• Title/Summary/Keyword: Statistical time-lag

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Development of a Freeway Travel Time Estimating and Forecasting Model using Traffic Volume (차량검지기 교통량 데이터를 이용한 고속도로 통행시간 추정 및 예측모형 개발에 관한 연구)

  • 오세창;김명하;백용현
    • Journal of Korean Society of Transportation
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    • v.21 no.5
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    • pp.83-95
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    • 2003
  • This study aims to develop travel time estimation and prediction models on the freeway using measurements from vehicle detectors. In this study, we established a travel time estimation model using traffic volume which is a principle factor of traffic flow changes by reviewing existing travel time estimation techniques. As a result of goodness of fit test. in the normal traffic condition over 70km/h, RMSEP(Root Mean Square Error Proportion) from travel speed is lower than the proposed model, but the proposed model produce more reliable travel times than the other one in the congestion. Therefore in cases of congestion the model uses the method of calculating the delay time from excess link volumes from the in- and outflow and the vehicle speeds from detectors in the traffic situation at a speed of over 70km/h. We also conducted short term prediction of Kalman Filtering to forecast traffic condition and more accurate travel times using statistical model The results of evaluation showed that the lag time occurred between predicted travel time and estimated travel time but the RMSEP values of predicted travel time to observations are as 1ow as that of estimation.

Short-term Construction Investment Forecasting Model in Korea (건설투자(建設投資)의 단기예측모형(短期豫測模型) 비교(比較))

  • Kim, Kwan-young;Lee, Chang-soo
    • KDI Journal of Economic Policy
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    • v.14 no.1
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    • pp.121-145
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    • 1992
  • This paper examines characteristics of time series data related to the construction investment(stationarity and time series components such as secular trend, cyclical fluctuation, seasonal variation, and random change) and surveys predictibility, fitness, and explicability of independent variables of various models to build a short-term construction investment forecasting model suitable for current economic circumstances. Unit root test, autocorrelation coefficient and spectral density function analysis show that related time series data do not have unit roots, fluctuate cyclically, and are largely explicated by lagged variables. Moreover it is very important for the short-term construction investment forecasting to grasp time lag relation between construction investment series and leading indicators such as building construction permits and value of construction orders received. In chapter 3, we explicate 7 forecasting models; Univariate time series model (ARIMA and multiplicative linear trend model), multivariate time series model using leading indicators (1st order autoregressive model, vector autoregressive model and error correction model) and multivariate time series model using National Accounts data (simple reduced form model disconnected from simultaneous macroeconomic model and VAR model). These models are examined by 4 statistical tools that are average absolute error, root mean square error, adjusted coefficient of determination, and Durbin-Watson statistic. This analysis proves two facts. First, multivariate models are more suitable than univariate models in the point that forecasting error of multivariate models tend to decrease in contrast to the case of latter. Second, VAR model is superior than any other multivariate models; average absolute prediction error and root mean square error of VAR model are quitely low and adjusted coefficient of determination is higher. This conclusion is reasonable when we consider current construction investment has sustained overheating growth more than secular trend.

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Combining Adaptive Filtering and IF Flows to Detect DDoS Attacks within a Router

  • Yan, Ruo-Yu;Zheng, Qing-Hua;Li, Hai-Fei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.4 no.3
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    • pp.428-451
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    • 2010
  • Traffic matrix-based anomaly detection and DDoS attacks detection in networks are research focus in the network security and traffic measurement community. In this paper, firstly, a new type of unidirectional flow called IF flow is proposed. Merits and features of IF flows are analyzed in detail and then two efficient methods are introduced in our DDoS attacks detection and evaluation scheme. The first method uses residual variance ratio to detect DDoS attacks after Recursive Least Square (RLS) filter is applied to predict IF flows. The second method uses generalized likelihood ratio (GLR) statistical test to detect DDoS attacks after a Kalman filter is applied to estimate IF flows. Based on the two complementary methods, an evaluation formula is proposed to assess the seriousness of current DDoS attacks on router ports. Furthermore, the sensitivity of three types of traffic (IF flow, input link and output link) to DDoS attacks is analyzed and compared. Experiments show that IF flow has more power to expose anomaly than the other two types of traffic. Finally, two proposed methods are compared in terms of detection rate, processing speed, etc., and also compared in detail with Principal Component Analysis (PCA) and Cumulative Sum (CUSUM) methods. The results demonstrate that adaptive filter methods have higher detection rate, lower false alarm rate and smaller detection lag time.

