• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.695-700
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• 2008

Artificial neural network (ANN) has been extensively used in areas of nonlinear system modeling, analysis and design applications. Basically, ANN has its distinct capabilities of implementing system identification and/or function approximation using a number of input/output patterns that can be obtained via numerical and/or experimental manners. The paper describes a role of ANN, especially a back-propagation neural network (BPN) in the context of engineering analysis, design and optimization. Fundamental mechanism of BPN is briefly summarized in terms of training procedure and function approximation. The BPN based causality analysis (CA) is further discussed to realize the problem decomposition in the context of multidisciplinary design optimization. Such CA is also applied to quantitatively evaluate the uncoupled or decoupled design matrix in the context of axiomatic design with the independence axiom.

• 한국식품위생안전성학회지
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• 제26권4호
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• pp.302-307
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• 2011

One of the most important objectives of post-marketing monitoring of dietary supplements is the early detection of unknown and unexpected adverse events (AEs). Several causality algorithms, such as the Naranjo scale, the RUCAM scale, and the M & V scale are available for the estimation of the likelihood of causation between a product and an AE. Based on the existing algorithms, the Korea Food & Drug Administration has developed a new algorithm tool to reflect the characteristics of dietary supplements in the causality analysis. However, additional work will be required to confirm if the newly developed algorithm tool has reasonable sensitivity and not to generate an unacceptable number of false positives signals.

• 대한의용생체공학회:의공학회지
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• 제35권4호
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• pp.95-98
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• 2014

The baroreflex is one kind of homeostatic mechanisms to regulate acute blood pressure (BP) changes by controlling heartbeat interval (HBI). To quantify the effect of baroreflex, we suggested a new approach of analyzing Granger causality between systolic BP (SBP) and HBI. The index defined as baroreflex effectiveness (BRE) was generated by the hypothesis that more effectual baroreflex would be related to more effective Granger causal influence of SBP on HBI. Six obstructive sleep apnea (OSA) patients (apnea-hypopnea index, AHI ${\geq}5$ events/hr) and six normal subjects participated in the study. Their SBP and HBI during nocturnal sleep were obtained from a non-invasive continuous BP measurement device. While the BRE ($mean{\pm}SD$) of normal subjects was $47.0{\pm}4.0%$, OSA patients exhibited the BRE of $34.0{\pm}3.8%$. The impaired baroreflex function of OSA patients can be explained by the physiological mechanism associated with recurrent hypoxic episodes during sleep. Thus, the significantly lower BRE in OSA patients verified the availability of Granger causality analysis to evaluate baroreflex during sleep. Furthermore, the range of BRE obtained from normal subjects was not overlapped with that obtained from OSA patients. It suggests the potential of BRE as a new helpful tool for diagnosing OSA.

• 수산경영론집
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• 제52권2호
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• pp.55-67
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• 2021

Global warming affects critical natural resources, one of which is the oceans that occupy 70% of the total cover of the earth. In other words, ocean warming is a subset of global warming which needs to be addressed urgently. Purple laver (pyropia spp.) is one of the most vulnerable items to climate change although it is a major export product of Korean fisheries. The purpose of this study is to analyze the causality of how climate change caused by global warming affects the increase or decrease of PLP (purple laver production). The target area for analysis was set to Maro-hae between Jindo-gun and Haenam-gun. We selected marine environmental factors and meteorologic factors that could affect PLP as variables, as well as co-integration tests to determine long-term balance, and the Granger causticity tests. As a result, PLP and marine environmental factors WT (water temperature), pH, and DO confirmed that long-term equilibrium relationships were established, respectively. However, there is only causality with WT and it is confirmed that there is only a correlation between pH and DO (dissolved oxygen). There was no long-term equilibrium relationship between PLP and HDD (heating degree days) and there is a causal effect that HDD affects PLP; however, it was less clear than that of WT. The relationship between PLP and RF (rainfall), WS (wind speed), SS (percentage of sunshine), and FF (farm facilities) was all balanced in the long term, and causality exists. Based on the results of the analysis, policy proposals were made.

