• Journal of Korean society of Dental Hygiene
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• v.21 no.5
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• pp.535-543
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• 2021

Objectives: This study investigated the relationship between the Korean healthy eating index (KHEI) and periodontal disease in the Korean adult population. Methods: The data used in the analyses were obtained from the seventh Korean National Health and Nutrition Examination Survey (2016-2018). Data were analyzed by chi-square tests and t-test. Multiple regression analysis was also performed to assess the association between KHEI and periodontal disease. Statistical significance was set at p<0.05. Results: Multiple logistic regression analysis adjusted for socioeconomic variables showed that medical and health behavior variables were significantly related to the KHEI 1 (<63.7, odds ratio [OR]: 1.23, 95% confidence interval [CI]: 1.03-1.46), KHEI 2 (63.7-79.9, OR: 1.14, 95% CI: 0.97-1.34), and risk for periodontal disease. Conclusions: The results showed a significant association between the KHEI and periodontal disease in the Korean adult population.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.233-233
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• 2011

필요한 수자원을 추가확보하기 위한 댐 건설이 갈수록 어려워짐에 따라 이미 건설된 댐을 최대한 활용하는 과학적 저수지운영 방안이 필요하다. 또한 댐운영자가 쉽게 실무에 적용할 수 있는 방법이어야 한다. 본 연구의 목적은 댐관리자가 이해하기 쉽고 사용하기 쉬운 장기 저수지운영 방안을 개발하고자 하는 것이다. 수위구간별 저수지운영을 위한 운영률을 구성하고 이에 따른 순단위 저수지운영 모형을 구축하였다. 다변량 추계학적 모의발생기법을 사용하여 댐 유입량을 모의 발생하였다. 저수지운영의 수위구간을 결정하기 위한 최적화 방법으로 메타휴리스틱 방법으로 차원변화 탐색기법을 선정하였다. 안동댐의 단독운영을 위한 수위구간별 저수지운영률을 도출하여 저수지 모의운영을 수행하고 기존의 운영실적과 모의결과를 저수지운영 평가기준에 따라 비교하여 평가하였다. 안동댐의 단독운영 결과 모의된 저수위는 실적 저수위보다 전반적으로 높게 유지되었고, 모의 발전량이 실적 발전량보다 평균적으로 높음을 볼 수 있었다. 안동댐의 실적 발전량 평균값은 124.81 GWh이며, 모의결과의 발전량은 131.01 GWh이었다. 모의 발전량이 전반적으로 높은 이유는 방류량이 적은 상황에서 저수위를 높게 유지하여 발전효율을 높게 한 것이 주된 이유라고 사료된다. 안동댐의 실적과 모의 결과를 3 가지 저수지운영 평가기준으로 평가한 결과, 실패한 횟수는 실적이 554 회, 모의결과는 426 회이었다. 또한 2 순 연속하여 실패가 발생한 횟수는 각각 71회, 48 회이었고, 최대 연속 실패는 각각 52 순, 51 순이었다. 또한 총운영 기간에 대한 성공 횟수의 비율을 나타내는 신뢰도는 실적은 0.53, 모의된 결과는 0.64로 약 9 %의 차이를 보였다. 취약도는 실적이 $12.69\times10^6\;m^3$, 모의된 결과가 $5.14\times10^6\;m^3$로 $7.55\times10^6\;m^3$의 차이를 보였다. 회복도는 실적이 0.21, 모의 결과가 0.13으로 모의결과가 0.08 낮은 것으로 나타났다. 도출된 장기 저수지운영률을 안동댐의 단독운영에 적용한 결과 실적보다 본 연구에서 개발한 방법론에 의한 모의운영이 공급량, 발전량, 저수지 운영평가 통계량에서 나은 결과를 보였다.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.139-169
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• 2009

