• Title/Summary/Keyword: generalized linear model

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Applicability evaluation of aerodynamic approaches for evaporation estimation using pan evaporation data (증발접시 증발량자료를 이용한 공기동력학적 증발량 산정 방법의 적용성 평가)

  • Rim, Chang-Soo
    • Journal of Korea Water Resources Association
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    • v.50 no.11
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    • pp.781-793
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    • 2017
  • In this study, applicabilities of aerodynamic approaches for the estimation of pan evaporation were evaluated on 56 study stations in South Korea. To accomplish this study purpose, previous researchers' evaporation estimation equations based on aerodynamic approaches were grouped into seven generalized evaporation models. Furthermore, four multiple linear regression (MLR) models were developed and tested. The independent variables of MLR models are meteorological variables such as wind speed, vapor pressure deficit, air temperature, and atmospheric pressure. These meteorological variables are required for the application of aerodynamic approaches. In order to consider the effect of autocorrelation, MLR models were developed after differencing variables. The applicability of MLR models with differenced variables was compared with that of MLR models with undifferenced variables and the comparison results showed no significant difference between the two methods. The study results have indicated that there is strong correlation between estimated pan evaporation (using aerodynamic models and MLR models) and measured pan evaporation. However, pan evaporation are overestimated during August, September, October, November, and December. Most of meteorological variables that are used for MLR models show statistical significance in the estimation of pan evaporation. Vapor pressure deficit was turned out to be the most significant meteorological variable. The second most significant variable was air temperature; wind speed was the third most significant variable, followed by atmospheric pressure.

The Effect of Weather and Season on Pedestrian Volume in Urban Space (도시공간에서 날씨와 계절이 보행량에 미치는 영향)

  • Lee, Su-mi;Hong, Sungjo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.9
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    • pp.56-65
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    • 2019
  • This study empirically analyzes the effect of weather on pedestrian volume in an urban space. We used data from the 2009 Seoul Flow Population Survey and constructed a model with the pedestrian volume as a dependent variable and the weather and physical environment as independent variables. We constructed 28 models and compared the results to determine the effects of weather on pedestrian volume by season, land use, and time zone. A negative binomial regression model was used because the dependent variable did not have a normal distribution. The results show that weather affects the volume of walking. Rain reduced walking volume in most models, and snow and thunderstorms reduced the volume in a small number of models. The effects of the weather depended on the season and land use, and the effects of environmental factors depended on the season. The results have various policy implications. First, it is necessary to provide semi-outdoor urban spaces that can cope with snow or rain. Second, it is necessary to have different policies to encourage walking for each season.

A Time-Series Study of Ambient Air Pollution in Relation to Daily Mortality in Seoul, 1998∼2001 (서울시 대기오염과 일별 사망의 상관성에 관한 시계열적 연구 (1998∼2001년))

  • Cho, Yong-Sung;Lee, Jong-Tae;Kim, Yoon-Sin;Hong, Seung-Cheol;Kim, Ho;Ha, Eun-Hee;Park, Hye-Sook;Lee, Bo-Eun
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.6
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    • pp.625-637
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    • 2003
  • This study was performed to examine the relationship between air pollution exposure and mortality in Seoul for the years of 1998∼2001. Daily counts of death were analyzed by general additive Poisson model, with adjustment for effects of seasonal trend, air temperature, humidity, and day of the week as confounders in a nonparametric approach. Daily death counts were associated with CO (current day),O$_3$ (current day), PM$_{10}$ (current day), NO$_2$ (1 day before), SO$_2$ (1 day before). Increase of 41.71 $\mu\textrm{g}$/㎥ (interquartile range) in PM$_{10}$ was associated with 1.3% (95% CI = 0.7∼1.9%) increase in the daily number of death. $O_3$ concentrations resulted in an increased risk of 1.3% for 23.86 ppb in all-aged mortality [RR = 1.013 (1.004-1.023)1. This effect was greater in children (less than 15 aged) and elderly (more than 65 aged). After ozone level exceeds 25 ppb, the dose-response relationship between mortality and ozone was almost linear. We concluded that Seoul had 1∼5% increase in mortality in association with IQR (interquartile range) in air pollutants. Daily variations in air pollution within the range currently occurring in Seoul might have an adverse effect on daily mortality. These findings also support the hypothesis that air pollution, at levels below the current ambient air quality standards of Korea, is harmful to sensitive subjects, such as children or elderly.rly.

