• Title/Summary/Keyword: time series statistic

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Returns to Investment on Research and Extension in Korean Horticulture (원예부문 연구 및 지도 사업의 투자효과 분석)

  • Kang, Kyeong-Ha;Lee, Min-Soo;Choe, Young-Chan
    • Journal of Agricultural Extension & Community Development
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    • v.7 no.2
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    • pp.257-277
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    • 2000
  • The objectives of this study are to investigate the relationship between the growth of the horticultural sector and horticultural research and extension and to examine the socioeconomic returns to investment on research and extension in Korean horticulture. Data for horticultural production values, producer price indices and research and extension budgets for horticultural sector from 1965 to 1998 are collected from various sources. Multi-variate time series analysis technique with vector auto-regression model and Akino-Hayami Formula were employed for the analysis. This study finds (1) horticultural production responds about seven years later to the horticultural research investment shock. the magnitude of the impacts increases to a peak in seventeen years from the initial expenditures and then declines slowly thereafter until twenty years. and this peak gives a tip that horticultural research impact lasts much longer than grain's or agriculture's: (2) the social surplus from research investment benefits more to the consumer rather than to the horticultural producer: (3) B/C ratios in horticultural research are quite high with the range of 9 to 55 from 1965 to 1998. but these have been decreased since the early 1990s: (4) the socioeconomic returns to horticultural research is quite high with 56 percents of internal rate of return. It remains to be analyzed returns to investment on extension in horticulture because of no statistic significance in this study.

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The Characteristics of Fatal Accidents Relative to Fall at Construction Job Site (건설공사 추락 중대재해 발생특성 분석)

  • Kwon, Jin-Seok;Choi, Seung-Mo;Son, Chang-Baek
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2007.11a
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    • pp.710-713
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    • 2007
  • This paper presents the findings obtained from several series of analysis on the fatal accident, which are maintained by Korean Production Household Mascot Safety Industrial Complex, relative to fall. The fall accidents occurred in 5 years, from 2002 to 2006, were analyzed. The statistic relative to the fatal accidents analyzed according to different classifications such as accident rate, project amount, project type, cause, type of occupation. years of experience, and time in a day. This research would contribute to ensure the effectiveness of safety policy so as to enhance worker safety. In addition, cluster analysis was applied to find the major contributors on the fall accidents. Cross referencing between occupation and type of work, and occupation and cause were established so that the occurrence statistics of fall accidents were investigated.

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Validation Technique of Trace-Driven Simulation Model Using Weighted F-measure (가중 F 척도를 이용한 Trace-Driven 시뮬레이션 모델의 검증 방법)

  • HwangBo, Hoon;Cheon, Hyeon-Jae;Lee, Hong-Chul
    • Journal of the Korea Society for Simulation
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    • v.18 no.4
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    • pp.185-195
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    • 2009
  • As most systems get more complicated, system analysis using simulation has been taken notice of. One of the core parts of simulation analysis is validation of a simulation model, and we can identify how well the simulation model represents the real system with this validation process. The difference between input data of two systems has an effect on the comparison between a simulation model and a real system at validation stage, and the result with such difference is not enough to ensure high credibility of the model. Accordingly, in this paper, we construct a model based on Trace-driven simulation which uses identical input data with the real system. On the other hand, to validate a model by each class, not by an unique statistic, we validate the model using a metric transformed from F-measure which estimates performance of a classifier in data mining field. Finally, this procedure enables precise validation process of a model, and it helps modification by offering feedback at the validation phase.

Price Volatility, Seasonality and Day-of-the Week Effect for Aquacultural Fishes in Korean Fishery Markets (수산물 시장에서의 양식 어류 가격변동성.계절성.요일효과에 관한 연구 - 노량진수산시장의 넙치와 조피볼락을 중심으로 -)

