• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.505-512
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• 2016

The paper is concerned with high frequency financial time series. A weighted hybrid volatility is suggested to compute daily volatilities based on high frequency data. Various realized volatility (RV) computations are reviewed and the weights are chosen by minimizing the differences between the hybrid volatility and the realized volatility. A high frequency time series of KOSPI200 index is illustrated via QLIKE and Theil-U statistics.

• Proceedings of the KOR-BRONCHOESO Conference
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• 1995.04a
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• pp.92.1-92
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• 1995

Weerdar 개폐식 후두경은 Kleinsasser 후두경과 Killian-Lynch 현가 후두경의 장점을 혼합하여 개발한 것으로서 광학장치, 흡인관, injection cannula 등을 후두경에 부착할 수 있다. 그리고 후두경 내강에 injection cannula를 장치하여 고빈도 제트환기법, 고빈도 진동법, 고빈도 양압환기법을 시행할 수 있다. 이 경우 기관내 삽관을 배제하여 cannula선단이 성대 위에 위치하기 때문에 성대의 후교련까지 시야를 확보할 수 있고, 후두경 양측에 넓은 틈이 있기에 수술조작이 용이하며, 레이저 사용시에 화재의 위험을 최소로 할 수 있다. 이에 성대수술시 cannula를 통한 제트환기 중 시간 경과에 따른 활력징후, 동맥혈산소화, 이산화탄소의 배출상태 변화를 관찰하였다. 그 결과 수슬시간 30분까지 동맥혈 산소분압의 감소나 이산화탄소 축적은 관찰되지 않았기에 30분 이내의 성대수술시 기관내 삽관없이도 시행할 수 있는 안전한 마취관리의 한 방법이라 생각한다.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.169-180
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• 2017

Multivariate GARCH models are interested in conditional variances (volatilities) as well as conditional correlations between return time series. This paper is concerned with high-frequency multivariate financial time series from which realized volatilities and realized conditional correlations of intra-day returns are calculated. Existing multivariate GARCH models are reviewed comparatively with the realized volatility via canonical correlations and value at risk (VaR). Korean stock prices are analysed for illustration.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.433-433
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• 2017

본 연구에서는 노후된 소규모 농업용저수지의 홍수에 대한 안전성이 부족하여 최근들어 노후된 소규모 농업용 저수지를 재설계하여 치수능력을 보강하고 있다. 이러한 노후 소규모 농업용 저수지의 홍수량을 재산정하기 위해 강우량을 수집하여 확률강우량을 재산정하고 빈도별 홍수량을 산정하였다. 산정된 빈도별 확률홍수량을 이용하여 현재의 치수적 안정성을 검토하고 현재기준에 적합한 저수지의 치수적 안정성을 갖추기 위해 댐을 증고하는 방안에 대해 검토하였다. 본 연구에서 저수지의 안정성을 검토한 결과 심천저수지의 홍수위는 200년 빈도에서 EL. 124.38m, 300년 빈도에서 EL. 124.43m 500년 빈도에서 EL. 124.48m로 현재 댐마루고 EL. 125.60m와 비교시 월류는 하지 않으나 댐설계기준(2011,국토해양부)에서 제시된 식에 따른 여유고와 비교한 결과 현재 상태에서는 여유고가 부족하여 증고가 필요한 것으로 분석되었다. 따라서 심천저수지의 현재 홍수량에 대한 검토를 위해 100년, 80년, 50년 빈도의 저수지 홍수추적결과 심천저수지의 여유고는 100년 빈도에서 0.028m부족, 80년 빈도에서 0.007m부족, 50년 빈도에서 기준여유고를 0.046m 만족하여 현재 상태에서는 50년 빈도에서 안정한 것으로 검토되었다.

