• Title/Summary/Keyword: Regressive Analysis

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A Study on the Traffic Volume Correction and Prediction Using SARIMA Algorithm (SARIMA 알고리즘을 이용한 교통량 보정 및 예측)

  • Han, Dae-cheol;Lee, Dong Woo;Jung, Do-young
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.20 no.6
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    • pp.1-13
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    • 2021
  • In this study, a time series analysis technique was applied to calibrate and predict traffic data for various purposes, such as planning, design, maintenance, and research. Existing algorithms have limitations in application to data such as traffic data because they show strong periodicity and seasonality or irregular data. To overcome and supplement these limitations, we applied the SARIMA model, an analytical technique that combines the autocorrelation model, the Seasonal Auto Regressive(SAR), and the seasonal Moving Average(SMA). According to the analysis, traffic volume prediction using the SARIMA(4,1,3)(4,0,3) 12 model, which is the optimal parameter combination, showed excellent performance of 85% on average. In addition to traffic data, this study is considered to be of great value in that it can contribute significantly to traffic correction and forecast improvement in the event of missing traffic data, and is also applicable to a variety of time series data recently collected.

DEVELOPMENT OF A SOUND QUALITY INDEX FOR THE EVALUATION OF BOOMING NOISE OF A PASSENGER CAR BASED ON REGRESSIVE CORRELATION

  • LEE J. K.;PARK Y. W.;CHAI J. B.;JANG H. K.
    • International Journal of Automotive Technology
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    • v.6 no.4
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    • pp.367-374
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    • 2005
  • This paper proposes a sound quality index to evaluate the vehicle interior noise. The index was developed using a correlation analysis of an objective measurement and a subjective evaluation data. First, the objective set of measurements was obtained at two specified driving conditions. One is from a wide-open test condition and the other is from a constant-speed test condition. At the same time, subjective evaluation was carried out using a score of ten scale where 17 test engineers participated in the experiment. The correlation analysis between the psycho-acoustic parameters derived from the objective measurement and the subjective evaluation was performed. The most critical factors at both test conditions were determined, and the corresponding equations for the sound quality were obtained from the multiple factor regression method. Finally, a comparative work between previous index and present index was performed to validate the effectiveness of the proposed index.

Evaluation of the Ambient Temperature Effect for the Autonomic Nervous Activity of the Young Adult through the Frequency Analysis of the Heart Rate Variability (심박변이율 주파수 분석을 통한 실내온도에 따른 건강한 성인의 자율신경계 활동 평가)

  • Shin, Hangsik
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.8
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    • pp.1240-1245
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    • 2015
  • The purpose of this paper is to investigate the autonomic nervous system activity in various ambient temperatures. To evaluate autonomic function, we use the frequency domain analysis of heart rate variability such as FFT(fast fourier transformation), AR(Auto-Regressive) model and Lomb-Scargle peridogram. HRV(heart rate variability) is calculated by using ECG recorded from 3 different temperature room which temperature is controlled in 18℃(low), 25℃(mid) and 38℃(high), respectively. Totally 22 subjects were participated in the experiment. In the results, the most significant autonomic changes caused by temperature load were found in the HF(high frequency) component of FFT and AR model. And the HF power is decreased by increasing temperature. Significance level was increased by increasing the difference of temperatures.

Android Malware Detection Using Auto-Regressive Moving-Average Model (자기회귀 이동평균 모델을 이용한 안드로이드 악성코드 탐지 기법)

  • Kim, Hwan-Hee;Choi, Mi-Jung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.8
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    • pp.1551-1559
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    • 2015
  • Recently, the performance of smart devices is almost similar to that of the existing PCs, thus the users of smart devices can perform similar works such as messengers, SNSs(Social Network Services), smart banking, etc. originally performed in PC environment using smart devices. Although the development of smart devices has led to positive impacts, it has caused negative changes such as an increase in security threat aimed at mobile environment. Specifically, the threats of mobile devices, such as leaking private information, generating unfair billing and performing DDoS(Distributed Denial of Service) attacks has continuously increased. Over 80% of the mobile devices use android platform, thus, the number of damage caused by mobile malware in android platform is also increasing. In this paper, we propose android based malware detection mechanism using time-series analysis, which is one of statistical-based detection methods.We use auto-regressive moving-average model which is extracting accurate predictive values based on existing data among time-series model. We also use fast and exact malware detection method by extracting possible malware data through Z-Score. We validate the proposed methods through the experiment results.