Does the Obesity Paradox Exist in Cognitive Function?: Evidence from the Korean Longitudinal Study of Ageing, 2006-2016 (인지기능에 비만 역설은 존재하는가?: 고령화연구패널자료(2006-2016)를 이용하여)

  • Kang, Kyung Sik;Lee, Yongjae;Park, Sohee;Kimm, Heejin;Chung, Woojin
    • Health Policy and Management
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    • v.30 no.4
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    • pp.493-504
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    • 2020
  • Background: There have been many studies on the associations between body mass index (BMI) and cognitive function. However, no study has ever compared the associations across the methods of categorizing BMI. In this study, we aimed to fill the gap in the previous studies and examine whether the obesity paradox is valid in the risk of cognitive function. Methods: Of the 10,254 people aged 45 and older from the Korean Longitudinal Study of Ageing from 2006 to 2016, 8,970 people were finalized as the study population. The dependent variable was whether a person has a normal cognitive function or not, and the independent variables of interest were BMI categorized by the World Health Organization Western Pacific Regional Office (WHO-WPRO) method, the WHO method, and a 10-group method. Covariates included sociodemographic factors, health behavior factors, and health status factors. A generalized linear mixed model analysis with a logit link was used. Results: In the adjusted model with all covariates, first, in the case of BMI categories of the WHO-WPRO method, underweight (odds ratio [OR], 1.16; 95% confidence interval [CI], 1.15-1.17), overweight (OR, 1.36; 95% CI, 1.35-1.36), and obese (OR, 1.34; 95% CI, 1.33-1.34) groups were more likely to have a normal cognitive function than a normal-weight group. Next, in the case of BMI categories of the WHO method, compared to a normal-weight group, underweight (OR, 1.15; 95% CI, 1.14-1.16) and overweight (OR, 1.06; 95% CI, 1.06-1.07) groups were more likely to have a normal cognitive function; however, obese (OR, 0.62; 95% CI, 0.61-0.63) group was less likely to have it. Lastly, in the case of the 10-group method, as BMI increased, the likelihood to have a normal cognitive function changed like a wave, reaching a global top at group-7 (26.5 kg/㎡ ≤ BMI <28.0 kg/㎡). Conclusion: The associations between BMI and cognitive function differed according to how BMI was categorized among people aged 45 and older in Korea, which suggests that cognitive function may be positively associated with BMI in some categories of BMI but negatively in its other categories. Health policies to reduce cognitive impairment need to consider this association between BMI and cognitive function.

Nonlinear Vector Alignment Methodology for Mapping Domain-Specific Terminology into General Space (전문어의 범용 공간 매핑을 위한 비선형 벡터 정렬 방법론)