  • Ko, Bong-Hyun
    • The Journal of Fisheries Business Administration
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    • v.40 no.2
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    • pp.49-70
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    • 2009
  • This study proviedes GARCH model(Bollerslev, 1986) to analyze the structural characteristics of price volatility in domestic aquacultural fish market of Korea. As a case study, flatfish and rock-fish are analyzed as major species with relatively high portion in an aspect of production volume among fish captured in Korea. For analyzing, this study uses daily market data (dating from Jan 1 2000 to June 30, 2008) published by the Noryangjin Fisheries Wholesale Market which is located in Seoul of Korea. This study performs normality test on trading volume and price volatility of flatfish and rock-fish as an advanced empirical approach. The normality test adopted is Jarque-Bera test statistic. As a result, first, a null hypothesis that "an empirical distribution follows normal distribution" was rejected in both fishes. The distribution of daily market data of them were not only biased toward positive(+) direction in terms of kurtosis and skewness, but also characterized by leptokurtic distribution with long right tail. Secondly, serial correlations were found in data on market trading volume and price volatility of two species during very long period. Thirdly, the results of unit root test and ARCH-LM test showed that all data of time series were very stationary and demonstrated effects of ARCH. These statistical characteristics can be explained as a reasonable ground for supporting the fitness of GARCH model in order to estimate conditional variances that reveal price volatility in empirical analysis. From empirical data analysis above, this study drew the following conclusions. First of all, from an empirical analysis on potential effects of seasonality and the day of week on price volatility of aquacultural fish, Monday effects were found in both species and Thursday and Friday effects were also found in flatfish. This indicates that Monday is effective in expanding price volatility of aquacultural fish market and also Monday has higher effects upon the price volatility of fish than other days of week have since it has more new information for weekend. Secondly, the empirical analysis led to a common conclusion that there was very high price volatility of flatfish and rock-fish. This points out that the persistency parameter($\lambda$), an index of possibility for current volatility to sustain similarly in the future, was higher than 0.8-equivalently nearly to 1-in both flatfish and rock-fish, which presents volatility clustering. Also, this study estimated and compared and model that hypothesized normal distributions in order to determine fitness of respective models. As a result, the fitness of GARCH(1, 1)-t model was better than model where the distribution of error term was hypothesized through-distribution due to characteristics of fat-tailed distribution, was also better than model, as described in the results of basic statistic analysis. In conclusion, this study has an important mean in that it was introduced firstly in Korea to investigate in price volatility of Korean aquacultural fishery products, although there was partially a limited of official statistic data. Therefore, it is expected that the results of this study will be useful as a reference material for making and assessing governmental policies. Also, it is looked forward that the results will be helpful to build a fishery business plan as and aspect of producer, and also to take timely measures to potential price fluctuations of fishery products in market. Hence, it is advisable that further studies related to such price volatility in fishery market will extend and evolve into a wider variety of articles and issues in near future.

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An Object-Based Verification Method for Microscale Weather Analysis Module: Application to a Wind Speed Forecasting Model for the Korean Peninsula (미기상해석모듈 출력물의 정확성에 대한 객체기반 검증법: 한반도 풍속예측모형의 정확성 검증에의 응용)

  • Kim, Hea-Jung;Kwak, Hwa-Ryun;Kim, Sang-il;Choi, Young-Jean
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1275-1288
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    • 2015
  • A microscale weather analysis module (about 1km or less) is a microscale numerical weather prediction model designed for operational forecasting and atmospheric research needs such as radiant energy, thermal energy, and humidity. The accuracy of the module is directly related to the usefulness and quality of real-time microscale weather information service in the metropolitan area. This paper suggests an object based verification method useful for spatio-temporal evaluation of the accuracy of the microscale weather analysis module. The method is a graphical method comprised of three steps that constructs a lattice field of evaluation statistics, merges and identifies objects, and evaluates the accuracy of the module. We develop lattice fields using various evaluation spatio-temporal statistics as well as an efficient object identification algorithm that conducts convolution, masking, and merging operations to the lattice fields. A real data application demonstrates the utility of the verification method.

Application of Radiological Study by Small Bowel Disease - Comparison of Diagnostic Results of Small Bowel Series and Abdominal Pelvic Computed Tomography - (소장 질환별 방사선학적 검사의 적용에 관한 연구 - 소장조영술과 복부골반전산화단층촬영의 결과 분석을 중심으로 -)

