• Title/Summary/Keyword: var model

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Neuroprotective Effect of Wild Radish Extract on Scopolamine Induced Memory Impairment (갯무 추출물의 스코폴라민 유도 기억력 저하 모델에서의 뇌신경 보호 효과)

  • Hur, Jinyoung;Choi, Sang Yoon;Yeom, Mijung
    • Journal of the Korean Society of Food Culture
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    • v.36 no.6
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    • pp.633-639
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    • 2021
  • Raphanus sativus var. hortensis f. raphanistroides Makino (Korean wild radish [WR]) are root vegetables belonging to the Brassicaceae family. These radish species mostly grow in sea areas in Asia, where they have been traditionally used as a medicinal food to treat various diseases. To investigate the effect of WR on neuronal cell death in SH-SY5Y cells, beta-amyloid was used to develop the cell death model. WR attenuated neuronal cell death in SH-SY5Y and regulated the mitogen-activated protein kinase (MAPK) signaling. WR extract also inhibited acetylcholinesterase inhibitor activity. Additionally, the WR treatment group ameliorated the behavior of the memory-impaired mice in a scopolamine-induced mouse model. In the behavior test, WR treated mice showed shorter escape latency and swimming distance and improved the platform-crossing number and the swimming time within the target quadrant. Furthermore, WR prevented histological loss of neurons in hippocampal CA1 regions induced by scopolamine. This study shows that WR can prevent memory impairment which may be a crucial way for the prevention and treatment of memory dysfunction and neuronal cell death.

Deep learning forecasting for financial realized volatilities with aid of implied volatilities and internet search volumes (금융 실현변동성을 위한 내재변동성과 인터넷 검색량을 활용한 딥러닝)

  • Shin, Jiwon;Shin, Dong Wan
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.93-104
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    • 2022
  • In forecasting realized volatility of the major US stock price indexes (S&P 500, Russell 2000, DJIA, Nasdaq 100), internet search volume reflecting investor's interests and implied volatility are used to improve forecast via a deep learning method of the LSTM. The LSTM method combined with search volume index produces better forecasts than existing standard methods of the vector autoregressive (VAR) and the vector error correction (VEC) models. It also beats the recently proposed vector error correction heterogeneous autoregressive (VECHAR) model which takes advantage of the cointegration relation between realized volatility and implied volatility.

The Effectiveness of Foreign Exchange Intervention: Empirical Evidence from Vietnam

  • DING, Xingong;WANG, Mengzhen
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.2
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    • pp.37-47
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    • 2022
  • This study uses monthly data from January 2009 to December 2020 to examine the effectiveness of foreign currency intervention and its influence on monetary policy in Vietnam using a Hierarchical Bayesian VAR model. The findings suggest that foreign exchange intervention has little influence on the exchange rate level or exports, but it can significantly minimize exchange rate volatility. As a result, we can demonstrate that the claim that Vietnam is a currency manipulator is false. As well, the forecast error variance decomposition results reveal that interest rate differentials mainly determine the exchange rate level instead of foreign exchange intervention. Moreover, the findings suggest that foreign exchange intervention is not effectively sterilized in Vietnam. Inflation is caused by an increase in international reserves, which leads to an expansion of the money supply and a decrease in interest rates. Although the impact of foreign exchange intervention grows in tandem with the growth of international reserves, if the sterilizing capacity does not improve, rising foreign exchange intervention will instead result in inflation. Finally, we use a rolling window approach to examine the time-varying effect of foreign exchange intervention.

The Relationship Between Renminbi Exchange Rate Fluctuations and China's Import and Export Trade

  • Renhong WU;Yuantao FANG;Md. Alamgir HOSSAIN
    • The Journal of Industrial Distribution & Business
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    • v.15 no.5
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    • pp.17-27
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    • 2024
  • Purpose: The renminbi (RMB) has appreciated alongside the elevation of China's economic status, leading to increased exchange rate volatility. Moreover, China's medical industry saw a surge in import and export trade volume, with trade related to epidemic prevention and control in the medical sector significantly increasing its share. The medical device trade, in particular, occupies a substantial portion of this trade. Research design, data and methodology: This paper focuses on the import and export value of medical devices in the medical industry as a case study to explore the impact of RMB exchange rate fluctuations on the import and export trade of the medical industry during the pandemic. Additionally, it investigates whether the import and export trade of the medical industry can be a contributing factor to the fluctuations in the RMB exchange rate. Results: Through an empirical study on the import and export values of medical devices in the medical industry over the past three years, as well as the RMB exchange rate, this paper establishes a VAR model and conducts a series of tests including stationarity tests and cointegration tests. Conclusions: The conclusion is that fluctuations in the RMB exchange rate have a long-term impact on China's medical industry's import and export trade.

A Cointegration Test Based on Weighted Symmetric Estimator

  • Son Bu-Il;Shin Key-Il
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.797-805
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    • 2005
  • Multivariate unit root tests for the VAR(p) model have been commonly used in time series analysis. Several unit root tests were developed and recently Shin(2004) suggested a cointegration test based on weighted symmetric estimator. In this paper, we suggest a multivariate unit root test statistic based on the weighted symmetric estimator. Using a small simulation study, we compare the powers of the new test statistic with the statistics suggested in Shin(2004) and Fuller(1996).

