• Title/Summary/Keyword: Portmanteau

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A Portmanteau Test Based on the Discrete Cosine Transform (이산코사인변환을 기반으로 한 포트맨토 검정)

  • Oh, Sung-Un;Cho, Hye-Min;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.323-332
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    • 2007
  • We present a new type of portmanteau test in the frequency domain which is derived from the discrete cosine transform(DCT). For the stationary time series, DCT coefficients are asymptotically independent and their variances are expressed by linear combinations of autocovariances. The covariance matrix of DCT coefficients for white noises is diagonal matrix whose diagonal elements is the variance of time series. A simple way to test the independence of time series is that we divide DCT coefficients into two or three parts and then compare sample variances. We also do this by testing the slope in the linear regression model of which the response variables are absolute values or squares of coefficients. Simulation results show that the proposed tests has much higher powers than Ljung-Box test in most cases of our experiments.

Forecast of health expenditure by transfer function model (전이함수모형을 이용한 국민의료비 예측)

  • 김상아;박웅섭;김용익
    • Health Policy and Management
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    • v.13 no.3
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    • pp.91-103
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    • 2003
  • The purpose of this study was to provide basic reference data for stabilization scheme of health expenditure through forecasting of health expenditure. The authors analyzed the health expenditure from 1985 to 2000 that had been calculated by Korean institute for health and social affair using transfer function model as ARIMA model with input series. They used GDP as the input series for more precise forecasting. The model of error term was identified ARIMA(2,2,0) and Portmanteau statics of residuals was not significant. Forecasting health expenditure as percent of GDP at 2010 was 6.8%, under assumption of 5% GDP increase rate. Moreover that was 7.4%, under assumption of 3% GDP increase rate and that was 6.4%, under assumption of 7% GDP increase rate.

ARMA Modeling for Nonstationary Time Series Data without Differencing

  • Shin, Dong-Wan;Park, You-Sung
    • Journal of the Korean Statistical Society
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    • v.28 no.3
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    • pp.371-387
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    • 1999
  • For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

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Modeling for Memristor and Design of Content Addressable Memory Using Memristor (멤리스터의 모델링과 연상메모리(M_CAM) 회로 설계)

  • Kang, Soon-Ku;Kim, Doo-Hwan;Lee, Sang-Jin;Cho, Kyoung-Rok
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.48 no.7
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    • pp.1-9
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    • 2011
  • Memristor is a portmanteau of "memory resistor". The resistance of memristor is changed depends on the history of electric charge that passed through the device and it is able to memorize the last resistance after turning off the power supply. This paper presents this device that has a high chance to be the next generation of commercial non-volatile memory and its behavior modeling using SPICE simulation. The memristor MOS content addressable memory (M_CAM) is also designed and simulated using the proposed behavioral model. The proposed M_CAM unit cell area and power consumption show an improvement around 40% and 96%, respectively, compare to the conventional SRAM based CAMs. The M_CAM layout is also implemented using 0.13${\mu}m$ mixed-signal CMOS process under 1.2 V supply voltage.

Applications and Effects of EdTech in Medical Education (의학교육에서의 에듀테크(EdTech)의 활용과 효과)

  • Hong, Hyeonmi;Kim, Youngjon
    • Korean Medical Education Review
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    • v.23 no.3
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    • pp.160-167
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    • 2021
  • Rapid developments in technology as part of the Fourth Industrial Revolution have created a demand for educational technology (EdTech) and a gradual transition from traditional teaching and learning to EdTech-assisted learning in medical education. EdTech is a portmanteau (blended word) combining the concepts of education and technology, and it refers to various attempts to solve education-related problems through information and communication technology. The aim of this study was to explore the use of key EdTech applications in medical education programs. A scoping review was conducted by searching three databases (PubMed, CINAHL, and Educational Sources) for articles published from 2000 to June 2021. Twenty-one studies were found that presented relevant descriptions of the effectiveness of EdTech in medical education programs. Studies on the application and effectiveness of EdTech were categorized as follows: (1) artificial intelligence with learner-adaptive evaluation and feedback, (2) augmented/virtual reality for improving learning participation and academic achievement through immersive learning, and (3) social media/social networking services with learner-directed knowledge generation, sharing, and dissemination in medical communities. Although this review reports the effectiveness of EdTech in various medical education programs, the number of studies and the validity of the identified research designs are insufficient to confirm the educational effects of EdTech. Future studies should utilize suitable research designs and examine the instructional objectives achievable by EdTech-based applications to strengthen the evidence base supporting the application of EdTech by medical educators and institutions.

Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.12 s.173
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    • pp.997-1012
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    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

A review on the method of coined words by Korean and Chinese characters (한·중 인물지칭 신어 조어방식에 관한 고찰 - 2017년과 2018년을 중심으로 -)

  • Wang, Yan
    • Journal of Convergence for Information Technology
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    • v.12 no.3
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    • pp.178-185
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    • 2022
  • This study compared and analyzed the characteristics of new words by classifying 197 newly coined Korean and Chinese characters in 2017 and 2018 into single, compound, derivative, abbreviated, and hybrid words according to the coined method. In the case of a single language, Korean is all words borrowed from Chinese and English. However, no monolingual language appeared in Chinese. In the case of compound words, the format of the Chinese synthesis method was much more diverse and the generative power was stronger than that of Korea. In the case of derivatives, there are not many prefixes in both countries, and Korean suffixes have the strongest productivity of Chinese suffixes and weak productivity of foreign and native suffixes. Korean foreign language suffixes were characterized by relatively more appearance than Chinese. In the case of abbreviations, it can be seen that the productivity of dark syllables is stronger for Korean abbreviations, and the productivity of empty syllables is stronger for Chinese abbreviations. In the case of mixed languages, the hybrid form of Korean was much more diverse than that of Chinese. Through this study, it will be possible to help Chinese Korean learners understand the process of forming a new language, and to develop their ability to guess the meaning of Korean words while learning a new language.