• Korean Journal of Social Welfare Studies
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• v.43 no.1
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• pp.5-29
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• 2012

The present study was to explore what makes adolescents think of themselves as troublemakers even without conduct problems. It was expected that the failure to attain socio-developmental milestones(e.g., healthy relationships with others, academic achievement) would lead to form trait aspect of deviant self-concept. A latent state-trait autoregressive modeling was used to analyze five annual waves of data from 3,449 adolescents taken from the Korean Youth Panel Study. We decomposed trait and state aspect of deviant self-concept and identified significant predictors of trait-like deviant self-concept, while additionally testing for gender differences. Our results showed that conduct problems had greater effect on deviant self-concept among girls compared with boys. Conduct problem was most predictive of deviant self-concept, and yet both poor peer-relations and school failures predisposed adolescents to have deviant self-concept. Low academic achievement conferred risk for trait aspects of deviant self-concept with no gender difference, whereas poor peer relation was more predictive among girls. It highlights the cultural value system underlying self-concept and how and why adolescents think of themselves as troublemakers.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.925-937
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• 2008

In this study, we considered the clustering analysis for stock return traded in the stock market. Most of financial time-series data, for instance, stock price and exchange rate have conditional heterogeneous variability depending on time, and, hence, are not properly applied to the autoregressive moving-average(ARMA) model with assumption of constant variance. Moreover, the variability is font and center for stock investors as well as academic researchers. So, this paper focuses on the generalized autoregressive conditional heteroscedastic(GARCH) model which is known as a solution for capturing the conditional variance(or volatility). We define the metrics for similarity of unconditional volatility and for homogeneity of model structure, and, then, evaluate the performances of the metrics. In real application, we do clustering analysis in terms of volatility and structure with stock return of the 11 Korean companies measured for the latest three years.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.9
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• pp.1788-1795
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• 1992

Numerical simulations have been performed to investigate various spectral estimators used in LDV signal processing. In order to simulate a particle arrival time statistics known as the doubly stochastic poisson process, an autoregressive vector model was adopted to construct a primary velocity field. The conditional Poisson process with a random rate parameter was generated through the rescaling time process using the mean value function. The direct transform based on random sampling sequences and the standard periodogram using periodically resampled data by the sample and hold interpolation were applied to obtain power spectral density functions. For low turbulent intensity flows, the direct transform with a constant Poisson intensity is in good agreement with the theoretical spectrum. The periodogram using the sample and hold sequences is better than the direct transform in the view of the stability and the weighting of the velocity bias for high data density flows. The high Reynolds stress and high fluctuation of the transverse velocity component affects the velocity bias which increases the distortion of spectral components in the direct transform.

• Environmental and Resource Economics Review
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• v.33 no.2
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• pp.135-157
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• 2024

In this study, we analyzed the changes in copper consumption according to copper price fluctuations and identified the domestic copper price elasticity. A total of 408 time series data from January 1989 to December 2022 were analyzed using the vector autoregressive (VAR) model with net import volume, price, and production index as variables. In addition, to identify changes in the correlation between variables over time, the dynamic relationship between variables was identified using the time-varying vector autoregressive (TV-VAR) model. As a result of the analysis, it was confirmed that the negative price elasticity for copper is -0.1835. In addition, the interquartile range was -0.3130 ~ 0.0886, with no consistent trend over time, but mainly negative elasticity. This study can be used to quantify the expected impact of various policy proposals and changes related to minerals.