The Effects of Multi-minerals on Susceptibility to Lead Toxicity in Rats

  • Lu, Jing;Zhang, Jun;Zhang, Lili;Cui, Tao;Xie, Guangyun;He, Xiwen
    • Toxicological Research
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    • v.17
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    • pp.135-138
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    • 2001
  • Female Wistar rats were randomly divided into 5 groups: Control, received distilled water; Low lead, received 0.5 g/ιlead (as acetate) in drinking water; High lead, received 2.0 g/ιlead; Low lead + Minerals, received 0.5 g/ιlead in drinking water and received minerals (Ca$^{2+}$, 25 mg/kg/day; Fe$^{3+}$, 0.47 mg/ kg/day; Zn$^{2+}$, 0.33 mg/kg/day; Se, 0.83 $\mu\textrm{g}$/kg/day) by gavage; High lead + Minerals, received 2.0 g/ιlead and received the same minerals. Animals exposure to lead was from 10 days before mating till postnatal day 21; and the minerals was administered from the first day of pregnancy and during lactation. No statistical difference was found either in body weights or in blood lead levels between the pups received minerals and those only exposed to lead at the same dose. The developmental and behavioral teratological effects of lead on pups, such as time-lag of eye opening, pinna detachment, fur developing, incisor eruption, ear unfolding, and surface righting were observed in this study; and the minerals decreased the toxicity of lead either in low or in high lead exposure pups. The numbers of step-down were significantly increased in lead exposed animals, and the effect of intervention by the minerals was appeared only in the pups exposed to low lead. The ChAT activity and levels of glutamate and aspartate in hippocampus decreased in treated animals compared to control animals, no effect of intervention by the minerals was found. The results of this study indicate that the applied multi-minerals can alter the outcome of develop-mental lead poisoning in rats.s.s.s.

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Development of a Predictive Mathematical Model for the Growth Kinetics of Listeria monocytogenes in Sesame Leaves

  • Park, Shin-Young;Choi, Jin-Won;Chung, Duck-Hwa;Kim, Min-Gon;Lee, Kyu-Ho;Kim, Keun-Sung;Bahk, Gyung-Jin;Bae, Dong-Ho;Park, Sang-Kyu;Kim, Kwang-Yup;Kim, Cheorl-Ho;Ha, Sang-Do
    • Food Science and Biotechnology
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    • v.16 no.2
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    • pp.238-242
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    • 2007
  • Square root models were developed for predicting the kinetics of growth of Listeria monocytogenes in sesame leaves as a function of temperature (4, 10, or $25^{\circ}C$). At these storage temperatures, the primary growth curves fit well ($R^2=0.898$ to 0.980) to a Gompertz equation to obtain lag time (LT) and specific growth rate (SGR). The square root models for natural logarithm transformations of the LT and SGR as a function of temperature were obtained by SAS's regression analysis. As storage temperature ($4-25^{\circ}C$) decreased, LT increased and SGR decreased, respectively. Square root models were identified as appropriate secondary models for LT and SGR on the basis of most statistical indices such as coefficient determination ($R^2=0.961$ for LT, 0.988 for SGR), mean square error (MSE=0.l97 for LT, 0.005 for SGR), and accuracy factor ($A_f=1.356$ for LT, 1.251 for SGR) although the model for LT was partially not appropriate as a secondary model due to the high value of bias factor ($B_f=1.572$). In general, our secondary model supported predictions of the effects of temperature on both LT and SGR for L. monocytogenes in sesame leaves.

A study on influencing factors of AT4 experiment for the assessment of biological stability of landfilled waste (매립폐기물의 호기성 안정화 평가를 위한 AT4 실험의 영향인자에 관한 연구)

  • Yoon, Seok-Pyo;Kim, Hyung-Wook;Lee, Nam-Hoon;Kim, Kyung;Lee, Byung-Sun
    • Journal of the Korea Organic Resources Recycling Association
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    • v.19 no.4
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    • pp.53-59
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    • 2011
  • In this study, as a tool of evaluating biological stability of landfilled waste, influencing factors of $AT_4$ method was studied for standardizing the method. As influencing factors, initial lag time, exchanging period of $CO_2$ absorbing agent, and interval of pressure measurement were discussed, and also the relationship between content of dried food waste and $AT_4$ value were compared. Considering heterogeneity of landfilled waste and statistical error range of measurement, authors suggest that the criteria of stabilized landfill waste is $10mg\;O_2/g\;DM$ by $AT_4$ method.

Time series analysis for Korean COVID-19 confirmed cases: HAR-TP-T model approach (한국 COVID-19 확진자 수에 대한 시계열 분석: HAR-TP-T 모형 접근법)

  • Yu, SeongMin;Hwang, Eunju
    • The Korean Journal of Applied Statistics
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    • v.34 no.2
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    • pp.239-254
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    • 2021
  • This paper studies time series analysis with estimation and forecasting for Korean COVID-19 confirmed cases, based on the approach of a heterogeneous autoregressive (HAR) model with two-piece t (TP-T) distributed errors. We consider HAR-TP-T time series models and suggest a step-by-step method to estimate HAR coefficients as well as TP-T distribution parameters. In our proposed step-by-step estimation, the ordinary least squares method is utilized to estimate the HAR coefficients while the maximum likelihood estimation (MLE) method is adopted to estimate the TP-T error parameters. A simulation study on the step-by-step method is conducted and it shows a good performance. For the empirical analysis on the Korean COVID-19 confirmed cases, estimates in the HAR-TP-T models of order p = 2, 3, 4 are computed along with a couple of selected lags, which include the optimal lags chosen by minimizing the mean squares errors of the models. The estimation results by our proposed method and the solely MLE are compared with some criteria rules. Our proposed step-by-step method outperforms the MLE in two aspects: mean squares error of the HAR model and mean squares difference between the TP-T residuals and their densities. Moreover, forecasting for the Korean COVID-19 confirmed cases is discussed with the optimally selected HAR-TP-T model. Mean absolute percentage error of one-step ahead out-of-sample forecasts is evaluated as 0.0953% in the proposed model. We conclude that our proposed HAR-TP-T time series model with optimally selected lags and its step-by-step estimation provide an accurate forecasting performance for the Korean COVID-19 confirmed cases.

