• Title/Summary/Keyword: log transformed model

Search Result 44, Processing Time 0.021 seconds

Trophic State Characteristics in Topjeong Reservoir and Their Relations among Major Quality Parameters (탑정저수지의 부영양화 특성 및 주요 변수 간의 상호관계)

  • Park, Yu-Mi;Lee, Eui-Haeng;Lee, Sang-Jae;An, Kwang-Guk
    • Korean Journal of Ecology and Environment
    • /
    • v.42 no.3
    • /
    • pp.382-393
    • /
    • 2009
  • The objectives of this study were to characterize long-term annual and seasonal trophic state of Topjeong Reservoir using conventional variables of Trophic State Index (TSI) and to determine the empirical relations between the trophic parameters. For the analysis, we used water quality dataset of 1995$\sim$2007, which is obtained from the Ministry of Environment, Korea and the number of parameters was 9. Annual ambient mean values of TN and TP were 1.78 mg $L^{-1}$ and 0.03 mg $L^{-1}$, respectively and TN : TP ratios averaged 76, indicating that this system was nitrogen-rich hypertrophic, and was probably phosphorus-limitation for algal growth. Therefore, nitrogen varied little with seasons and years, and total phosphorus (TP) varied depending on season and year. Monsoon dilutions of TP occurred in August and monthly fluctuations of suspended solid (SS) was similar to those of chlorophyll-$\alpha$ (CHL). Annual mean values of BOD and $COD_{Mn}$ were 1.61 mg $L^{-1}$ and 4.23 mg $L^{-1}$, respectively and the interannual values were directly influenced by the intensity of annual rainfall. There were no significant differences in the trophic variables between the two sampling sites. Mean values of Trophic State Index (TSI, Carlson, 1977), based on TN, TP, CHL, and SD (Secchi depth), turned out as eutrophic state, except for the TN (hypertrophic). Regression analyses of log-transformed seasonal CHL against TP and TN showed that variation of the CHL was explained 37% by the variation of TP ($R^2$=0.37, p<0.001, r=0.616), but not by TN ($R^2$=0.03, p>0.05). Regression coefficient of $Log_{10}$CHL vs $Log_{10}SD$ was 0.330 (p<0.003, r=0.580), indicating that transparency is regulated by the organic matter in the system. Results, data suggest that one of the ways controlling the eutrophication would be a reduction of phosphorus from the watershed.

Statistical Analysis of Extreme Values of Financial Ratios (재무비율의 극단치에 대한 통계적 분석)

  • Joo, Jihwan
    • Knowledge Management Research
    • /
    • v.22 no.2
    • /
    • pp.247-268
    • /
    • 2021
  • Investors mainly use PER and PBR among financial ratios for valuation and investment decision-making. I conduct an analysis of two basic financial ratios from a statistical perspective. Financial ratios contain key accounting numbers which reflect firm fundamentals and are useful for valuation or risk analysis such as enterprise credit evaluation and default prediction. The distribution of financial data tends to be extremely heavy-tailed, and PER and PBR show exceedingly high level of kurtosis and their extreme cases often contain significant information on financial risk. In this respect, Extreme Value Theory is required to fit its right tail more precisely. I introduce not only GPD but exGPD. GPD is conventionally preferred model in Extreme Value Theory and exGPD is log-transformed distribution of GPD. exGPD has recently proposed as an alternative of GPD(Lee and Kim, 2019). First, I conduct a simulation for comparing performances of the two distributions using the goodness of fit measures and the estimation of 90-99% percentiles. I also conduct an empirical analysis of Information Technology firms in Korea. Finally, exGPD shows better performance especially for PBR, suggesting that exGPD could be an alternative for GPD for the analysis of financial ratios.