  • Kim, Junwoo;Yoon, Byungho;Kim, Namgyu
    • Journal of Intelligence and Information Systems
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    • v.28 no.2
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    • pp.127-146
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    • 2022
  • Recently, as word embedding has shown excellent performance in various tasks of deep learning-based natural language processing, researches on the advancement and application of word, sentence, and document embedding are being actively conducted. Among them, cross-language transfer, which enables semantic exchange between different languages, is growing simultaneously with the development of embedding models. Academia's interests in vector alignment are growing with the expectation that it can be applied to various embedding-based analysis. In particular, vector alignment is expected to be applied to mapping between specialized domains and generalized domains. In other words, it is expected that it will be possible to map the vocabulary of specialized fields such as R&D, medicine, and law into the space of the pre-trained language model learned with huge volume of general-purpose documents, or provide a clue for mapping vocabulary between mutually different specialized fields. However, since linear-based vector alignment which has been mainly studied in academia basically assumes statistical linearity, it tends to simplify the vector space. This essentially assumes that different types of vector spaces are geometrically similar, which yields a limitation that it causes inevitable distortion in the alignment process. To overcome this limitation, we propose a deep learning-based vector alignment methodology that effectively learns the nonlinearity of data. The proposed methodology consists of sequential learning of a skip-connected autoencoder and a regression model to align the specialized word embedding expressed in each space to the general embedding space. Finally, through the inference of the two trained models, the specialized vocabulary can be aligned in the general space. To verify the performance of the proposed methodology, an experiment was performed on a total of 77,578 documents in the field of 'health care' among national R&D tasks performed from 2011 to 2020. As a result, it was confirmed that the proposed methodology showed superior performance in terms of cosine similarity compared to the existing linear vector alignment.

A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

Association Metabolic Syndrome with Sarcopenia in Korean Stroke Patients : Korean National Health and Nutrition Examination Survey Data(2008-2011) (뇌졸중 유병자의 대사증후군과 근감소증의 관련성: 국민건강조사(2008년-2011년)자료를 근거로)

  • Choi, Sook-Hee;Kim, Yun-Hee
    • The Journal of the Korea Contents Association
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    • v.18 no.10
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    • pp.165-174
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    • 2018
  • The purpose of this study was to examine the association metabolic syndrome with sarcopenia in Korean stroke patients. We used the Korean National Health and Nutrition Examination Survey data from 2008 to 2011 and enrolled a total of 316 stroke patients older than 40 years. Data were analyzed by Rao-Scott ${\chi}^2-test$, generalized linear model and composite sample multiple logistic regression. The prevalence of sarcopenia was 47.3% in men and 46.3% in women. The prevalence of metabolic syndrome was 50.3% in men and 73.6% in women. After adjusting for age, smoking status, alcohol consumption, exercise, education, income, sroke sequla and stroke duration, men with sarcopenia had increased risk of metabolic syndrome (95% CI: 2.454-18.482, p<.001). This finding can be used to develop evidence-based health promotion program to prevent stroke reccurance for stroke patients.

OD trip matrix estimation from urban link traffic counts (comparison with GA and SAB algorithm) (링크관측교통량을 이용한 도시부 OD 통행행렬 추정 (GA와 SAB 알고리즘의 비교를 중심으로))

  • 백승걸;김현명;임용택;임강원
    • Journal of Korean Society of Transportation
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    • v.18 no.6
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    • pp.89-99
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    • 2000
  • To cope with the limits of conventional O-D trip matrix collecting methods, several approaches have been developed. One of them is bilevel Programming method Proposed by Yang(1995), which uses Sensitivity Analysis Based(SAB) algorithm to solve Generalized Least Square(GLS) problem. However, the SAB a1gorithm has revealed two critical short-comings. The first is that when there exists a significant difference between target O-D matrix and true O-D matrix, SAB algorithm may not produce correct solution. This stems from the heavy dependance on the historical O-D information, in special when gravel Patterns are dramatically changed. The second is the assumption of iterative linear approximation to original Problem. Because of the approximation, SAB algorithm has difficulty in converging to Perfect Stackelberg game condition. So as to avoid the Problems. we need a more robust and stable solution method. The main purpose of this Paper is to show the problem of the dependency of Previous models and to Propose an alternative solution method to handle it. The Problem of O-D matrix estimation is intrinsically nonlinear and nonconvex. thus it has multiple solutions. Therefore it is necessary to require a method for searching globa1 solution. In this paper, we develop a solution algorithm combined with genetic algorithm(GA) , which is widely used as probabilistic global searching method To compare the efficiency of the algorithm, SAB algorithm suggested by Yang et al. (1992,1995) is used. From the results of numerical example, the Proposed algorithm is superior to SAB algorithm irrespective of travel patterns.

