• Title/Summary/Keyword: Quantile regression

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Synoptic Characteristics of Cold Days over South Korea and Their Relationship with Large-Scale Climate Variability (한반도 혹한 발생시 종관장 특성과 대규모 기후 변동성 간의 연관성)

  • Yoo, Yeong-Eun;Son, Seok-Woo;Kim, Hyeong-Seog;Jeong, Jee-Hoon
    • Atmosphere
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    • v.25 no.3
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    • pp.435-447
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    • 2015
  • This study explores the synoptic characteristics of cold days over South Korea and their relationship with large-scale climate variability. The cold day, which is different from cold surge, is defined when daily-mean surface air temperature, averaged over 11 KMA stations, is colder than 1-percentile temperature in each year by considering its long-term trend over 1960~2012. Such event is detected by quantile regression and the related synoptic patterns are identified in reanalysis data. Composite geopotential height anomalies at 500 hPa show that cold days are often preceded by positive anomalies in high latitudes and negative anomalies in midlatitudes on the west of Korea. While the formers are quasi-stationary and quasi-barotropic, and often qualified as blocking highs, the latters are associated with transient cyclones. At cold days, the north-south dipole in geopotential height anomalies becomes west-east dipole in the lower troposphere as high-latitude anticyclone expands equatorward to the Northern China and mid-latitude cyclone moves eastward and rapidly develops over the East Sea. The resulting northerlies cause cold days in Korea. By performing composite analyses of large-scale climate indices, it is further found that the occurrence of these cold days are preferable when the Arctic Oscillation is in its negative phase and/or East Asian monsoon circulation and Siberian high are anomalously strong.

A Research on the Impacts of Technology Rransfer in Government-sponsored Research to the Growth of Technology Licensees (공공 R&D의 기술이전이 기업의 성장에 미치는 효과 연구)

  • Kim, Junhuck
    • Journal of Korea Technology Innovation Society
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    • v.20 no.4
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    • pp.1159-1191
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    • 2017
  • This study considered technology commercialization as a sort of external R&D of the licensee firm. Then, this study analyzed industrial characteristics of technology commercialization and interactions between internal R&D and technology commercialization from the licensee's viewpoint. Data from NTIS (National science and Technology Information Service) and KED (Korea Enterprise Database) were matched. 7,645 technology commercializations from 1,980 firms were extracted. Afterward, OLS and quantile regression were applied to the extracted data. The impact of technology commercialization on firm growth was concentrated to few high-tech and medium high-tech firms. Technology commercialization was effective in the growth in a year while internal R&D was effective in the growth in two years. The firm size was insiginificant variable. In analysis of 4 selected industries (automobile, electronics, semiconductor, chemistry), the impact was skewed among industries. Though the importance of technology commercialization is widely acknowledged, quantitative analyses like this study are uncommon. Therefore, this study can be useful for the tailored industry solutions for technology commercialization.

A comparison analysis on probable precipitation considering extreme rainfall in Seoul (서울시 폭우특성을 고려한 근미래 확률강우량 산정 및 비교평가)

