• Title/Summary/Keyword: Regressive methods

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Longitudinal relationship between depression and parents' child-rearing attitudes for adolescent (부모의 양육방식이 성별 청소년의 우울에 미치는 영향)

  • Yee, Nan Hee;Song, Tae-Min
    • Korean Journal of Health Education and Promotion
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    • v.32 no.1
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    • pp.45-55
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    • 2015
  • Objectives: This study is aimed at exploring the temporal developmental relationship of adolescent depression and parents' child-rearing attitudes, and to examine gender differences in the relationship. The middle school students of the 2011-2013 1st Korea Children and Youth Panel data were used for analysis and the sample consisted of 2.073 individuals. Methods: Research questions were answered through the Latent Growth Model and Autoregressive Cross-Lagged Model. Results: As the results of the Latent Growth Model show, adolescent depression declines as time goes by and there are differences in the depression felt by individuals. An autoregressive cross-lagged model and multiple group analysis were executed by gender. The results show significant gender differences in the relationship between depression and Parents' child-rearing attitudes. Parental neglect has shown differences influencing adolescents depression between males and females. However, in case of parental abuse, no differences between males and females were observed. Conclusion: The results of this study imply that the policy on depression should be carefully considered when preparing for interventions targeting adolescents by gender.

Real-time structural damage detection using wireless sensing and monitoring system

  • Lu, Kung-Chun;Loh, Chin-Hsiung;Yang, Yuan-Sen;Lynch, Jerome P.;Law, K.H.
    • Smart Structures and Systems
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    • v.4 no.6
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    • pp.759-777
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    • 2008
  • A wireless sensing system is designed for application to structural monitoring and damage detection applications. Embedded in the wireless monitoring module is a two-tier prediction model, the auto-regressive (AR) and the autoregressive model with exogenous inputs (ARX), used to obtain damage sensitive features of a structure. To validate the performance of the proposed wireless monitoring and damage detection system, two near full scale single-story RC-frames, with and without brick wall system, are instrumented with the wireless monitoring system for real time damage detection during shaking table tests. White noise and seismic ground motion records are applied to the base of the structure using a shaking table. Pattern classification methods are then adopted to classify the structure as damaged or undamaged using time series coefficients as entities of a damage-sensitive feature vector. The demonstration of the damage detection methodology is shown to be capable of identifying damage using a wireless structural monitoring system. The accuracy and sensitivity of the MEMS-based wireless sensors employed are also verified through comparison to data recorded using a traditional wired monitoring system.

Relationships between Real Estate Markets and Economic Growth in Vietnam

  • Nguyen, My-Linh Thi;Bui, Toan Ngoc;Nguyen, Thang Quyet
    • The Journal of Asian Finance, Economics and Business
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    • v.6 no.1
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    • pp.121-128
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    • 2019
  • This study analyses the relationship between the real estate market and economic growth in Vietnam, a country with a fledgling real estate market. Research data included economic growth rate and growth rate of the real estate market in Vietnam. The research used quarterly data for the period from 2005: Q1 to 2018: Q1. With the characteristics of Vietnam, there has been no real estate index up to now; therefore, the research used data on growth rates of the real estate market. In addition, the real estate market in Vietnam is still young, so the data series is very short, which is a limitation of this research. With qualitative and quantitative methods especially with the Vector Auto Regressive (VAR) model; the results of the study indicate new findings, unlike previous studies, including: (1) The real estate market positively impacts Vietnam's economic growth, most noticeably in the second quarter lag and the fourth quarter lag, and then its trend impacts inversely; (2) The real estate market and economic growth in Vietnam have fluctuated over time with many risks that are affected by the past shocks of these factors. From these findings, we proposed some managerial implications for managing the real estate market with economic growth in Vietnam sustainably.

Forecasting Chinese Yuan/USD Via Combination Techniques During COVID-19

  • ASADULLAH, Muhammad;UDDIN, Imam;QAYYUM, Arsalan;AYUBI, Sharique;SABRI, Rabia
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.5
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    • pp.221-229
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    • 2021
  • This study aims to forecast the exchange rate of the Chinese Yuan against the US Dollar by a combination of different models as proposed by Poon and Granger (2003) during the Covid-19 pandemic. For this purpose, we include three uni-variate time series models, i.e., ARIMA, Naïve, Exponential smoothing, and one multivariate model, i.e., NARDL. This is the first of its kind endeavor to combine univariate models along with NARDL to the best of our knowledge. Utilizing monthly data from January 2011 to December 2020, we predict the Chinese Yuan against the US dollar by two combination criteria i.e. var-cor and equal weightage. After finding out the individual accuracy, the models are then assessed through equal weightage and var-cor methods. Our results suggest that Naïve outperforms all individual & combination of time series models. Similarly, the combination of NARDL and Naïve model again outperformed all of the individual as well as combined models except the Naïve model, with the lowest MAPE value of 0764. The results suggesting that the Chinese Yuan exchange rate against the US Dollar is dependent upon the recent observations of the time series. Further evidence shows that the combination of models plays a vital role in forecasting which commensurate with the literature.