This paper introduces the modified VaR which takes into account the asymmetry and fat-tails of financial asset distribution, and then compares its out-of-sample forecast performance with traditional VaR model such as historical simulation model and Riskmetrics. The empirical tests using stock indices of 6 countries showed that the modified VaR has the best forecast accuracy. At the test of independence, Riskmetrics and GARCH model showed best performances, but the independence was not rejected for the modified VaR. The Monte Carlo simulation using skew t distribution again proved the best forecast performance of the modified VaR. One of many advantages of the modified VaR is that it is appropriate for measuring VaR of the portfolio, because it can reflect not only the linear relationship but also the nonlinear relationship between individual assets of the portfolio through coskewness and cokurtosis. The empirical analysis about decomposing VaR of the portfolio of 6 stock indices confirmed that the component VaR is very useful for the re-allocation of component assets to achieve higher Sharpe ratio and the active risk management.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.633-644
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• 1998

혼합설계의 교호작용에 대한 F 검정이 유효하려면 다표본 구형성(multisample sphericity) 가정과 다변량 정규분포 가정이 만족되어야 한다. F 검정을 실시하기 위한 가정들이 위반된 조건하에서 혼합설계의 교호작용에 대한 검정법들의 1종오류가 비교되었다. 비교된 검정법들은 (1) F 검정(F), (2) 절사평균을 사용한 F 검정($F_T$)(3)$\varepsilon$-수정 F 검정($\varepsilon)$(4) 절사평균을 사용한 $\varepsilon$-수정 F 검정$(\varepsilon_T$) (5) CIGA검정(CIGA), (6) 절사평균을 사용한 CIGA검정($CIGA_T$)이었다. 결과는 CIGA와 $CIGA_T$는 1종오류를 대체로 잘 관리하나, F검정들과 ($\varepsilon$)검정들은 일부 조건에서 아주 작은 1종오류나 아주 큰 1종오류를 갖는 것으로 나타났다.

• Journal of the Korea Safety Management & Science
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• v.13 no.4
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• pp.225-235
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• 2011

Autoregressed Controller, which have trend algorithm, seeks to minimize variability by transferring the output variable to the related process input variable, while multivariate process control techniques seek to reduce variability by detecting and eliminating assignable causes of variation. In the case of process control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We also investigate algorithm with relevant Shewhart chart, Theoretical control charts, precontrol and process capability. To help the people who want to make the theoretical system, we compare the main techniques in "a study on the relation between multivariate process control techniques and trend algorithms".

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.156-156
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• 2012

최근 우리나라의 대부분을 차지하는 중소규모 하천 또는 도시하천은 하천수 및 하천변 지하수 이용의 증가와 토지이용변화 등으로 인해 하천의 건천화가 점증하고 있어 하천의 생태와 건전한 환경이 악화되고 있는 실정이다. 본 연구는 이러한 중소규모 하천 또는 도시하천의 도시화율에 따른 정량화된 건천화의 평가지표를 제시하고 하천 관리지표로 활용하며, 건천화 원인을 분석하여 실용적인 건천화 해소대책을 제시하는데 그 목적이 있다. 이를 위하여 건천화 원인조사 및 원인별 영향 평가에 대하여 국내외 연구사례를 조사, 분석하여 도시화율에 따른 건천화 평가 기준을 개발하고, 연구지역에 적용하여 도시화율에 따른 정량적인 건천화 평가를 수행하였다. 본 연구의 대상유역은 남천, 갑천, 경안천, 왕숙천으로 총 4개 유역으로 최근 도시화에 따라 불투수율 증가, 지하수 사용량 증가 등으로 건천화가 진행중인 하천이다. 각 유역은 본 연구에서 제안하는 건천화 평가기법에 따라 본 연구에서 제안하는 건천화 등급 1~5심도로 평가되었으며, SWMM_GE 프로그램으로 분석된 유출량과 다변량 분석 방법을 이용하여 불투수율과 지하수사용량에 따른 기저유출 관계식을 산출하였다. 연구 결과는 향후 대상유역의 하천유지유량 확보 등 유역의 물건전화 정책에 도움이 될 것으로 판단된다.

