• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• Proceedings of the Korean Society for Agricultural Machinery Conference
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• 2017.04a
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• pp.104-104
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• 2017

정상적인 부화 여부를 판별하기 위한 1차 검란은 일반적으로 5일~7일 이후에 시행된다. 미부화란을 이보다 더 빠른 시간 안에 검출할 경우 부화에 소요되는 에너지의 감소 효과 및 미부화란을 다른 용도로 활용하는 것을 기대할 수 있다. 시중에서 쉽게 구입할 수 있는 산란계인 하이라인 브라운 품종의 유정란 29개와 인위적인 미부화란을 만들기 위한 동일 품종의 무정란 11개를 사용하였으며 $38^{\circ}C$, 70% 조건의 항온항습기에서 96시간 동안 부화하였다. 스펙트럼 획득 장치의 광원은 녹색영역을 발광하는 LED램프와 일반 할로겐 광원을 별도로 사용하였으며 스펙트로미터는 VIS/NIR 영역인 520~1,180nm영역과 NIR영역인 900~1,700nm영역의 것을 사용하였다. 부화 시작 전과 부화 시작 후 1일 간격으로 각각 1개의 샘플에 대한 1개의 스펙트럼을 측정하였다. 측정 영역은 LED광원을 이용한 경우는 520~1,1800nm, 할로겐광원을 이용한 경우에는 520~1,180nm와 900~1,700nm이었다. 정상 부화여부는 4일차에서 할란하여 확인하였고, 측정 일자별로 PLS-DA분석법을 이용한 판별 모델을 개발하였다. 4일차에서 유정란 29개 중 11개가 정상 부화하였고, 18개는 미부화하였다. 3일차에서 판별 모델의 정확도는 LED광원의 VIS/NIR 영역 스펙트럼을 이용한 경우는 100%, 할로겐 광원의 VIS/NIR 영역 스펙트럼을 이용한 경우는 70%, 할로겐 광원의 NIR영역 스펙트럼을 이용한 경우는 70%였다. 4일차에서 판별 모델의 정확도는 LED광원의 VIS/NIR 영역 스펙트럼을 이용한 경우는 100%, 할로겐 광원의 VIS/NIR 영역 스펙트럼을 이용한 경우는 90%, 할로겐 광원의 NIR영역 스펙트럼을 이용한 경우는 100%였다. 부화 3일차는 정상 부화할 경우 피가 생성되는 시기이다. 피가 형성된 이후의 부화 여부를 판단하는 광원으로는 할로겐램프보다 LED램프를 사용하는 것이 더 적합한 것으로 나타났다.

• Analytical Science and Technology
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• v.7 no.3
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• pp.285-291
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• 1994

A microbial BOD sensor for the continuous estimation of BOD was been developed by immobilizing Trichosporon cutaneum, which was immobilized between a dialysis and a gas-permeable membrane, on an oxygen electrode. The optimum pH and temperature for BOD measurement using this sensor were pH 7.0 and $32{\sim}33^{\circ}C$, respectively. The best result was obtained at 2~3ml/min flow rate in 0.1M phosphate buffer solution. A linear relationship was observed between ${\Delta}DO$ and the concentration of standard GGA solution below 60mg/l(90ppm $BOD_5$). The reproducibility was found to be within 3% for the standard solution containing glucose 30mg/l and glutamic acid 30mg/l. The output DO value of this sensor was almost constant for 30 dalys. The response time and the recovery time were about 5 and 10 min, respectively. This sensor was employed for the BOD measurement of waste pollutants and was compared with $BOD_5$ method.

• Korean Chemical Engineering Research
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• v.43 no.1
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• pp.110-117
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• 2005

In this work, solid-state inclusion complex powders of itraconazole and $2-hydroxypropyl-{\beta}-cyclodextrin(HP-{\beta}-CD)$ were produced by a supercritical anti-solvent (SAS) process. In order to evaluate the degree of complexation, the thermal behavior of the microparticulate complexes was investigated using differential scanning calorimetry. The experimental results obtained for the solubility and dissolution rate of the microparticulate inclusion complexes in a buffer solution of pH 1.2 showed that the complexation of itraconazole with $HP-{\beta}-CD$ results in a significant increase in the solubility and dissolution rate of itraconazole. The particle size of the SAS-produced inclusion complexes was dramatically reduced ($<0.1-0.5{\mu}m$) compared with untreated itraconazole ($30-50{\mu}m$) and $HP-{\beta}-CD$ ($50-100{\mu}m$). The solubility of itraconazole was increased with the increase of pressure at a constant temperature to ca. $758.6{\mu}g/mL$ in an aqueous medium of pH 1.2. The dissolution rate of itraconazole was observed to be significantly improved and about 90% of itraconazole was found to be dissolved within 5-10 min.