• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.67-90
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• 1998

In this paper we analytically study model misspecification that arises in regression analysis of nonstationary seasonal time series. We assume the underlying data generating process is a seasonally or a regularly and seasonally integrated process. We first study consequences of totally misspecified cases where seasonal indicator variables, a linear time trend, or another statistically independent seasonally integrated process are used as predictor variables in order to model the nonstationary seasonal behavior of the dependent variable. Then we study consequences of partially misspecified cases where the dependent variable and a predictor variable are cointegrated at some, but not all of the frequencies corresponding to the nonstationary roots.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.885-893
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• 2015

It is important to improve the forecasting accuracy of one-year-ahead seasonal factors in order to produce seasonally adjusted series of the following year. In this paper, seasonal factors of 8 monthly Korean economic time series are examined and forecast based on the functional principal component regression. One-year-ahead forecasts of seasonal factors from the functional principal component regression are compared with other forecasting methods based on mean absolute error (MAE) and mean absolute percentage error (MAPE). Forecasting seasonal factors via the functional principal component regression performs better than other comparable methods.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.579-599
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• 2014

The purpose of this study was to identify the trends and risk of bias of research using time series analysis on health and welfare in Korea and to suggest a direction for future health and welfare research. The database searches identified 6,543 papers. Following the process for screening and selecting, a total of 91 papers were included in the systematic review. There has been a steady increase in the number of articles using time series analysis from 1987 to 2013. Time series analysis was applied in medicine and health science journals. The main goals were explanation and description. Most of the subjects were heath status and utilization of healthcare services. The main model used in the time series analysis was ARIMA followed by time series regression. The data were gathered from various sources, including the national statistical office and government agencies. For assessing risk of bias, some studies were found to have inadequate sample sizes or showed no time series graphs and plots. These findings suggest greater widespread utilization of time series analysis in the field of health and welfare and to use the appropriate analysis methods and statistical procedures to obtain more reliable results to improve the quality of research.

• The Journal of the Korea institute of electronic communication sciences
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• v.18 no.1
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• pp.127-142
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• 2023

The management of size and weight, which are the growth information of aquaculture fish in fish-farms, is the most basic goal. In this study, the epoch is defined in fish-farms from the time of stocking or dividing to the time of shipment, and the growth data for a total of three epoch is analyzed from a time series perspective. Growth information such as the size and weight of aquaculture fish that occur over time in fish-farms is compared and analyzed with water quality environmental information and feeding information, and a model is presented using the analysis results. In this study, linear, exponential, and logarithmic regression models are presented using the Box-Jenkins method for size and weight by epoch using data obtained in the field.

• Journal of Environmental Science International
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• v.8 no.4
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• pp.431-441
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• 1999

In this study, the regional frequency analysis is used to determine each subbasin drought frequency with reliable monthly precipitation and the L-Moments method which is almost unbiased and has very nearly a normal distribution is used for the parameter estimation of monthly precipitation time series in Nakdong river basin. As the result of this study, the duration of '93-'94 is most severe drought year than any other water year and the drought frequency is established as compared the regional frequency analysis result of cumulative precipitation of 12th duration months in each subbasin with that of 12th duration months in the major drought duration. The Linear regression equation is induced according to linear regression analysis of drought frequency between Nakdong total basin and each subbasin of the same drought duration. Therefore, as the foundation of this study, it can be applied proposed method and procedure of this study to the water budget analysis considering safety standards for the design of impounding facilities large-scale river basin and for this purpose, above all, it is considered that expansion of reliable preciptation data is needed in watershed rainfall station.

• Journal of Korea Society of Digital Industry and Information Management
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• v.9 no.2
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• pp.121-137
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• 2013

Now days, firm's technology capability is recognized as important factor to forecast and to evaluate firm's business performance. There are many efforts to develop useful indicators by applying patent information that includes concrete description about technology. Many previous studies analyzed relationship between patent indicators and firm's performance. But they didn't consider time gap between a point of firm's invention activity and a point of firm's performance improvement. They didn't considered a character of industrial fields either. To overcome these limitations, we selected IT industry for target analysis industry. Time-series patent data and financial data from 41 American IT firms between 2000 and 2011 were used to analyze. In this study, We empirically analyzed subsequent effect of patent indicators on firm's business performance by using correlation analysis and regression analysis.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.28 no.3
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• pp.361-367
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• 2010

We produced continuous vertical time series of 14 permanent GPS stations operated by National Geographic Information Institute by processing about five years of data. Then we computed the height velocities by using a linear regression fitting of those time series, and did principal component analysis to understand the overall characteristics of the series. The prominent signal obtained as the first mode of PCA results showed an average of 4.2 mm/yr vertical velocity. The values of the first mode eigenvectors were consistent at all sites. Thus, we concluded that all the 14 stations are uplifting nearly at the same velocity for the test period. Then changes of precision before and after removing the first mode signal from the 14 height time series were analyzed. As a result, the precision improved 34.8% on average.

• Journal of Environmental Science International
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• v.11 no.10
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• pp.1061-1068
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• 2002

To identify possible associations with concentrations of ambient air pollutants and daily mortality in Busan, this study assessed the effects of air pollution for the time period 1999-2000. Poisson regression analysis by Generalized Additive Model were conducted considering trend, season, meteorology, and day-of-the-week as confounders in a nonparametric approach. Busan had a 10% increase in mortality in persons aged 65 and older(95% Cl : 1.01-1.10) in association with IQR in $NO_2$(lagged 2 days). An increase of $NO_2$(lagged 2days) was associated with a 4% increase in respiratory mortality(Cl : 1.02-1.11) and CO(lagged 1 day) showed a 3% increase(Cl : 1.00-1.07).

• KSCE Journal of Civil and Environmental Engineering Research
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• v.43 no.3
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• pp.363-370
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• 2023

Due to the spread of COVID-19, the use of public transportation such as urban railroads has changed significantly since the beginning of 2020. Therefore, in this study, daily time series data for each urban railway station were collected for three years before COVID-19 and after the spread of COVID-19, and the similarity of time series analysis was evaluated through DTW (Dynamic Time Warping) distance method to derive regression centers for each cluster, and the effect of various external events such as COVID-19 on changes in the number of users was diagnosed as a time series impact detection function. In addition, the characteristics of use by cluster of urban railway stations were analyzed, and the change in passenger volume due to external shocks was identified. The purpose was to review measures for the maintenance and recovery of usage in the event of re-proliferation of COVID-19.

• Journal of Korean Society for Quality Management
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• v.51 no.4
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• pp.497-514
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• 2023

Purpose: This study aims to estimate the demand for various public parking lots in Seoul by clustering similar demand types of parking lots and predicting the demand for new public parking lots. Methods: We examined real-time parking information data and used time series clustering analysis to cluster public parking lots with similar demand patterns. We also performed various regression analyses of parking demand based on diverse heterogeneous data that affect parking demand and proposed a parking demand prediction model. Results: As a result of cluster analysis, 68 public parking lots in Seoul were clustered into four types with similar demand patterns. We also identified key variables impacting parking demand and obtained a precise model for predicting parking demands. Conclusion: The proposed prediction model can be used to improve the efficiency and publicity of public parking lots in Seoul, and can be used as a basis for constructing new public parking lots that meet the actual demand. Future research could include studies on demand estimation models for each type of parking lot, and studies on the impact of parking lot usage patterns on demand.