• Journal of Korean Society on Water Environment
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• v.36 no.5
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• pp.392-404
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• 2020

The focus of this study was to quantify the thermal stratification and analyze the relationship between the stratification structure and the tributaries to understand flow variations in the Paldang Reservoir. The vertical distribution of the temperature and density gradients, and the depth and thickness of the thermocline were quantitatively calculated using a lake physics tool (rLakeAnalyzer) and high-frequency monitoring data. Based on a density gradient of 0.2 kg/㎥/m, the thermocline was formed from mid-May to early-September 2019 and the other periods were weakly stratified or mixed. The thickness of the thermocline was developed until 4.7 m and the depth of the thermocline was formed at a depth of 3 - 6 m at the front of the Paldang Reservoir. During the formation of the thermocline, the Namhangang and Gyeongancheon tributaries with relatively high water temperature (low-density) flowed into the upper layer of the reservoir, and the Bukhangang tributary with low water temperature (high-density) mainly affected the lower layer of the reservoir. This is because the density currents were formed due to the difference in the water temperature of the tributaries. The findings of this study may be used for constructing high-frequency monitoring and quantitative data analyses of reservoirs.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.135-150
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• 2013

This study proposes a novel option strategy by using characteristic of volatility reversion and rough set algorithm in options market. Until now, various research has been conducted on stock and future markets, but minimal research has been done in options market. Particularly, research on the option trading strategy using high frequency data is limited. This study consists of two purposes. The first is to enjoy a profit using volatility reversion model when volatility gap is occurred. The second is to pursue a more stable profit by filtering inaccurate entry point through rough set algorithm. Since options market is affected by various elements like underlying assets, volatility and interest rate, the point of this study is to hedge elements except volatility and enjoy the profit following the volatility gap.

• Journal of Korea Port Economic Association
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• v.34 no.4
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• pp.181-190
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• 2018

The goal of this study is empirically to investigate the asymmetric relationship between two variables using the dry cargo freight rates and raw material price data from January 2012 to May 2018. First, we estimate the asymmetry of macroeconomic indicators of commodity prices by using a two - step threshold cointegration test. Second, the asymmetric relation test of the trade balance of existing commodity price changes is tested by bypassing to the high frequency dry cargo freight rate index. As a result of the estimation, in contrast to the existing linear analysis, each boundary value for the lower limit and the upper limit has different asymmetry. This implies that the period of fluctuation of the sudden residual that causes irregular rate of return fluctuations does not establish a long term equilibrium relationship between the raw material price and the dry cargo freight rate. Therefore, in order to consider the sudden price change in the analysis, it is necessary to include the band of inaction that controls the irregular volatility, which is consistent with the asymmetry hypothesis.

• Journal of Korean Society on Water Environment
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• v.34 no.6
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• pp.579-590
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• 2018

The lakes' metabolism bears important information for the assessment of the carbon budget due to the accumulation or loss of carbon in the lake as well as the dynamics of the food webs through primary production. A lake-scale metabolism is evaluated by Gross Primary Production (GPP), Ecosystem Respiration (R), and Net Ecosystem Production (NEP), which is the difference between the first two values. Methods for estimating GPP and R are based on the levels carbon and oxygen. Estimation of carbon is expensive because of the use of radioactive materials which requires a high degree of proficiency. The purpose of this study was to estimate Lake Daecheong ecosystem metabolism using high frequency water temperature data and DO measurement sensor, widely utilized in the field of water quality monitoring, and to evaluate the possibility of using the application method. High frequency data was collected at intervals of 10 minutes from September to December 2017 by installing a thermistor chain and a DO sensor in downstream of Daechung Dam. The data was then used to estimate GPP, R and NEP using the R public program LakeMetabolizer, and other metabolism models (mle, ols, kalman, bookkeep). Calculations of gas exchange coefficient methods (cole, crusius, heiskanen, macIntyre, read, soloviev, vachon) were compared. According to the result, Lake Daecheong has some deviation based on the application method, but it was generally estimated that the NEP value is negative and acts as a source of atmospheric carbon in a heterotrophic system. Although the high frequency sensor data used in this study had negative and positive GPP and R values during the physical mixing process, they can be used to monitor real-time metabolic changes in the ecosystem if these problems are solved.

