• Journal of Families and Better Life
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• v.26 no.6
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• pp.135-141
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• 2008

This longitudinal study investigated the causal relationships between academic achievement and self-esteem using data from a 4-year investigation(2003-2006). Academic achievements and self-esteem were assessed for a sample of adolescents (male 187, female 201) in KYPS (Korea Youth Panel Survey). Cross-lagged autoregressive analyses indicated that for academic achievement and self-esteem, these two variables were reciprocally interrelated in middle school. However, thereafter, middle school 3rd grade students' self-esteem influenced high school 1st grade students' academic achievement, while high school 1st grade students' academic achievement influenced high school 2nd grade students' self-esteem.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.325-340
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• 1994

Effects of temporal aggregation on estimation for ARMA models are studied by investigating the Hannan & Rissanen (1982)'s procedure. The temporal aggregation of autoregressive process has a representation of an autoregressive moving average. The characteristic polynomials associated with autoregressive part and moving average part tend to have roots close to zero or almost identical. This caused a numerical problem in the Hannan & Rissanen procedure for identifying and estimating the temporally aggregated autoregressive model. A Monte-Carlo simulation is conducted to show the effects of temporal aggregation in predicting one period ahead realization.

• Journal of the Korean Data and Information Science Society
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• v.22 no.2
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• pp.335-351
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• 2011

In order to resolve data scarcity problem related to crisis, Oh and Kim (2007) proposed to use stability oriented approach which focuses a base period of financial market, fits asymptotic stationary autoregressive model to the base period and then compares the fitted model with the current market situation. Based on such approach, they developed financial market instability index. However, since neural network, their major tool, depends on the base period too heavily, their instability index tends to suffer from inaccuracy. In this study, we consider linear asymptotic stationary autoregressive model and neural network to fit the base period and produce two instability indexes independently. Then the two indexes are combined into one integrated instability index via newly proposed combining method. It turns out that the combined instability performs reliably well.

• Journal of Korean Society of Rural Planning
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• v.30 no.2
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• pp.1-11
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• 2024

Farmland transaction prices are affected by various factors such as politics, society, and the economy. The purpose of this study is to identify multiple factors that affect the farmland transaction price due to changes in the actual transaction price of farmland by farmland unit from 2016 to 2020. There are several previous studies analyzed the determinants of farmland transaction prices by considering spatial dependency. However, in the case of land transactions where the time and space of the transaction affect simultaneously, if only spatial dependence is considered, there is a limitation in that it cannot reflect spatial dependence that occurs over time. In order to solve these limitations, To address these limitations, this study builds a spatio-temporal autoregressive model that simultaneously considers spatial and temporal dependencies using farmland transactions in Jinju City as an example. As a result of the analysis, it was confirmed that there was significant spatio-temporal dependence in farmland transactions within the previous 30 days. This means that if the previous farmland transaction was carried out at a high price, it has a spatio-temporal spillover effect that indirectly affects the increase in the price of other nearby farmland transactions. The study also found that various location attributes and socioeconomic attributes have a significant impact on farmland transaction prices. The spatio-temporal autoregressive model of farmland prices constructed in this study can be used to improve the prediction accuracy of farmland prices in the farmland transaction market in the future, and it is expected to be useful in drawing policy implications for stabilizing farmland prices

• Korean Journal of Agricultural Science
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• v.43 no.1
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• pp.136-143
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• 2016

Garlic and onion are staple agricultural products to Koreans and also are important with regard to agricultural producers' income. These products' acreage responses are highly correlated with each other. Therefore, it is necessary to test whether there is a cointegration relationship between garlic acreage and onion acreage when one tries to estimate the acreage response's function. Based upon the test result of cointegration, it is confirmed that there is no statistically significant cointegration relationship between garlic acreage and onion acreage. In this case, vector autoregressive model is preferred to vector error correction model. This study investigated the dynamic relationship between garlic and onion acreage responses using vector autoregressive (VAR) model. The estimated results of VAR acreage response models show that there is a statistically significant relationship between current and lagged acreage of more than one lag. Therefore, it is recommended that government should consider the long-run period's relationship of each product's acreage when it plans a policy for stabilizing the supply and demand of garlic and onion. For the price variables, garlic price only affects garlic acreage response while onion price affects not only onion acreage response but also garlic acreage response. This implies that the stabilizing policy for onion price could have bigger effects than that for garlic price stabilization.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.143-154
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• 2024

This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

• ETRI Journal
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• v.46 no.3
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• pp.461-472
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• 2024

We propose a network traffic prediction model based on linear and nonlinear model combination. Network traffic is modeled by an autoregressive moving average model, and the error between the measured and predicted network traffic values is obtained. Then, an echo state network is used to fit the prediction error with nonlinear components. In addition, an improved slime mold algorithm is proposed for reservoir parameter optimization of the echo state network, further improving the regression performance. The predictions of the linear (autoregressive moving average) and nonlinear (echo state network) models are added to obtain the final prediction. Compared with other prediction models, test results on two network traffic datasets from mobile and fixed networks show that the proposed prediction model has a smaller error and difference measures. In addition, the coefficient of determination and index of agreement is close to 1, indicating a better data fitting performance. Although the proposed prediction model has a slight increase in time complexity for training and prediction compared with some models, it shows practical applicability.

• Magazine of the Korean Society of Agricultural Engineers
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• v.34 no.1
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• pp.100-106
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• 1992

The objective of this study is to develop a real-time runoff forecasting model considering stochastic component. The model is composed of deterministic and stochastic components. Simplified tank model was selected as a deterministic runoff forecasting model. The time series of estimation residual resulting from the tank model simulation was analyzed and was best suited to the second-order autoregressive model. ARTANK model which combined the tank model with the autoregressive process was developed. And it was applied to a BANWEOL basin for validation. The simulation results showed a good agreement with the observed field data.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.99-109
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• 2019

We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.

• 한국태양에너지학회:학술대회논문집
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• 2008.11a
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• pp.288-293
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• 2008

A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.