• Title/Summary/Keyword: 발생시차분석

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Exploring the Temporal Relationship Between Traffic Information Web/Mobile Application Access and Actual Traffic Volume on Expressways (웹/모바일-어플리케이션 접속 지표와 TCS 교통량의 상관관계 연구)

  • RYU, Ingon;LEE, Jaeyoung;CHOI, Keechoo;KIM, Junghwa;AHN, Soonwook
    • Journal of Korean Society of Transportation
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    • v.34 no.1
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    • pp.1-14
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    • 2016
  • In the recent years, the internet has become accessible without limitation of time and location to anyone with smartphones. It resulted in more convenient travel information access both on the pre-trip and en-route phase. The main objective of this study is to conduct a stationary test for traffic information web/mobile application access indexes from TCS (Toll Collection System); and analyzing the relationship between the web/mobile application access indexes and actual traffic volume on expressways, in order to analyze searching behavior of expressway related travel information. The key findings of this study are as follows: first, the results of ADF-test and PP-test confirm that the web/mobile application access indexes by time periods satisfy stationary conditions even without log or differential transformation. Second, the Pearson correlation test showed that there is a strong and positive correlation between the web/mobile application access indexes and expressway entry and exit traffic volume. In contrast, truck entry traffic volume from TCS has no significant correlation with the web/mobile application access indexes. Third, the time gap relationship between time-series variables (i.e., concurrent, leading and lagging) was analyzed by cross-correlation tests. The results indicated that the mobile application access leads web access, and the number of mobile application execution is concurrent with all web access indexes. Lastly, there was no web/mobile application access indexes leading expressway entry traffic volumes on expressways, and the highest correlation was observed between webpage view/visitor/new visitor/repeat visitor/application execution counts and expressway entry volume with a lag of one hour. It is expected that specific individual travel behavior can be predicted such as route conversion time and ratio if the data are subdivided by time periods and areas and utilizing traffic information users' location.

Efficiency and Effectiveness of Government R&D Projects for SMEs (중소기업 R&D지원사업의 효율성과 효과성 분석)

  • Bae, Young Im
    • Journal of Technology Innovation
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    • v.22 no.2
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    • pp.77-104
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    • 2014
  • Government R&D support for SMEs is very important and the R&D budget is also increasing. This study suggests a new method for analyzing a performance of R&D programs and analyzes the performance of R&D programs funded by small & medium business administration using the method. We discuss new measures "efficiency" that means short-term performance and "effectiveness" that means long-term performance. Weights based on the R&D programs' characteristics among the various sub-indicators of two measures were derived, and then the final scores were calculated by combining the weights with the responses on the indicators. Finally, this study tests the mean differences between R&D programs statistically. As a results, efficiency of R&D programs shows a significant difference between the R&D programs, while effectiveness does not. Most of the efficiency scores are low, whereas the effectiveness scores are high. The results explain that the R&D programs are managed inefficiently. However, most SMEs predict a positive impact of government R&D supports on effectiveness in the long term. Government needs to try to improve the efficiency of R&D supports because SMEs cannot expect sustainable performance with no improvement in efficiency.

An Experimental Study on the Resistance to Penetration of Harmful Ions in Surface Coatings Material Containing Organic Corrosion inhibitor (유기계 방청제를 혼입한 표면피복재의 유해이온 침투저항에 관한 실험적 연구)

  • Ryu, Hwa-Sung;Shin, Sang-Heon;Lee, Han-Seung
    • Journal of the Korea Institute of Building Construction
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    • v.17 no.2
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    • pp.157-166
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    • 2017
  • In general, carbonation and chlorine ions are the most harmful causes of deterioration of concrete structures. Recently, a method has been developed to control the corrosion of rebar in concrete containing chloride by impregnating a Surface coating material with a inhibitor. In this study, accelerated carbonation and differential thermogravimetric analysis (TG-DTA) and CASS tests were carried out to evaluate the characteristics of Surface coatings containing Organic Corrosion inhibitors which are excellent in corrosion inhibition and fix degradation causes $CO_2$ and $Cl^-$. As a result of the experiment, TG-DTA analysis and accelerated carbonation showed that $CO_2$ was directly reacted with amine derivative in concrete by the incorporation of Organic Corrosion inhibitor. In other words, $CO_2$ was immobilized and carbonation inhibition effect was confirmed. In addition, in the CASS test, the specimen coated with the Surface coating material containing the Organic Corrosion inhibitor with $Cl^-$ fixing property showed no corrosion until the 28th day and had excellent performance in preventing corrosion of a rebar by the chloride ion.