• 수산해양기술연구
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• 제55권3호
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• pp.264-272
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• 2019

The aim of this study is to analyze the relationship between international oil price as a fuel cost in overseas fisheries and skipjack tuna price as a part of main products in overseas fisheries using monthly time series data from 2008 to 2017. The study also tried to analyze the change of fishing profits by fuel cost. For a time series analysis, this study conducted both the unit-root test for stability of data and the Johansen cointegration test for long-term equilibrium relations among variables. In addition, it used not only the Granger causality test to examine interactions among variables, but also the Vector Auto Regressive (VAR) model to estimate statistical impacts among variables used in the model. Results of this study are as follows. First, each data on variables was not found to be stationary from the ADF unit-root test and long-term equilibrium relations among variables were not found from a Johansen cointegration test. Second, the Granger causality test showed that the international oil prices would directly cause changes in skipjack tuna prices. Third, the VAR model indicated that the posterior t-2 period change of international oil price would have an statistically significant effect on changes of skipjack tuna prices. Finally, fishing profits from skipjack would be decreased by 0.06% if the fuel cost increases by 1%.

• 수산경영론집
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• 제52권1호
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• pp.47-63
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• 2021

The purpose of this study is to identify the leading price between Jeju and Wando's oliver flounder producer price and to analyze the dynamic effect of the regional producer price using the panel VAR model. In the process of analysis, it was confirmed that there are unit roots in the monthly data of Jeju and Wando's oliver flounder producer price. So, in order to avoid spurious regression, the rate change of producer price which carries out log difference was used in the analysis. As a result of the analysis, first, the panel Granger causality test showed that the influence of the change rate of producer price in oliver flounder in Jeju was slightly larger than that in Wando, but it was found that each region all leads the change rate of the producer price in oliver flounder. Second, the panel VAR estimation showed that the rate change of producer price in Jeju and Wando a month ago had a statistically significant effect on the change rate of producer price of each region. Third, the impulse response analysis indicated that other regions are affected a little more than the same region in case of the occurrence of the impact on the error terms of the change rate of produce price in Jeju and Wando oliver flounder. Fourth, the variance decomposition analysis showed that the change rate of producer price in the two regions was higher explained by Jeju compared to Wando. In conclusion, it is expected that the above results can not only be useful as basic data for the stabilization of oliver flounder producer price and the establishment of policies for easing volatility but can also help the oliver flounder industry operate its business.

• 기술혁신학회지
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• 제4권1호
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• pp.79-95
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• 2001

This paper examines the effects of information telecommunication (IT) capital and R&D stock variation on the growth of Korean industry, using a time series approach. Most specifically, we apply the Granger causality and impulse response analysis to our examination of Koreas industrial growth, IT capital, and R&D stocks. The Johansen co-integration test is performed in order to analyze long-term relations among these variables. This research explores the way in which IT capital and R&D stocks variation from economic shocks affects the growth of Koreas industrial sector. The effects are ambiguous, however, across industrial sectors. An impulse response function analysis shows that the effects of IT capital and R&D stock fluctuations in each industrial sector are presented for different time periods.

• 재무관리연구
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• 제22권2호
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• pp.189-212
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• 2005

본 연구는 새로운 정보에 대하여 국채선도금리시장(forward market)과 국채 현물시장(spot market) 중 어느 시장이 더 효율적으로 반응하는지에 관한 분석을 실시하였다. 2002년 3월부터 2005년 1월말까지 3개월, 6개월, 9개월 및 1년물 국채선도금리(forward rate)와 각 시계열들의 현물 금리의 수익률 및 변동성자료를 사용하여 그랜져인과관계분석, 충격반응함수 및 분산분해 분석을 실시하였으며 주요 분석결과는 다음과 같다. 먼저 수익률 및 변동성을 이용한 그랜져인과관계분석(Granger causality test)결과에 의하면 국채 선도금리시장이 국채현물시장보다 새로운 정보에 대하여 더 효율적으로 반응하는 것으로 나타났다. 충격 반응함수(impulse response analysis)에서도 국채선도금리시장의 국채현물시장에 대한 영향력이 국채현물시장의 국채선도금리시장에 대한 영향력보다 더 강하고 지속적인 것으로 나타났다. 분산분해분석(variance decomposition analysis)에서는 전체적으로 3개월 및 6개월 등기간이 짧은 국채선도금리 수익률 및 변동성이 기간이 긴 국채선도금리보다 국채현물시장에 대한 영향력이 상대적으로 더 큰 것으로 나타났다. 이러한 분석결과로부터 새로운 정보에 대하여 국채현물시장보다는 국채선도금리시장이 더 효율적으로 반응하고 있음을 추론해 볼 수 있으며 이는 기존 국내외 주식현물시장과 선물시장들 간의 영향력을 분석한 결과 선물시장의 현물시장에 대한 영향력이 더 강한다는 결과들과 일맥상통하는 것으로 나타났다.

