• Title/Summary/Keyword: Time-series Analysis

Search Result 3,231, Processing Time 0.03 seconds

The Unsaturated Stress Strain Behavior of CDG (Completely Decomposed Granite) Soils (완전 풍화된 화강풍화토의 불포화 응력-변형률 거동 특성)

  • Ham, Tae-Gew;Ahn, Tae-Bong
    • Journal of the Korean Geotechnical Society
    • /
    • v.26 no.6
    • /
    • pp.21-28
    • /
    • 2010
  • Decomposed granite soil is the most common type of soils. The measurement of the stress-strain-strength behavior of anisotropic decomposed granite soils is very important for the deformation and stability analysis of slopes, retaining walls, excavations. A series of unsaturated-drained triaxial compression tests were performed to know unsaturated strength properties. The sample had three different angles of the axial (major principal) direction to the sedimentation plane (compaction plane): 0, 45 and 90 degrees. The compression strain of specimens subjected to an isotropic compression was strongly influenced by the sedimentation angle. In addition, the time dependence was independent of the sedimentation angle in relation to the deformation behavior during the secondary compression process. The effect of the sedimentation angle on the triaxial compression strength and deformation was clearly shown with low confining stress. The effect of the sedimentation angle on the compressive strength and deformation was more evident in saturated specimens. A new method of predicting the shear strength of unsaturated decomposed granite soils, considering compaction angles, was proposed.

A Study on Service Design of Public transportation for Transportation Vulnerable - Focused on elderly and Foreigner - (교통약자를 고려한 대중교통 서비스 디자인 연구 - 고령자 및 외국인 중심으로 -)

  • Lee, Seung Min;Pan, Young Hwan;Song, In ho
    • Design Convergence Study
    • /
    • v.15 no.2
    • /
    • pp.223-236
    • /
    • 2016
  • The infrastructure of public transportation of Seoul which has been developed in parallel with the progress of modernization receives successful performance evaluation at home and abroad, currently representing the highest transport distribution ratio. In spite of this fact, the public transportation of Seoul, which has entered into advanced phase of services, still leaves much to be desired, in particular, the mobility considering the transportation vulnerable is not well assured. It is time to provide proper supports for the efficient mobility of public transportation in accordance with the social changes present in the aging and multicultural society. This study inquired about the current status of public transportation and that of its users. In addition, the main inquiry target was oriented to the elderly and foreigners for observation and investigation, as well as for the analysis of their behavior. Furthermore, through in-depth interviews, inconvenient factors have been found according to public transportation means and its usage phase, by carrying out detailed evaluations of public transportation services. Based on this, the enhancement elements were defined and the corresponding concept was designed through a series of idea workshops, and this study intended to contribute to improving future public transportation services by proposing the improvement scheme applicable to the upcoming public transportation.

A Study on the Development of Stress Testing Model for Korean Banks: Optimal Design of Monte Carlo Simulation and BIS Forecasting (국내은행 스트레스테스트 모형개선에 관한 연구: 최적 몬테카를로 시뮬레이션 탐색과 BIS예측을 중심으로)

  • Chaehwan Won;Jinyul Yang
    • Asia-Pacific Journal of Business
    • /
    • v.14 no.1
    • /
    • pp.149-169
    • /
    • 2023
  • Purpose - The main purpose of this study is to develop the stress test model for Korean banks by exploring the optimal Monte Carlo simulation and BIS forecasting model. Design/methodology/approach - This study selects 15 Korean banks as sample financial firms and collects relevant 76 quarterly data for the period between year 2000 and 2018 from KRX(Korea Excange), Bank of Korea, and FnGuide. The Regression analysis, Unit-root test, and Monte Carlo simulation are hired to analyze the data. Findings - First, most of the sample banks failed to keep 8% BIS ratio for the adverse and severely Adverse Scenarios, implying that Korean banks must make every effort to realize better BIS ratios under adverse market conditions. Second, we suggest the better Monte Carlo simulation model for the Korean banks by finding that the more appropriate volatility should be different depending on variables rather than simple two-sigma which has been used in the previous studies. Third, we find that the stepwise regression model is better fitted than simple regression model in forecasting macro-economic variables for the BIS variables. Fourth, we find that, for the more robust and significant statistical results in designing stress tests, Korean banks are required to construct more valid time-series and cross-sectional data-base. Research implications or Originality - The above results all together show that the optimal volatility in designing optimal Monte Carlo simulation varies depending on the country, and many Korean banks fail to pass sress test under the adverse and severely adverse scenarios, implying that Korean banks need to make improvement in the BIS ratio.