• Journal of Korea Water Resources Association
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• v.54 no.2
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• pp.71-80
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• 2021

In recent years, the possibility of flooding due to the increase in the incidence of high-frequency rainfall due to abnormal rainfall and the increase in concentrated torrential rain is increasing. Also, the amount of rainwater runoff is increasing due to the increase of the impermeable layer in the city due to the concentration of population due to urbanization and concentration of development. Due to the characteristics of the developed city, it is located in the vicinity of rivers and in the lowlands. For the analysis of inundation in water, using XP-SWMM, which can analyze stormwater pipelines and surface flows, and FLO-2D models that can track flood-sluice curves and rainfall-spill curves, based on hydraulic and hydrological analysis. Inundation analysis was conducted and comparative review was conducted. The patterns of flooding of the two models were compared, and a model suitable for domestic flooding was selected.

• Phonetics and Speech Sciences
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• v.15 no.4
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• pp.27-34
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• 2023

This study aimed to provide knowledge helpful for understanding voice problems related to occupations in the clinical field through an investigation and comparison of subjective vocal symptoms of 12 professional actors and 12 speech-language pathologists Among the 11 symptoms, "Difficulty with high pitch when singing," "Hypertension in the neck when speaking," and "Feel voice fatigue" were the most frequent symptoms in both groups. Additionally, the professional voice users reported a higher frequency of "Difficulty with high pitch when singing" (p=.049), "Hoarse voice" (p=.021), "Difficulty (requiring effort) when speaking" (p=.032), "Pain in the neck when speaking" (p=.009), and "Feel vocal fatigue" (p=.018) than the elite vocal performer group. This may be due to the different voice-related environments and differences in voice demands during occupational activities between the two groups.

• Journal of KIISE:Software and Applications
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• v.33 no.12
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• pp.1073-1089
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• 2006

The goal of Natural Language Processing(NLP) is to make a computer understand a natural language and to deliver the meanings of natural language to humans. Word sense Disambiguation(WSD is a very important technology to achieve the goal of NLP. In this paper, we describe a technology for automatic homonyms disambiguation using both Mutual Information(MI) and a Sense-Tagged Compound Noun Dictionary. Previous research work using word definitions in dictionary suffered from the problem of data sparseness because of the use of exact word matching. Our work overcomes this problem by using MI which is an association measure between words. To reflect language features, the rate of word-pairs with MI values, sense frequency and site of word definitions are used as weights in our system. We constructed a Sense-Tagged Compound Noun Dictionary for high frequency compound nouns and used it to resolve homonym sense disambiguation. Experimental data for testing and evaluating our system is constructed from QA(Question Answering) test data which consisted of about 200 query sentences and answer paragraphs. We performed 4 types of experiments. In case of being used only MI, the result of experiment showed a precision of 65.06%. When we used the weighted values, we achieved a precision of 85.35% and when we used the Sense-Tagged Compound Noun Dictionary, we achieved a precision of 88.82%, respectively.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.28-28
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• 2011

