• Title/Summary/Keyword: autoregressive model

Search Result 750, Processing Time 0.03 seconds

Empirical Analysis on the Determinants for the Service Export Performance in the Medical and Healthcare Service Industry (의료 및 보건 서비스산업에 있어서 서비스수출 변동요인에 관한 실증분석)

  • Jung, Yong-Sik;Park, Se-hoon;Kang, Joo-Hoon
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.21 no.5
    • /
    • pp.31-40
    • /
    • 2016
  • This paper is to set up the autoregressive distributed lag model in order to estimate factor elasticities of the service export in the medical and healthcare service industry and to analyze the determinants for its export performance during 1975-2015. The empirical results suggest that industrial markup, exchange rate, and interest rate have had more decisive effects on the industrial export performance in the medical and healthcare service industry, in particular, during the declining period in factor prices since the foreign currency crisis beginning in late 1997.

Improvements of Pulse Doppler Gap Filling Algorithms for Portable Medical Ultrasound Imaging System (휴대용 초음파진단기를 위한 펄스 도플러 갭 필링 알고리즘의 개선)

  • Bae, MooHo;An, Hyung-Jun
    • The Journal of the Acoustical Society of Korea
    • /
    • v.31 no.8
    • /
    • pp.580-589
    • /
    • 2012
  • In this paper, we studied on Doppler gap-filling algorithms suitable for a portable or low-cost medical ultrasound imaging system, and as a result, found out algorithms based on mirroring or autoregressive model. Moreover, controlling the computational demand in the proper range, we improved the performances of these algorithms by solving their problems. Effectiveness of these modified algorithms is verified by computer simulations and experiments which used artificially generated Doppler signals and Doppler data acquired from human body through an actual ultrasound system.

The role of Patent on Foreign Direct Investment: Evidence in Vietnam

  • PHAM, Nga Thi;PHAM, Huong Thi Thu
    • Journal of Distribution Science
    • /
    • v.18 no.6
    • /
    • pp.77-82
    • /
    • 2020
  • Purpose: In the period of international integration, how is the implementation of intellectual property regulation in developing countries? Do intellectual property rights help attract more Foreign direct investment (FDI)? This study aims to show the effect of intellectual property rights, reflect in the number of patent registered (Patent distribution into two components: Patent_residents and Patent_non-residents) on FDI attraction in Vietnam. Research design, data and methodology: Using Autoregressive distributed lag (ARDL) model for the data collected from 1990 to 2018 with EViews version 9 software. Conclusions: The results indicate that the number of patent protection has a positive effect on FDI in both short term and long term. In particular, only patent registration of foreign individuals and organizations has a significant positive effect on attracting FDI, while that of Vietnamese patents is not statistically significant. From the results of this study, we provide some recommendations to help attract FDI based on raising awareness of intellectual property rights: Increase international cooperation for innovation to learn and encourage patent; Improve the capac ity of inventing as well as the ability to register patents of Vietnamese people; Government agencies are tasked to support a nd review registration procedures; Encouraging patent registration based on the patent.

The Effects of Free Trade Agreements on Korea's Fishery Products Import Market Integration (자유무역협정(Free Trade Agreements : FTA)이 국내 수산물 수입시장통합에 미친 효과)

  • Lim, Eun-Son;Kim, Ki-Soo
    • The Journal of Fisheries Business Administration
    • /
    • v.48 no.4
    • /
    • pp.45-66
    • /
    • 2017
  • Although the main objective of Free Trade Agreements (FTA) is market integration among member countries, there are limited studies supporting this impact. Our study explores whether FTA has enhanced market integration between South Korea and its FTA partners, focusing on South Korea's fishery product import market. We investigate two research questions concerning FTA impacts: first, whether trade costs declined when South Korea imported fishery products from its FTA partners after the FTA; second, if the speed of the convergence of South Korea-its FTA partners'price differential of imported fishery products on trade costs result to occur more quickly after the FTA. To determine these outcomes, we utilize a Threshold Autoregressive Model covering the sample periods from January 2002 to April 2017. Our findings demonstrate the effects of FTA on market integration are different among FTA partners. FTA has enhanced the market integration between South Korea and Norway, Vietnam, and Spain, respectively, but not for others. Therefore, we find positive evidence of FTA on fishery import market integration between South Korea and Norway, Vietnam and Spain, respectively.

Development of System Marginal Price Forecasting Method Using ARIMA Model (ARIMA 모형을 이용한 계통한계가격 예측방법론 개발)

  • Kim Dae-Yong;Lee Chan-Joo;Jeong Yun-Won;Park Jong-Bae;Shin Joong-Rin
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.55 no.2
    • /
    • pp.85-93
    • /
    • 2006
  • Since the SMP(System Marginal Price) is a vital factor to the market participants who intend to maximize the their profit and to the ISO(Independent System Operator) who wish to operate the electricity market in a stable sense, the short-term marginal price forecasting should be performed correctly. In an electricity market the short-term market price affects considerably the short-term trading between the market entities. Therefore, the exact forecasting of SMP can influence on the profit of market participants. This paper presents a new methodology for a day-ahead SMP forecasting using ARIMA(Autoregressive Integrated Moving Average) model based on the time-series method. And also the correction algorithm is proposed to minimize the forecasting error in order to improve the efficiency and accuracy of the SMP forecasting. To show the efficiency and effectiveness of the proposed method, the case studies are performed using historical data of SMP in 2004 published by KPX(Korea Power Exchange).