Precision Analysis of NARX-based Vehicle Positioning Algorithm in GNSS Disconnected Area

  • Lee, Yong;Kwon, Jay Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.5
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    • pp.289-295
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    • 2021
  • Recently, owing to the development of autonomous vehicles, research on precisely determining the position of a moving object has been actively conducted. Previous research mainly used the fusion of GNSS/IMU (Global Positioning System / Inertial Navigation System) and sensors attached to the vehicle through a Kalman filter. However, in recent years, new technologies have been used to determine the location of a moving object owing to the improvement in computing power and the advent of deep learning. Various techniques using RNN (Recurrent Neural Network), LSTM (Long Short-Term Memory), and NARX (Nonlinear Auto-Regressive eXogenous model) exist for such learning-based positioning methods. The purpose of this study is to compare the precision of existing filter-based sensor fusion technology and the NARX-based method in case of GNSS signal blockages using simulation data. When the filter-based sensor integration technology was used, an average horizontal position error of 112.8 m occurred during 60 seconds of GNSS signal outages. The same experiment was performed 100 times using the NARX. Among them, an improvement in precision was confirmed in approximately 20% of the experimental results. The horizontal position accuracy was 22.65 m, which was confirmed to be better than that of the filter-based fusion technique.

Forecasting Exchange Rates: An Empirical Application to Pakistani Rupee

  • ASADULLAH, Muhammad;BASHIR, Adnan;ALEEMI, Abdur Rahman
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.4
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    • pp.339-347
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    • 2021
  • This study aims to forecast the exchange rate by a combination of different models as proposed by Poon and Granger (2003). For this purpose, we include three univariate time series models, i.e., ARIMA, Naïve, Exponential smoothing, and one multivariate model, i.e., NARDL. This is the first of its kind endeavor to combine univariate models along with NARDL to the best of our knowledge. Utilizing monthly data from January 2011 to December 2020, we predict the Pakistani Rupee against the US dollar by a combination of different forecasting techniques. The observations from M1 2020 to M12 2020 are held back for in-sample forecasting. The models are then assessed through equal weightage and var-cor methods. Our results suggest that NARDL outperforms all individual time series models in terms of forecasting the exchange rate. Similarly, the combination of NARDL and Naïve model again outperformed all of the individual as well as combined models with the lowest MAPE value of 0.612 suggesting that the Pakistani Rupee exchange rate against the US Dollar is dependent upon the macro-economic fundamentals and recent observations of the time series. Further evidence shows that the combination of models plays a vital role in forecasting, as stated by Poon and Granger (2003).

Prediction and Causality Examination of the Environment Service Industry and Distribution Service Industry (환경서비스업과 물류서비스업의 예측 및 인과성 검정)

  • Sun, Il-Suck;Lee, Choong-Hyo
    • Journal of Distribution Science
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    • v.12 no.6
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    • pp.49-57
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    • 2014
  • Purpose - The world now recognizes environmental disruption as a serious issue when regarding growth-oriented strategies; therefore, environmental preservation issues become pertinent. Consequently, green distribution is continuously emphasized. However, studying the prediction and association of distribution and the environment is insufficient. Most existing studies about green distribution are about its necessity, detailed operation methods, and political suggestions; it is necessary to study the distribution service industry and environmental service industry together, for green distribution. Research design, data, and methodology - ARIMA (auto-regressive moving average model) was used to predict the environmental service and distribution service industries, and the Granger Causality Test based on VAR (vector auto regressive) was used to analyze the causal relationship. This study used 48 quarters of time-series data, from the 4th quarter in 2001 to the 3rd quarter in 2013, about each business type's production index, and used an unchangeable index. The production index about the business type is classified into the current index and the unchangeable index. The unchangeable index divides the current index into deflators to remove fluctuation. Therefore, it is easy to analyze the actual production index. This study used the unchangeable index. Results - The production index of the distribution service industry and the production index of the environmental service industry consider the autocorrelation coefficient and partial autocorrelation coefficient; therefore, ARIMA(0,0,2)(0,1,1)4 and ARIMA(3,1,0)(0,1,1)4 were established as final prediction models, resulting in the gradual improvement in every production index of both types of business. Regarding the distribution service industry's production index, it is predicted that the 4th quarter in 2014 is 114.35, and the 4th quarter in 2015 is 123.48. Moreover, regarding the environmental service industry's production index, it is predicted that the 4th quarter in 2014 is 110.95, and the 4th quarter in 2015 is 111.67. In a causal relationship analysis, the environmental service industry impacts the distribution service industry, but the distribution service industry does not impact the environmental service industry. Conclusions - This study predicted the distribution service industry and environmental service industry with the ARIMA model, and examined the causal relationship between them through the Granger causality test based on the VAR Model. Prediction reveals the seasonality and gradual increase in the two industries. Moreover, the environmental service industry impacts the distribution service industry, but the distribution service industry does not impact the environmental service industry. This study contributed academically by offering base line data needed in the establishment of a future style of management and policy directions for the two industries through the prediction of the distribution service industry and the environmental service industry, and tested a causal relationship between them, which is insufficient in existing studies. The limitations of this study are that deeper considerations of advanced studies are deficient, and the effect of causality between the two types of industries on the actual industry was not established.

