• Journal of Aquaculture
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• v.6 no.4
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• pp.255-271
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• 1993

For the development of seedling production techniques of the freshwater crab Eriocheir japonicus, the effects of salinity and temperature on the growth of larvae of the crab were studied. Embryos hatched out as zoea larvae were measured 0.421 mm in average carapace length. Five zoea stages needed 16-26 days for metamorphosis from zoea to megalopa at $22^{\circ}C$ and $24.5\%o$. The average carapace length of the 5th zoea was 1.16 mm and that of the megalopa larvae was 1.89 mm. Each zoea stage could be identified based on both the number of plumosed seatae on the exopodite of maxilliped, and the number of spines on the posteroinner margin of tel son and also based on the rudimentary pleopods appearence. Zoea larvae fed rotifers and Artemia nauplii were healthy and metamorphosing rate from zoea to megalopa was $80\~90\%\;at\;22\~26^{\circ}C\;and\;17.5\~31.5\%o$. The relationship between larval period (Y in days) and water temperature $(X\;in\;^{\circ}C)$ is expressed as Log Y = 3.8604-1.91735 LogX. Water temperature and salinity ranges for better survival and metamorphosis of the larvae were $ 22^{\circ}C\~26^{\circ}C\;(optimum\;at\; 26^{\circ}C)\;and\;17.5\%o\~31.5\%o\;(optimum\;at\;24.5\%)$, respectively. The duration of larval stages tend to longer as salinity levels deviated from optimum particulaly at lower end. All zoea larvae did not survive in freshwater.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.23 no.3
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• pp.258-264
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• 2011

A MCS technique is represented to stochastically analyze the uncertainties of wave forces exerted on the upright sections of composite breakwaters. A stochastical models for horizontal and uplift wave forces can be straightforwardly formulated as a function of the probabilistic characteristics of maximum wave height. Under the assumption of wave forces followed by extreme distribution, the behaviors of relative wave forces to Goda's wave forces are studied by the MCS technique. Double-truncated normal distribution is applied to take the effects of uncertainties of scale and shape parameters of extreme distribution into account properly. Averages and variances of relative wave forces are quantitatively calculated with respect to the exceedance probabilities of maximum design wave height. It is found that the averages of relative wave forces may be decreased consistently with the increases of the exceedance probabilities. In particular, the averages on uplift wave force are evaluated slightly larger than those on horizontal wave force, but the variations of coefficient of the former are adversely smaller than those of the latter. It means that the uncertainties of uplift wave forces are smaller than those of horizontal wave forces in the same condition of the exceedance probabilities. Therefore, the present results could be useful to the reliability based-design method that require the statistical properties about the uncertainties of wave forces.

• The Korean Journal of Financial Management
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• v.15 no.2
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• pp.279-337
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• 1998

이 논문에서는 주가가 확률과정, 즉 확률미분방정식에 의하여 생성되는가를 검정하고 주가의 운동법칙을 규명한다. 일별종합주가지수가 양수의 완전시계열상관을 갖고 있으며, 더욱이 3년 정도의 시차까지 의미있는 시계열상관을 갖고 있음이 발견되었다. 수익률과 가격변화의 시계열상관도 존재하고 시계열은 정상성(定常性)을 갖고 있다. 마팅게일에 의하여 주가가 생성되고있지 않음이 밝혀졌다. 한국증권거래소에서 계산하고 있는 일별 종합주가지수를 포함한 41개 산업별 지수를 사용하여 자본시장의 운동법칙을 규명하기 위하여 가장 많이 이용하고 있는 세개의 확률미분방정식을 검정하였다. 각 주가지수들이 온스타인 울렌벡 브라운 운동과정과 평균회귀과정을 따르지 않고 있다는 것이 발견되었다. 그러나 주가가 편류를 갖는 일반 기하 브라운 운동과정에 의하여 생성되고 있음이 검정을 통하여 확인되었다. 평균회귀과정에 의하여 주가가 생성되지 않는다는 발견은 의외라 할 수 있다. 주가가 온스타인 울렌벡 과정을 따르지 않는다는 것은 주가가 제 1계 정상적 자기회귀과정이 아니라는 것을 의미한다. 일별종합주가지수는 제 4계 자기회귀과정에 의하여 생성된다. 가격변화와 수익률의 생성함수는 제 4계 자기회귀과정이다. 종합주가지수의 제 1계 시계열상관계수는 1이다. 상당히 큰 시차를 갖을 때까지 시계열상관이 대략적으로 1을 유지하고 있다. 따라서 지수가 마팅게일을 따르고 있지 않다. 이 점은 가격변화와 수익률에 있어서도 유사하다. 가격변화, 수익률, 대수수익률의 제 1계 시계열상관이 0.1로 유의적이다. 따라서 수익도 마팅게일 과정을 따르고 있지 않다. 증권가격은 세 번에 걸쳐 구조의 번화가 발생하였다. 구조의 변화가 발생할 때마다 평균가격이 상승하였다. 이와 같은 현상은 장기적 기대가격이 미지일 가능성이 배제되지 않는다. 단기적 기대 주가가 알려진 반면 장기적 기대 주가가 미지라면 평균회귀과정은 장기적 기대주가로 회귀하고 있는 과정이므로 장기기대 주가의 미지성이 평균회귀 과정의 기각을 유도하게 된다. 우리나라의 투자자들은 무위험자산과 위험을 동시에 고려하여 투자활동을 전개하고 있음이 발견되었다. 선형의 효용함수를 갖는 위험중립적 태도의 투자자가 아니다. 위험기피형 효용함수 아래에서 투자활동을 수행하고 있는 합리적 투자자들이라 할 수 있다. 뿐 만 아니라 자신의 평생에 걸친 소비를 소비가 이루어지는 각 기마다 가급적 일정하게 하는 소비행동을 목표로 삼고 소비와 투자에 대한 의사결정을 내리고 있음이 실증분석을 통하여 밝혀졌다. 투자자들은 무위험 자산과 위험성 자산을 동시에 고려하여 포트폴리오를 구성하는 투자활동을 행동에 옮기고 있다.

• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.823-833
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• 2016

The lifetime is a key characteristic of product quality. It is best to obtain the lifetime data of all samples, but they are often censored due to time or expense limitations. In this paper, we propose a binomial cumulative sum (CUSUM) chart to monitor the mean of type I right-censored Weibull lifetime data, for a xed value of the Weibull shape parameter. We compare the performance of the proposed binomial CUSUM chart with CUSUM charts studied previously using the steady-state average run length (ARL). The results show that the performance of the binomial CUSUM chart is better when the censoring rate is high and/or the sample size is small.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1001-1019
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• 2017

The signal processing is a field of the electrical engineering but it is very much related with the time series analysis. Thesedays the commercial softwares are widely used by the reseachers. We have attempted to make a guide for using the R-package in the digital signal processing. It would be good to read the materials in each section first and to follow the plots in the section 8 and to run the attached R-codes. The article consists of (1) Fourier transform and Fourier inverse transform, (2) spectral analysis (3) parametric and non-parametric estimation for the period (4) filter design. Simple theoretical explanations are provided and R implementations are added.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.11
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• pp.432-436
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• 2016

The cooler, which is the main part in a Thermal Observation Device (TOD), makes the TOD function by reducing the temperature. As the cooler is imported, overseas enterprises presented 20,000 hours as the operation time and the military have used the cooler as presented. However, failures have occurred occasionally after mass production stage. Therefore, we need to analyze the MTBF of the TOD cooler. So, military and defense industry companies collected the failure data of the TOD cooler. We analyze the MTBF of the TOD cooler using survival probability function and failure data. We find the optimal distribution by applying parametric method and estimate parameters. We determine that the Log-logistic distribution is the most appropriate for this data. Also, we analyze the reliability per hour of the TOD cooler. The result of MTBF of the TOD cooler was higher than that of presented by oversee enterprises.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1355-1364
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• 2009

This work propose a robust test for location parameters in multivariate data based on MVE and MCD with the affine equivariance and the high-breakdown properties. We consider the hypothesis testing satisfying high efficiency and high test power simultaneously to bring in the one-step reweighting procedure upon high-breakdown estimators, which generally suffer from the low efficiency and, as a result, usually used only in the exploratory analysis. Monte Carlo study shows that the suggested method retains nominal significance levels and higher testing power without regard to various population distributions than a Hotelling's $T^2$ test. In an example, a data set containing known outliers does not make an influence toward our proposal, while it renders a Hotelling's $T^2$ useless.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1491-1498
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• 2014

The major criticism of optimal experimental design is that it depends heavily on the model and its accompanying assumption that often leads the number of support points equal to the number of parameters in the model. Often in the past, a polynomial model of higher degree is assumed to handle the experimental design for the polynomial regression of lower degree. In this paper we searched the possible set of designs which are robust to the departure of the assumed model. The designs are categorized with respect to D-efficiency. The approach by O'Brien (1995) was discussed in univariate polynomial regression model setting.

• Korean Journal of Heritage: History & Science
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• v.43 no.2
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• pp.82-119
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• 2010

"Gongchengzuofazeli" was published by the Ministry of Engineering (工部) in 1734, the 12th year of the Yongzheng(雍正) emperor of China's Ching Dynasty. Its purpose was the standardization of building construction and the strengthening of management policies The book records exact measurements of every material used in the building, dividing the building into sections called "dugu (斗口)." It also contains records of the funds that were needed for fair management. Today, it has great historical value because it provides information as to the state of architectural technology and environment of that time. However, the research of Korean architectural historians tends to focus on the "Yingzaofashi(營造法式)" which was written in the Northen Song Dynasty. While the significance of "Gongchengzuofazeli" is widely acknowledged, not enough interest has been garnered to even begin a full-scale translation project. This article, by summarizing in the introduction the basic contents of "Gongchengzuofazeli" and a translation of the first volume in the body, seeks as its purpose to provide data to become the foundation of future research in this area.

• The Korean Journal of Applied Statistics
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• v.34 no.1
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• pp.25-38
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• 2021

Recently the need for network surveillance to detect abnormal behavior within dynamic social networks has increased. We consider a dynamic version of the degree corrected stochastic block model (DCSBM) to simulate dynamic social networks and to monitor for a significant structural change in these networks. To apply a control charting procedure to network surveillance, in-control model parameters must be estimated from the Phase I data, that is from historical data. In network surveillance, however, there are many situations where sufficient relevant historical data are unavailable. In this paper we propose a self-starting Shewhart control charting procedure for detecting change in the dynamic networks. This procedure can be a very useful option when we have only a few initial samples for parameter estimation. Simulation results show that the proposed procedure has good in-control performance even when the number of initial samples is very small.