  • Lee, Hee-Jung;Son, Soon-Yong;Lee, Won-Hong
    • Journal of radiological science and technology
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    • v.28 no.4
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    • pp.279-286
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    • 2005
  • Purpose : There are two modalities, those are small bowel series(SBS) and abdominal pelvic computed tomography(CT), for diagnosis of small bowel disease. The aim of this study is to lend radiological technologists who are doing the two modalities assistance in the understanding characteristic of disease by comparing the two results. Meterials and method : 284 patients were examined the two SBS and abdominal pelvic CT together from 1999 to 2003. 250 ml $BaSO_4$ suspension 40 w/v% and 600ml carboxy methyl cellulose 0.5 w/v% were used for SBS. Abdominal Pelvic CT was examined in one hour before taking 450 ml $BaSO_4$ suspension 1.5 w/v%. The CT scan was done in 72 sec after 150 ml contrast media injection. the used protocol was helical mode 5:5 mm pitch 1.375:1, speed 27.50, exposure 120 kv, 240 mA, tube rotation time 0.5 sec. the statistic analysis was conducted with statistical program SPSS 10 version with frequency and crossing analysis. P-value less than 0.05 were considered significant. Results : In the results of SBS, normal findings were 131 patients(46.1%), inflammatory bowel disease(IBD) 64(22.9%), ischemia+ileocolitis+vasculitis 22(7.7%), Obstruction+stricture 21(7.7%) and Others 45(15.9%). In the results of abdominal pelvic CT, normal findings were 103 patients(36.3%), inflammatory bowel disease 65(22.9%), wall thickening+lymphadenopathy 42(14.8%), Fluid collection 17(6%), and Others 57case(20%). The same results of the two were 130patients(45.8%). 30patients(10.6%) of normal finding in SBS were diagnosed as wall thickening+lymphadenopathy and IBD in CT, and 15patients(5.3%) of normal finding in CT were diagnosed as ischemia+ileocolitis+vasculitis, mass and IBD in SBS(p<0.05). Transit time delay was diagnosed in 10patients(3.5%) on only SBS, wall thickening+lymphadenopathy was diagnosed in 20patients(7%) in only CT(p<0.05). Conclusion : We think that proper examination method will be selected in the small bowel disease, if we understand the characteristics of the disease and method.

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Prediction of Target Motion Using Neural Network for 4-dimensional Radiation Therapy (신경회로망을 이용한 4차원 방사선치료에서의 조사 표적 움직임 예측)

  • Lee, Sang-Kyung;Kim, Yong-Nam;Park, Kyung-Ran;Jeong, Kyeong-Keun;Lee, Chang-Geol;Lee, Ik-Jae;Seong, Jin-Sil;Choi, Won-Hoon;Chung, Yoon-Sun;Park, Sung-Ho
    • Progress in Medical Physics
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    • v.20 no.3
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    • pp.132-138
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    • 2009
  • Studies on target motion in 4-dimensional radiotherapy are being world-widely conducted to enhance treatment record and protection of normal organs. Prediction of tumor motion might be very useful and/or essential for especially free-breathing system during radiation delivery such as respiratory gating system and tumor tracking system. Neural network is powerful to express a time series with nonlinearity because its prediction algorithm is not governed by statistic formula but finds a rule of data expression. This study intended to assess applicability of neural network method to predict tumor motion in 4-dimensional radiotherapy. Scaled Conjugate Gradient algorithm was employed as a learning algorithm. Considering reparation data for 10 patients, prediction by the neural network algorithms was compared with the measurement by the real-time position management (RPM) system. The results showed that the neural network algorithm has the excellent accuracy of maximum absolute error smaller than 3 mm, except for the cases in which the maximum amplitude of respiration is over the range of respiration used in the learning process of neural network. It indicates the insufficient learning of the neural network for extrapolation. The problem could be solved by acquiring a full range of respiration before learning procedure. Further works are programmed to verify a feasibility of practical application for 4-dimensional treatment system, including prediction performance according to various system latency and irregular patterns of respiration.

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Evaluation of Emission Reduction Program for In-use Diesel Vehicles Using PM10 Concentrations of Road-side and Background Monitoring Network (도로변 및 배경농도 측정망 PM10 자료를 이용한 노후 운행경유차 배출가스 저감사업 효과 해석)

