• Title/Summary/Keyword: stochastic order

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Transportation Card Based Optimal M-Similar Paths Searching for Estimating Passengers' Route Choice in Seoul Metropolitan Railway Network (수도권 도시철도망 승객이동경로추정을 위한 교통카드기반 최적 M-유사경로 구축방안)

  • Lee, Mee young
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.16 no.2
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    • pp.1-12
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    • 2017
  • The Seoul metropolitan transportation card's high value lies in its recording of total population movements of the public transit system. In case of recorded information on transit by bus, even though route information utilized by each passenger is accurate, the lack of passenger transfer information of the urban railway makes it difficult to estimate correct routes taken by each passenger. Therefore, pinpointing passenger path selection patterns arising in the metropolitan railway network and using this as part of a path movement estimation model is essential. This research seeks to determine that features of passenger movement routes in the urban railway system is comprised of M-similar routes with increasing number of transfer reflected as additional costs. In order to construct the path finding conditions, an M-similar route searching method is proposed, embedded with non additive path cost which appears through inclusion of the stepwise transportation parameter. As well, sensitivity of the M-similar route method based on transportation card records is evaluated and a stochastic trip assignment model using M-similar path finding is constructed. From these, link trip and transfer trip results between lines of the Seoul metropolitan railway are presented.

An Empirical Analysis on the Relationship between Stock Price, Interest Rate, Price Index and Housing Price using VAR Model (VAR 모형을 이용한 주가, 금리, 물가, 주택가격의 관계에 대한 실증연구)

  • Kim, Jae-Gyeong
    • Journal of Distribution Science
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    • v.11 no.10
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    • pp.63-72
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    • 2013
  • Purpose - This study analyzes the relationship and dynamic interactions between stock price index, interest rate, price index, and housing price indices using Korean monthly data from 2000 to 2013, based on a VAR model. This study also examines Granger causal relationships among these variables in order to determine whether the time series of one is useful in forecasting another, or to infer certain types of causal dependency between stochastic variables. Research design, data, and methodology - We used Korean monthly data for all variables from 2000: M1 to 2013: M3. First, we checked the correlations among different variables. Second, we conducted the Augmented Dickey-Fuller (ADF) test and the co-integration test using the VAR model. Third, we employed Granger Causality tests to quantify the causal effect from time series observations. Fourth, we used the impulse response function and variance decomposition based on the VAR model to examine the dynamic relationships among the variables. Results - First, stock price Granger affects interest rate and all housing price indices. Price index Granger, in turn, affects the stock price and six metropolitan housing price indices. However, none of the Granger variables affect the price index. Therefore, it is the stock markets (and not the housing market) that affects the housing prices. Second, the impulse response tests show that maximum influence on stock price is its own, and though it is influenced a little by interest rate, price index affects it negatively. One standard deviation (S.D.) shock to stock price increases the housing price by 0.08 units after two months, whereas an impulse shock to the interest rate negatively impacts the housing price. Third, the variance decomposition results report that the shock to the stock price accounts for 96% of the variation in the stock price, and the shock to the price index accounts for 2.8% after two periods. In contrast, the shock to the interest rate accounts for 80% of the variation in the interest rate after ten periods; the shock to the stock price accounts for 19% of the variation; however, shock to the price index does not affect the interest rate. The housing price index in 10 periods is explained up to 96.7% by itself, 2.62% by stock price, 0.68% by price index, and 0.04% by interest rate. Therefore, the housing market is explained most by its own variation, whereas the interest rate has little impact on housing price. Conclusions - The results of the study elucidate the relationship and dynamic interactions among stock price index, interest rate, price index, and housing price indices using VAR model. This study could help form the basis for more appropriate economic policies in the future. As the housing market is very important in Korean economy, any changes in house price affect the other markets, thereby resulting in a shock to the entire economy. Therefore, the analysis on the dynamic relationships between the housing market and economic variables will help with the decision making regarding the housing market policy.