Put-call Parity and the Price Variablity of KOSPI 200 Index, Index Futures and Index Options (풋-콜 패리티 괴리율과 주식, 선물, 옵션시장의 가격변동)

  • Yun, Chang-Hyun;Lee, Sung-Koo;Lee, Chong-Hyuk
    • The Korean Journal of Financial Management
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    • v.21 no.1
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    • pp.205-229
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    • 2004
  • The deviation from put-call parity condition may affect market prices since it provides an opportunity of arbitrage to many participants. This study uses the KOSPI200 index data and examines the interdependence among spot, futures, and options contracts by examining whether the deviations from the parity have significant roles in price formation. Whenever the parity condition is violated, the deviation tends to affect the prices significantly in most markets. The results show that positive values of deviation are associated with the fall of the prices in the spot and put option contracts and the rise of the call option premiums, thus decreasing the deviations. Also, the decreasing impact of deviations lasts for at Beast an hour in most markets. Futures prices, however, do not show clear relations with the deviations, which suggests the possibility that futures markets lead other markets.

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The Effects of Various Light Intensity on the Polymerization of Resin Composites (광조사 강도의 변화에 따른 광중합 복합레진의 중합반응에 관한 연구)

  • Jun-Gyu Park;Byeong-Hoon Cho;In-Bog Lee;Hyuck-Choon Kwon;Chung-Moon Um
    • Restorative Dentistry and Endodontics
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    • v.26 no.1
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    • pp.86-94
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    • 2001
  • 기존의 광중합기는 높은 광강도를 제공함으로써 광중합 복합레진을 최대한 단축된 시간내의 중합을 목표로 하였다. 이러한 높은 광강도는 복합레진의 중합깊이, 중합률면에서는 우수하나 중합 반응속도가 빠름으로 인해 중합시 응력 발생이 높아진다는 일련의 보고가 있다. 최근에는 광중합 속도를 늦춤으로써 변연적합도 및 중합시 응력 발생을 낮추는 새로운 중합방법들이 제시되고 있다. 이에 본 실험에서는 광조사 강도의 변화가 광중합 복합레진의 중합반응 과정에 미치는 영향 및 중합된 복합레진의 중합률에 대한 영향을 분석하고자 하였다. 5개의 혼합형 광중합 복합레진 (Z-100, Spectrum, Z-250, Clearfil AP-X, P-60)을 사용하였으며 중합시 적용된 광조사 강도에 따라 6개의 실험군으로 정의하였다. 실험군과 이에 따른 광조사 방법은 다음과 같다. 1군은 110mW/$\textrm{cm}^2$로 40초 중합, 2군 210mW/$\textrm{cm}^2$로 40초 중합, 3군 410mW/$\textrm{cm}^2$로 40초 중합, 4군 620mW/$\textrm{cm}^2$로 40초 중합, 5군 110mW/$\textrm{cm}^2$로 10초 중합 후 1분 뒤 620mW/$\textrm{cm}^2$로 30초 중합, 6군 210mW/$\textrm{cm}^2$로 10초 중합 후 1분 뒤 410mW/$\textrm{cm}^2$로 30초 중합하였다. 광중합시 중합 반응 양상에 관한 분석은 시차주사 열계량기를 이용하여 37$^{\circ}C$ 항온상태에서 10분간의 열흐름곡선을 기록하였다. 기록된 열흐름곡선에서 중합 반응시 나타나는 중합열 및 최대 중합열에 이르는 시간을 기록하여 중합반응 속도를 측정하였다. 중합된 복합레진의 중합률은 Fourier Transform Infrared Spectrometer(FTIR)를 이용하였으며 2mm 두께의 복합레진 하방에서의 중합률을 측정하였다. 측정된 결과는 ANOVA 및 Student-Newman-Keuls 방법을 이용하여 유의성을 검증하였다. 실험결과 다음과 같은 결론을 얻었다. 1. 광중합 복합레진 중합시 광조사 강도가 증가할수록 중합열은 증가하였으나 통계적 유의성은 보이지 않았다 (p>0.05). 2. 최대 중합열에 이르는 시간은 광조사 강도가 증가할수록 단축되었다. 이단계 중합방법을 사용한 경우 중합반응 속도를 감소시킬 수 있음을 보였다. 3. 광조사 강도가 증가할수록 중합률은 증가하였다. 이단계 중합방법을 사용한 경우 연속적인 고광강도를 사용한 경우와 유사한 높은 중합률을 보였다. 4. 중합률면에서 광중합복합레진의 중합시 400mW/$\textrm{cm}^2$ 이상의 광강도가 필요한 것으로 나타났다.

