• Title/Summary/Keyword: Time-series model

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Introducing Best Model of Global Terrorism Database: The Case of START Center in the U.S. (국제테러리즘데이터베이스 구축: 미국의 START 센터의 모범사례의 소개)

  • Kim, Eun-Young;Park, Sun-Young
    • Korean Security Journal
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    • no.35
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    • pp.7-36
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    • 2013
  • Collecting international terrorism database is a challenging task not only for criminal justice personnel but also for criminologists in comparison to the case of common types of crime database. Yet, there has been growing interests and efforts in establishing a comprehensive terrorist events data base in the world. This current study has a goal to introduce an example world terrorism database case developed by START center in the United States. The START center developed the Global Terrorism Database (GTD) on the basis of by the Pinkerton Global Intelligence Service data (PGIS) originally collected by the Pinkerton. Furthermore, The START expended the GTD by collecting data from open source terrorist event data via internet and other resources. In this study, specifically, it describes the development and the nature of the GTD in general and the data collection efforts made by the STATA until today. Finally, this study provides a sketchy of the nature of the GTD data by showing the descriptive statistical analyses and time-series analyses result illustrating distribution of the world terrorism events. The limitation, policy implications and contribution of this study discussed in this paper.

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A Study on the Efficiency and Productivity Change of Korean Non-Life Insurance Company After Financial Crisis (금융위기 이후 국내 손해보험회사의 효율성 및 생산성 변화 연구)

  • Park, Chun-Gwang;Kim, Byeong-Chul
    • The Korean Journal of Financial Management
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    • v.23 no.2
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    • pp.57-83
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    • 2006
  • The purpose of this paper is to analyze the efficiency and productivity change and inefficiency cause of the korean non-life insurance companies of the before($1993{\sim}1996$) and after($1998{\sim}2004$) of IMF. we use DEA (Data Envelopment Analysis) model to measure company efficiency and MPI(Malmquist productivity indices) to measure company productivity change and Tobit regression to analyze inefficiency cause. we utilize ten non-life insurance companies in korea and the time-series data for eleven from 1993 to 2004 except 1997. The empirical results show the following findings. First, total cost efficiency shows that the after of IMF decrease of 3.7% over the before of IMF and MPI change indicates that the after of IMF increase 7.7% over the before IMF. Second, the results of Tobit regression to analysis the cause of inefficiency show that total cost efficiency is positively related invested assets, acquisition expenses ratio, collection expenses ratio and is negatively related solicitors ratio, personnel expenses ratio, land & buildings expenses ratio, loss ratio, net operating expenses ratio. Especially inefficiency of small-to-mid sized companies is main cause of total cost efficiency of non-life insurance companies in korea. Small-to-mid sized companies endeavored various aspects of business strategies.

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An Empirical Study on Debt Financing of Family Firms : Focused on Packing Order Theory (가족기업의 부채조달에 관한 실증연구 : 자본조달순위이론을 중심으로)

  • Jung, Mingeu;Kim, Dongwook;Kim, Byounggon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.3
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    • pp.337-345
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    • 2018
  • The purpose of this study is to analyze the relationship between the characteristics of Korean family firms and the impact of debt financing. The analysis period was 10 years from 2004 to 2013, and the sample consisted of 4,008 non-financial firms listed on the Korea Exchange. For the analysis, the unbalanced panel data with time - series, cross - section data were formed and analyzed using panel data regression analysis. The results are as follows. First, Korean family firms use relatively less debt than non - family firms. It can be understood that family firms in which the dominant family owns and dominates the corporation are less likely to increase their debt because the agent problem is alleviated and the need for the control effect of Jensen (1986) is lowered. Second, in the verification of the packing order theory using the model proposed by Shyam-Sunder and Myers (1999), family firms have higher compliance with the packing order theory than non-family firms do. When financing is needed, debt is preferred over equity issuance. However, for Korean family firms, 24.38% of the deficit funds are financed through the issuance of net debt, which is relatively low compared to the 75% shown in the analysis of Shyam-Sunder and Myers (1999). These results reveal the limit to the strong claim that the Korean family firms follow the packing order theory.