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Effects of Hook and Bait Types on Bigeye Tuna Catch Rates in the Tuna Longline Fishery (다랑어 연승어업에서 눈다랑어 어획률에 미치는 낚시 및 미끼의 효과)

  • Kim, Soon-Song;Moon, Dae-Yeon;An, Doo-Hae;Hwang, Seon-Jae;Kim, Yeong-Seung;Bigelow, Keith;Curran, Daniel
    • Korean Journal of Ichthyology
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    • v.20 no.2
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    • pp.105-111
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    • 2008
  • A pelagic tuna longline research cruise in the eastern and central Pacific Ocean from September to October of 2006 was conducted to compare catch rates with the use of different hook type and bait combinations. Traditional tuna hooks (J 4) and three circle hook types (C15, C16, C18), along with five bait types (chub mackerel (CM), jack mackerel (JM), milkfish (MF), sardine (SD), and squid (SQ)) and hook number as a proxy for hook depth were evaluated for their effect on bigeye tuna catch rates (fish per 1,000 hooks) using Generalized Linear Models (GLMs). Results from 28 sets indicated significant differences in bigeye catch rates between individual longline sets and hook number. The GLM explained 33% of the deviance in bigeye catch rates with these two factors. An alternative model formulation included bait type which had a small effect (explaining 2.7% of the deviance) on catch rates. Hook type had a negligible and non-significant effect in the GLMs. These results indicate that all of the hooks and baits tested are equally effective at catching bigeye tuna and that hook number (depth) was the paramount operational factor in explaining bigeye tuna catch rates.

The Association between the Adherence to Dietary Guidelines for Breast Cancer Survivors and Health-related Quality of Life among Korean Breast Cancer Survivors (한국 유방암 경험자들의 유방암 식사지침 수행 정도와 건강관련 삶의 질의 연관성)

  • Song, Sihan;Youn, Jiyoung;Park, Myungsook;Hwang, Eunkyung;Moon, Hyeong-Gon;Noh, Dong-Young;Lee, Jung Eun
    • Korean Journal of Community Nutrition
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    • v.20 no.2
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    • pp.129-140
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    • 2015
  • Objectives: We examined the association between the adherence to dietary guidelines for breast cancer survivors and health-related quality of life in a cross-sectional study of Korean breast cancer survivors. Methods: A total of 157 women aged 21 to 79 years who had been diagnosed with stage I to III breast cancers according to the American Joint Committee on Cancer (AJCC) and had breast cancer surgery at least 6 months before the baseline were included. We used a Korean version of the Core 30 (C30) and Breast cancer 23 (BR23) module of the European Organization for Research and Treatment Cancer Quality of Life Questionnaire (EORTC-QLQ), both of which have been validated for Koreans. Participants were asked about their adherence to dietary guidelines for breast cancer survivors, suggested by the Korean breast cancer society, using a 5-point Likert scale. We summed dietary guideline adherence scores for each participant and calculated the least squares means of health-related quality of life according to dietary guideline adherence scores using the generalized linear model. Results: Breast cancer survivors who had higher adherence to dietary guidelines for breast cancer survivors had lower constipation scores than those with lower adherence (p for trend=0.01). When we stratified by the stage at diagnosis, this association was limited to those who had been diagnosed with stage II or III breast cancers. Also, sexual functioning scores increased significantly with increasing adherence scores of dietary guidelines among those with stage II or III breast cancers (p for trend < 0.001). However, among those who had been diagnosed with stage I, higher scores of dietary guidelines were associated with higher scores of pain (p for trend=0.03) and breast symptoms (p for trend=0.05). Conclusions: Our study suggested that the health-related quality of life levels of breast cancer survivors are associated with the adherence to dietary guidelines and may differ by the stage of the breast cancer.