  • Yoon, Sun Kwon;Choi, Hyeon Seok;Lee, Tae Sam;Jeong, Min Su
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.17-17
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    • 2019
  • IPCC (Intergovernmental Panel on Climate Change) 기후변화 전망보고서에 따르면 RCP 4.5 시나리오 기준, 21세기 전 지구 평균기온은 $2.5^{\circ}C$ 상승(한반도 $+3.0^{\circ}C$)하며, 전 지구 평균강수량은 4.1% 증가(한반도 +16.0%)할 것이라 전망하고 있다(기상청, 2012). 최근 기후변화와 기상이변에 따른 도심지 폭우특성이 변화하고 있음을 많은 연구결과에서 말해주고 있으며, 그 발생 빈도와 강도가 점차 증가하고 있는 추세이다. 특히, 서울시의 경우 인구와 재산이 밀집해 있어 폭우 발생에 의한 시민의 인명과 재산 피해 우려가 크다. 따라서 본 연구에서는 서울시를 대상으로 근미래(~2050년) 기후변화 하에서의 재현기간에 따른 확률강우량 변화 특성을 분석하여 비교 평가한 후 설계 강우량 산정에 활용하고자 하였다. 관측자료 기반 강수량의 변동 특성 분석과 Non-stationary GEV방법을 이용한 비정상성 빈도해석을 수행하였으며, 근미래 폭우특성 변화분석을 위하여 CMIP5 (Coupled Model Intercomparison Project 5)에 참여한 GCMs(General Circulation Models)을 활용한 강우빈도해석을 수행하였다. Mann-Kendall Test와 Quantile Regression을 통한 서울지점 여름철 강수량(June to September)과 기준강수량 초과 강수(30, 50, 80, 100mm/hr), 연간 10th 최대 강수량(Annual Top 10th Precipitation) 등을 분석한 결과 최근 증가 경향이 뚜렷하게 나타났으며, 비정상성 빈도해석에 의한 확률강우량 분석의 가능성과 신뢰성을 확인하였다. 또한 19-GCMs을 통하여 모의된 일(Daily) 단위 강수량자료를 비모수통계적 상세화(Nonparametric Temporal Downscaling) 기법을 적용하여 시간(Hourly) 강우로 다운스케일링하였으며, 서울시 미래 확률강우량에 대한 IDF 곡선(Intensity-Duration-Frequency Curve)을 작성하여 비교?분석한 결과 지속시간 1시간 강우에 대하여 재현기간 30년, 100년 조건에서 확률강우량이 약 4%~11% 수준에서 증가하고 있음을 확인하였다. 본 연구의 결과는 도심지 수공구조물의 설계빈도 영향을 진단하고, 근미래 발생가능한 확률강우량 변화에 따른 시간당 목표 강우량설정의 방법론을 제시하였다는데 의의가 있으며, 서울시의 방재성능목표 설정과 침수취약지역 해소를 위한 기후변화에 따른 수공구조물 설계 시 활용이 가능할 것으로 기대된다.

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Factors Influencing Medical Care Utilization according to Decline of Region: Urban Decline Index and Medical Vulnerability Index as Indicators (지역쇠퇴 유형별 의료이용행태 영향요인: 도시쇠퇴 지표와 의료취약지 지표를 활용하여)

  • Jeong, Ji Yun;Jeong, Jae Yeon;Yoon, In Hye;Choi, Hwa Young;Lee, Hae Jong
    • Health Policy and Management
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    • v.32 no.2
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    • pp.205-215
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    • 2022
  • Background: The purpose of this study is to identify the factors infecting the medical care utilization from a new perspective by newly classifying the categories of administrative districts using the urban decline index and medical vulnerability index as indicators. Methods: This study targeted 150,940 people who used medical services using the 2015 cohort database (DB), 2010-2015 urban regeneration analysis index DB, and 2014-2015 public health and medical statistics DB. The decline of the region was classified using the urban decline index typed using k-means clustering and the medical vulnerability index typed using the quantile score calculation. Regression analysis was performed 3 times with medical expenditure, length of stay, and the number of outpatient visits as dependent variables. Results: There were 37 stable region (47.4%), 29 health vulnerable region (37.2%), and 12 decline region (15.4%). The health vulnerable region had lower medical expenditure, fewer outpatient visits, and a higher length of stay than the stable region. The decline region was all higher than the stable region but had no significant effect. Conclusion: The factors that cause the health disparity between regions are not only factors related to individual health behavior but also environmental factors of the local community. Therefore, there is a need for a systematic alternative that properly considers the resources within the community and reflects the characteristics of the population.

Real-time private consumption prediction using big data (빅데이터를 이용한 실시간 민간소비 예측)

  • Seung Jun Shin;Beomseok Seo
    • The Korean Journal of Applied Statistics
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    • v.37 no.1
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    • pp.13-38
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    • 2024
  • As economic uncertainties have increased recently due to COVID-19, there is a growing need to quickly grasp private consumption trends that directly reflect the economic situation of private economic entities. This study proposes a method of estimating private consumption in real-time by comprehensively utilizing big data as well as existing macroeconomic indicators. In particular, it is intended to improve the accuracy of private consumption estimation by comparing and analyzing various machine learning methods that are capable of fitting ultra-high-dimensional big data. As a result of the empirical analysis, it has been demonstrated that when the number of covariates including big data is large, variables can be selected in advance and used for model fit to improve private consumption prediction performance. In addition, as the inclusion of big data greatly improves the predictive performance of private consumption after COVID-19, the benefit of big data that reflects new information in a timely manner has been shown to increase when economic uncertainty is high.