A Study on Harmonic Elimination of FC-TCR in Power System (전력계통에 있어서 FC - TCR 장치의 고조파 제어에 관한 연구)

  • Kim, Joon-Hyun;Kim, Young-Man;Lee, Seung-Joo
    • Proceedings of the KIEE Conference
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    • 1988.11a
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    • pp.127-130
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    • 1988
  • This paper describes digital simulation of harmonic elimination in the FC-TCR. (Fixed Capacitor and Thyristor Controlled Reactor) A model at harmonic frequency is developed for a STATIC VAR compansator. The model is shown to be useful in predicting resonance condition. A new variable filter is used for synthesized harmonic elimination.

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Coordinated Control of ULTC and SVC Using a new control model of ULTC (새로운 ULTC 제어모델을 이용한 ULTC와 SVC의 협조제어)

  • Lee, Song-Keun
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.230-232
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    • 2000
  • To improve the voltage profile of the load bus, it is important that the coordinated controls among the reactive power compensators at the distribution substation. However, the conventional control scheme of the Under Load Tap Changer (ULTC) is not proper for coordinate control with Static Var Compensator (SVC). This paper proposes a new control model for ULTC and a new coordinated control scheme between ULTC and SVC. The numerical simulation verifies that the proposed system could improve the voltage profile on the load bus and could decrease the number of ULTC tap operation.

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Modeling the Present Probability of Urban Woody Plants in the face of Climate Change (기후변화에 따른 도시 수종의 기후 적합성 평가모델 - 서울시를 대상으로 -)

  • Kim, Yoon-Jung;Lee, Dong-Kun;Park, Chan
    • Journal of the Korean Society of Environmental Restoration Technology
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    • v.16 no.1
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    • pp.159-170
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    • 2013
  • The effect of climate change on urban woody plants remains difficult to predict in urban areas. Depending on its tolerances, a plant species may stay and survive or stay with slowly declining remnant populations under a changing climate. To predict those vulnerabilities on urban woody plants, this study suggests a basic bioclimatic envelop model of heat requirements, cold tolerance, chilling requirements and moisture requirements that are well documented as the 'climatic niche'. Each component of the 'climatic niche' is measured by the warmth index, the absolute minimum temperature, the number of chilling weeks and the water balance. Regarding the utility of the developed model, the selected urban plant's present probabilities are suggested in the future climate of Seoul. Both Korea and Japan's thermal thresholds are considered for a plant's optimal climatic niche. By considering the thermal thresholds of these two regions for the same species, the different responses observed will reflect the plant's 'hardening' process in a rising climate. The model illustrated that the subpolar plants Taxus cuspidata and Ulmus davidiana var. japonica are predicted to have low suitability in Seoul. The temperate plants Zelkova serrata and Pinus densiflora, which have a broad climatic niche, exhibited the highest present probability in the future. The subtropical plants Camellia japonica and Castanopsis cuspidata var. sieboldii may exhibit a modest growth pattern in the late 21C's future climatic period when an appropriate frost management scheme is offered. The model can be used to hypothesize how urban ecosystems could change over time. Moreover, the developed model can be used to establish selection guidelines for urban plants with high levels of climatic adaptability.

A New Scheme for Maintaining Balanced DC Voltages in Static Var Compensator(SVC) Using Cascade Multilevel Inverter

  • Min, Wan-Ki;Min, Joon-Ki;Choi, Jae-Ho
    • Proceedings of the KIPE Conference
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    • 2001.10a
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    • pp.561-565
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    • 2001
  • This paper proposes a new switching scheme of a static var compensator(SVC) with cascade multilevel inverter which employs H-bridge inverter(HBI). To improve the un­balanced problem of the DC capacitor voltages, the rotated switching scheme of fundamental frequency is newly used. The optimized fundamental switching pattern with low switching frequency is adapted to be suitable for high application. The selective harmonic elimination method(SHEM) allows to keep the total harmonic distortion(THD) low in the output voltage of multilevel inverter. The SVC system is modeled using the d-q transform which calculates the instantaneous reactive power. This model is used to design a controller and analyze the SVC system. Simulated and experimental results are also presented and discussed to validate the proposed schemes.

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Asset Price, the Exchange Rate, and Trade Balances in China: A Sign Restriction VAR Approach

  • Kim, Wongi
    • East Asian Economic Review
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    • v.22 no.3
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    • pp.371-400
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    • 2018
  • Although asset price is an important factor in determining changes in external balances, no studies have investigated it from the Chinese perspective. In this study, I empirically examine the underlying driving forces of China's trade balances, particularly the role of asset price and the real exchange rate. To this end, I estimate a sign-restricted structural vector autoregressive model with quarterly time series data for China, using the Bayesian method. The results show that changes in asset price affect China's trade balances through private consumption and investment. Also, an appreciation of the real exchange rate tends to deteriorate trade balances in China. Furthermore, forecast error variance decomposition results indicate that changes in asset price (stock price and housing price) explain about 20% variability of trade balances, while changes in the real exchange rate can explain about 10%.