Search Results - "Seong, Byeongchan"

On-Line Prediction of Nonstationary Variable-Bit-Rate Video Traffic by KANG, Sungjoo, LEE, Seongjin, WON, Youjip, SEONG, Byeongchan

“…In this paper, we propose a model-based bandwidth prediction scheme for variable-bit-rate (VBR) video traffic with regular group of pictures (GOP) pattern…”
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Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models by Seong, Byeongchan

“…The analysis of mixed-frequency (MF) time series has been limited mainly to the vector autoregressive integrated moving average (ARIMA) framework, even though…”
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Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects by Seong, Byeongchan, Lee, Kiseop

“…This study extends intervention analysis beyond the ARIMA models, which are currently used by most scholars and practitioners, to exponential smoothing models…”
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Semiparametric selection of seasonal cointegrating ranks using information criteria by Seong, Byeongchan

“…We consider the use of information criteria (IC) on the basis of a semiparametric seasonal error correction model for selecting seasonal cointegrating ranks…”
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Bootstrap test for seasonal cointegrating ranks by Seong, Byeongchan

“…We consider a bootstrap algorithm for the Likelihood Ratio (LR) test of seasonal Cointegrating (CI) ranks as the extension of Swensen ( 2006) . Through a small…”
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Explainable artificial intelligence for the interpretation of ensemble learning performance in algal bloom estimation by Park, Jungsu, Seong, Byeongchan, Park, Yeonjeong, Lee, Woo Hyoung, Heo, Tae‐Young

“…Chlorophyll‐a (Chl‐a) concentrations, a key indicator of algal blooms, were estimated using the XGBoost machine learning model with 23 variables, including…”
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Drought, ethanol, and livestock by Hao, Na, Colson, Gregory, Seong, Byeongchan, Park, Cheolwoo, Wetzstein, Michael

“…The 2012 drought in the U.S. Midwest resulted in volatile crop prices. With field crops constituting a major input in livestock production, livestock producers…”
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Bonferroni correction for seasonal cointegrating ranks by Seong, Byeongchan

“…I consider Bonferroni correction in identifying seasonal cointegrating ranks. Without the correction, the Type I error for the set of all seasonal…”
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Higher maternal vitamin D concentrations are associated with longer leukocyte telomeres in newborns by Kim, Jung‐Ha, Kim, Gwang Jun, Lee, Donghee, Ko, Jae‐Hong, Lim, Inja, Bang, Hyoweon, Koes, Bart W., Seong, Byeongchan, Lee, Duk‐Chul

“…Gestational vitamin D insufficiency is related with increased risks of various diseases and poor health outcomes later in life. Telomere length at birth or…”
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Estimation of vector error correction models with mixed-frequency data by Seong, Byeongchan, Ahn, Sung K., Zadrozny, Peter A.

“…Vector autoregressive (VAR) models with error‐correction structures (VECMs) that account for cointegrated variables have been studied extensively and used for…”
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Maximum Eigenvalue Test for Seasonal Cointegrating Ranks by Seong, Byeongchan, Cho, Sinsup, Ahn, Sung K.

“…The maximum eigenvalue (ME) test for seasonal cointegrating ranks is presented using the approach of Cubadda [Oxford Bulletin of Economics and Statistics…”
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A note on spurious regression in seasonal time series by Seong, Byeongchan, Ahn, Sung K., Jeon, Yongil

“…This paper considers spurious regression between two different types of seasonal time series: one with a deterministic seasonal component and the other with a…”
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Additional sources of bias in half-life estimation by Seong, Byeongchan, Mahbub Morshed, A.K.M., Ahn, Sung K.

“…Recently, an increasing amount of attention is being paid to biases in the measurement of time series dynamics based on calculations of half-life. In…”
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Inference of seasonal cointegration with linear restrictions by Seong, Byeongchan, Cho, Sinsup, Ahn, Sung K.

“…In this article, we study the statistical inference of seasonal cointegration with joint linear restrictions among cointegrating vectors associated with…”
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