relative effectiveness of six indices in predicting patient healthcare utilization, cost of care, and patient health outcome. The six assessment systems evaluated included the three multidimensional Body mass index, Obstruction, Dyspnea, Exercise capacity index, Dyspnea, Obstruction, Smoking, Exacerbation (DOSE) index, and COPD Assessment Test index, or the unidimensional measures that best predict the future of patient healthcare utilization, cost of care, and patient health outcome among Chinese COPD patients. Results: Multiple linear regression models were created for each healthcare utilization, cost, and outcome including a single COPD index and the same group of demographic variables for each of the outcomes. Conclusion: We conclude that the DOSE index facilitates the prediction of patient healthcare utilization, disease expenditure, and negative clinical outcomes. Our study indicates that the DOSE index has a potential role beyond clinical predictions.

Physical Activity and Quality of Life

  • Gill, Diane L.;Hammond, Cara C.;Reifsteck, Erin J.;Jehu, Christine M.;Williams, Rennae A.;Adams, Melanie M.;Lange, Elizabeth H.;Becofsky, Katie;Rodriguez, Enid;Shang, Ya-Ting
    • Journal of Preventive Medicine and Public Health
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    • v.46 no.sup1
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    • pp.28-34
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    • 2013
  • Physical activity (PA) professionals and participants recognize enhanced quality of life (QoL) as a benefit of and motivator for PA. However, QoL measures are often problematic and rarely consider the participants' perspective. This paper focuses on recent findings from a larger project on the role of QoL in PA and health promotion. More specifically, we focus on the views of participants and potential participants to better understand the relationship of PA and QoL. In earlier stages of the project we began with a conceptual model of QoL and developed a survey. We now focus on participants' views and ask two questions: 1) what is QoL? and 2) how does PA relate to QoL? We first asked those questions of a large sample of university students and community participants as open-ended survey items, and then asked focus groups of community participants. Overall, participants' responses reflected the multidimensional, integrative QoL model, but the responses and patterns provided information that may not be picked up with typical survey measures. Findings suggest that PA contributes to multiple aspects of QoL, that social and emotional benefits are primary motivators and outcomes for participants, and that the meaning of QoL and PA benefits is subjective and contextualized, varying across individuals and settings. Programs that directly target and highlight the multiple dimensions and integrative QoL, while considering the individual participants and contexts, may enhance both PA motivation and participants' health and QoL.

Development of multi-dimensional body image scale for malaysian female adolescents

  • Chin, Yit Siew;Taib, Mohd Nasir Mohd;Shariff, Zalilah Mohd;Khor, Geok Lin
    • Nutrition Research and Practice
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    • v.2 no.2
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    • pp.85-92
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    • 2008
  • The present study was conducted to develop a Multi-dimensional Body Image Scale for Malaysian female adolescents. Data were collected among 328 female adolescents from a secondary school in Kuantan district, state of Pahang, Malaysia by using a self-administered questionnaire and anthropometric measurements. The self-administered questionnaire comprised multiple measures of body image, Eating Attitude Test (EAT-26; Gamer & Garfinkel, 1979) and Rosenberg Self-esteem Inventory (Rosenberg, 1965). The 152 items from selected multiple measures of body image were examined through factor analysis and for internal consistency. Correlations between Multi-dimensional Body Image Scale and body mass index (BMI), risk of eating disorders and self-esteem were assessed for construct validity. A seven factor model of a 62-item Multi-dimensional Body Image Scale for Malaysian female adolescents with construct validity and good internal consistency was developed. The scale encompasses 1) preoccupation with thinness and dieting behavior, 2) appearance and body satisfaction, 3) body importance, 4) muscle increasing behavior, 5) extreme dieting behavior, 6) appearance importance, and 7) perception of size and shape dimensions. Besides, a multidimensional body image composite score was proposed to screen negative body image risk in female adolescents. The result found body image was correlated with BMI, risk of eating disorders and self-esteem in female adolescents. In short, the present study supports a multi-dimensional concept for body image and provides a new insight into its multi-dimensionality in Malaysian female adolescents with preliminary validity and reliability of the scale. The Multi-dimensional Body Image Scale can be used to identify female adolescents who are potentially at risk of developing body image disturbance through future intervention programs.

Influence of Runaway Experience on Sexual Victimization in Adolescents (청소년의 가출 경험 여부가 성 피해 경험에 미치는 영향)

  • Park, Hyunju
    • Journal of the Korean Society of School Health
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    • v.32 no.2
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    • pp.96-104
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    • 2019
  • Purpose: The purpose of this study was to examine the influence of runaway experience on sexual victimization in adolescents. Methods: The data of the Korean Survey on the Rights of Youth and Children (2016) were used. A total of 7,114 middle and high school students were included in the analysis. Descriptive statistics, a $x^2$ test, and multiple logistic regression analysis were conducted using SAS 9.3. Results: About 3.8% of the total students had run away from home before and 4.1% of the students experienced sexual victimization. The results from the multiple logistic regression analysis revealed that adolescents who had run away from home before showed a higher risk of being sexually victimized (AOR: 1.76, 95% CI: 1.13~2.72). Lower economic status (AOR: 1.42, 95% CI: 1.03~1.97), suicidal ideation (AOR: 1.80, 95% CI: 1.37~2.38), depressive feelings (AOR: 1.36, 95% CI: 1.04~1.78), victims of violence by teachers (AOR: 1.56, 95% CI: 1.20~2.03), victims of off-line school bullying (AOR: 5.00, 95% CI: 3.56~7.01), victims of on-line bullying (AOR: 2.61, 95% CI: 1.79~2.80), and victims of both on- and off-line bullying (AOR: 6.62, 95% CI: 4.76~9.22) showed a highest risk of being sexually victimized. Conclusion: Therefore, in order to lower the rate of experiencing sexual victimization in youths, measures should be taken to keep them from running away from home. In addition, if necessary, measures should be taken to prevent secondary mental traumas that may arise from the experience of sexual victimization.

Measurement of Viscoelastic Constants from Multiple Phase MR Elastography Fitting Elastic Wave (탄성파를 적용한 다중 위상 MR Elastography로부터의 점탄성 정수의 측정)

  • Jung, Nam-Chae
    • Journal of the Institute of Convergence Signal Processing
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    • v.13 no.3
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    • pp.119-129
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    • 2012
  • In the medical field, the hardening of tissues is one of important informations used in diagnosis or understanding progress of disease, a quantitative measuring method of hardening is important for objective diagnosis. It has been proposed MRE(Magnetic Resonance Elastography) method that measures an index of hardening, viscoelastic properties in a noninvasive. Because the S/N ratio of MRE images go down when measuring viscoelastic properties from local wavelength and local damping factor of a propagating wave in MRE method, methods using multiple phase MRE images have been examined to decrease the effect of noise. We propose a method measuring viscoelastic properties after Fitting a function for multiple phase MRE images in this research. This proposed method has a advantage to set up arbitrarily the variation rate of a space direction of viscoelastic properties or the spatial resolution of measuring values according to changing of the noise included in images, though it applies viscoelastic wave for multiple phase MRE images. We confirmed the effectiveness of a proposed method by experiment using simulation images and experiment using silicone-gel phantom.