Exclusive correlation analysis for algae and environmental factors in weirs of four major rivers in South Korea (4대강 주요지점에서의 조류 발생인자의 배타적 상관성분석에 대한 연구)

  • Lee, Eun Hyung;Kim, Yeonhwa;Kim, Kyunghyun;Kim, Sanghyun
    • Journal of Korea Water Resources Association
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    • v.49 no.2
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    • pp.155-164
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    • 2016
  • Algal blooms not only destroy fish habitats but also diminish biological diversity of ecosystem which results into water quality deterioration of 4 major rivers in South Korea. The relationship between algal bloom and environmental factors had been analyzed through the cross-correlation function between concentration of chlorophyll a and other environmental factors. However, time series of cross-correlations can be affected by the stochastic structure such auto-correlated feature of other controllers. In order to remove external effect in the correlation analysis, the pre-whitening procedure was implemented into the cross correlation analysis. The modeling process is consisted of a series of procedure (e.g., model identification, parameter estimation, and diagnostic checking of selected models). This study provides the exclusive correlation relationship between algae concentration and other environmental factors. The difference between the conventional correlation using raw data and that of pre-whitened series was discussed. The process implemented in this paper is useful not only to identify exclusive environmental variables to model Chl-a concentration but also in further extensive application to configure causality in the environment.

An empirical study for a better curriculum reform of statistical correlation based on an abduction (중등학교 상관관계 지도 내용 개선을 위한 가추적 실증 연구)

  • Lee, Young-Ha;Kim, So-Hyun
    • Journal of Educational Research in Mathematics
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    • v.22 no.3
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    • pp.371-386
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    • 2012
  • This research assumes two facts; One is that the mathematics curriculum reform of Korea in 2007 would have been better if it had been a revise instead of deletion and the other is that every school curriculum should be of help for the sound enhancement of all 6 types of logical concepts that appears in the Piaget's theory of cognitive development. What our mathematics curriculum has introduced as a correlation is not the one of the 6 logical concepts that Piaget had thought in his theory of cognitive development. In order to see the reason of that difference, we check the difference of jargons among the academic denominations, such as Pedagogy, Psychology and Statistics through their college textbooks. Because we suppose that the mismatch of 'Piaget's vs Curriculum's correlation' is due to the mis-communication among scholars of different academic denominations. With what we learned via the above analytical study leaned on an abduction and to get some idea on them for the potential future construction of school Statistics curriculum when it should be returned, which we believe so, we observe two foreign highschool mathematics textbooks briefly. As a result of the study, we found that the concept of correlation in Pedagogy contain all kinds of relation while it was stingy in Statistics. Here we report a main result; A careful discretion among similar concepts of correlation, such as linear relationship(correlation), stochastic change along conditions(dependence), central comparison(other relation) are needed for the potential future curriculum. And if new curriculum contains the linear correlation then we strongly recommend to involve the regression line to connect it with the linear function chapter.

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Evaluation of Subsystem Importance Index considering Effective Supply in Water Distribution Systems (유효유량 개념을 도입한 상수관망 Subsystem 별 중요도 산정)

  • Seo, Min-Yeol;Yoo, Do-Guen;Kim, Joong-Hoon;Jun, Hwan-Don;Chung, Gun-Hui
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.6
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    • pp.133-141
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    • 2009
  • The main objective of water distribution system is to supply enough water to users with proper pressure. Hydraulic analysis of water distribution system can be divided into Demand Driven Analysis (DDA) and Pressure Driven Analysis (PDA). Demand-driven analysis can give unrealistic results such as negative pressures in nodes due to the assumption that nodal demands are always satisfied. Pressure-driven analysis which is often used as an alternative requires a Head-Outflow Relationship (HOR) to estimate the amount of possible water supply at a certain level of pressure. However, the lack of data causes difficulty to develop the relationship. In this study, effective supply, which is the possible amount of supply while meeting the pressure requirement in nodes, is proposed to estimate the serviceability and user's convenience of the network. The effective supply is used to calculate Subsystem Importance Index (SII) which indicates the effect of isolating a subsystem on the entire network. Harmony Search, a stochastic search algorithm, is linked with EPANET to maximize the effective supply. The proposed approach is applied in example networks to evaluate the capability of the network when a subsystem is isolated, which can also be utilized to prioritize the rehabilitation order or evaluate reliability of the network.

