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On the Application of Phase-Plane Plotting to Consumer Price Index Process : 소비자물가지수에 Phase-Plane Plotting의 적용
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김우철 | - |
dc.contributor.author | Kyung A Choi | - |
dc.date.accessioned | 2017-07-19T08:43:00Z | - |
dc.date.available | 2017-07-19T08:43:00Z | - |
dc.date.issued | 2012-08 | - |
dc.identifier.other | 000000003093 | - |
dc.identifier.uri | https://hdl.handle.net/10371/131258 | - |
dc.description | 학위논문 (석사)-- 서울대학교 대학원 : 통계학과, 2012. 8. 김우철. | - |
dc.description.abstract | The dynamics of the process typically shows more variation than the statics or position of the process. Phase-Plane Plot is known as a powerful graphical tool for exploring harmonic variation of a process. From the phase-plane plots, we expect to see features that would be hard to spot in the plot of the process itself. In this paper, we use the phase-plane plotting of Consumer
Price Index(CPI) to investigate energy transfer within the economic system from 1985 to 2011 in Korea. We also discuss the relative effects of financial or economic shock during this period from the phase-plane plots of Korea CPI. We additionally conduct cluster analysis using the first and second derivatives of Korea CPI process to divide the phase-plane plots into several clusters. | - |
dc.description.tableofcontents | 1 Introduction 1
2 Phase-plane plots and cluster analysis 4 2.1 Smoothing data . . . . . . . . . . . . . . . . . 4 2.2 Phase-plane plots . . . . . . . . . . . . . . . .7 2.3 Cluster analysis . . . . . . . . . . . . . . . . 10 3 Application to Korea CPI 12 3.1 Korea CPI . . . . . . . . . . . . . . . . . . . .12 3.2 Phase plane plots . . . . . . . . . . . . . . . .14 3.3 Cluster analysis . . . . . . . . . . . . . . . . 20 4 Conclusion 23 References 25 Abstract in Korean 27 | - |
dc.format | application/pdf | - |
dc.format.extent | 384342 bytes | - |
dc.format.medium | application/pdf | - |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | - |
dc.subject | Spline smoothing | - |
dc.subject | Roughness penalty | - |
dc.subject | Phase-plane plot | - |
dc.subject | Functional | - |
dc.subject | data analysis | - |
dc.subject | Cluster analysis | - |
dc.subject | Ward method | - |
dc.subject.ddc | 519 | - |
dc.title | On the Application of Phase-Plane Plotting to Consumer Price Index Process | - |
dc.title.alternative | 소비자물가지수에 Phase-Plane Plotting의 적용 | - |
dc.type | Thesis | - |
dc.contributor.AlternativeAuthor | 최경아 | - |
dc.description.degree | Master | - |
dc.citation.pages | 27 | - |
dc.contributor.affiliation | 자연과학대학 통계학과 | - |
dc.date.awarded | 2012-08 | - |
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