The Impact of COVID-19 Pandemic on the Relationship Structure between Volatility and Trading Volume in the BTC Market: A CRQ approach (COVID-19 팬데믹이 BTC 변동성과 거래량의 관계구조에 미친 영향 분석: CRQ 접근법)

  • Park, Beum-Jo
    • Economic Analysis
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    • v.27 no.1
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    • pp.67-90
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    • 2021
  • This study found an interesting fact that the nonlinear relationship structure between volatility and trading volume changed before and after the COVID-19 pandemic according to empirical analysis using Bitcoin (BTC) market data that sensitively reflects investors' trading behavior. That is, their relationship appeared positive (+) in a stable market state before COVID-19 pandemic, as in theory based on the information flow paradigm. In a state under severe market stress due to COVID-19 pandemic, however, their dependence structure changed and even negative (-). This can be seen as a consequence of increased market stress caused by COVID-19 pandemics from a behavioral economics perspective, resulting in structural changes in the asset market and a significant impact on the nonlinear dependence of volatility and trading volume (in particular, their dependence at extreme quantiles). Hence, it should be recognized that in addition to information flows, psychological phenomena such as behavioral biases or herd behavior, which are closely related to market stress, can be a key in changing their dependence structure. For empirical analysis, this study performs a test of Ross (2015) for detecting a structural change, and proposes a Copula Regression Quantiles (CRQ) approach that can identify their nonlinear relationship structure and the asymmetric dependence in their distribution tails without the assumption of i.i.d. random variable. In addition, it was confirmed that when the relationship between their extreme values was analyzed by linear models, incorrect results could be derived due to model specification errors.

Impacts assessment of Climate changes in North Korea based on RCP climate change scenarios II. Impacts assessment of hydrologic cycle changes in Yalu River (RCP 기후변화시나리오를 이용한 미래 북한지역의 수문순환 변화 영향 평가 II. 압록강유역의 미래 수문순환 변화 영향 평가)

  • Jeung, Se Jin;Kang, Dong Ho;Kim, Byung Sik
    • Journal of Wetlands Research
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    • v.21 no.spc
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    • pp.39-50
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    • 2019
  • This study aims to assess the influence of climate change on the hydrological cycle at a basin level in North Korea. The selected model for this study is MRI-CGCM 3, the one used for the Coupled Model Intercomparison Project Phase 5 (CMIP5). Moreover, this study adopted the Spatial Disaggregation-Quantile Delta Mapping (SDQDM), which is one of the stochastic downscaling techniques, to conduct the bias correction for climate change scenarios. The comparison between the preapplication and postapplication of the SDQDM supported the study's review on the technique's validity. In addition, as this study determined the influence of climate change on the hydrological cycle, it also observed the runoff in North Korea. In predicting such influence, parameters of a runoff model used for the analysis should be optimized. However, North Korea is classified as an ungauged region for its political characteristics, and it was difficult to collect the country's runoff observation data. Hence, the study selected 16 basins with secured high-quality runoff data, and the M-RAT model's optimized parameters were calculated. The study also analyzed the correlation among variables for basin characteristics to consider multicollinearity. Then, based on a phased regression analysis, the study developed an equation to calculate parameters for ungauged basin areas. To verify the equation, the study assumed the Osipcheon River, Namdaecheon Stream, Yongdang Reservoir, and Yonggang Stream as ungauged basin areas and conducted cross-validation. As a result, for all the four basin areas, high efficiency was confirmed with the efficiency coefficients of 0.8 or higher. The study used climate change scenarios and parameters of the estimated runoff model to assess the changes in hydrological cycle processes at a basin level from climate change in the Amnokgang River of North Korea. The results showed that climate change would lead to an increase in precipitation, and the corresponding rise in temperature is predicted to cause elevating evapotranspiration. However, it was found that the storage capacity in the basin decreased. The result of the analysis on flow duration indicated a decrease in flow on the 95th day; an increase in the drought flow during the periods of Future 1 and Future 2; and an increase in both flows for the period of Future 3.

Comparison on Probability Plot Correlation Coefficient Test Considering Skewness of Sample for the GEV Distribution (표본자료의 왜곡도 영향을 고려한 GEV 분포의 확률도시 상관계수 검정방법 비교 검토)

  • Ahn, Hyunjun;Shin, Hongjoon;Kim, Sooyoung;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.47 no.2
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    • pp.161-170
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    • 2014
  • It is important to estimate an appropriate quantile for design of hydraulic structure. For this purpose, it is necessary to find the appropriate probability distribution which can represent the sample data well. Probability plot correlation coefficient test as one of goodness-of-fit test, is recently developed and has been known as a simple and powerful method. In this study, probability plot correlation coefficient test statistics using the plotting position considering the coefficients of skewness for the GEV distribution is derived, and represented by the regression equation. Monte-Carlo method is also performed to compare the rejection power between each method. As the results, the probability plot correlation coefficient test which is derived in this study is better than the others. In particular, when sample size is small and distribution has the shape parameter, rejection power of probability plot correlation coefficient test considering the coefficients of skewness is bigger than the others.