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The Research on Location Monitoring Device using Exploratory Spatial Data Analysis (공간종속성 분석기반 모니터링 장비위치결정 기법)

  • Kim, Joo Hwan;Nam, Doohee;Jung, Jum Lae
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.17 no.4
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    • pp.124-137
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    • 2018
  • The main purpose of this study is to find the hotspots of crimes that occur frequently in the space and to derive the appropriate CCTV installation location. One of the characteristics of crime is clustered around past occurrence area, and these crimes are strongly correlated. It is also possible to find the cause of the clusters and the variables that affect the crime through the history of the crime. In addition to the traditional OLS model, spatial differential model including spatial autocorrelation and spatial error model were used to select the variables influencing the five major crime rate, the theft rate and the foreign resident rate. The variables affecting the Five major crimes were positive (+) sign for the welfare and the rate of the bar cluster rate, and negative (-) for the street density. The CCTV area occupies 46% of the hotspots based on the overlapping of the areas where the elderly people are crowded, the bar cluster, many multicultural families, and the areas with low density of street lamps. It turned out. Taking into account the current CCTV operation, the total number of new cases to cover the risk point was 89.

The Development of Operating Standards for the Adjustment of Pedestrian Green Phasing at a Signalized Intersection (신호교차로에서 보행자신호 전시간 운영기준 설정을 위한 연구)

  • Lee Choul-Ki;Lee Seok;Shim Dae-Young;Kim Gyun-Jo
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.2 no.1 s.2
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    • pp.41-52
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    • 2003
  • The purpose of this study was to test the effects of the pedestrian green signal adjustment on clearance of the turning vehicles impeding the through traffic flow at the signalized intersections, and thereby, suggest some operational criteria for adjustment of the pedestrian green signal. In order to test such effects, the pedestrian green time was adjusted so that it could started a few seconds later than the vehicle green time during peak hours, and thereby, the turning vehicle volume not cleared at the intersection was measured by extending the time gap by 2 seconds. (In general, the pedestrian green signal turns on at the same time as the vehicle green signal.) The results of this test can be summed up as follows; first, the longer the time gap was, the turning vehicle volume not cleared from the intersection decreased more. Second, in case there existed a storage space between intersection and crosswalk the effect of the turning vehicles on the through traffic flows was minimal. Third, at the pelican, the effect of the turning vehicles on the through traffic flow was minimal due to the structure of the intersection and the phase sequence. In conclusion, it was found that the adjustment of pedestrian green signal had the effect of enhancing the intersection operation. When adjusting the pedestrian green signal, it was deemed necessary to thoroughly survey the geometric structure of the intersection and collect the data on the turning traffic volume and thereby, apply the results of analysis flexibly to each intersection.

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A Study on Movement of the Free Face During Bench Blasting (전방 자유면의 암반 이동에 관한 연구)

  • Lee, Ki-Keun;Kim, Gab-Soo;Yang, Kuk-Jung;Kang, Dae-Woo;Hur, Won-Ho
    • Explosives and Blasting
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    • v.30 no.2
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    • pp.29-42
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    • 2012
  • Variables influencing the free face movement due to rock blasting include the physical and mechanical properties, in particular the discontinuity characteristics, explosive type, charge weight, burden, blast-hole spacing, delay time between blast-holes or rows, stemming conditions. These variables also affects the blast vibration, air blast and size of fragmentation. For the design of surface blasting, the priority is given to the safety of nearby buildings. Therefore, blast vibration has to be controlled by analyzing the free face movement at the surface blasting sites and also blasting operation needs to be optimized to improve the fragmentation size. High-speed digital image analysis enables the analyses of the initial movement of free face of rock, stemming optimality, fragment trajectory, face movement direction and velocity as well as the optimal detonator initiation system. Even though The high-speed image analysis technique has been widely used in foreign countries, its applications can hardly be found in Korea. This thesis aims at carrying out a fundamental study for optimizing the blast design and evaluation using the high-speed digital image analysis. A series of experimentation were performed at two large surface blasting sites with the rock type of shale and granite, respectively. Emulsion and ANFO were the explosives used for the study. Based on the digital images analysis, displacement and velocity of the free face were scrutinized along with the analysis fragment size distribution. In addition, AUTODYN, 2-D FEM model, was applied to simulate detonation pressure, detonation velocity, response time for the initiation of the free face movement and face movement shape. The result show that regardless of the rock type, due to the displacement and the movement velocity have the maximum near the center of charged section the free face becomes curved like a bow. Compared with ANFO, the cases with Emulsion result in larger detonation pressure and velocity and faster reaction for the displacement initiation.

