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박동권;김형문
- The Korean Journal of Applied Statistics
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- v.10 no.1
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- pp.163-175
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- 1997
Randomization of the run order within a block is a technique commonly employed by the experimenters of block designs to avoid biases in the estimates of the effects of interest. In practice, however the experimental responses are sometimes affected by the spatial or temporal position of the experimental units within a block. In such cases, it is preferable to use a systematic ordering of the treatments. It is often possible to find an ordering which will allow the estimation of treatment effects independently of any trend is known as a trend-free block designs. In many idustrial and agricultural experiments, treatments are applied to experimental units sequentially in time or space. This paper begins with a review of concepts and properties of trend-free designs. We, then devise algorithms to generate linear trend-free designs. We extend and modify the existing algorithm which is given by Bradley and Odeh(1988). Also, the algorithm which generate all possible linear trend-free designs in provided.
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Lee In-Sung;Lhee Sang-Yung;Kim Tae-Hui
- Journal of the Korea Fashion and Costume Design Association
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- v.8 no.1
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- pp.25-36
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- 2006
This paper investigates recent trend and characteristic of sports casual ware. By literature review and case study, it compares active sports casual ware with sports ware and analyzes how the latter has been applied to the former. Further, it attempts to assess future design trend of sports casual ware The result of the analysis of 2004 F/W season's trend is the following. Most brands emphasize classic factors and, at the same time, adopts recent trends. They effectively use splendid colors to expose brand identity, and take advantage of sports games as a marketing tool of special lines. In addition, designs emphasizing women's sexy and healthy style are popular in sports casual ware. Recent trend is characterized by cross-over or hybrid. Active sports ware is expanded to a mixture with casual ware or casual ware featured sportive details and images.
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Okyoung Na
- The Korean Journal of Applied Statistics
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- v.36 no.6
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- pp.573-589
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- 2023
In a piecewise linear trend model, the change points coincide with the mean change points of the first differenced time series. Therefore, by detecting the mean change points of the first differenced time series, one can estimate the change points of the piecewise linear trend model. In this paper, based on this fact, a method is proposed for detecting change points of the piecewise linear trend model using the simple moving average of the first differenced time series rather than estimates of the slope or residuals. Our Monte Carlo simulation experiments show that the proposed method performs well in estimating the number of change points not only when the error terms in the piecewise linear trend model are independent but also when they are serially correlated.
https://doi.org/10.5351/KJAS.2023.36.6.573 인용 PDF

Kim, Yun-Yeong
- KDI Journal of Economic Policy
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- v.35 no.2
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- pp.107-131
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- 2013
In this paper, we test and estimate the stochastic non-fundamental trend in Korean stock market. For this, following Kim (2011), we exploit that the long-run equilibrium stock price may be decomposed into fundamental and stochastic non-fundamental trends (i.e., the sum of dividend innovations and a part that are orthogonal with the dividend innovations) by using the Beveridge-Nelson decomposition and projections. In this VAR construction, there is an error correction mechanism through which stock prices converge to their long-run equilibrium, which also contain the stated stochastic non-fundamental trend as well as fundamental trend. The estimation and test results using yearly data from the Korea (1976-2012) indicated that fluctuations in stock prices during that period can be explained mainly not by the stochastic non-fundamental trend but by the dividend trend. However, during some periods like after Seoul Olympic Games, we may observe the non-fundamental trend affected to the stock price variation.
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