• Title/Summary/Keyword: 변동성 분석

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Multifractal Stochastic Processes and Stock Prices (다중프랙탈 확률과정과 주가형성)

  • Rhee, Il-King
    • The Korean Journal of Financial Management
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    • v.20 no.2
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    • pp.95-126
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    • 2003
  • This paper introduces multifractal processes and presents the empirical investigation of the multifractal asset pricing. The multifractal stock price process contains long-tails which focus on Levy-Stable distributions. The process also contains long-dependence, which is the characteristic feature of fractional Brownian motion. Multifractality introduces a new source of heterogeneity through time-varying local reqularity in the price path. This paper investigates multifractality in stock prices. After finding evidence of multifractal scaling, the multifractal spectrum is estimated via the Legendre transform. The distinguishing feature of the multifractal process is multiscaling of the return distribution's moments under time-resealing. More intensive study is required of estimation techniques and inference procedures.

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Analysis of the Signal Properties of Polycrystalline $HgI_2$ Film Detector under Radiographic Irradiation Condition (X-선촬영 조사 조건하에서 다결정 요오드화수은 박막검출기의 신호특성 분석)

  • Kim, Jong-Eon
    • Journal of radiological science and technology
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    • v.33 no.3
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    • pp.289-294
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    • 2010
  • The purpose of this study is an evaluation of the performance of a detector under radiographic irradiation condition by fabricating the polycrystalline $HgI_2$ film detector. The polycrystalline $HgI_2$ film detectors with thickness of 210 and $320\;{\mu}m$ were fabricated by screen print technology. Measurements of X-ray sensitivity and dark current were performed for two detectors. And measurements of the linearity of X-ray response and reproducibility were performed for the detector of thickness $320\;{\mu}m$. For applied electric field strengths from 0.05 to $2\;V/{\mu}m$ to the detector of thickness $320\;{\mu}m$, the X-ray sensitivities were measured from 233 to $1,408{\times}106\;electrons/mR{\cdot}mm^2$. And the dark currents were measured from 3.2 to $118\;pA/mm^2$. Compared with values reported by Zhong Su et al., the X-ray sensitivities exhibit about two times larger than the X-ray sensitivities measured by Zhong Su et al. And the dark currents exhibit about nine times larger than the dark currents measured by Zhong Su et al. The linearity of X-ray response acquired 0.988 as a coefficient of correlation (r). Reproducibility acquired 0.002 as a coefficient of variation. This study provides the performance data of fabricated polycrystalline $HgI_2$ film detector available for an active matrix flat panel imager under radiographic irradiation condition.

Breakdown of Resistance of Rice Cultivars by New Race KI-1117a and Race Distribution of Rice Blast Fungus During 1999~2000 in Korea (도열병균 새로운 레이스 KI-1117a에 의한 저항성 품종의 이병화 및 레이스 분포변동(1999~2000))

  • 한성숙;류재당;심홍식;이세원;홍연규;차광홍
    • Research in Plant Disease
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    • v.7 no.2
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    • pp.86-92
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    • 2001
  • This experiment was carried out to analyze the recent epidemic of rice blast in southern provinces of Korea in 1999 and 2000. Incidences of leaf blast and panicle blast in these years were 1.5 and 2.9 times greater than those in 1998, respectively. Cultivation areas of rice cultivars, Daesan, Ilmi and Dongan bred from Milyang 95 as a recurrent parent increased over the country from 11% in 1998 to 38.4% in 2000, which were grown in more than 85% of total paddy fields in Jeonnam province. Predominant race populations of Pyricularia grisea in the farmers' fields had been changed from KJ-301 to KI-1117 in 1999 and KI-1113 and KJ-105 in 2000. Distribution ratio of the KI-1117 race in 1998 in the southern provinces was 1.7%, but increased to 30% in 1999. Although the cultivars Daesan, Ilmi and Dongan have shown wide spectrum of resistance to many races including KJ-301, they were susceptible to such races as KI-1117, KI-1113 and, KJ-105. These three races could be further classified into two sub-races, KI-1117 and KI-1117a, KI-1113 and Kl-1113a, and KJ-105 and KJ-105a based on virulence to Daesan. The newly classfied races, Kl-1113a, Kl-1117a, and KJ-l05a were also pathogenic to Ilmi and Dongan. This indicates that rice blast epidemic in southern provinces in 1999 and 2000 resulted from the breakdown of the resistance of Daesan, Ilmi and Dongan by the rapid increase of virulent races KI-1117, KI-1113, KJ-105 and their new sub-races.