치수는 고대국가로부터 현재의 국가에 이르기까지 중차대한 국가사업이다. 근대를 지나면서 산업화가 가속화되었고 수자원의 사용과 관리는 더욱 세분화 되었다. 또한 수자원의 사용과 관리에 앞서 기후와 밀접한 관계가 있는 수자원의 물리적 특성을 분석하는 연구가 활발히 이루어지고 있다. 최근 우리나라도 급격한 산업화로 인한 환경파괴와 지구온난화로 인한 강수의 편중이 더욱 심해지고 있다. 즉, 한반도도 전 세계가 직면한 기후변화로 인한 자연재해로 부터 안전하지 않다는 것을 의미한다. 특히 수자원을 관리함에 있어 가뭄의 경우에는 장기적으로 진행되는 경우가 많고 피해 규모와 복구 등도 가뭄의 진행 기간과 밀접한 관계를 가지므로 적극적인 대비가 필요하다. 따라서 가뭄을 연구함에 앞서 과거 한반도의 가뭄의 경향성 및 주기성 같은 특성을 분석할 수 있는 연구가 수반되어야 할 것으로 사료된다. 이에 따라 본 논문에서는 과거 한반도 가뭄 사상의 특성분석을 위해 대표 가뭄지수로 SPI(Standardized Precipitation Index)와 PDSI(Palmer Drought Severity Index)를 선정하여 우리나라 전역에 위치한 총 59개 기상관측소의 1980년~2009년까지의 기상자료를 수집하여 유역별 월평균 가뭄지수를 산정하였다. 또한 이를 이용하여 가뭄발생의 경향성 및 주기성을 중심으로 과거한반도 가뭄의 통계학적 특성분석을 실시하였다. 각 지수의 경향성을 분석한 결과, SPI3와 SPI6는 봄과 겨울에는 가뭄이 심화되는 경향을 보였고 여름철에는 가뭄이 완화되는 경향을 보였다. 반면 SPI12의 경우는 섬진강과 영산강은 유의하지는 않으나 전 기간에 걸쳐 가뭄이 심화되는 경향을 보였고 한강, 낙동강, 금강유역은 가뭄이 완화되는 것으로 나타났다. PDSI의 경우에는 SPI와는 반대로 섬진강과 영산강은 전 기간에 걸쳐 가뭄이 완화되는 경향을 보였고 한강, 낙동강, 금강유역은 유의한 수준에서 가뭄이 심화되는 경향을 보임으로써, SPI와 PDSI에 의한 가뭄평가 경향성이 유역별로 다소 다르게 나타나는 것을 확인할 수 있었다. 한편, 각 유역의 주기성을 분석한 결과로는 모든 유역에서 1년~3년 또는 6년 이하의 주기성을 나타냈으며, SPI의 경우 지속기간이 길어질수록 6년 이상의 저빈도 주기성을 나타냈고, SPI3는 짧게는 1년 미만의 고빈도 주기를 보이는 경우도 있었으며, SPI6와 SPI12는 4년~6년 주기를 나타냈다. 또한 PDSI도 마찬가지로 6년 내외의 장주기를 보였다. 특히 유역별로 분석할 경우 남부지역의 가뭄발생 주기가 중부지역보다 길게 나타나는 성향을 보였다. 그리고 SPI와 PDSI, 두 가뭄지수의 공통주기를 분석한 결과에서는 상관관계가 적은 것으로 확인 되었다.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.85-98
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• 2016

This study makes an empirical comparison of various realized volatilities (RVs) in terms of overnight returns. In financial asset markets, during overnight or holidays, no or few trading data are available causing a difficulty in computing RVs for a whole span of a day. A review will be made on several RVs reflecting overnight return variations. The comparison is made for forecast accuracies of several RVs for some financial assets: the US S&P500 index, the US NASDAQ index, the KOSPI (Korean Stock Price Index), and the foreign exchange rate of the Korea won relative to the US dollar. The RV of a day is compared with the square of the next day log-return, which is a proxy for the integrated volatility of the day. The comparison is made by investigating the Mean Absolute Error (MAE) and the Root Mean Square Error (RMSE). Statistical inference of MAE and RMSE is made by applying the model confidence set (MCS) approach and the Diebold-Mariano test. For the three index data, a specific RV emerges as the best one, which addresses overnight return variations by inflating daytime RV.

• Management & Information Systems Review
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• v.32 no.4
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• pp.189-207
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• 2013

Using high-frequency data for 2 years, this study investigates intraday lead-lag relationship between stock index and stock index futures markets in Korea and China. We found that there are some differences in price discovery and volatility transmission between Korea and China after the stock index futures markets was introduced. Following Stoll-Whaley(1990) and Chan(1992), the multiple regression is estimated to examine the lead-lag patterns between the two markets by Newey-West's(1987) heteroskedasticity and autocorrelation consistent covariance matrix(HAC matrix). Empirical results of KOSPI 200 shows that the futures market leads the cash market and weak evidence that the cash market leads the futures market. New market information disseminates in the futures market before the stock market with index arbitrageurs then stepping in quickly to bring the cost-of-carry relation back into alignment. The regression tests for the conditional volatility which is estimated using EGARCH model do not show that there is a clear pattern of the futures market leading the stock market in terms of the volatility even though controlling nonsynchronous trading effects. This implies that information in price innovations that originate in the futures market is transmitted to the volatility of the cash market. Empirical results of CSI 300 shows that the cash market is found to play a more dominant role in the price discovery process after the Chinese index started a sharp decline immediately after the stock index futures were introduced. The new stock index futures markets does not function well in its price discovery performance at its infancy stage, apparently due to high barriers to entry into this emerging futures markets. Based on EGAECH model, the results uncover strong bi-directional dependence in the intraday volatility of both markets.