• 융합보안논문지
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• 제12권3호
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• pp.115-121
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• 2012

소프트웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나. 단조증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정 등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하다가 시간 절단이 될 경우에 미래의 고장 시간 예측에 관하여 연구 하였다. 곡선회귀모형에 이용되는 S곡선모형과 성장모형, 로지스틱을 이용하여 미래고장 시간을 예측하여 비교 하였다. 제안된 예측방법에서는 고장시간 자료를 이용하여 모형들에 대한 예측 값을 결정계수 와 평균제곱오차를 이용하여 비교 하고 효율적 모형을 선택 하였다.

• The Journal of Asian Finance, Economics and Business
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• 제8권5호
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• pp.21-27
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• 2021

The financial sector is one of the most important building blocks of the economy. When this sector efficiently implemented a well-crafted program on banking and financial system to translate financial activities to income-generating activity, economic growth will be realized. Hence, this study analyzed the effect of financial intermediation on economic growth and the existence of cointegrating relationship using time-series data from 1986 to 2015. The influence of financial intermediation in terms of bank credit to bank deposit ratio, private credit, and stock market capitalization and time trend to economic growth was estimated using ordinary least squares (OLS) multiple regression. The results showed that all the financial intermediation indicators and time trend exert significant effect on Gross Domestic Product (GDP) per capita. The positive sign of the time trend indicates that there is an upward trend in GDP per capita averaging approximately 0.06 percent annually. Furthermore, the cointegration test using the Johansen procedure revealed that there is a presence of long-term equilibrium relationship between financial intermediation and time trend and economic growth, and rules out spurious regression results. This study established the idea that financial intermediation in the Philippines has a significant and vital role in stimulating growth in the economy.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2017년도 학술발표회
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• pp.193-193
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• 2017

Trend analysis can enhance our knowledge of the dominant processes in the area and contribute to the analysis of future climate projections. The results of previous studies in South Korea showed that southeast regions of Korea had the highest value of evapotranspiration. Thereby, it is of interest to determine the trend analysis in hydrological variables in this area. In this study, the recent 35 year trends of precipitation, reference evapotranspiration, and aridity index in monthly and annual time scale will be analyzed over three stations (Pohang, Daegu, and Pusan) of southeast Korea. After removing the significant Lag-1 serial correlation effect by pre-whitening, non-parametric statistical Mann-Kendall test was used to detect the trends. Also, the slope of trend of the Mann-Kendall test was determined by using Theil-Sen's estimator. The results of the trend analysis of reference evapotranspiration on the annual scale showed the increasing trend for the three mentioned stations, with significant increasing trend for Pusan station. The results obtained from this research can guide development if water management practices and cropping systems in the area that rely on this weather stations. The approaches use and the models fitted in this study can serve as a demonstration of how a time series trend can be analyzed.

• 한국물환경학회지
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• 제26권6호
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• pp.895-902
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• 2010

The effect of seasonality on water quality variation is very significant. Generally, it reduce the power of the trend extraction. A parametric time-series model was used for detecting trends in historic constituent concentration data. The effect of seasonality is able to remove from time series decomposition technique. According to such statistic methode, long-term water quality trend analysis system (NTrend 1.0) was developed by Nakdong River Water Environmental Research Center. The trend analysis of BOD variation was conducted with NTrend 1.0 at Goreong and Moolkum site in Nakdong river to show the effect of water quality management action plan. Power test of trend extraction was tried each case of 'deseasonalized and deannulized' data and 'deseasonalized' data. Analysis period was from 1989 to 2006, and it's period was divided again three times, 1989~1993, 1994~1999 and 2000~2006 according to action plan period. The BOD trend was downward in Goreong site during three times and it's trend slope was very steep, and upward in Moolkum during 1989~1993, but it was turned downward during 1994~1999 and 2000~2006. It was revealed that it's very effective to reduce the concentration of BOD by water quality management action plan in that watershed. The result of power test was shown that it is high for trend extraction power in case of 'deseasonalized' data.

• Asian Pacific Journal of Cancer Prevention
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• 제17권3호
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• pp.1421-1426
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• 2016

Background: There is a considerable lack of understanding of oral cancer incidence, especially its time trend in Iran. In this study, the authors aimed to analyze time trend of oral cancer incidence with a focus on differences by gender in a period of six years - from 2005 to 2010. Materials and Methods: Both population-based cancer registry and national cancer registry (NCR) data based on pathologic reports from 2005 to 2010 were obtained from the Ministry of Health and Medical Education (MOHME). Population data were also received from Statistical Centre of Iran. Age-standardized incidence rates (ASRs) based on the World Standard Population were then calculated. Finally, Negative Binomial regression was run for time trend analysis. Results: The maximum ASR for males was calculated as 2.5 per 100,000 person-years in 2008 and the minimum was observed as 1.9 per 100,000 person-years in 2005 and 2006. Meanwhile, the maximum ASR for females was estimated as 1.8 per 100,000 person-years in 2009 and the minimum was calculated as 1.6 per 100,000 person-years in 2005 and 2006. Additionally, in females, incidence risk ratio (IRR) did not show a clear decreasing or increasing trend during the six years. Nevertheless, in males an increasing trend was observed. The maximum IRR adjusted for age group and province, for females was reported in 2009 (IRR=1.05 95% CI: 0.90-1.23), and for males was estimated in 2010 (IRR=1/2 95% CI: 1.04 - 1.38). Conclusions: Our findings highlight disparities between oral cancer incidence trends in males and females over the six years from 2005 to 2010.