Prediction of Agricultural Purchases Using Structured and Unstructured Data: Focusing on Paprika (정형 및 비정형 데이터를 이용한 농산물 구매량 예측: 파프리카를 중심으로)

  • Somakhamixay Oui;Kyung-Hee Lee;HyungChul Rah;Eun-Seon Choi;Wan-Sup Cho
    • The Journal of Bigdata
    • /
    • v.6 no.2
    • /
    • pp.169-179
    • /
    • 2021
  • Consumers' food consumption behavior is likely to be affected not only by structured data such as consumer panel data but also by unstructured data such as mass media and social media. In this study, a deep learning-based consumption prediction model is generated and verified for the fusion data set linking structured data and unstructured data related to food consumption. The results of the study showed that model accuracy was improved when combining structured data and unstructured data. In addition, unstructured data were found to improve model predictability. As a result of using the SHAP technique to identify the importance of variables, it was found that variables related to blog and video data were on the top list and had a positive correlation with the amount of paprika purchased. In addition, according to the experimental results, it was confirmed that the machine learning model showed higher accuracy than the deep learning model and could be an efficient alternative to the existing time series analysis modeling.

Effects of Electroencephalogram Biofeedback on Emotion Regulation and Brain Homeostasis of Late Adolescents in the COVID-19 Pandemic

  • Park, Wanju;Cho, Mina;Park, Shinjeong
    • Journal of Korean Academy of Nursing
    • /
    • v.52 no.1
    • /
    • pp.36-51
    • /
    • 2022
  • Purpose: The purpose of this study was to examine the effects of electroencephalogram (EEG) biofeedback training for emotion regulation and brain homeostasis on anxiety about COVID-19 infection, impulsivity, anger rumination, meta-mood, and self-regulation ability of late adolescents in the prolonged COVID-19 pandemic situation. Methods: A non-equivalent control group pretest-posttest design was used. The participants included 55 late adolescents in the experimental and control groups. The variables were evaluated using quantitative EEG at pre-post time points in the experimental group. The experimental groups received 10 sessions using the three-band protocol for five weeks. The collected data were analyzed using the Shapiro-Wilk test, Wilcoxon rank sum test, Wilcoxon signed-rank test, t-test and paired t-test using the SAS 9.3 program. The collected EEG data used a frequency series power spectrum analysis method through fast Fourier transform. Results: Significant differences in emotion regulation between the two groups were observed in the anxiety about COVID-19 infection (W = 585.50, p = .002), mood repair of meta-mood (W = 889.50, p = .024), self-regulation ability (t = - 5.02, p < .001), self-regulation mode (t = - 4.74, p < .001), and volitional inhibition mode (t = - 2.61, p = .012). Neurofeedback training for brain homeostasis was effected on enhanced sensory-motor rhythm (S = 177.00, p < .001) and inhibited theta (S = - 166.00, p < .001). Conclusion: The results demonstrate the potential of EEG biofeedback training as an independent nursing intervention that can markedly improve anxiety, mood-repair, and self-regulation ability for emotional distress during the COVID-19 pandemic.

Analysis of Speed-Density Correlation on a Merge Influence Section in Uninterrupted Facility (연속류도로 합류영향구간 속도-밀도 상관관계 분석)

  • Kim, Hyun Sang;Doh, Techeol Woong
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.29 no.4D
    • /
    • pp.443-450
    • /
    • 2009
  • Uninterrupted facility - since there is a close relationship between traffic volume, speed and density -, when a ramp traffic flow merges into the main line, will change the traffic speed or density, and the corresponding correlational model equation will be changed. Thus, this study, using time and space-series traffic data on areas under the influence of such a merging, identified sections which changed the correlation between speed and density variables, and examined such changes. As a result, the upstream and merging sections showed the "Underwood"-shaped exponent, and the downstream after passing the merging section showed a straight line "Greenshields" model. The downstream section which changed the correlation between speed and density showed a gradual downstream movement phenomenon within 100 m-500 m from the end of the third lane linking with the ramp, as the traffic approached the inner lanes. Also, the upstream section, merging section, and downstream section involving a change showed heterogeneous traffic flows which, in the speed-density model, have a statistically different free flow speed (constant) and a different ratio of free flow speed to jam density (gradient).

Application of SAD Curves in Assessing Climate-change Impacts on Spatio-temporal Characteristics of Extreme Drought Events (극한가뭄의 시공간적 특성에 대한 기후변화의 영향을 평가하기 위한 SAD 곡선의 적용)

  • Kim, Hosung;Park, Jinhyeog;Yoon, Jaeyoung;Kim, Sangdan
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.30 no.6B
    • /
    • pp.561-569
    • /
    • 2010
  • In this study, the impact of climate change on extreme drought events is investigated by comparing drought severity-area-duration curves under present and future climate. The depth-area-duration analysis for characterizing an extreme precipitation event provides a basis for analysing drought events when storm depth is replaced by an appropriate measure of drought severity. In our climate-change impact experiments, the future monthly precipitation time series is based on a KMA regional climate model which has a $27km{\times}27km$ spatial resolution, and the drought severity is computed using the standardized precipitation index. As a result, agricultural drought risk is likely to increase especially in short duration, while hydrologic drought risk will greatly increase in all durations. Such results indicate that a climate change vulnerability assessment for present water resources supply system is urgent.