Modeling Virtual Ecosystems that Consist of Artificial Organisms and Their Environment (인공생명체와 그들을 둘러싸는 환경으로 구성 되어지는 가상생태계 모델링)

  • Lee, Sang-Hee
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.12 no.2
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    • pp.122-131
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    • 2010
  • This paper introduces the concept of a virtual ecosystem and reports the following three mathematical approaches that could be widely used to construct such an ecosystem, along with examples: (1) a molecular dynamics simulation approach for animal flocking behavior, (2) a stochastic lattice model approach for termite colony behavior, and (3) a rule-based cellular automata approach for biofilm growth. The ecosystem considered in this study consists of artificial organisms and their environment. Each organism in the ecosystem is an agent that interacts autonomously with the dynamic environment, including the other organisms within it. The three types of model were successful to account for each corresponding ecosystem. In order to accurately mimic a natural ecosystem, a virtual ecosystem needs to take many ecological variables into account. However, doing so is likely to introduce excess complexity and nonlinearity in the analysis of the virtual ecosystem's dynamics. Nonetheless, the development of a virtual ecosystem is important, because it can provide possible explanations for various phenomena such as environmental disturbances and disasters, and can also give insights into ecological functions from an individual to a community level from a synthetic viewpoint. As an example of how lower and higher levels in an ecosystem can be connected, this paper also briefly discusses the application of the second model to the simulation of a termite ecosystem and the influence of climate change on the termite ecosystem.

Modeling of Near Fault Ground Motion due to Moderate Magnitude Earthquakes in Stable Continental Regions (안정대륙권역의 중규모지진에 의한 근단층지반운동의 모델링)

  • Kim, Jung-Han;Kim, Jae-Kwan
    • Journal of the Earthquake Engineering Society of Korea
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    • v.10 no.3 s.49
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    • pp.101-111
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    • 2006
  • This paper proposes a method for modeling new fault ground motion due to moderate size earthquakes in Stable Continental Regions (SCRs) for the first time. The near fault ground motion is characterized by a single long period velocity pulse of large amplitude. In order to model the velocity pulse, its period and peak amplitude need be determined in terms of earthquake magnitude and distance from the causative fault. Because there have been observed very few new fault ground motions, it is difficult to derive the model directly from the recorded data in SCRs. Instead an indirect approach is adopted in this work. The two parameters, the period and peak amplitude of the velocity pulse, are known to be functions of the rise time and the slip velocity. For Western United States (WUS) that belongs active tectonic regions, there art empirical formulas for these functions. The relations of rise time and slip velocity on the magnitude in SCRs are derived by comparing related data between Western United States and Central-Eastern United States that belongs to SCRs. From these relations, the functions of these pulse parameters for NFGM in SCRs can be expressed in terms of earthquake magnitude and distance. A time history of near fault ground motion of moderate magnitude earthquake in stable continental regions is synthesized by superposing the velocity pulse on the for field ground motion that is generated by stochastic method. As an demonstrative application, the response of a single degree of freedom elasto-plastic system is studied.

An Analysis of Determinants of Medical Cost Inflation using both Deterministic and Stochastic Models (의료비 상승 요인 분석)

  • Kim, Han-Joong;Chun, Ki-Hong
    • Journal of Preventive Medicine and Public Health
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    • v.22 no.4 s.28
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    • pp.542-554
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    • 1989
  • The skyrocketing inflation of medical costs has become a major health problem among most developed countries. Korea, which recently covered the entire population with National Health Insurance, is facing the same problem. The proportion of health expenditure to GNP has increased from 3% to 4.8% during the last decade. This was remarkable, if we consider the rapid economic growth during that time. A few policy analysts began to raise cost containment as an agenda, after recognizing the importance of medical cost inflation. In order to Prepare an appropriate alternative for the agenda, it is necessary to find out reasons for the cost inflation. Then, we should focus on the reasons which are controllable, and those whose control are socially desirable. This study is designed to articulate the theory of medical cost inflation through literature reviews, to find out reasons for cost inflation, by analyzing aggregated data with a deterministic model. Finally to identify determinants of changes in both medical demand and service intensity which are major reasons for cost inflation. The reasons for cost inflation are classified into cost push inflation and demand pull inflation, The former consists of increases in price and intensity of services, while the latter is made of consumer derived demand and supplier induced demand. We used a time series (1983-1987), and cross sectional (over regions) data of health insurance. The deterministic model reveals, that an increase in service intensity is a major cause of inflation in the case of inpatient care, while, more utilization, is a primary attribute in the case of physician visits. Multiple regression analysis shows that an increase in hospital beds is a leading explanatory variable for the increase in hospital care. It also reveals, that an introduction of a deductible clause, an increase in hospital beds and degree of urbanization, are statistically significant variables explaining physician visits. The results are consistent with the existing theory, The magnitude of service intensity is influenced by the level of co-payment, the proportion of old age and an increase in co-payment. In short, an increase in co-payment reduced the utilization, but it induced more intensities or services. We can conclude that the strict fee regulation or increase in the level of co-payment can not be an effective measure for cost containment under the fee for service system. Because the provider can react against the regulation by inducing more services.