Trophic State Index (TSI) and Empirical Models, Based on Water Quality Parameters, in Korean Reservoirs (우리나라 대형 인공호에서 영양상태 평가 및 수질 변수를 이용한 경험적 모델 구축)

  • Park, Hee-Jung;An, Kwang-Guk
    • Korean Journal of Ecology and Environment
    • /
    • v.40 no.1
    • /
    • pp.14-30
    • /
    • 2007
  • The purpose of this study was to evaluate trophic conditions of various Korean reservoirs using Trophic State Index (TSI) and predict the reservoir conditions by empirical models. The water quality dataset (2000, 2001) used here were obtained from the Ministry of Environment, Korea. The water quality, based on multi-parameters of dissolved oxygen (DO), biological oxygen demand (BOD), chemical oxygen demand (COD), total phosphorus (TP), total nitrogen (TN), suspended solid (SS), Secchi depth (SD), chlorophyll-${\alpha}$ (CHL), and conductivity largely varied depending on the sampling watersheds and seasons. In general, trophic conditions declined along the longitudinal axis of headwater-to-the dam and the largest seasonal variations occurred during the summer monsoon of July-August. Major inputs of TP occurred during the monsoon (r=0.656, p=0.002) and this pattern was similar to solid dynamics of SS (r=0.678, p<0.001). Trophic parameters including CHL, TP, SD, and TN were employed to evaluate how the water systems varies with season. Trophic State Index (TSI, Carlson, 1977), based on TSI (CHL), TSI (TP), and TSI (SD), ranged from mesotrophic to eutrophic. However, the trophic state, based on TSI (TN), indicated eutrophic-hypereutrophic conditions in the entire reservoirs, regardless of the seasons, indicating a N-rich system. Overall, nutrient data showed that phosphorus was a primary factor regulating the trophic state. The relationships between CHL (eutrophication index) vs. trophic parameters (TN, TP, and SD) were analysed to develop empirical models which can predict the trophic status. Regression analyses of log-transformed seasonal CHL against TP showed that the value of $R^2$ was 0.31 (p=0.017) in the premonsoon but was 0.69 (p<0.001) during the postmonsoon, indicating a greater algal response to the phosphorus during the postmonsoon. In contrast, SD had reverse relation with TP, CHL during all season. TN had weak relations with CHL during all seasons. Overall, data suggest that TP seems to be a good predictor for algal biomass, estimated by CHL, as shown in the empirical models.

An Analysis of the Impact of Entrepreneurial Activities in Busan on Regional Economic Growth and Reduction of Unemployment Rate (부산지역 창업활동이 지역경제 성장과 실업률 저감에 미치는 영향 분석)

  • Kim, Ji Young;Lee, Ye Lim
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
    • /
    • v.11 no.6
    • /
    • pp.111-122
    • /
    • 2016
  • Support and efforts are being strengthened at the national level for entrepreneurial activities that are expected to revitalize our economy. Generally, according to the previous studies, it is known that entrepreneurship positively affects economic growth and the reduction of unemployment rate through employment creation. The analysis of the impact of entrepreneurial activities on economic growth and job creation is mainly based on national comparative analysis. In this paper, however, the impact of start-up activities in the Busan metropolitan city on regional economic growth and employment improvement. In this study, the dummy variables were assigned to firms within three years, five years, and ten years after start-up according to the period since the start-up of the firm. As a result of the empirical analysis, the value of dummy variable of the start - up firms was found to be significant in the analysis of the sales growth rate as the dependent variable according to the preceding study by Evans(1987). Therefore, it can be seen that the growth rate of the start - up company is higher than that of the other companies and it is positive for the regional economic growth. In addition, the coefficient of the dummy variable decreases from the enterprise analysis to the latter within three years, five years, and ten years after the start-up, and confirms that the coefficient of the firm's start-up years has a negative value. I could see more clearly. On the other hand, in the analysis of the effect of start-up firms on unemployment rate reduction, the growth rate of regular workers was higher than that of other firms. This suggests that it positively affects the reduction of the unemployment rate in the region. In addition, in the dynamic analysis using the Almon estimation formula and the Koyck model, the effect of log-transformed net start-up firms on the growth rate of new workers is very significant. As a result of the above model, It is reaffirmed that start-up activity has a positive effect on employment growth.

  • PDF