  • Kim, Cheol-Hee;Jo, Hyun-Young;Lee, Song-Weon;Oh, Chang-Seok
    • Journal of Environmental Science International
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    • v.20 no.12
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    • pp.1585-1598
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    • 2011
  • Emission reduction program for in-use diesel vehicles (ERPDV) has been enacted since 2004 over the Seoul metropolitan area, and diesel emission reduction is forced to fulfill this regulation. This study was performed to evaluate the ERPDV using $PM_{10}$ concentrations of both road-side monitoring and national background network during the period of 2004-2010. In order to assess the pure road emission, we first eliminated the long range transport effect by deducting the trend of annual national background concentrations from the road-side $PM_{10}$ concentrations, and then analyzed the time series of the resultant $PM_{10}$ concentrations over Seoul metropolitan area. The annual rates of variations of road-side $PM_{10}$ with the deduction of trend of background level show -3.2, +0.4, and -2.4 ${\mu}g/m^3$/year, in Seoul, Incheon, and Gyonggi province, respectively. There are steadily decreasing trend in Seoul with all of statistic parameters such as mean, mediam, 5%ile, 10%ile, 25%ile, 75%ile, 90%ile, and 95%ile concentrations. Incheon shows some fluctuations with positive with no significant trend, and Gyonggi province shows overall decreasing but not consistent. Student-t test shows 95% significant level of ERPDV effect in Seoul, but there exists no significant level greater than 90% in both Incheon, and Kyonggi province. Total annual averaged trend over the whole Seoul metropolitan area is estimated to lie in approximately $-2.9{\mu}g/m^3$/year in this study, implying the intimate involvement of ERPDV to a large extent. This is also suggesting that the further research cost-effectiveness of ERPDV with consideration of the long range transport process would be needed over the Seoul metropolitan area.

Evaluation of Oxalic Acid Pretreatment Condition Using Response Surface Method for Producing Bio-ethanol from Yellow Poplar (Liriodendron tulipifera) by Simultaneous Saccharification and Fermentation (바이오에탄올 생산을 위한 백합나무(Liriodendron tulipifera)칩의 동시당화발효 및 Response Surface Method를 이용한 옥살산 전처리 조건 탐색)

  • Kim, Hye-Yun;Lee, Jae-Won;Jeffries, Thomas W.;Choi, In-Gyu
    • Journal of the Korean Wood Science and Technology
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    • v.39 no.1
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    • pp.75-85
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    • 2011
  • The main purpose of this study is to evaluate the potential of producing bioethanol from yellow poplar ($Liriodendron$ $tulipifera$) wood chips by oxalic acid pretreatment and to examine the pretreatment conditions by response surface methodology (RSM). Based on $2^3$ factorial design, adjusted variables were reaction temperature ($^{\circ}C$), residence time (min), and acid loading (g/g), and a series of distinct 15 experimental conditions was organized with duplication at central point (total 16 performances). After pretreatment, simultaneous saccharification and fermentation (SSF) was subjected on solid fraction with yeast strain $Pichia$ $stipitis$. Maximum ethanol yields of the most samples were measured at 72 hours and applied to RSM as a dependent variable. 9.7 g/${\ell}$ of ethanol was produced from the solid pretreated at $180^{\circ}C$ for 40 min with 0.013 g/g of oxalic acid loading. According to the response surface methodology, it was determined that the temperature is the most governing factor via statistic analysis.

The Spillover Effect of FDI on GDP -Analysis on Myanmar using GARCH and VAR- (외국인 직접투자의 국민소득에 대한 전이효과 -GARCH와 VAR를 이용한 분석-)

  • Yoon, Hyung-Mo
    • International Area Studies Review
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    • v.21 no.4
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    • pp.41-63
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    • 2017
  • FDI can either be absorbed in the production cycle with domestic investment and create an inducement effect or it can remain as an exogenous factor and increase the volatility of GDP. The purpose of this paper is to research these different impacts that FDI could have. For that, the endogenous growth theory was employed. The statistic method used are the panel model for sectoral analysis, and GARCH model and VAR for time series analysis. Myanmar was selected as this paper's research subject because it is one of countries which had a colossal amount of FDI inflow recently. The panel analysis did not confirm the causality between sectoral FDI and sectoral GDP. The reason for this could be in the lack of data, since sectoral data exists yearly only during 2006-2016. Therefore this study conducted the times series analysis. According to the results, during 2006 until 2010, it showed signs of GARCH but the effect of FDI on GDP was nonexistent, which means FDI was not integrated into the domestic production cycle but stayed in residual terms. During 2011 to 2016, FDI seemed to affect the growth of Myanmar's GDP. The estimation confirmed the existence of GARCH and the Granzer causality test confirmed that FDI influenced the GARCH, which signified FDI increased the volatility of GDP. The VAR analysis showed responses of GDP to FDI was small(about 0.0007). This research assumes that FDI can be divided in two parts: one part which can be assimilated in the domestic production cycle and the other where it stays outside of the production cycle. The former creates production inducement effect and the latter only increases the volatility of GDP. According to this study, the latter outweighs the former impact in Myanmar.