• Proceedings of the Korean Society for Information Management Conference
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• 2004.08a
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• pp.17-22
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• 2004

연관성 척도값은 연관성 분석 대상이 고빈도인지 저빈도인지 여부에 따른 영향을 받는데, 연관성 척도마다 주로 높은 연관성으로 판정하는 대상의 빈도수준이 다양하게 나타난다. 이런 연관성 척도의 빈도수준 선호경향을 수치로 나타낼 수 있다면 연관성 척도를 사용하는 실험이나 분석에서 시행착오나 시간낭비를 줄일 수 있을 것이다. 이를 위해서 연관성 척도의 빈도수준 선호지수(FLPI)를 개발하였다. 개발된 빈도수준 선호지수는 연관성 척도와 출현빈도 사이의 상관성을 이용하는 것으로서 연관성 척도를 적용하는 실험이나 분석의 효율을 높이는데 기여할 것으로 기대된다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.14 no.3
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• pp.1207-1212
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• 2013

The purpose of this study was to examine the effect of transcutaneous electrical nerve stimulation (TENS) according to frequency and intensity on postural sway distance and velocity. TENS was applied to posterior aspect of the dominant leg with postural sway during one leg stance. Twenty-four healthy participants were measured while standing on a force platform with 5 different stimulation dosages of no TENS, high frequency and high intensity, high frequency and low intensity, low frequency and high intensity, low frequency and low intensity applied in 30 seconds. The five different dosages were performed with vision in random order. The results indicated that TENS dosage in the high frequency and low intensity had a significant decrease in postural sway(p<.05). From these results, we concluded that TENS delivered a high frequency and low intensity enhanced the postural sway in healthy adults. We expect that the postural sway of patients with decreased balance will reduce by application of TENS.

• Annual Conference on Human and Language Technology
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• 1999.10e
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• pp.351-358
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• 1999

Two experiments were conducted to investigate effects of word-frequency on semantic processing of Hangul. Stimuli were two syllable words, and exemplars and target words were different in the final consonant of the second syllable in the Exp 1 and in the final consonant of the first syllable in the Exp2. Exp 1 shows the results that subjects made more errors on low frequency target words and took longer times on high frequency exemplars than on controls. In Exp 2 subjects took longer times on high frequency examplar-low frequency target word conditions than on controls. These results support the predictions of dual process models and suggest that the use of phonological and visual information depends on word frequency. Phonological activation appears to be an optional rather than obligatory process.

• The Korean Journal of Applied Statistics
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• v.28 no.6
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• pp.1163-1170
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• 2015

Various computational methods for obtaining volatilities for financial time series are reviewed and compared with each other. We reviewed model based GARCH approach as well as the data based method which can essentially be regarded as a smoothing technique applied to the squared data. The method for high frequency data is focused to obtain the realized volatility. A hybrid method is suggested by combining the model based GARCH and the historical volatility which is a data based method. Korea stock prices are analysed to illustrate various computational methods for volatilities.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.983-991
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• 2017

High frequency time series are now prevalent in financial data. However, models need to be further developed to suit high frequency time series that account for intraday volatilities since traditional volatility models such as ARCH and GARCH are concerned only with daily volatilities. Due to $H{\ddot{o}}rmann$ et al. (2013), functional ARCH abbreviated as fARCH is proposed to analyze intraday volatilities based on high frequency time series. This article introduces fARCH to readers that illustrate intraday volatility configuration on the KOSPI and the Hyundai motor company based on the data with one minute high frequency.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.747-757
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• 2017

We investigate multivariate volatilities based on high frequency time series. The PCA (principal component analysis) method is employed to achieve a dimension reduction in multivariate volatility. Multivariate realized volatilities (RV) with various frequencies are calculated from high frequency data and "optimum" frequency is suggested using PCA. Specifically, RVs with various frequencies are compared with existing daily volatilities such as Cholesky, EWMA and BEKK after dimension reduction via PCA. An analysis of high frequency stock prices of KOSPI, Samsung Electronics and Hyundai motor company is illustrated.