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Numerical Study of SPGD-based Phase Control of Coherent Beam Combining under Various Turbulent Atmospheric Conditions (대기외란에 따른 SPGD 기반 결맞음 빔결합 시스템 위상제어 동작성능 분석)

  • Kim, Hansol;Na, Jeongkyun;Jeong, Yoonchan
    • Korean Journal of Optics and Photonics
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    • v.31 no.6
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    • pp.247-258
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    • 2020
  • In this paper, based on a stochastic parallel gradient descent (SPGD) algorithm we study phase control of a coherent-beam-combining system under turbulent atmospheric conditions. Based on the statistical theory of atmospheric turbulence, we carry out the analysis of the phase and wavefront distortion of a laser beam propagating through a turbulent atmospheric medium. We also conduct numerical simulations of a coherent-beam-combining system with 7- and 19-channel laser beams distorted by atmospheric turbulence. Through numerical simulations, we characterize the phase-control characteristics and efficiency of the coherent-beam-combining system under various degrees of atmospheric turbulence. It is verified that the SPGD algorithm is capable of realizing 7-channel coherent beam combining with a beam-combining efficiency of more than 90%, even under the turbulent atmospheric conditions up to cn2 of 10-13 m-2/3. In the case of 19-channel coherent beam combining, it is shown that the same turbulent atmospheric conditions result in a drastic reduction of the beam-combining efficiency down to 60%, due to the elevated impact of the corresponding refractive-index inhomogeneity. In addition, by putting together the number of iterations of the SPGD algorithm required for phase locking under atmospheric turbulence and the time intervals of atmospheric phenomena, which typically are of the order of ㎲, it is estimated that hundreds of MHz to a few GHz of computing bandwidth of SPGD-based phase control may be required for a coherent-beam-combining system to confront such turbulent atmospheric conditions. We expect the results of this paper to be useful for quantitatively analyzing and predicting the effects of atmospheric turbulence on the SPGD-based phase-control performance of a coherent-beam-combining system.

Competitiveness and Export Performance in Korean Manufacturing Enterprises : Focusing on the Comparison of Conglomerates and SMEs (국내 제조기업의 경쟁력과 수출: 대기업과 중소기업의 비교를 중심으로)

  • Lee, Dong-Joo
    • Korea Trade Review
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    • v.43 no.3
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    • pp.1-26
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    • 2018
  • This study estimates the technical efficiency and total factor productivity(TFP) of and analyzes the relationship between TFP and exports for Korean manufacturing companies from 2000 to 2016. Specially, TFP is decomposed into Technical Change(TC), Technical Efficiency Change (TEC), and Sale Effect(SE), and compared between large and small enterprises. First, in the case of technical efficiency, the Korean economy has been very vulnerable to external shocks, such as the sharp decline following the 2008 financial crisis. The efficiency of the electronics, automobile, and machinery sectors is low and needs to be improved. In addition, the technological efficiency of large enterprises is higher than that of SMEs in most manufacturing sub-sectors except for non-ferrous metals. In the case of TFP, most changes are due to TC, and the effective combination of labor, capital and the effect of scale have little effect, suggesting that improvement of internal structure is urgent. In addition, volatility due to the impact of the financial crisis in 2008 was much larger in SMEs than in large companies, so external economic impacts are more greater for SMEs than large enterprises. The relationship between TFP decomposition factors and exports shows that TC has a positive effect only on exports of SMEs. Therefore, in order to increase exports, in the case of SMEs, R&D support to promote technological development is needed. In the case of large companies, it is necessary to establish differentiated strategies for each export market, competitor company, and item to link efficiency and scale effect of exports.

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