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Development of Urban Flood Forecasting Model using Statistical Method (통계학적 기법을 이용한 도시홍수 예.경보모형의 개발)

  • Lee, Beum-Hee;Lim, Jong-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.805-809
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    • 2007
  • 최근 도시의 발달은 하상공간에 대한 이용도를 높이는 방향으로 개발이 진행되어가는 추세이며, 하상도로 및 하상주차장의 이용은 이제 도시 내에서 이용 가능한 마지막 여유 공간으로 인식될 정도로 그 의존도가 높아져가고 있다. 그러나 하상공간의 활용도가 높아져갈수록 도시홍수의 발생으로 인한 대피문제가 발생하게 되고 돌발홍수로 인하여 하상도로의 차단 혹은 하상 주차장에 주차된 차량의 소거가 늦어지는 경우 고스란히 피해를 보게 되는 등 그 부작용도 계속 증가되고 있다. 도시홍수의 특성을 살펴보면 국지성 돌발 강우에 의한 유량의 급격한 증가와 짧은 유하시간, 작은 유역면적 등에 의하여 주요 예보지점까지의 도달시간이 매우 짧아 수문학적 홍수예측 모형을 이용하여 홍수예측 업무를 수행하는데 선행시간을 충분히 확보할 수 없다는 단점을 지니고 있다. 이에 따라 본 연구에서는 기존의 하천시스템에 대한 설계 등을 목적으로 하여 모형의 적용을 통한 시뮬레이션 기법을 적용하고 이를 통하여 홍수 예경보를 발령하기에는 선행시간의 확보(대피시간의 확보)라는 측면에서 상당한 어려움을 지닐 수 있으므로 시시각각으로 측정되는 실시간 수위측정 자료 및 실시간 강우자료를 이용하여 모형의 수행과정을 생략하고 하천의 수위변동을 직접 예측하고 대피할 수 있는 시나리오 기반의 수문모형을 개발하였다. SPSS를 사용한 통계학적 모형을 대전광역시 3대 하천에 대하여 적용한 결과 예측자료가 실측자료를 고수위 및 저수위 부근에서 정확히 모의하지 못하는 경향이 나타났으나 경계 및 위험수위를 설정하고 이를 넘어가는 시점에 대한 예측을 하는 홍수경보 시점 예측에는 효율적인 적용성을 나타내었다.씬 간편하면서도 정확도가 높아서, 환경방사성 스트론튬의 정량분석에 적절히 사용될 수 있다.e form of Jones matrix, which allows a new interpretation in the conversion efficiency of the thin-film optical waveguides.있다는 장점이 있었다. 따라서 소아에서 복막투석도관 수술 시 복강경적 방법을 이용하는 것이 효율적인 복막 투석을 위해 유용하다고 생각된다.상부 방광천자에 비해 민감도 59.5%(25/42), 특이도 86.6%(13/15)였고 위양성률 13.3%(2/15), 위음성률 40.5%(17/42) 로 정확도가 낮았다. 결론 : 소변을 가리지 못하는 영유아에서 요로 감염을 진단하기 위해서는 도뇨관 채뇨에 비해 초음파 감시하 치골상부 방광천자가 정확하고 안전한 채뇨법으로 권장되어야 한다고 생각한다.應裝置) 및 운용(運用)에 별다른 어려움이 없고, 내열성(耐熱性)이 강(强)하므로 쉬운 조건하(條件下)에서 경제적(經濟的)으로 공업적(工業的) 이용(利用)에 유리(有利)하다고 판단(判斷)되어진다.reatinine은 함량이 적었다. 관능검사결과(官能檢査結果) 자가소화(自家消化)시킨 크릴간장은 효소(酵素)처리한 것이나 재래식 콩간장에 비하여 품질 면에서 손색이 없고 저장성(貯藏性)이 좋은 크릴간장을 제조(製造)할 수 있다는 결론을 얻었다.이 있음을 확인할 수 있었다.에 착안하여 침전시 슬러지층과 상등액의 온도차를 측정하여 대사열량의 발생량을 측정하고 슬러지의 활성을 측정할 수 있는 방법을 개발하였다.enin과 Rhaponticin의 작용(作用)에 의(依)한 것이며,

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Floc Behaviors Due to Flocculation Process (응집현상에 의한 플럭의 거동 변화)