• 한국심리학회지ㆍ건강
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• 제16권3호
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• pp.609-622
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• 2011

본 연구는 주관적 안녕의 구성 성분 가운데 삶의 만족도 증진을 위한 개입 전략 수립에 중요한 근거가 될 수 있는 인과성에 대한 탐색을 시도하였다. 즉 삶의 만족도의 두 구성 요소인 전반적 삶의 만족도와 영역특정적 삶의 만족도 간 인과성을 탐색하였다. 이를 위해 207명의 대상자들로 부터 2주 간격의 연 이은 세 시점에서 전반적 삶의 만족도와 영역특정적 삶의 만족도를 측정하고 수집하였다. 통계자료 분석에는 구조방정식의 자귀회귀 교차지연 모형을 사용하였는데, 인과성을 분석하기 위한 방법으로서 본 모형을 적용함에 있어서 연구자가 채택한 논리와 방식을 이론적 배경에 서술하였다. 본 모형을 적용하여 수집 자료를 통계 분석한 결과 영역특정적 삶의 만족도가 전반적 삶의 만족도에 원인 변인으로 추정되었다. 이러한 결과는 삶의 만족도 증진을 위한 개입에 있어서 일차적 초점을 영역특정적 삶의 만족도 증진에 둘 때 전반적 삶의 만족도 또한 증진될 수 있으며, 이러한 경로의 흐름을 따를 때 삶의 만족도 증진이 보다 효율적으로 이루어질 수 있음을 의미한다. 논의에서는 연구방법 상의 논점과 연구결과가 지닌 함의, 그리고 연구의 제한점이 검토되었다.

• 한국병원경영학회지
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• 제13권4호
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• pp.1-26
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• 2008

This study examines the statistical relationship between medical specialists and managerial performance, using regression analysis with the number of medical specialists per 100 beds as the independent variable and the managerial performance index as the dependent variable. Managerial performance index incorporated the number of out-patients per specialist, the number of in-patients per specialist, the volume of revenue per specialist, the number of beds per specialist, and the average length of stay. To compare different groups of hospitals, dummy variable was applied to five groups of hospitals according to size: 100-299 beds, 300-599 beds, 600-899 beds, 900-1199 beds, and more than 1200 beds. The data consisted of 181 general hospitals with more than 100 beds, which included 28 public hospitals, 73 corporate hospitals, 64 university hospitals and 16 private hospitals. Of those, 87 hospitals were located in big cities and 94 hospitals in medium to small cities. This study used hospitals from the Korean Hospital Association, and data published in 2004. The collected data sample was analyzed using the SPSSWIN 12.0 version, and the study hypothesis was tested using regression analysis. The findings of this study are summarized as follows: Hypothesis 1 predicting a negative effect of the number of medical specialists on the number of out-patients per specialist was supported with statistical significance. The analysis of dummy variable showed causality in all the hospital groups larger than the group of 100-299 beds. Hypothesis 2 predicting a negative effect of the number of medical specialists on the number of in-patients per specialist was supported with statistical significance. The analysis of dummy variable showed causality in the hospital group of 300-599 beds when compared to the group of 100-299 beds. Hypothesis 3 predicting a negative effect of the number of medical specialists on the volume of revenue per specialist was not supported. However, the analysis of dummy variable showed that the volume of revenue per specialist increased in the hospital groups of 600-899 beds, 900-1199 beds, and over 1200 beds, when compared to the group of 100-299 beds. Hypothesis 4 predicting a negative effect of the number of medical specialists on the average length of stay was supported with statistical significance. The analysis of dummy variable showed causality in the hospital group of 300-599 beds, when compared to the group of 100-299 beds. Results of this study show that the number of the medical specialists per 100 beds is an important factor in hospital managerial performance. Most hospitals have tried to retain as many medical specialists as possible to keep the number of patients stable, to ensure adequate revenue, and to maintain efficient managerial performance. Especially, the big hospitals with greater number of beds and medical specialists have shown greater revenue per medical specialist despite the smaller number of patients per medical specialist. Findings of this study explains why hospitals in Korea are getting bigger.