Collaboration and Node Migration Method of Multi-Agent Using Metadata of Naming-Agent (네이밍 에이전트의 메타데이터를 이용한 멀티 에이전트의 협력 및 노드 이주 기법)

  • Kim, Kwang-Jong;Lee, Yon-Sik
    • The KIPS Transactions:PartD
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    • v.11D no.1
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    • pp.105-114
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    • 2004
  • In this paper, we propose a collaboration method of diverse agents each others in multi-agent model and describe a node migration algorithm of Mobile-Agent (MA) using by the metadata of Naming-Agent (NA). Collaboration work of multi-agent assures stability of agent system and provides reliability of information retrieval on the distributed environment. NA, an important part of multi-agent, identifies each agents and series the unique name of each agents, and each agent references the specified object using by its name. Also, NA integrates and manages naming service by agents classification such as Client-Push-Agent (CPA), Server-Push-Agent (SPA), and System-Monitoring-Agent (SMA) based on its characteristic. And, NA provides the location list of mobile nodes to specified MA. Therefore, when MA does move through the nodes, it is needed to improve the efficiency of node migration by specified priority according to hit_count, hit_ratio, node processing and network traffic time. Therefore, in this paper, for the integrated naming service, we design Naming Agent and show the structure of metadata which constructed with fields such as hit_count, hit_ratio, total_count of documents, and so on. And, this paper presents the flow of creation and updating of metadata and the method of node migration with hit_count through the collaboration of multi-agent.

Accident Prevention and Safety Management System for a Children School Bus (어린이 통학버스 사고 방지 및 안전 관리 시스템)

  • Kim, Hyeonju;Lee, Seungmin;Ham, Sojeong;Kim, Sunhee
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.7
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    • pp.446-452
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    • 2020
  • As the use of children's school buses increases, accidents caused by the negligence of school bus drivers and ride carers have also increased significantly. To prevent such accidents, the government is coming up with various policies. We propose an accident prevention and safety management system for children's school buses. Through this system, bus drivers can easily check whether each child is seated and whether the seat belt is used, so it is possible to quickly respond to children's conditions while driving. With the ability to recognize faces by analyzing camera images, children can use a seat belt that is automatically adjusted to their height. It is therefore possible to prevent secondary injuries that may occur in the event of a traffic accident. In addition, a sleeping child-check system is provided to confirm that all children get off the bus, and a text service is provided to inform parents of their children's locations in real time. Based on Raspberry Pi, the system is implemented with cameras, pressure sensors, motors, Bluetooth modules, and so on. This proposed system was attached to a bus model to confirm that the series of functions work correctly.

A Study on the Effect of Delinquency Rate of Real Estate PF on Macroeconomic Variables (거시경제변수에 따른 부동산PF 연체율에 관한 연구)

  • Roh, Chi-Young;Kim, Hyung-Joo
    • The Journal of the Korea Contents Association
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    • v.18 no.4
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    • pp.416-427
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    • 2018
  • As the loan size of real estate PF is huge, its market ripple effect gets bigger when overdue occurs. Accordingly, the management of the delinquency rate and macroeconomic analysis are required. As the preceding research mainly proceeded with microeconomic analysis through the real estate PF data of individual banks to evaluate importance of list or analyzed core factors for delinquency, it lacked research on comprehensive real estate PF size. In order to overcome the limitations of such data, this research studied real estate PF delinquency rate of the entire market and effect relationship by the size. The research utilized the size of real estate PF loans, money supply, interest rate, consumer price index(CPI), and GDP data. Also, it applied the first model of VECM as linear relationship between at least two or more variables, following the result of co-integration test. As a result of Granger-causality test, the real estate PF loans delinquency rate is influenced by their loan size, and as a result of impulse response analysis, the interest rate is shown to be affecting delinquency rate the most. Interest rate could risesomeday and aggravate the delinquency rate of real estate PF. Also, risk exposure could be serious as the loan size increases.Therefore, the management of real estate PF delinquency rate requires continuous monitoring, tracking and observing issued loans from a macro point of view. The plans to prevent delinquency will be necessary.

An Empirical Study on Causality among Trading Volume of Busan, Kawangyang and Incheon port (부산항, 광양항, 인천항의 물동량간 인과관계 분석)

  • Choi, Bong-Ho;Kim, Sang-Choon
    • Journal of Korea Port Economic Association
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    • v.26 no.1
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    • pp.61-82
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    • 2010
  • The purpose of this study is to examine the causuality among export and import trading volume of port of Busan, Kwangyang, Incheon and to induce policy implications. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And We apply Granger causality and impulse response and variance decomposition based on VECM. The results indicate that the trading volume of port of Busan is not largely influenced by that of port of Kawangyang and Incheon, but the trading volume of port of Kawangyang and Incheon is largely influenced by other ports including port of Busan. The result suggest that government has to focus on policy that the port of Kawangyang and Incheon can raise its own competitiveness in the world market.

