• Title/Summary/Keyword: 모평균

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A study on the Linkage of Volatility in Stock Markets under Global Financial Crisis (글로벌 금융위기하에서 주식시장 변동성의 연관성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.33 no.1
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    • pp.139-155
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    • 2014
  • This study is to examine the linkage of volatility between changes in the stock market of India and other countries through the integration of the world economy. The results were as follows: First, autocorrelation or serial correlation did not exist in the classic RS model, but long-term memory was present in the modified RS model. Second, unit root did not exist in the unit root test for all periods, and the series were a stable explanatory power and a long-term memory with the normal conditions in the ARFIMA model. Third, in the multivariate asymmetric BEKK and VAR model before the financial crisis, it showed that there was a strong influence of the own market of Taiwan and UK in the conditional mean equation, and a strong spillover effect from Japan to India, from Taiwan to China(Korea, US), from US(Japan) to UK in one direction. In the conditional variance equation, GARCH showed a strong spillover effect that indicated the same direction as the result of ARCH coefficient of the market itself. Asymmetric effects in three home markets and between markets existed. Fourth, after the financial crisis, in the conditional mean equation, only the domestic market in Taiwan showed strong influences, and strong spillover effects existed from India to US, from Taiwan to Japan, from Korea to Germany in one direction. In the conditional variance equation, strong spillover effects were the same as the result of the pre-crisis and asymmetric effect in the domestic market in UK was present, and one-way asymmetric effect existed in Germany from Taiwan. Therefore, the results of this study presented the linkage between the volatilities of the stock market of India and other countries through the integration of the world economy, observing and confirming the asymmetric reactions and return(volatility) spillover effects between the stock market of India and other countries.

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Varietal Difference of Seedling Establishment in Direct-Seeded Rice (벼 직파재배조건에 따른 입모율의 품종간 차이)

  • Park Kwang Ho
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.50 no.3
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    • pp.175-178
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    • 2005
  • The research was conducted to evaluate a different seedling establishment of rice germplasms which were obtained from the IRRI (International Rice Research Institute) under the direct seeded condition. There was highly significant difference in terms of statistical analysis among cultivars. The seedling establishment of cultivars tested was the highest with ASD1 > IR50 > IR72 > Taothabi > Uplri5 > CO25 > Dula > Moroberakan. The difference of seedling establishment among cultivars particular in dry condition was high between ASD1 and Moroberakan and other cultivars.

QoS Improvement Analysis Call Admission Control(CAC) Algorithm based on 3GPP PBNM (3GPP 정책기반에서 호 수락 제어(CAC) 알고리즘 적용에 따른 QoS 성능개선)

  • Song, Bok-Sob;Wen, Zheng-Zhu;Kim, Jeong-Ho
    • The Journal of the Korea Contents Association
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    • v.12 no.4
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    • pp.69-75
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    • 2012
  • In this paper, to provide various services of QoS, and moreover applying traffic ratio to CAC(Call Admission Control) algorithm tested how long average data rate and the average packet delay time. When CAC algorithm is not applied, traffic mixture ratio is 1:1:4:4, the FTP Service 0.4, web services 0.6, streaming service 0.7, the packet delay requirements are not satisfied. On the other hand CAC Algorithm is applied, all the service of packet delay are satisfied with arrival rate. Therefore, we can make sure that applying of CAC of traffic control WWW, FTP, Video, VoIP can guarantee the various services of QoS.

The automatic measuring software development for testing Watt-hour meter (전력량계 시험용 자동 측정 소프트웨어 개발)

  • Yun, Ji-Ho;Choi, Sug-Hee;Han, Gyu-Hwan;Ham, Gil-Ho
    • Proceedings of the KIEE Conference
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    • 1999.11c
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    • pp.830-832
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    • 1999
  • 청주 LG산전 전력시험기술센터에는 LG산전에서 생산하고 있는 모든 전력량계를 관련규격에 따라 자동으로 시험할 수 있는 분리형 펄스 장치[1]와, 전력량계 회전 감지용 센서 및 카운터, 측정용 소프트웨어를 보유하고 있다. 기존 소프트웨어는 개발 당시 등록한 모든 전력량계에 한해서 관련규격에 따라 자동으로 시험하고 각 전력량계에 대한 개별 오차와 평균 오차, 개별오차와 평균오차와의 차이를 계산하고, 계산결과를 출력할 수 있는 기능들을 지니고 있었다. 그러나 기존 소프트웨어에는 새로운 시험환경을 등록할 수 있는 기능이 없었다. 따라서 G산전에서 생산되는 전력량계가 다양화됨에 따라 새로운 전력량계도 시험할 수 있도록 기존 소프트웨어를 수정하지 않을 수 없었다. 이러한 문제로 인해 LG산전에서는 기존 소프트웨어가 가지고 있는 문제점을 해결하고 데이터 관리 및 성적서 작성 기능과 같은 새로운 기능을 가진 소프트웨어를 개발하게 되었다. 따라서, 본 논문에서는 측정용 소프트웨어 개발 과정과 새로운 기능들 현장 적용 결과를 발표하고자 한다.