  • Son, Minwoo;Park, Byeoung Eun;Byun, Jisun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.253-253
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    • 2019
  • 유사의 이동은 하천, 해안 지역과 같은 수계에서 하상의 변동, 침식과 퇴적을 일으켜 지형적인 변화를 초래한다. 유사의 이동은 유사의 특성과 유체의 유수동역학적 특성에 의해 결정되며 유체특성 간의 복잡한 상호 작용에 의해 변화한다. 유사가 가지는 점착성은 유사의 특성에 큰 영향을 끼친다. 입자의 크기가 매우 작은 점착성 유사는 그 표면이 가지는 전자기적 점착력에 의해 주위의 1차 입자나 다른 작은 알갱이들이 서로 뭉치는 응집과 충돌에 의해 크기가 작아지는 파괴의 과정을 겪는다. 이 과정을 응집현상이라고 하며 응집현상을 통해 점착성 유사의 크기와 밀도, 침강속도는 계속해서 변화한다. 따라서 점착성 유사의 응집거동 고려한 유사 이동 연구는 필수적이다. 과거 연구의 많은 사례에서 유사의 크기와 농도는 비례 관계를 가지는 것이 일반적이라 알려져 있다. 그러나 실제 현장에서 측정한 결과 유사의 크기와 농도가 반비례 관계를 가지는 특이점이 발견되었다. 실측 연구에서 발견된 응집거동에 따른 유사의 특성의 특이한 변화를 설명하기 위해 1차원 연직 수치 모형(1DV)을 이용하여 수치 실험을 수행하였다. 모의 수행 시, 흐름 조건을 크기와 방향이 일정한 순방향흐름(Current)에 특정 주기와 진폭을 가지는 진동 흐름(Oscillatory Flow)을 추가하여 진행하였다. 플럭의 성장과 그에 따른 입자의 크기는 많은 현상에 영향을 받는다. 그 중 응집현상의 응집 과정과 파괴 과정 중 어떤 현상이 더 우세한지 그 경쟁관계를 파악하여 플럭의 크기의 증감을 예측할 수 있게 농도(?)와 난류소산매개변수(?)를 이용하여 $c/G^{0.5}$로 매개화하였다. 실험 결과, 순방향 흐름을 제외하고 스토크스파 흐름 조건을 이용하여 진행된 모의에서는 플럭의 크기와 농도가 반비례하는 현상을 관찰할 수 없었으며 $c/G^{0.5}$ 의 변화 역시 흐름의 속도와 농도가 더 큰 지점에서 큰 값을 가지는 일반적인 결과를 나타내었다. 그러나 같은 조건에서 순방향흐름을 추가하여 모의한 결과에서는 플럭의 크기와 농도가 반비례하는 현상을 나타냈다. 연직 방향 $c/G^{0.5}$의 변화를 나타낸 그래프에서 응집과 파괴의 우세에 따라 $c/G^{0.5}$ 가 역전되는 현상을 확인하였다. 즉, 플럭의 크기는 난류의 구조와 그 영향에 의해 농도와 비례관계를 갖지 않을 수도 있다고 판단된다. 또한 본 연구에서 정상류 흐름 조건의 유무에 따라 플럭의 크기와 농도가 비례하거나 반비례하는 상반된 결과를 보였다. 정상류 흐름 조건이 난류의 강도에 큰 역할을 하며 이에 따라 비선형 관계에 영향을 끼친다는 것을 발견하였다. 그러나 흐름의 영향에 대한 더 자세한 분석은 본 연구에서 진행되지 않았으며 향후 연구 시에 분명히 고려되어야 할 사항이다.

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Diversity of I-SSR Variants in Gingko biloba L. Planted in 6 Regions of Korea (국내(國內) 6개(個) 은행(銀杏)나무 식재지(植栽地)에 있어서 I-SSR 변이체(變異體)의 다양성(多樣性))