A study on Industries's Leading at the Stock Market in Korea : Gradual Diffusion of Information and Cross-Asset Return Predictability (산업의 주식시장 선행성에 관한 실증분석 : 정보의 점진적 확산과 자산간 수익률 예측 가능성)

  • Lee, Hae-Young;Kim, Jong-Kwon
    • The Korean Journal of Financial Management
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    • v.25 no.1
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    • pp.23-49
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    • 2008
  • We test the hypothesis that the gradual diffusion of information across asset markets leads to cross-asset return predictability in Korea. And, the aim of this paper is related to forecast the stock market, business cycle index and industrial production by various indicators of economic activities in Korea. For this, our paper sets models and focuses on empirical test. The stock market on this month correlate with industries in Korea. The stock market doesn't lead to industries. The industries and macroeconomic variables have high correlation. We test that gradual diffusion of industrial information will predict stock market in Korea. For this, we analysis on possibility of Granger cause by VAR models between industries and stock market. As a result, 21 portfolios cause to Kospi statistically significance at 5%. Especially, the Beverage portfolio has bilateral Granger causality to Kospi. In case of Internet and Cosmetics portfolio, Kospi has unilateral Granger causality to it. The predictability of specific industries has a relation to Macroeconomic variables. What industrial portfolios predict to Business Coincidence Index? The only 6 industrial portfolios of 36 portfolios have a statistically significance at 10%. And, 9 portfolios have a statistically significance at 5%.

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Risk Aversion in Forward Foreign Currency Markets (선도환시장(先渡換市場)에서의 위험회피도(危險回避度)에 관한 연구(硏究))