Characteristic of Buckling and Ultimate Strength of the Perforated Stiffened Plate (유공보강판의 좌굴 및 극한강도 특성에 관한 연구)

  • Park Joo-Shin;Ko Jae-Yong;Oh Kyoung-Gun
    • Journal of Navigation and Port Research
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    • v.30 no.6 s.112
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    • pp.439-446
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    • 2006
  • In ship structures many of the structural plates have cutouts, for example, at inner bottom structure, girder, upper deck hatch, floor and dia-frame etc. In the case where a plate has a cutout it experiences reduced buckling and ultimate strength and at the same time the in-plane stress under compressive load produced by hull girder bending will be redistributed In general, actual ship structure adopted reinforcement of stiffener around the cutout in order to preventing from buckling so it need to examine a buckling and ultimate strength behaviour considering a cutout because In many ship yards used class rule for calculating buckling strength but it is difficult to evaluate perforate stiffened plate with random size. In the present paper, we investigated several kinds of perforated stiffened model from actual ship and then was performed finite element series analysis varying the cutout ratio, web height, thickness and type of cross-section using commercial FEA program(ANSYS) under compressive load.

Effect of Temperature Treatments on the Penetration and Disease Development in the Leaf Epidermis by the Rice Blast Fungus, Pyricularia oryzae Cavara III. Effect of Percent Penetration and Hyphal Growth on Lesion Formation under Different Temperature Regimes (기온변동(氣溫變動)이 벼 도열병균(稻熱病菌)의 엽신(葉身)에의 침입(侵入)과 발병(發病)에 미치는 영향(影響) III. 온도처리(溫度處理)에 따른 침입률(侵入率)과 균사신전도(菌絲伸展度)가 병반형성(病斑形成)에 미치는 영향(影響))

  • Kim, Chang-Kyu;Mogi, Shizuo
    • Korean journal of applied entomology
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    • v.26 no.1 s.70
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    • pp.43-47
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    • 1987
  • Effect of percent penetration and hyphal growth on lesion formation was evaluated at 23/15C (day/night), 29/21C regimes and greenhouse condition (33-23C) using three rice cultivars, Aichi-asahi, Toyotama and Yamabiko with 6 isolates of Pyricularia oryzae. Percent penetration at 72hr and 96hr after inoculation was highly significant with lesion formation at any temperature regime. At the same time, number of appressoria that exceeded hyphal growth value 11 was also highly significant with lesion formation. However, number of appressoria that exceeded hyphal growth value 30 was significant only at 72hr after inoculation at 29/21C regime. In general, statistical fitness of the model was higher at 23/15C regime than at 29/21C regime or a greenhouse condition. These series of phenomenon were more apparent in a susceptible cultivar Aichi-asahi.

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The Extreme Value Analysis of Deepwater Design Wave Height and Wind Velocity off the Southwest Coast (남서 해역 심해 설계 파고 및 풍속의 극치분석)

  • Kim, Kamg-Min;Lee, Joong-Woo;Lee, Hun;Yang, Sang-Yong;Jeong, Young-Hwan
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.29 no.1
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    • pp.245-251
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    • 2005
  • When we design coastal and harbol facilities deepwater design wave and wind speed are the important design parameters. Especially, the analysis of these informations is a vital step for the point of disaster prevention. In this study, we made and an extreme value analysis using a series of deep water significant wave data arranged in the 16 direction and supplied by KORDI real-time wave information system ,and the wind data gained from Wan-Do whether Station 1978-2003. The probability distributions considered in this characteristic analysis were the Weibull, the Gumbel, the Log-Pearson Type III, the Normal, the Lognormal, and the Gamma distribution. The parameter for each distribution was estimated by three methods, i.e. the method of moments, the maximum likelihood, and the method of probability weight moments. Furthermore, probability distributions for the extreme data had been selected by using Chi-square and Kolmogorov-Smirnov test within significant level of 5%, i,e. 95% reliance level. From this study we found that Gumbel distribution is the most proper model for the deep water design wave height off the southwest coast of Korea. However the result shows that the proper distribution made for the selected site is varied in each extreme data set.

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