• 제목/요약/키워드: Time-series trend

검색결과 485건 처리시간 0.025초

Long-run Equilibrium Relationship Between Financial Intermediation and Economic Growth: Empirical Evidence from Philippines

  • MONSURA, Melcah Pascua;VILLARUZ, Roselyn Mostoles
    • The Journal of Asian Finance, Economics and Business
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    • 제8권5호
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    • pp.21-27
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    • 2021
  • The financial sector is one of the most important building blocks of the economy. When this sector efficiently implemented a well-crafted program on banking and financial system to translate financial activities to income-generating activity, economic growth will be realized. Hence, this study analyzed the effect of financial intermediation on economic growth and the existence of cointegrating relationship using time-series data from 1986 to 2015. The influence of financial intermediation in terms of bank credit to bank deposit ratio, private credit, and stock market capitalization and time trend to economic growth was estimated using ordinary least squares (OLS) multiple regression. The results showed that all the financial intermediation indicators and time trend exert significant effect on Gross Domestic Product (GDP) per capita. The positive sign of the time trend indicates that there is an upward trend in GDP per capita averaging approximately 0.06 percent annually. Furthermore, the cointegration test using the Johansen procedure revealed that there is a presence of long-term equilibrium relationship between financial intermediation and time trend and economic growth, and rules out spurious regression results. This study established the idea that financial intermediation in the Philippines has a significant and vital role in stimulating growth in the economy.

Estimation on the Port Container Volume in Incheon Port

  • Kim, Jung-Hoon
    • 한국항해항만학회지
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    • 제33권4호
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    • pp.277-282
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    • 2009
  • This paper estimated the container volumes for the Incheon port with univariate time series. As best suited models Winters' additive model, ARIMA model,and Winters' additive model were selected by import-export, coastal, and transshipment volume respectively, based on the data of monthly volume by October 2008 since January 2001. This study supposed the import-export container volumes would be decreased by 14% against that in 2008 and would have been recovered to the increasing trend of the volumes beyond the fourth quarter of 2010. The future import-export and transshipment volumes showed the increasing trend beyond 2011, while the coastal volumes would be on the stagnation. The yearly container volumes were finally forecasted as 1,705, 2,432, and 3,341 thousand TEU in 2011, 2015, and 2020 respectively.

주기 패턴을 이용한 센서 네트워크 데이터의 이상치 예측 (Outlier prediction in sensor network data using periodic pattern)

  • 김형일
    • 센서학회지
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    • 제15권6호
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    • pp.433-441
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    • 2006
  • Because of the low power and low rate of a sensor network, outlier is frequently occurred in the time series data of sensor network. In this paper, we suggest periodic pattern analysis that is applied to the time series data of sensor network and predict outlier that exist in the time series data of sensor network. A periodic pattern is minimum period of time in which trend of values in data is appeared continuous and repeated. In this paper, a quantization and smoothing is applied to the time series data in order to analyze the periodic pattern and the fluctuation of each adjacent value in the smoothed data is measured to be modified to a simple data. Then, the periodic pattern is abstracted from the modified simple data, and the time series data is restructured according to the periods to produce periodic pattern data. In the experiment, the machine learning is applied to the periodic pattern data to predict outlier to see the results. The characteristics of analysis of the periodic pattern in this paper is not analyzing the periods according to the size of value of data but to analyze time periods according to the fluctuation of the value of data. Therefore analysis of periodic pattern is robust to outlier. Also it is possible to express values of time attribute as values in time period by restructuring the time series data into periodic pattern. Thus, it is possible to use time attribute even in the general machine learning algorithm in which the time series data is not possible to be learned.

Mann-Kendall 비모수 검정과 Sen's slope를 이용한 최근 40년 남한지역 계절별 평균기온의 경향성 분석 (A trend analysis of seasonal average temperatures over 40 years in South Korea using Mann-Kendall test and sen's slope)

  • 진대현;장성환;김희경;이영섭
    • 응용통계연구
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    • 제34권3호
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    • pp.439-447
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    • 2021
  • 범지구적 이상기후의 잦은 출현으로 기상 변화에 대한 관련 연구가 활발히 진행되고 있지만, 장기간 축적된 기상자료를 이용한 경향성 분석 연구는 부족하였다. 본 연구에서는 비모수적 분석방법을 이용해 40년간 종관기상관측장비(ASOS)로 부터 축적된 기온 시계열 자료의 경향성을 분석하였다. 남한지역의 연평균 기온과 계절별 평균기온 시계열 자료에 대한 Mann-Kendall 검정 결과 상승 경향성이 존재하는 것으로 나타났다. 또한 Pettitt 검정을 적용해 탐색된 변동점을 전후로 경향성의 정도를 파악할 수 있는 Sen's slope를 계산한 결과, 변동점 이후의 최근 자료에서 기온의 상승 경향성이 더욱 큰 것을 확인하였다.