• 환경영향평가
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• 제12권1호
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• pp.45-54
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• 2003

The purpose of this paper is to examine the trend on the change of the cherry blossom flowering time due to the temperature change by selecting regions that have long periods of cherry blossom flowering time data as cases. With the flowering time data, the distribution of cherry blossom flowering time, time series change and change rate of cherry blossom flowering time were analyzed. Also, the correlation between the cherry blossom flowering time and the temperature was analyzed. The flowering of cherry blossom is earlier in metropolitan areas, and in the east coastal region than the west coastal region. The trend on the change of the cherry blossom flowering time is very similar to change the temperature. The change rate of the cherry blossom flowering time is rising up in the whole regions under study, and is relatively high in metropolitan areas. Especially, the cherry blossom flowering time festinated greatly in Pohang that is one of the heavily industrialized cities. From the analysis of correlation analysis between cherry blossom flowering time and temperature elements, the cherry blossom flowering time is highly related with mean temperature of March, which the month is just before the beginning of flowering.

• Communications for Statistical Applications and Methods
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• 제29권3호
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• pp.353-371
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• 2022

This paper analyzes death counts after World War II of several countries to identify and to compare their stochastic structures. The stochastic structures that this paper entertains are three structural time series models, a local level with a random walk model, a fixed local linear trend model and a local linear trend model. The structural time series models assume that a time series can be formulated directly with the unobserved components such as trend, slope, seasonal, cycle and daily effect. Random effect of each unobserved component is characterized by its own stochastic structure and a distribution of its irregular component. The structural time series models use the Kalman filter to estimate unknown parameters of a stochastic model, to predict future data, and to do filtering data. This paper identifies the best-fitted stochastic model for three types of death counts (Female, Male and Total) of each country. Two diagnostic procedures are used to check the validity of fitted models. Three criteria, AIC, BIC and SSPE are used to select the best-fitted valid stochastic model for each type of death counts of each country.

• 한국수자원학회논문집
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• 제46권3호
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• pp.219-227
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• 2013

수문시계열 자료에 변동성, 도약성, 경향성, 주기성 등이 있으면 이러한 자료는 일반적으로 비정상성을 가지며, 특히 경향성 판단을 통한 다양한 방법들이 제시되어 왔다. 그러나 다양한 방법 간의 검정능력에 대한 평가는 많이 이루어지지 않았으며, 그로인해 동일 자료에 대한 다른 방법의 적용으로 반대의 결과가 나오는 경우도 발생하게 된다. 따라서 본 연구에서는 통계적 특성에 따른 경향성 분석의 변화를 파악하고, 경향성 분석방법 간의 검정능력을 파악해 보았다. 이를 위해 경향성 분석기법인 Mann-Kendall 검정, Hotelling-Pabst 검정, t 검정, Sen 검정을 적용하였으며 기울기, 표본크기, 표준편차에 따라 다양한 모의실험을 수행하였다. 그 결과 t 검정이 다른 검정에 비해 상대적으로 높은 검정력을 보였고, Mann-Kendall 검정, Hotelling-Pabst 검정, Sen 검정은 비슷한 결과를 보였다.

• 한국실내디자인학회논문집
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• 제21권2호
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• pp.84-91
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• 2012

The total data of observing interior space was divided into a few time frames for analysis. If we can understand the changing process of observation degree as the observation time passes, we will be able to analyse the characteristic and process of information obtainment in the case of space observation. For this purpose, the observation time was parted into 30 second units and the changing characteristic by time frame and observation area was analysed. The conclusion derived from this study is as the following: First, analysis of observation frequency and time on the basis of the average data of each subject showed that the observation time increased compared with the subject's frequency and the overall trend but that it was difficult for me to think there was a certain trend in the observation time of each subject. However, when I examined the time change by using the trend line which is a dynamic average line representing the observation time from the subjects as the trend element of time series, I could see the trend that the subject's observation time increased at a fixed rate as the frequency increased. Second, when I compared and analysed the average observation area at Area I set up by the time of 30 second unit and the observation area of Area I from the all data, I could see that the former had more degree of concentration at Area I. This analysis enabled me to get the degree of concentration on the observed area every time, and accordingly I could also see that when the data of intensive observation by time frame is analysed, the degree of concentration is dispersed for the subjects to observe very intensively or the area with overlapping observations each time frame can be seen as Area I out of the entire observation data. Third, when I analysed the observation characteristics by time frame at the 6 areas divided at 30 second unit at the rate of the number to the time of observation areas, I could see that as the observation time passed while the number of the observation areas defined as decreased the observation time increased, which means that when the area numbers decreases the area intensively observed by the subjects decreases as the time passes. In spit of that, the increase of time can be interpreted as more intensive observation of a specific area.

• Journal of the Korean Data and Information Science Society
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• 제20권5호
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• pp.765-777
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• 2009

본 연구에서는 대기오염물질 중에서 주목을 받고 있는 분진 직경이 10마이크로미터 (micrometer) 이내의 것을 대상으로 실제로 증가하는지 감소하는지를 알아보기 위하여 교락 요인을 제외한 분진을 대상으로의 순수한 장기 추세를 연구하였다. 자료는 1996년에서 2000년까지 서울시의 기상 변수들 (최대기온, 평균습도, 최대풍속, 일사량)과 27지점에서 얻은 분진 직경이 10마이크로미터 이내의 것을 이용한다. 이 자료를 이용하여 분진과 비선형 관계를 보이는 기상 변수들의 회귀 스플라인을 이용하여 계절성을 통제한 일반화 부가모형을 세웠다. 그 결과 증가가 아닌 감소하는 순수 장기 추세를 얻을 수 있었다.