  • Jang, Ik-Hwan
    • The Korean Journal of Financial Management
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    • v.8 no.1
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    • pp.179-197
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    • 1991
  • 선도환의 가격을 결정하는 접근방법에는 2차자산(derivative assets)이라는 선도계약의 기본특성에 기초한 재정거래(arbitrage)에 의한 방법이 가장 많이 이용되고 있다. 재정거래방식에는 선도환과 현물외환가격간의 상호관련성에 의하여 선도환가격을 이자율평가설(covered interest rate parity : CIRP), 즉 현물가격과 양국간의 이자율차이의 합으로 표시하고 있다. 특히 현물가격과 이자율은 모두 현재시점에서 의사결정자에게 알려져 있기때문에 선도환가격은 확실성하에서 결정되어 미래에 대한 예측이나 투자자의 위험회피도와는 관계없이 결정된다는 것이 특징이다. 이자율평가설에 관한 많은 실증연구는 거래 비용을 고려한 경우 현실적으로 적절하다고 보고 있다(Frenkel and Levich ; 1975, 1977). 다른 방법으로는 선도환의 미래예측기능에만 촛점을 맞추어 가격결정을 하는 투기, 예측접근방법(speculative efficiency approach : 이하에서는 SEA라 함)이 있다. 이 방법 중에서 가장 단순한 형태로 표시된 가설, 즉 '선도환가격은 미래기대현물가격과 같다'는 가설은 대부분의 실증분석에서 기각되고 있다. 이에 따라 SEA에서는 선도환가격이 미래에 대한 기대치뿐만 아니라 위험프리미엄까지 함께 포함하고 있다는 새로운 가설을 설정하고 이에 대한 실증분석을 진행한다. 이 가설은 이론적 모형에서 출발한 것이 아니기 때문에, 특히 기대치와 위험프레미엄 모두가 측정 불가능하다는 점으로 인하여 실증분석상 많은 어려움을 겪게 된다. 이러한 어려움을 피하기 위하여 많은 연구에서는 이자율평가설을 이용하여 선도환가격에 포함된 위험프레미엄에 대해 추론 내지 그 행태를 설명하려고 한다. 이자율평가설을 이용하여 분석모형을 설정하고 실증분석을 하는 것은 몇가지 근본적인 문제점을 내포하고 있다. 먼저, 앞서 지적한 바와 같이 이자율평가설을 가정한다는 것은 SEA에서 주된 관심이 되는 미래예측이나 위험프레미엄과는 관계없이 선도가격이 결정 된다는 것을 의미한다. 따라서 이자율평가설을 가정하여 설정된 분석모형은 선도환시장의 효율성이나 균형가격결정에 대한 시사점을 제공할 수 없다는 것을 의미한다. 즉, 가정한 시장효율성을 실증분석을 통하여 다시 검증하려는 것과 같다. 이러한 개념적 차원에서의 문제점 이외에도 실증분석에서의 추정상의 문제점 또한 존재한다. 대부분의 연구들이 현물자산의 균형가격결정모형에 이자율평가설을 추가로 결합하기 때문에 이러한 방법으로 설정한 분석모형은 그 기초가 되는 현물가격모형과는 달리 자의적 조작이 가능한 형태로 나타나며 이를 이용한 모수의 추정은 불필요한 편기(bias)를 가지게 된다. 본 연구에서는 이러한 실증분석상의 편기에 관한 문제점이 명확하고 구체적으로 나타나는 Mark(1985)의 실증연구를 재분석하고 실증자료를 통하여 위험회피도의 추정치에 편기가 발생하는 근본원인이 이자율평가설을 부적절하게 사용하는데 있다는 것을 확인 하고자 한다. 실증분석결과는 본문의 <표 1>에 제시되어 있으며 그 내용을 간략하게 요약하면 다음과 같다. (A) 실증분석모형 : 본 연구에서는 다기간 자산가격결정모형중에서 대표적인 Lucas (1978)모형을 직접 사용한다. $$1={\beta}\;E_t[\frac{U'(C_{t+1})\;P_t\;s_{t+1}}{U'(C_t)\;P_{t+1}\;s_t}]$$ (2) $U'(c_t)$$P_t$는 t시점에서의 소비에 대한 한계효용과 소비재의 가격을, $s_t$$f_t$는 외환의 현물과 선도가격을, $E_t$${\beta}$는 조건부 기대치와 시간할인계수를 나타낸다. Mark는 위의 식 (2)를 이자율평가설과 결합한 다음의 모형 (4)를 사용한다. $$0=E_t[\frac{U'(C_{t+1})\;P_t\;(s_{t+1}-f_t)}{U'(C_t)\;P_{t+1}\;s_t}]$$ (4) (B) 실증분석의 결과 위험회피계수 ${\gamma}$의 추정치 : Mark의 경우에는 ${\gamma}$의 추정치의 값이 0에서 50.38까지 매우 큰 폭의 변화를 보이고 있다. 특히 비내구성제품의 소비량과 선도프레미엄을 사용한 경우 ${\gamma}$의 추정치의 값은 17.51로 비정상적으로 높게 나타난다. 반면에 본 연구에서는 추정치가 1.3으로 주식시장자료를 사용한 다른 연구결과와 비슷한 수준이다. ${\gamma}$추정치의 정확도 : Mark에서는 추정치의 표준오차가 최소 15.65에서 최대 42.43으로 매우 높은 반면 본 연구에서는 0.3에서 0.5수준으로 상대적으로 매우 정확한 추정 결과를 보여주고 있다. 모형의 정확도 : 모형 (4)에 대한 적합도 검증은 시용된 도구변수(instrumental variables)의 종류에 따라 크게 차이가 난다. 시차변수(lagged variables)를 사용하지 않고 현재소비와 선도프레미엄만을 사용할 경우 모형 (4)는 2.8% 또는 2.3% 유의수준에서 기각되는 반면 모형 (2)는 5% 유의수준에서 기각되지 않는다. 위와같은 실증분석의 결과는 앞서 논의한 바와 같이 이자율평가설을 사용하여 균형자산가격 결정모형을 변형시킴으로써 불필요한 편기를 발생시킨다는 것을 명확하게 보여주는 것이다.

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