• The Korean Journal of Applied Statistics
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• v.32 no.6
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• pp.909-922
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• 2019

In this paper, we study the adaptive least absolute shrinkage and selection operator (LASSO) for the unstable autoregressive (AR) model. To identify the existence of the unit root, we apply the adaptive LASSO to the augmented Dickey-Fuller regression model, not the original AR model. We illustrate our method with simulations and a real data analysis. Simulation results show that the adaptive LASSO obtained by minimizing the Bayesian information criterion selects the order of the autoregressive model as well as the degree of differencing with high accuracy.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.923-932
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• 2013

This paper proposes a method to predict the number of foodborne disease outbreaks by microbes. The weekly data of food poisoning occurrences by microbes in Korea contain many zero-valued observations and have dependency between outbreaks. In order to model both phenomena, the number of food poisonings is predicted by an autoregressive model and the probabilities of food poisoning occurrences by microbes (given the total of food poisonings) are estimated by the baseline category logit model. The predicted number of foodborne disease outbreaks by a microbe is obtained by multiplying the predicted number of foodborne disease outbreaks and the estimated probability of the food poisoning by the corresponding microbe. The mean squared error and the mean absolute value error are evaluated to compare the performances of the proposed method and the zero-inflated model.

• Journal of Biomedical Engineering Research
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• v.16 no.3
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• pp.317-324
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• 1995

A need exists for the accurate identification of time series models having time varying parameters, as is important in the case of real time identification of nonstationary EMG signal. Thls paper describes real time identification and muscle fatigue monitoring method of nonstationary EMG signal. The method is composed of the efficient identifier which estimates the autoregressive parameters of nonstationary EMG signal model, and its real time implementation by using T805 parallel processing computer. The method is verified through experiment with real EMG signals which are obtained from surface electrode. As a result, the proposed method provides a new approach for real time Implementation of muscle fatigue monitoring and the execution time is 0.894ms/sample for 1024Hz EMG signal.

• Journal of Biomedical Engineering Research
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• v.14 no.4
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• pp.387-396
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• 1993

In this paper, a laryngeal function identification system based-on the EGG signal is proposed as the decision basis whether the laryngeal function is normal or abnormal. The normal EGG signal is approved an autoregressive model which has the optimal order of 9. It can be analized by determining the transfer function. But it is not meaningful that the determi- nation is made using the transfer function of an autoregressive model on the abnormal EGG signal. The power spectral analysis was applied to discriminate the normal or abnormal cases. The SNR of the EGG signal was enhanced by the optimal position of electrodes.

• Industrial Engineering and Management Systems
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• v.13 no.4
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• pp.357-368
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• 2014

Since its birth in 1993, fuzzy time series have seen different classes of models designed and applied, such as fuzzy logic relation and rule-based models. These models have both advantages and disadvantages. The major drawbacks with these two classes of models are the difficulties encountered in identification and analysis of the model. Therefore, there is a strong need to explore new alternatives and this is the objective of this paper. By transforming a fuzzy number to a real number via integrating the inverse of the membership function, new autoregressive models can be developed to fit the observation values of a fuzzy time series. With the new models, the issues of model identification and parameter estimation can be addressed; and trends, seasonalities and multivariate fuzzy time series could also be modeled with ease. In addition, asymptotic behaviors of fuzzy time series can be inspected by means of characteristic equations.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.10a
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• pp.373-376
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• 2004

최근에 뇌파를 이용하여 컴퓨터와 통신하거나 기기를 제어할 수 있는 이른바 뇌-컴퓨터 인터페이스BCI(Brain-Computer Interface)에 대한 연구가 대두되고 있다. 이러한 BCI 연구의 궁극적 목표는 다양한 정신상태에 따른 뇌파의 특성을 파악하여 컴퓨터나 기기 등을 제어하는 것이다. 본 논문에서는 움직임과 관련 있는 10～12Hz의 mu파 영역에서의 ERD/ERS를 계산하였고, 그 결과 왼쪽과 오른쪽 손의 움직임을 상상할 때에 운동과 관련된 기능이 집중되어 있는 일차운동영역(primary motor area)의 mu파에서 ERD/ERS의 차이가 나타남을 발견하였다 또한, RLS방법을 사용한 Adaptive Autoregressive Model 계수의 특징을 추출을 하였으며, 이를 신경망으로 학습시켜 인식률을 비교하였다.