An Empirical Analysis of KOSPI Volatility Using GARCH-ARJI Model (GARCH-ARJI 모형을 할용한 KOSPI 수익률의 변동성에 관한 실증분석)

  • Kim, Woo-Hwan
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.71-81
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    • 2011
  • In this paper, we systematically analyzed the variation of KOSPI returns using a GARCH-ARJI(auto regressive jump intensity) model. This model is possibly to capture time varying volatility as well as time varying conditional jump intensity. Thus, we can decompose return volatility into usual variation explained by the GARCH model and unusual variation that resulted from external news or shocks. We found that the jump intensity implied on KOSPI return series clearly shows time varying. We also found that conditional volatility due to jump is generally smaller than that resulted from usual variation. We also analyzed the effect of 9.11 and the 2008 financial crisis on the volatility of KOSPI returns and conclude that there is strong and persistent impact on the KOSPI from the 2008 financial crisis.

The Tax Structure of Welfare States - Recommendations for Universal Welfare States - (복지국가의 조세체계와 함의 - 보편적 복지국가 친화적인 조세구조는 있는 것일까 -)

  • Yoon, Hong-Sik
    • Korean Journal of Social Welfare
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    • v.63 no.4
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    • pp.277-299
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    • 2011
  • The current study analyzed the tax structure in the welfare states. The appropriate tax structure of universal welfare state should be based on expanding all taxes, rather than choosing between direct and indirect, progressive and regressive, or mobile and immobile tax. The revenue for the universal welfare payment should be raised by levying tax on all people provided that the welfare payment is made available to all people. The analysis led to classification of tax structure into the high tax European model and the low tax English and East Asian model. The high tax European model was further classified into the balance tax model and the high social security model. The low tax English and East Asian model was classified into the low social security model and the high property tax model. Based on the results, the study maintained that the universal welfare states need not only to expand welfare resources but to develop tax system that corresponds to the universal welfare system.

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Comparison of CT numbers between cone-beam CT and multi-detector CT (Cone-beam CT와 multi-detector CT영상에서 측정된 CT number에 대한 비교연구)

  • Kim, Dong-Soo;Han, Won-Jeong;Kim, Eun-Kyung
    • Imaging Science in Dentistry
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    • v.40 no.2
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    • pp.63-68
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    • 2010
  • Purpose : To compare the CT numbers on 3 cone-beam CT (CBCT) images with those on multi-detector CT (MDCT) image using CT phantom and to develop linear regressive equations using CT numbers to material density for all the CT scanner each. Materials and Methods : Mini CT phantom comprised of five 1 inch thick cylindrical models with 1.125 inches diameter of materials with different densities (polyethylene, polystyrene, plastic water, nylon and acrylic) was used. It was scanned in 3 CBCTs (i-CAT, Alphard VEGA, Implagraphy SC) and 1 MDCT (Somatom Emotion). The images were saved as DICOM format and CT numbers were measured using OnDemand 3D. CT numbers obtained from CBCTs and MDCT images were compared and linear regression analysis was performed for the density, $\rho$ ($g/cm^3$), as the dependent variable in terms of the CT numbers obtained from CBCTs and MDCT images. Results : CT numbers on i-CAT and Implagraphy CBCT images were smaller than those on Somatom Emotion MDCT image (p<0.05). Linear relationship on a range of materials used for this study were $\rho$=0.001H+1.07 with $R^2$ value of 0.999 for Somatom Emotion, $\rho$=0.002H+1.09 with $R^2$ value of 0.991 for Alphard VEGA, $\rho$=0.001H+1.43 with $R^2$ value of 0.980 for i-CAT and $\rho$=0.001H+1.30 with $R^2$ value of 0.975 for Implagraphy. Conclusion: CT numbers on i-CAT and Implagraphy CBCT images were not same as those on Somatom Emotion MDCT image. The linear regressive equations to determine the density from the CT numbers with very high correlation coefficient were obtained on three CBCT and MDCT scan.