Analysis of time-series displacement using satellite SAR interferometry technique for Dam safety monitoring (댐 안전 관리를 위한 위성 SAR 간섭기법 활용 시계열 변위 분석)

  • Kang, Ki-mook;Hwang, EuiHo
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2022.05a
    • /
    • pp.440-440
    • /
    • 2022
  • 1970년대부터 집중 건설 된 우리나라의 다목적댐, 홍수조절댐, 용수전용댐 등의 대형 국가 수자원시설물들의 '고령화'가 급속히 진행되어 수리구조물에 대한 안정성을 주기적으로 파악할 수 있는 정밀안전모니터링 체계 구축이 시급한 시점이다. 주기적인 정밀안전모니터링 방법들 중에는 위성 등을 활용한 원격관측 기술들이 최근 시도되고 있다. 위성 영상레이더(SAR; Synthetic Aperture Radar)는 마이크로파 대역의 전자기파를 송·수신하는 능동센서로 날씨 및 주·야간에 영향을 받지 않고 지표면 관측이 가능한 장점이 있다. 특히, 고정산란체 영상레이더 간섭(PSInSAR; Permanent Scatterer Interferometry SAR)기법은 영상레이더 영상에서 긴밀도(coherence)가 상대적으로 높은 수자원시설물과 같은 고정산란체의 위상(phase) 정보를 이용하여 mm급의 측정민감도로 시계열 변위 분석이 가능하다. 또한, 여러 장의 InSAR 영상을 생성하였기 때문에 DEM 오차, 위성궤도 오차, 대기 성분에 의한 지연 오차 등을 보다 정밀하게 제거할 수 있는 장점이 있다 본 연구에서는 국내 중대형 수자원시설물의 정밀안전모니터링을 위하여 고정산란체 영상레이더 간섭 기법을 영암금호방조제, 영주댐, 소양강댐 등에 적용하여 시계열 변위 분석을 수행하였다. 2014년 11월부터 2022년 3월(현재)까지 획득된 Sentinel-1 SLC(Single Look Complex) 위성자료의 상승(Ascending) 궤도 126장 및 하강(Descending)궤도 187장을 각각 활용하였다. 두 위성궤도를 모두 활용하여 수직, 수평 변위 등 3차원 분석을 수행하였으며, 특히 소양강댐 GPS 관측 자료와 정확도 검증에서 연평균 2mm의 RMSE를 보였다. 이를 통해 위성 원격탐사 기술로도 댐, 보, 방조제와 같은 수자원시설물에 대한 시계열 변위 분석을 통한 댐 안전관리가 가능함을 보여주고 있다. 2025년 발사될 국내 C-밴드 SAR 탑재 수자원위성 개발을 통해 한반도 재방문주기를 단축시킴으로써, 한반도 전역의 수자원시설물 정밀안전진단체계 구축이 가능할 것으로 기대된다.

  • PDF

Asymmetric Price Responses of Industrial Energy Demand in Korea (산업부문 에너지 수요의 비대칭 가격반응)

  • Sukha Shin
    • Environmental and Resource Economics Review
    • /
    • v.32 no.4
    • /
    • pp.267-292
    • /
    • 2023
  • In this paper, we estimate a time series model of energy demand in the industrial sector with an asymmetric response to energy prices. Including the asymmetric response to energy prices in the model strengthens robustness of the cointegration relationship and reduces the variation of the estimated coefficients across the estimating methods. We find that rising energy prices have a larger impact on energy demand than falling energy prices, with the largest impact occurring when energy prices rise to new highs. The estimation results are partially improved when using gross output rather than value added as a measure of production. Using single equation methods to estimate the asymmetric response model, the elasticity of gross output ranged from 1.05 to 1.09 and the elasticity of price-rise ranged from -0.48 to -0.56, which is similar to the results of international studies.

The Effect of the Auditor Designation System on the Efficiency of the KOSDAQ IPO Market (감사인지정제도가 KOSDAQ IPO 시장의 효율성에 미치는 효과)

  • Jin-Hwon Lee;Kyung-Soon Kim
    • Asia-Pacific Journal of Business
    • /
    • v.14 no.3
    • /
    • pp.167-186
    • /
    • 2023
  • Purpose - The purpose of this study is to empirically investigate whether the auditor accreditation system for IPO firms improves the efficiency of the KOSDAQ IPO market. To verify the effectiveness of the auditor designation system, we time series compare four measures of IPO firms (earnings management, long-term stock performance, change in operating performance, and possibility of delisting). Design/methodology/approach - We test the hypothesis through event research method and regression analysis. Specifically, the dependent variables of the regression model are discretionary accruals in the year of IPO, 36-month holding period excess return after IPO, change in operating performance for 3 years after IPO, and dummy variable for delisting. And the explanatory variable is a dummy variable that separates the period before and after the implementation of the auditor designation system. Findings - We find that earnings management and delisting risks decreased more in the period after the implementation of the auditor accreditation system than in the previous period. In addition, we find that long-term stock performance and operating performance after IPO increase further after the implementation of the auditor accreditation system. Research implications or Originality - Overall, the results of this study suggest that the implementation of the auditor accreditation system for IPO firms contributes to improving market efficiency in the KOSDAQ market, where information asymmetry is high. Our study differs from previous studies in that it demonstrates the effectiveness of the auditor designation system using various measures.