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Condensation Heat Transfer Characteristics of Hydrocarbon Refrigerants in Horizontal Tubes of 7.73 mm and 5.80 mm (7.73 mm와 5.80 mm 수평관내 탄화수소 냉매의 응축 열전달 특성)

  • Son, Chang-Hyo
    • Transactions of the Korean hydrogen and new energy society
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    • v.19 no.4
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    • pp.331-339
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    • 2008
  • 본 논문은 내경 7.73 mm와 5.80mm의 수평관내 프레온계 냉매 R-22와 탄화수소계 냉매 R-290과 600a의 응축 열전달 계수의 실험적 결과를 나타내었다. 실험장치는 압축기, 응축기, 팽창밸브, 증발기 등으로 구성된다. 응축 실험은 질량유속 $35.5{\sim}210.4\;kg/m^2s$이고, 응축온도 40$^{\circ}C$인 조건에서 수행하였다. 주요 결과를 요약하면 다음과 같다. 탄화수소계 냉매 R-290과 R-600a의 평균 열전달 계수는 프레온계 냉매 R-22보다 높게 나타났으며, R-600a의 평균 열전달 계수가 모든 관경에 대해 가장 높게 나타났다. 실험결과와 종래의 상관식을 비교한 결과, 모든 관경과 냉매에 대해 Haraguchi 등의 상관식이 가장 좋은 일치를 보였다. 그 중에서 Cavallini-Zecchin의 상관식은 7.73 mm 관경의 실험데이터와, Dobson 등의 상관식은 내경 5.80 mm 관경의 데이터와 좋은 일치를 보였다.

An implementation of the sample size and the power for testing mean and proportion (평균과 비율 검정에서 표본 크기와 검정력 계산의 구현)

  • Lee, Chang-Sun;Kang, Hee-Mo;Sim, Song-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.53-61
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    • 2012
  • There are cases when the sample size is determined based not only on the significance level but also on on the power or type II error. In this paper, we implemented the sample size and the power calculation when both the significance level and power for testing means in normal distributions and proportions in binomial distributions. The implementation is available on a web site. Alternately, we also calculate the power for a given effect size, type I error probability and sample size.

A Infiltration Analysis in Unsaturated Porous Layer with Permeable Sidewalk Block (투수성 보도블록에서의 불포화 투수층 침투 해석)

  • Lee, Jae-Joon;Lee, Ye-Hee;Kwak, Chang-Jae
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.905-905
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    • 2012
  • 현재 도시유역의 홍수피해를 경감시키기 위한 방안으로 우수유출 저감시설에 대한 연구가 활발히 진행 중에 있다. 그러나 침투형 우수유출 저감시설의 경우 침투량 산정에 필요한 여러 인자 중 토성에 의해 저감 능력에 많은 차이를 보이고 있으며, 강우시 침투로 인한 토양내 함수비의 변화와 선행강우 조건 등에 의해 정량적인 분석이 어려워 활용도가 미흡한 실정이다. 따라서 본 연구에서는 2009년 국립방재연구원에서 시행한 침투실험 자료의 조건과 동일하게 투수계수 및 형상이 다른 두 종류의 투수성 보도블록 A, B와 토양내 선행강우의 유무에 대하여 표 1과 같이 검증 케이스로 구분하고, 4 가지의 강우강도로 모의 조건을 설정한 후 불포화 투수층의 침투해석을 실시하고 실험결과를 이용하여 모의결과에 대한 검증을 시행하였으며, 모의 결과의 검증을 뒷받침하기 위하여 통계적인 적합도를 나타내는 평균제곱오차(RMSE), 평균편차비율(PBIAS), 모형 효율성 계수(NSE), 지속성 모형효율성 계수(PME)을 산정해 보았다. 검증 결과 그림 1과 같이 투수성 보도블록 B의 형태가 투수성 보도블록 A의 형태보다 적합도가 높게 나타났고, 50mm/hr의 강우강도에서 변동성이 크게 나타났으나, 50mm/hr를 제외한 나머지 강우조건에서 양호한 적합도를 보였으며, 선행강우가 있는 조건이 선행강우가 없는 조건에 비해 높은 적합도를 나타내었다.