Theoretical and Empirical Issues in Conducting an Economic Analysis of Damage in Price-Fixing Litigation: Application to a Transportation Fuel Market (담합관련 손해배상 소송의 경제분석에서 고려해야 할 이론 및 실증적 쟁점: 수송용 연료시장에의 적용)

  • Moon, Choon-Geol
    • Environmental and Resource Economics Review
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    • v.23 no.2
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    • pp.187-224
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    • 2014
  • We present key issues to consider in estimating damages from price-fixing cases and then apply the procedure addressing those issues to a transportation fuel market. Among the five methods of overcharge calculation, the regression analysis incorporating the yardstick method is the best. If the price equation relates the domestic price to the foreign price and the exchange rate as in the transportation fuel market, the functional form satisfying both logical consistency and modeling flexibility is the log-log functional form. If the data under analysis is of time series in nature, then the ARDL model should be the base model for each market and the regression analysis incorporating the yardstick method combines these ARDL equations to account for inter-market correlation and arrange constant terms and collusion-period dummies across component equations appropriately so as to identify the overcharge parameter. We propose a two-step test for the benchmarked market: (a) conduct market-by-market Spearman or Kendall test for randomness of the individual market price series first and (b) then conduct across-market Friedman test for homogeneity of the market price series. Statistical significance is the minimal requirement to establish the alleged proposition in the world of uncertainty. Between the sensitivity analysis and the model selection process for the best fitting model, the latter is far more important in the economic analysis of damage in price-fixing litigation. We applied our framework to a transportation fuel market and could not reject the null hypothesis of no overcharge.

Effects of Combined Treatment of Aqueous Chlorine Dioxide and Fumaric Acid on the Microbial Growth in Fresh-cut Paprika (Capsicum annuum L.) (신선편이 파프리카의 미생물 생장에 있어서 이산화염소수와 푸마르산 병합처리의 효과)

  • Jung, Seung-Hun;Park, Seung-Jong;Chun, Ho-Hyun;Song, Kyung Bin
    • Journal of Applied Biological Chemistry
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    • v.57 no.1
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    • pp.83-87
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    • 2014
  • The effects of combined treatment of aqueous chlorine dioxide ($ClO_2$) and fumaric acid on the microbial growth in fresh-cut paprika were investigated. After the combined treatment, the populations of total aerobic bacteria and inoculated Listeria monocytogenes in the paprika sample were reduced by 0.82 and 1.21 log CFU/g, respectively, compared to those of the control. In addition, after 10 d of storage at $10^{\circ}C$, the populations were decreased by 1.21 and 2.10 log CFU/g, respectively. The predictive model for the populations of total aerobic bacteria and L. monocytogenes in the paprika was applied during storage. The prediction equation using Gompertz model was appropriate, based on the statistical analysis such as accuracy factor and bias factor. These results suggest that the combined treatment of aqueous $ClO_2$ and fumaric acid can be an effective technology for microbial decontamination and it can improve microbial safety by decreasing maximum growth rate and increasing lag time of bacteria in the fresh-cut paprika.

Estimation of Forest Growing Stock by Combining Annual Forest Inventory Data (연년 산림자원조사 자료를 이용한 임목축적 추정)

  • Yim, Jong Su;Jung, Il Bin;Kim, Jong Chan;Kim, Sung Ho;Ryu, Joo Hyung;Shin, Man Yong
    • Journal of Korean Society of Forest Science
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    • v.101 no.2
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    • pp.213-219
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    • 2012
  • The $5^{th}$ national forest inventory (NFI5) has been reorganized to annual inventory system for providing multi-resources forest statistics at a point in time. The objective of this study is to evaluate statistical estimators for estimating forest growing stock in Chungcheongbuk-Do from annual inventory data. When comparing two estimators; simple random sampling (SRS) and double sampling for post-stratification (DSS), for estimating mean forest growing stock ($m^3/ha$) at each surveyed year, the estimate for DSS in which a population of interest is stratified into three sub-population (forest cover types) was more precise than that for SRS. To combine annual inventory field data, three estimators (Temporally Indifferent Method; TIM, Moving Average; MA, and Weighted Moving Average; WMA) were compared. Even though the estimated mean for TIM and WMA is identical, WMA-DSS is preferred to provide more smaller variance of estimated mean and to adjust for catastrophic events at a surveyed year (so-called "lag bias") by annual inventory data.