• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.591-599
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• 2020

This study examines how the health of the banks in ASEAN-3 countries namely Indonesia, Malaysia and Thailand respond to the change in exchange rates and foreign interest rates in four large economies. The transmissions of the two external factors through domestic factors in each ASEAN-3 countries eventually affects Non-Performing Loan (NPL) of commercial banks. This study uses the monthly time series data and the renowned Structural Vector Autoregressive (VAR) model comprising five variables, namely exchange rate, foreign interest rate, domestic interest rate, money supply, and non-performing loan (NPL). The results indicate that there are different effects between ASEAN-3 countries, which can be classified as short-run effect and long-run effect. In the long run effect, external factors have a dominant role in determining NPL in ASEAN-3 countries. Yuan has the biggest effect on Malaysia's NPL, while Indonesia is more affected by European interest rates rather than the fluctuation of the US currency and China's interest rates. Among ASEAN-3 countries, Malaysia is the one that is the most vulnerable to external factors. While Thailand's NPL is affected dominantly by domestic factors. This study shows that the Fed Funds Rate (US official interest rate) is not always the dominant factor affecting the health of domestic banks in ASEAN-3.

• 한국환경과학회지
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• 제26권10호
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• pp.1181-1184
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• 2017

This study examined the effects of chemical blends (a combination of alum and aluminum chloride) on pH, N, and pathogens in duck litter during a six-week experiment. In total, 240 Pekin ducks (160 males and 80 females) were individually distributed into 16 pens, in a randomized experimental design consisting of four treatments and four replicate pens per treatment. Our treatments included a control, T1 (75 g alum + 75 g aluminum chloride/kg duck litter), T2 (100 g alum + 100 g aluminum chloride/kg duck litter), and T3 (150 g alum + 150 g aluminum chloride/kg duck litter). There was no difference among treatments in pH and Total N (TN) at weeks 2, 4, and 6 and weeks 1, 4, 5, and 6, respectively. However, there were significant differences in both pH and TN among treatments at weeks 1, 3, and 5 and weeks 2 and 3, respectively. Regarding pathogens, we found small differences in all treatments in Escherichia coli populations from weeks 1 to 5 and in Salmonella enterica populations from weeks 1 to 3. In conclusion, the addition of chemical blends to duck litter increased TN, which resulted in a lower litter pH, but did not significantly affect pathogen populations.

• ETRI Journal
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• 제39권5호
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• pp.718-728
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• 2017

Empirical modeling of wireless fading channels using common schemes such as autoregression and the finite state Markov chain (FSMC) is investigated. The conceptual background of both channel structures and the establishment of their mutual dependence in a confined manner are presented. The novel contribution lies in the proposal of a new approach for deriving the state transition probabilities borrowed from economic disciplines, which has not been studied so far with respect to the modeling of FSMC wireless fading channels. The proposed approach is based on equal portioning of the received signal-to-noise ratio, realized by using an alternative probability construction that was initially highlighted by Tauchen. The associated statistical procedure shows that a first-order FSMC with a limited number of channel states can satisfactorily approximate fading. The computational overheads of the proposed technique are analyzed and proven to be less demanding compared to the conventional FSMC approach based on the level crossing rate. Simulations confirm the analytical results and promising performance of the new channel model based on the Tauchen approach without extra complexity costs.

• Smart Structures and Systems
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• 제21권2호
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• pp.171-185
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• 2018

Maintenance of deteriorated bridge structures has always been one of the challenging issues in developing countries as it is directly related to daily life of people including trade and economy. An effective maintenance strategy is highly dependent on timely inspections on the bridge health condition. This study is intended to investigate an approach for detecting bridge damage for the long-term health monitoring by use of copula theory. Long-term measured data for the seven-span plate-Gerber bridge is investigated. Autoregressive time series models constructed for the observed accelerations taken from the bridge are utilized for the computation of damage indicator for the bridge. The copula model is used to analyze the statistical changes associated with the modal parameters. The changes in the modal parameters with the time are identified by the copula statistical properties. Applicability of the proposed method is also discussed based on a comparison study among other approaches.

• 농업과학연구
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• 제37권2호
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• pp.177-189
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• 2010

These studies were conducted to analysis for weather reaction on the growth and yield component according to meterological elements used Vector Autoregressive Regression(VAR) Model at Daejeon, Hongseong, Geumsan, Nonsan, and Yesan to core of center to Chungnam area in Rice. Reaction of cultivars according to change of meterological elements for growth and yield component effected on heading time in Gancheokbyeo and Mananbyeo, grain number of a spike in Gancheokbyeo, ratio of ripeness in Gancheokbyeo and Geumobyeo 1, amount of milled rice in Geurubyeo and Ansanbyeo, and 1,000 grains weight in Gancheokbyeo, Dasanbyeo, and Hwajinbyeo. An effect on the growth and yield components of meterological elements were influenced by heading date, 1,000 grain weight and ratio of repening as sunshine hours. The cultivars in sensitive reaction for change of weather condition were classified to 14 varieties including Gerubyeo et al., insensitive cultivars were classified to 66 varieties including Gyehwabyeo et. al.