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Weed and Pest Control by means of Physical Treatments;Effect of infrared irradiation on viability of weed seeds (물리적인 방법을 이용한 잡초 및 병해충 방제 방법의 개발;적외선 조사가 잡초종자의 발아율에 미치는 영향)

  • Kang, Whoa-Seug;Yu, Chang-Yeon;Kang, Wie-Soo;Lee, Gwi-Hyun;Oh, Jae-Heun
    • Korean Journal of Environmental Agriculture
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    • v.15 no.1
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    • pp.86-90
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    • 1996
  • This study was to provide the basic information for the development of thermal weeder which uses LPG as fuel. Weed seeds of Digitaria sanguinalis S. and Portulaca oleracea L. mainly developed in fram and forestry nurseries were used as experimental samples. At different irradiation temperature(60, 80, 100, 150, $200^{\circ}C$), the dffects of weed seed species(digitalis, purslane), condition of seed(dry, soaked), and irradiation time(2, 5, 10, 20, 30, 60, 180, 300 sec) on seed viability were investigated was investigated by examining interaction and main effect of experimental factors. The results showed that viability of weed seed was significantly affected by all irradiation temperature tested. Irradiation time significantly affected on viability of weed seed on all levels of irradiation temperature. also, there were interactions between condition of weed seed and irradiation time on seed viability at each irradiation temperature.

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Development of Daily Rainfall Simulation Model Using Piecewise Kernel-Pareto Continuous Distribution (불연속 Kernel-Pareto 분포를 이용한 일강수량 모의 기법 개발)

  • Kwon, Hyun-Han;So, Byung Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.3B
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    • pp.277-284
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    • 2011
  • The limitations of existing Markov chain model for reproducing extreme rainfalls are a known problem, and the problems have increased the uncertainties in establishing water resources plans. Especially, it is very difficult to secure reliability of water resources structures because the design rainfall through the existing Markov chain model are significantly underestimated. In this regard, aims of this study were to develop a new daily rainfall simulation model which is able to reproduce both mean and high order moments such as variance and skewness using a piecewise Kernel-Pareto distribution. The proposed methods were applied to summer and fall season rainfall at three stations in Han river watershed in Korea. The proposed Kernel-Pareto distribution based Markov chain model has been shown to perform well at reproducing most of statistics such as mean, standard deviation and skewness while the existing Gamma distribution based Markov chain model generally fails to reproduce high order moments. It was also confirmed that the proposed model can more effectively reproduce low order moments such as mean and median as well as underlying distribution of daily rainfall series by modeling extreme rainfall separately.

Effects of Dietary Supplementation with Galla Rhois on Growth Performance and Diarrhea Incidence in Postweaning Piglets (이유자돈에 있어서 성장증체 및 설사발생에 미치는 오배자의 급여 효과)

  • Cha, Chun-Nam;Yu, Eun-Ah;Park, Eun-Kee;Kim, Suk;Lee, Hu-Jang
    • Journal of Veterinary Clinics
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    • v.30 no.5
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    • pp.353-358
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    • 2013
  • A study investigated the effects of Galla Rhois (GR) on growth performance and diarrhea incidence of postweaning piglets. One hundred 28-day-old piglets were randomly assigned into five experimental groups, which were a basal diet alone (NC), chlortetracycline 0.3 g/kg feed (PC) and supplemented with GR 1.0 g/kg feed (GR 1), GR 2.0 g/kg feed (GR 2), and GR 4.0 g/kg feed (GR 3). After 28 days of administration, final body weight (BW) and feed conversion ratio of PC, GR 2 and GR 3 was significantly different compared to those of NC (p < 0.05). Additionally, the average daily gain (ADG) and average daily feed intake (ADFI) of PC and all groups treated with GR was significantly different compared to those of NC (p < 0.05). Especially, final BW, ADG, ADFI and feed conversion ratio (FCR) of GR 2 and GR 3 were not significant different compared to those of PC. In fecal scores and duration of diarrhea, PC and all groups treated with GR were significantly different compared to NC (p < 0.05). In hematogolical and serum biochemical analysis, there were no significant differences in any of the hematogolical and serum biochemical parameters examined in either NC or all groups treated with GR. The results of this study indicated that GR could be a potential candidate as feed additives for the improvement of growth performance and incidence of diarrhea in piglets.