• Proceedings of the Society of Korea Industrial and System Engineering Conference
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• 2002.05a
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• pp.387-396
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• 2002

Batch processes are a significant class of processes in the process industry and play an important role in the production of high quality speciality materials. Examples include the production of semiconductors, chemicals, pharmaceuticals, and biochemicals. With on-line sensors connected to most batch processes, massive amounts of data are being collected routinely during the batch on easily measured process variables such as temperatures, pressures, and flowrates. In this paper, multivariate SPC charts for on-line monitoring of the progress of new batches are developed which utilize the information in the on-line measurements in real-time. We propose the formation of statistical model which describes the normal operation of a batch at each time interval during the batch operation. An on-line monitoring scheme based on the proposed method can handle both cross-correlation among process variables at any one time and auto-correlation over time. And the control limits for the monitoring charts are established from sound statistical framework unlike previous researches which use the external reference distribution. The proposed charts perform real-time, on-line monitoring to ensure that the batch is progressing in a manner that will lead to a high-quality product or to detect and indicate faults that can be corrected prior to completion of the batch. This approach is capable of tracking the progress of new batch runs, identifying the time periods in which the fault occurred and detecting underlying cause.

• Journal of Korean Society for Quality Management
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• v.49 no.4
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• pp.539-550
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• 2021

Purpose: The purpose of this study is to propose a multivariate CUSUM control chart that can detect the out-of-control state fast while monitoring the cross- and auto- correlated multivariate time series data. Methods: We first build models to estimate the observation data and calculate the corresponding residuals. After then, a multivariate CUSUM chart is applied to monitor the residuals instead of the original raw observation data. Vector Autoregression and Artificial Neural Net are selected for the modelling, and Separated-MCUSUM chart is selected for the monitoring. The suggested methods are tested under a number of experimental settings and the performances are compared with those of other existing methods. Results: We find that Artificial Neural Net is more appropriate than Vector Autoregression for the modelling and show the combination of Separated-MCUSUM with Artificial Neural Net outperforms the other alternatives considered in this paper. Conclusion: The suggested chart has many advantages. It can monitor the complicated multivariate data with cross- and auto- correlation, and detects the out-of-control state fast. Unlike other CUSUM charts finding their control limits by trial and error simulation, the suggested chart saves lots of time and effort by approximating its control limit mathematically. We expect that the suggested chart performs not only effectively but also efficiently for monitoring the process with complicated correlations and frequently-changed parameters.

• Health Policy and Management
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• v.34 no.1
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• pp.87-93
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• 2024

Background: In recent years, studies have shown conflicting results regarding the benefits of dietary supplements in reducing healthcare expenditures. This study aimed to address this inconsistency by examining the association between supplement consumption and health expenditures using nationally representative data from the Korea Health Panel Survey (2019-2020). Methods: A 1:1 matched case-control dataset was established using propensity score matching technique based on supplement consumption. Then, total annual healthcare expenditures were compared between the two groups. In addition, a multivariate regression analysis (Proc Surveyreg) was performed to determine the association between the supplement consumption and medical costs. Results: The supplement user group spent about 1.72 million Korean won, while the non-user group spent about 1.43 million Korean won on medical services (p=0.0186). The results of multivariate regression showed that the costs were approximately 26.15% higher in the user group than in the non-user group (p=0.0004). Conclusion: Contrary to the previous studies that have shown the benefits of supplement use in reducing healthcare costs, this study showed that those who consistently consumed supplements spent more on medical services. This can be interpreted in the same context as previous studies suggesting that dietary supplement intake is a healthy behavior for managing one's health. However, we caution against drawing firm conclusions due to data limitations. Further analysis using patient-level epidemiologic data is needed.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.36 no.5
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• pp.915-926
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• 2016

The purpose of this study is to classify debris flow hazard zones in urbanized areas using multivariate statistical analyses and to suggest customized management strategies to each areal type. Using field survey data set in Seoul, 49 sample debris hazard zones are selected. Clustering and discriminant analyses show that debris flow hazard zones are classified into two types. Surrounding land use and land slope are major factors influencing to the categorization. The results suggest that, by considering the characteristics of each areal type, more customized management strategies for debris flow hazard are necessary. Particularly, in addition to traditional structural measures, non-structural measures including land use and development control for downstream built-up areas should be emphasized in urbanized areas to mitigate human and property damages from debris flow hazard more fundamentally.