• 한국음향학회지
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• 제15권4호
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• pp.50-57
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• 1996

본 논문에서는 최적의 웨이브렛 선택방법과 이 선택된 웨이브렛으로 F-검정을 이용하여 AR파라메터를 전개시키는 방법을 제안하였으며 웨이브렛 선택 방법으로서 평가함수를 도입하였다. 이 평가함수를 이용하여 웨이브렛들(D4-D20)을 합성신호에 대해서 시험하였다. 이때 선택된 웨이브렛을 이용하여 합성신호와 실제 음성신호에 대해서 AR파라메터들을 웨이브렛 전개 했을때의 웨이브렛 계수를 구하였다. 제안된 방법을 평가하기 위해서 칼만필터 알고리즘과 비교하였다. 그 결과 제안된 알고리즘이 칼만필터보다 약5-10dB정도 더 우수한 성능을 나타내었다.

• 한국정보전자통신기술학회논문지
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• 제3권4호
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• pp.23-27
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• 2010

본 연구에서는 감성 평가 시스템 가장 적합한 파라미터를 찾기 위하여 3가지 뇌파 파라미터를 이용하여 감정 분류 실험을 하였다. 뇌파 파라미터는 선형예측기계수(linear predictor coefficients)와 FFT 스펙트럼 및 AR 스펙트럼의 밴드별 상호상관계수(cross-correlation coefficients)를 이용하였으며, 감정은 relaxation, joy, sadness, irritation으로 설정하였다. 뇌파 데이터는 대학의 연극동아리 학생 4명을 대상으로 수집하였으며, 전극 위치는 Fp1, Fp2, F3, F4, T3, T4, P3, P4, O1, O2를 사용하였다. 수집된 뇌파 데이터는 전처리를 거친 후 특징 파라미터를 추출하고 패턴 분류기로 사용된 신경회로망(neural network)에 입력하여 감정 분류를 하였다. 감정 분류실험 결과 선형예측기계수를 이용하는 것이 다른 2가지 보다 좋은 성능을 나타내었다.

• 농촌계획
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• 제26권3호
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• pp.103-113
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• 2020

Land price can be affected by convenience or psychological repulsion like PIMFY (Please In My Front Yard) or NIMBY (Not In My Back Yard) for various facilities. The purpose of this study is to evaluate whether non-preferred facilities are related to NIMBY impact that negatively affect land prices using the spatial econometrics models which are spatial autoregressive models (SAR), spatial errors models (SEM), and general spatial model (SAC). The land price in urban area increases by 0.07-0.2% when the distance from aversion facilities increases by 1%. However, the land price in rural areas decreases when the distance from aversion or pollution facilities increase. Therefore, these facilities in rural areas located in the areas with higher land price because funeral homes located in center of rural administrative areas and charnel house or crematorium located in the fringe of urban areas. That is, this study explain the difference between land price and non-preferred facilities in urban and rural areas and why there are more N IMBY symptoms in urban areas.

• 유통과학연구
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• 제17권1호
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• pp.21-31
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• 2019

Purpose - As the market economy deepens, the issue of social equity caused by income distribution becomes more and more significant. Therefore, this paper attempts to exploit the determinants of income distribution in terms of macroeconomics. Research design, data, and methodology - The data set from 1990 to 2017 will be used to conduct an empirical analysis under a menu of econometric approaches such as vector autoregressive model and impulse response function. The income distribution and other macroeconomic variables such as foreign direct investment and employment will be used to conduct an empirical analysis to explore the determinants of income distribution in terms of macroeconomics. Results - The findings indicate that the income distribution is related with macroeconomics. More specifically, the export, import, GDP and foreign direct investment play a role in deteriorating the income distribution. Conversely, the industrialization, inflation and employment can improve the income distribution. Unfortunately, the inflation and employment do not get through under 5% significant test. Conclusions - Due to that a good income distribution can be beneficial for both a country and an individual, this paper provides a new scope for China's government to improve its income distribution in terms of macroeconomics.

• The Journal of Asian Finance, Economics and Business
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• 제8권11호
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• pp.203-212
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• 2021

Theoretically, economic growth necessitates financial liberalization. Thus, the current research examines the effect of financial liberalization on economic growth in emerging nations, with a particular focus on Egypt and Saudi Arabia. To determine this effect, the study employs a model that uses Gross Domestic Product growth as the dependent variable and the following macroeconomic variables as financial liberalization indices: Broad money as a percentage of GDP, Domestic bank credit to the private sector as a percentage of GDP, Monetary sector credit to the private sector as a percentage of GDP, Net inflows of foreign direct investment as a percentage of GDP. All data is annual data of Egypt and the Kingdom of Saudi Arabia for the period 1970-2018 obtained from the World Bank open data website. The empirical investigation employs the Autoregressive Distributed Lag (ARDL) approach. The findings indicate that, after more than three decades of implementation, both countries' financial and external liberalization policies do not have a favorable effect on their economies' growth rates. Additionally, this study has led us to conclude that any financial liberalization policy in both countries must be preceded by the strengthening of these countries' financial development and institutional frameworks, as well as the achievement of macroeconomic stability.