A Longitudinal Study about Relationship between Somatic Symptom and Depression of Adolescents (청소년의 신체화 증상과 우울의 관계에 관한 종단연구)

  • Park, So-Youn
    • Journal of Digital Convergence
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    • v.19 no.7
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    • pp.409-417
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    • 2021
  • The purpose of this study is to find out how individual, family, and school factors influence adolescents' depression, and to explore the long-term influence between somatic symptom and depression. To do this, data from two points of the 4th wave (year of 2013) and the 6th wave (year of 2015) of the first-year middle school panel survey (KCYPS) were used and structural equation model analysis was conducted on 1,668 adolescents. As for results, frist, in terms of individual factors, gender, physical health status, and self-resilience significantly affected depression in adolescents. Second, among school factors, learning activities and peer relationship significantly affected depression in adolescents. Third, somatic symptom and depression had effects and auto-regressive effects over time. Based on these results, the prevention and intervention measures for somatic symptom and depression of adolescents were discussed. Future study is needed include varaiables of parental mental health that affect depression in adolescents.

A study on longitudinal relationship with academic stress, math self-efficacy, and math class engagement : Using auto regressive cross-lagged model (학업스트레스, 수학자기효능감, 수학수업참여에 관한 종단연구 : 자기회귀교차지연모형을 적용하여)

  • Song, Hyo seob;Jung, Hee sun
    • The Mathematical Education
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    • v.61 no.2
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    • pp.359-373
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    • 2022
  • This study aims to examine the differences in the longitudinal relationship between academic stress, mathematics self-efficacy, and engagement in mathematics class according to the math achievement level. According to the results, academic stress, math self-efficacy, and math class engagement were stable over time for the high and low groups. Also, In the high group, math self-efficacy had a negative longitudinal mediation effect in the influence of academic stress to math class engagement. Whereas, in the low group math class engagement had a positive longitudinal mediation effect in the influence of academic stress to math self-efficacy. This means that the academic stress affects differently according to the math achievement level, and mathematics teachers should reflect these results in their teaching/learning strategies so that students can increase their mathematics self-efficacy along with their engagement in mathematics classes.

Are Business Cycles in the Fashion Industry Affected by the News? -An ARIMAX Time Series Correlation Analysis between the KOSPI Index for Textile & Wearing Apparel and Media Agendas- (패션산업의 경기변동은 뉴스의 영향을 받는가? -섬유의복 KOSPI와 미디어 의제의 ARIMAX 시계열 상관관계 분석-)

  • Hyojung Kim;Minjung Park
    • Journal of the Korean Society of Clothing and Textiles
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    • v.47 no.5
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    • pp.779-803
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    • 2023
  • The growth of digital news media and the stock price index has resulted in economic fluctuations in the fashion industry. This study examines the impact of fashion industry news and macroeconomic changes on the Textile & Wearing Apparel KOSPI over the past five years. An auto-regressive integrated moving average exogenous time series model was conducted using the fashion industry stock market index, the news topic index, and macro-economic indicators. The results indicated the topics of "Cosmetic business expansion" and "Digital innovation" impacted the Textile & Wearing Apparel KOSPI after one week, and the topics of "Pop-up store," "Entry into the Chinese fashion market," and "Fashion week and trade show" affected it after two weeks. Moreover, the topics of "Cosmetic business expansion" and "Entry into the Chinese fashion market" were statistically significant in the macroeconomic environment. Regarding the effect relation of Textile & Wearing Apparel KOSPI, "Cosmetic business expansion," "Entry into the Chinese fashion market," and consumer price fluctuation showed negative effects, while the private consumption change rate, producer price fluctuation, and unemployment change rate had positive effects. This study analyzes the impact of media framing on fashion industry business cycles and provides practical insights into managing stock market risk for fashion companies.