A Correction Technique of Missing Load Data Based on ARIMA Model (ARIMA 모형에 기초한 수요실적자료 보정기법 개발)

  • 박종배;이찬주;이재용;신중린;이창호
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.53 no.7
    • /
    • pp.405-413
    • /
    • 2004
  • Traditionally, electrical power systems had the vertically-integrated industry structures based on the economics of scale. However power systems have been recently reformed to increase the energy efficiency of the power system. According to these trends, Korean power industry has been partially restructured, and the competitive generation market was opened in 2001. In competitive electric markets, correct demand data are one of the most important issue to maintain the flexible electric markets as well as the reliable power systems. However, the measuring load data can have the uncertainty because of mechanical trouble, communication jamming, and other things. To obtain the reliable load data, an efficient evaluation technique to adust the missing load data is needed. This paper analyzes the load pattern of historical real data and then the turned ARIMA (Autoregressive Integrated Moving Average) model, PCHIP(Piecewise Cubic Interporation) and Branch & Bound method are applied to seek the missing parameters. The proposed method is tested under a variety of conditions and tested with historical measured data from the Korea Energy Management Corporation (KEMCO).

A Study on the Improvement of Texture Coding in the Region Growing Based Image Coding (영역화에 기초를 둔 영상 부호화에서 영역 부호화 방법의 개선에 관한 연구)

  • Kim, Joo-Eun;Kim, Seong-Dae;Kim, Jae-Kyoon
    • Journal of the Korean Institute of Telematics and Electronics
    • /
    • v.26 no.6
    • /
    • pp.89-96
    • /
    • 1989
  • An improved method on texture coding, which is a part of the region growing based image coding, is presented in this paper. An image is segmented into stochastic regions which can be described as a stochastic random field, and non-stochastic ones in order to efficiently represent texture. In the texture coding and reconstruction, an autoregressive model is used for the stochastic regions, while a two-dimensional polynomial approximation is used for the non-stochastic ones. This proposed method leads to a better subjective quality, relatively higher compression ratio and shorter processing time for coding and reconstructing than the conventional method which uses only two-dimensional polynomial approximation.

  • PDF

The Impact of Trade Openness on Economic Growth in China: An Empirical Analysis

  • Hye, Qazi Muhammad Adnan;Wizarat, Shahida;Lau, Wee-Yeap
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.3 no.3
    • /
    • pp.27-37
    • /
    • 2016
  • This study uses an endogenous economic growth model to determine the long run relationship between trade openness and economic growth in China by using the data 1975-2009.It contributes to the literature by developing trade openness index. An autoregressive distributed lag approach to cointegration and rolling regression method are employed. This study tests the link between trade openness and economic growth in the case of China by using the framework of endogenous economic growth model. This study also employs the rolling window regression method in order to examine the stability of coefficients throughout the sample span. The autoregressive distributed lag (ARDL) cointegration technique and rolling regression method are used. The empirical findings indicate that trade openness (i.e. Both individual trade indicator and composite trade openness index) are positively related to economic growth in the long run and short run. Our results indicate that trade openness as measured by individual trade indicator and composite trade openness index are positively related to economic growth in the long run and short run. However, results from the rolling window suggest that trade openness is negatively linked to economic growth only for a number of years.

Mass Estimation of a Permanent Magnet Linear Synchronous Motor Applied at the Vertical Axis (수직축 선형 영구자석 동기전동기의 질량 추정)

  • Lee, Jin-Woo;Ji, Jun-Keun;Mok, Hyung-Soo
    • The Transactions of the Korean Institute of Power Electronics
    • /
    • v.13 no.6
    • /
    • pp.487-491
    • /
    • 2008
  • Tuning of the speed controller in the linear servo applications needs the accurate information of a mover mass including a load mass. Therefore this paper proposes the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) applied at the vertical axis by using the recursive Least-Squares estimation algorithm. First, this paper derives the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system used at the vertical axis. The application of the Least-Squares algorithm to the derived DARMA model gives the mass estimation method. Matlab/Simulink-based simulation and experimental results show that the total mover mass of a PMLSM applied at the vertical axis can be accurately estimated at both no-load and load conditions.

Nonlinear Dynamics between Economic Growth and Pollution (경제성장과 환경오염 간의 비선형동학 분석)

  • Kim, Ji Uk
    • Environmental and Resource Economics Review
    • /
    • v.15 no.3
    • /
    • pp.405-423
    • /
    • 2006
  • This paper develops theoretical model between economic growth and pollution as follows: First, emissions are generated from final good production process and technology accumulation. Second, pollution is directly connected with increase in final good production or in consumption, Third, no pollution abatement activity would be undertaken. Fourth, reproducible factors associated with labor and capital input are used in production function. We also test the existence of nonlinear Dynamics between economic growth and pollution using an exponential smooth transition autoregressive model(ESTAR). We find the presence of nonlinear dynamics between economic growth and pollution with a time series data for Seoul. This result shows indirectly that an inverted U relationship between air pollution and economic growth exists.

  • PDF