Trend analysis of aridity index for southeast of Korea

  • Ghafouri-Azar, Mona;Bae, Deg-Hyo
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2017년도 학술발표회
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    • pp.193-193
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    • 2017
  • Trend analysis can enhance our knowledge of the dominant processes in the area and contribute to the analysis of future climate projections. The results of previous studies in South Korea showed that southeast regions of Korea had the highest value of evapotranspiration. Thereby, it is of interest to determine the trend analysis in hydrological variables in this area. In this study, the recent 35 year trends of precipitation, reference evapotranspiration, and aridity index in monthly and annual time scale will be analyzed over three stations (Pohang, Daegu, and Pusan) of southeast Korea. After removing the significant Lag-1 serial correlation effect by pre-whitening, non-parametric statistical Mann-Kendall test was used to detect the trends. Also, the slope of trend of the Mann-Kendall test was determined by using Theil-Sen's estimator. The results of the trend analysis of reference evapotranspiration on the annual scale showed the increasing trend for the three mentioned stations, with significant increasing trend for Pusan station. The results obtained from this research can guide development if water management practices and cropping systems in the area that rely on this weather stations. The approaches use and the models fitted in this study can serve as a demonstration of how a time series trend can be analyzed.

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디자인 특성에 따른 니트 패션 트렌드의 주기 분석 (Analysis of Fashion Design Characteristics and Cycles of Knit Fashion Trends)

  • 고순영;박영선;박명자
    • 복식문화연구
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    • 제18권6호
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    • pp.1274-1290
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    • 2010
  • This study analyzed the design elements and fashion images of women's knitwear in collections of Paris, Milan, London and New York between 2003 and 2008, and examined knitwear trends in an effort to verify whether knitwear trends are repeated in certain cycles, whether they show complicated patterns in cycles and yet occur in quasi cycles, or whether they occur non-periodically in complicated forms of chaotic cycles. Trend cycle analysis results are deemed to identify the time series attribute of knit fashions. It also sought to categorize the attribute of various factors influencing knitwear trends with a view to determining relevancy between design elements, and to present the direction of predicting knitwear fashion trends and the progression of short-term knitwear trends. This study reached the following conclusion. According to design elements or fashion images, knitwear fashion trends occur in cycles, quasi cycles, non-periodical cycles. These cyclic characteristics can be used as scientific data for planning knitwear products. The study confirmed close relevancy between fashion images and fashion elements. It identified close relevancy between designs with similar fashion elements and images through coordinates by year and season, and it is possible to make short-term prediction of trend direction through the flow of coordinates. Time series data were insufficient, thereby making it difficult to perfectly verify chaos indices and giving limitations to this study. A study with more time series data will produce a more effective method of predicting and using knitwear fashion trends.

Colorectal Cancer Trends in Kerman Province, the Largest Province in Iran, with Forecasting until 2016

  • Roya, Nikbakht;Abbas, Bahrampour
    • Asian Pacific Journal of Cancer Prevention
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    • 제14권2호
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    • pp.791-793
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    • 2013
  • Colorectal cancer is one of the most common cancers. The aim of this study is determination its trends in Kerman province and individual cities separately until year 2016. This analytical and modeling study was based of cancer registry data of Kerman University of Medical Sciences, collected during 2001-2010. Among 20,351 cancer case, 792 were colorectal cancer cases in age group 18-93 years with a mean of 59.4 and standard deviation of 15.1. By applying time series and data trends, incidences were predicted until 2016 for the province and each city, with adjustment for population size. In colorectal cases, 413 (52%) were male, and 379 (48%) were female. The annual increasing rate in Kerman province overall was and can be expected to be 6%, and in the cities of the province Rafsanjan, Bardsir, Bam, Kerman, Baft, Sirjan, Jiroft, Kahnuj and Manujan had an increasing range from 5 to 14% by the year 2016. But in Ravar, Zarand and Shahrbabak reduction in rates of at least 2% could be predicted. The time series showed that the trend of colorectal cancer in female will increase 15% and in male 7% by year 2016. Given the trend of this cancer is increasing so that resources will be consumed in the treatment of the patients, efforts shoudlbe focused on prevention and early diagnosis of the disease. Screening could have an important role leading to improved survival.

기온 변화에 따른 벚꽃 개화시기의 변화 경향 (The Trend on the Change of the Cherry Blossom Flowering Time due to the Temperature Change)

  • 이승호;이경미
    • 환경영향평가
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    • 제12권1호
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    • pp.45-54
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    • 2003
  • The purpose of this paper is to examine the trend on the change of the cherry blossom flowering time due to the temperature change by selecting regions that have long periods of cherry blossom flowering time data as cases. With the flowering time data, the distribution of cherry blossom flowering time, time series change and change rate of cherry blossom flowering time were analyzed. Also, the correlation between the cherry blossom flowering time and the temperature was analyzed. The flowering of cherry blossom is earlier in metropolitan areas, and in the east coastal region than the west coastal region. The trend on the change of the cherry blossom flowering time is very similar to change the temperature. The change rate of the cherry blossom flowering time is rising up in the whole regions under study, and is relatively high in metropolitan areas. Especially, the cherry blossom flowering time festinated greatly in Pohang that is one of the heavily industrialized cities. From the analysis of correlation analysis between cherry blossom flowering time and temperature elements, the cherry blossom flowering time is highly related with mean temperature of March, which the month is just before the beginning of flowering.

변동경향성 제거 전후의 수리지질학적 시계열분석 결과 비교 (Comparison of Hydrogeological Time Series Analysis Results Before and After Detrending)

  • 임홍균;최현미;이진용
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제16권2호
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    • pp.30-40
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    • 2011
  • In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.