Air pollution study using factor analysis and univariate Box-Jenkins modeling for the northwest of Tehran

  • Asadollahfardi, Gholamreza;Zamanian, Mehran;Mirmohammadi, Mohsen;Asadi, Mohsen;Tameh, Fatemeh Izadi
    • Advances in environmental research
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    • v.4 no.4
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    • pp.233-246
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    • 2015
  • High amounts of air pollution in crowded urban areas are always considered as one of the major environmental challenges especially in developing countries. Despite the errors in air pollution prediction, the forecasting of future data helps air quality management make decisions promptly and properly. We studied the air quality of the Aqdasiyeh location in Tehran using factor analysis and the Box-Jenkins time series methods. The Air Quality Control Company (AQCC) of the Municipality of Tehran monitors seven daily air quality parameters, including carbon monoxide (CO), Nitrogen Monoxide (NO), Nitrogen dioxide ($NO_2$), $NO_x$, ozone ($O_3$), particulate matter ($PM_{10}$) and sulfur dioxide ($SO_2$). We applied the AQCC data for our study. According to the results of the factor analysis, the air quality parameters were divided into two factors. The first factor included CO, $NO_2$, NO, $NO_x$, and $O_3$, and the second was $SO_2$ and $PM_{10}$. Subsequently, the Box- Jenkins time series was applied to the two mentioned factors. The results of the statistical testing and comparison of the factor data with the predicted data indicated Auto Regressive Integrated Moving Average (0, 0, 1) was appropriate for the first factor, and ARIMA (1, 0, 1) was proper for the second one. The coefficient of determination between the factor data and the predicted data for both models were 0.98 and 0.983 which may indicate the accuracy of the models. The application of these methods could be beneficial for the reduction of developing numbers of mathematical modeling.

Target Recognition Method of DTV-Based Passive Radar Using Multi-Channel Combining Method (다중 채널 융합 기법을 이용한 DTV 기반 수동형 레이다의 표적 인식 방법)

  • Seol, Seung-Hwan;Choi, Young-Jae;Choi, In-Sik
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.28 no.10
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    • pp.794-801
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    • 2017
  • In this paper, we proposed airborne target recognition using multi-channel combining method in DTV-based passive radar. By combining multi-channel signals, we obtained the HRRP with sufficient range resolution. HRRP was obtained by AR method or zero-padding. From the obtained HRRP, we extracted scattering centers by CLEAN algorithm using the gradient descent. We extracted feature vectors and performed target recognition after training neural network using the extracted feature vectors. To verify performance of proposed methods, we assumed frequency bands of three broadcasting transmitters operated in Korea(Mt. Gwan-ak, Mt. Yong-moon, Kyeon-wol-ak) and used full scale 3D CAD model of four targets. Also we compared the target recognition performance of the proposed method with that of using only single-channel of three broadcasting transmitters. As a result, proposed methods showed better performance than using only single-channel at three broadcasting transmitters.

The Spatial Statistical Relationships between Road-traffic Noise and Urban Components Including Population, Building, Road-traffic and Land-use (공간통계모형을 이용한 도로 소음과 도시 구성 요소의 관계 연구)

  • Ryu, Hunjae;Park, In Kwon;Chang, Seo Il;Chun, Bum Seok
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.24 no.4
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    • pp.348-356
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    • 2014
  • To understand the relationship between road-traffic noise and urban components such as population, building, road-traffic and land-use, the city of Cheongju that already has road-traffic noise maps of daytime and nighttime was selected for this study. The whole area of the city is divided into square cells of a uniform size and for each cell, the urban components are estimated. A spatial representative noise level for each cell is determined by averaging out population-weighted facade noise levels for noise exposure population within the cell during nighttime. The relationship between the representative noise level and the urban components is statistically modeled at the cell level. Specially, we introduce a spatial auto regressive model and a spatial error model that turns out to explain above 85 % of the noise level. These findings and modeling methods can be used as a preliminary tool for environmental planning and urban design in modern cities in consideration of noise exposure.