The Effect of Marketing Mix Factors on Sales: Comparison of Superstars and Long Tails in the Film Industry (마케팅믹스 요소가 매출액에 미치는 영향: 영화산업에서 슈퍼스타와 롱테일의 비교)

  • Jung-Won Lee;Choel Park
    • Information Systems Review
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    • v.24 no.2
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    • pp.1-20
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    • 2022
  • Researchers are making contradictory claims through the concept of superstars and long tails about how the development of IT technology affects demand distribution. Unlike previous studies that focused on changes in demand from a macro point of view, this study explored whether the relationship between a company's marketing activities and consumer response differs depending on the product location (i.e., superstar vs. long tail) from a micro point of view. Based on the marketing mix framework, hypotheses were developed based on the relevant literature. In the case of empirical analysis, 2,835 daily data from 63 Korean films were tested using the quantile regression method. As a result of the analysis, it was found that the influence of marketing mix factors on sales varies depending on the location of the product. Specifically, the appeal breadth of the film and the effect of owned media are enhanced in superstar products, and the effect of acquisition media in long-tail products is enhanced and the negative effects of competition are mitigated. Unlike previous studies that focused on macroscopic changes in demand distribution, this study suggested marketing activities suitable for practitioners through microscopic analysis.

Validation and Calibration of Semi-Quantitative Food Frequency Questionnaire - With Participants of the Korean Health and Genome Study - (반정량식품섭취빈도조사지의 타당성 검증 및 보정 - 지역사회 유전체 코호트 참여자를 대상으로 -)

  • Ahn, Youn-Jhin;Lee, Ji-Eun;Cho, Nam-Han;Shin, Chol;Park, Chan;Oh, Berm-Seok;Kimm, Ku-Chan
    • Korean Journal of Community Nutrition
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    • v.9 no.2
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    • pp.173-182
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    • 2004
  • We carried out a validation-calibration study of the food frequency questionnaire (FFQ) that we had previously developed for a community-based cohort of the Korean Genome and Health Study of the Korea National Genome Research Institute. We have collected a total of 254 3-day diet records (DRs) from 400 subjects, 200 each randomly selected from the two study cohorts of Ansung and Ansan. FFQ was administered at the time of cohort recruitment in 2001, and DRs were collected during a two month period from January through February of 2002. The mean age was 52.2 years. Farming for men and housewife for women were the most common occupations. The majority of the subjects had undergone 6∼12 years of education. The general characteristics including demographic and other data were not different from the total cohort subjects. Absolute levels of consumed nutrients including total energy (energy), protein, fat, carbohydrate, calcium, phosphorus, sodium, potassium, iron, retinol, carotene, vitamin A, thiamin, riboflavin, niacin and vitamin C were compared. The average of energy intake was not significantly different between the data collected by the 2 methods. However, consumptions of protein and fat were higher in data of DRs, whereas that of carbohydrate was higher in FFQ data. Significant correlation of each nutrient consumption between the data sets was observed (p < 0.05) except in the case of iron, while the average correlation coefficient between them was 0.22 ranging from 0.33 for energy to 0.11 for iron. The results of cross classification by quantile for exact classification ranged from 25.2% (carotene) to 35.0% (phosphorus), and from 64.6% (vitamin A) to 76.4% (retinol) for adjacent classification. The proportion of completely opposite classification was 8.1% in average. Calibration slope was estimated by regression and calibration parameters ranged from 0.025 for carotene to 0.423 for niacin. We conclude that the FFQ we have developed is an appropriate tool for assessing the nutrient intakes as ranking exposures in epidemiology studies in view that amounts of consumed nutrients obtained by FFQ were similar to those collected by DRs, that correlations between consumed nutrients collected by these methods were significant, and that classification results were relatively fair. The correlation coefficients, however, were lower than expected, which may be mainly due to the survey season. In fact, any short-term dietary survey cannot accurately reflect the overall dietary intakes that change heavily depending on seasons. Further studies including the analysis of chemical indices would be helpful for the studies of causal relationship between the diet and disease.