  • Hong, Yong-Pyo;Cho, Kyung-Jin;Hong, Kyung-Nak;Shin, Eun-Myeong
    • Journal of Korean Society of Forest Science
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    • v.90 no.2
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    • pp.169-175
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    • 2001
  • Genomic DNAs were extracted from the leaves of 182 ginkgo trees (Ginkgo biloba L.) planted in 6 regions and subjected to the analysis of both I-SSR and RAPD markers. A total of 227 amplicon variants were generated by PCR using 15 I-SSR primers and 67 amplicons by PCR with 5 RAPD primers. Levels of genetic diversity within 6 populations were turned out to be similar (Shannon's Index, I-SSR : 0.35~0.40; mean of 0.38, RAPD : 0.31~0.38; mean of 0.35, combined : 0.35~0.40; mean of 0.37). Ranks of the level of genetic diversity estimated from I-SSR, RAPD, and combined data were not coincided each other. Majority of genetic diversity was allocated among individuals within populations (I-SSR : 94.31%, RAPD : 93.62%, combined : 93.57%), which resulted in pretty low level of population differentiation. Genetic differentiation between male and female groups was turned out to be quite low (I-SSR : 0.03, RAPD : 0.091, combined : 0.043), which slightly fluctuated when analysis was restricted to the data obtained from 3 regions where both male and female trees were sampled (I-SSR : 0.038, RAPD : 0.084, combined : 0.047). Genetic relationships among the populations, reconstructed by UPGMA, were not coincided with geographic affinity, which might be resulted from sharing of seed sources in some regions. Whereas independent cluster analyses with I-SSR data and RAPD data, respectively, reclassified by sexes revealed two sexual groups in which all the male and the female populations were clustered together, cluster analysis with combined data did not show clear sexual grouping.

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Characteristics of Water Quality Parameters of Han River Related to THMs Formation in Water Treatment Plants in Seoul (서울시 정수장의 THMs 생성과 관련된 한강 원수의 주요 수질 특성 조사)

  • Lee, Jin-Hyo;Lee, Ki-Seon;Hwang, Dong-Hyun;Lee, Man-Ho;Han, Sun-Hee;Park, Yong-Sang;Lee, Mok-Young;Lee, Jin-Sook;Koo, Ja-Yong
    • Journal of Korean Society of Environmental Engineers
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    • v.33 no.12
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    • pp.886-892
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    • 2011
  • In a study on THMs formation at the distribution facilities in Seoul water supply for past 3 years from 2007 to 2009, THMs production was increased from inlet to outlet during the process in water treatment plant. However, such increased THMs amount was very small compared to THMs production formed after pre-chlorination and post chlorination. Accordingly, this study is aimed to investigate the characteristics of water quality parameters of Han River related to THMs formation in 6 water treatment plants in Seoul. The results showed that THMs and other factors such as temperature (r = 0.539~0.846) and turbidity (r = 0.421~0.863) had positive correlation while THMs had negative correlation with pH (r = -0.613~-0.800) and algae (r = -0.582~-0.901). There is no correlation between THMs and $NH_3-N$. According to the factor analysis, generally metabolite and organic matter factor $X_1$ (pH, BOD, algae), and seasonal and natural factor $X_2$ (temperature, turbidity) played an important role in the formation of THMs. Multiple regression analysis for THMs formation showed significance of regression appeared in most water systems.

The Variation of the Dissolved Inorganic Nutrients in the Costal Area of Gunsan, Yellow Sea from 2001 to 2010 (서해 군산 연안의 2001년부터 2010년까지의 용존성무기영양염류의 변동)

  • Heo, Seung;Kweon, Jung-Ro;Park, Jong-Soo
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.17 no.4
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    • pp.357-365
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    • 2011
  • The variation of the dissolved inorganic nutrients were investigated four times per year in the costal area of Gunsan, Yellow Sea from 2001 to 2010. Water samples were collected at 10 stations and phsico-chemical parameters were analyzed including water temperature, salinity, suspended solids, dissolved oxygen, chemical oxygen demand, chlorophyll a and dissolved inorganic nutrients. The average of dissolved inorganic nitrogen(DIN) for ten years at Gunsan area showed similar concentration between surface and bottom. The average of DIN at surface was 0.421mg/L (0.198~0.846mg/L) and bottom was 0.344mg/L(0.148~0.717mg/L). The highest value of annual average of DIN at surface was 0.846mg/L in 2002 and the lowest value was 0.198mg/L in 2010. The percentage of ammonia, nitrite and nitrate for the average DIN of 10 years showed 27%, 3% and 70% which showed most of DIN was nitrate. Dissolved inorganic phosphate(DIP) for ten years at Gunsan area showed similar concentration between surface and bottom and DIP was decreasing from 2003 to 2010. The average of DIP of 10 years was 0.024mg/L and annual average 0.021mg/L in 2008, 0.007mg/L in 2009 and 0.008mg/L in 2010 which showed decreasing pattern from 2007 to 2010. The average of DIN/DIP ratio from 2002 to 2010 was 6.0(3.2~10.1) at surface and 4.6(2.6~7.0) at bottom. The average value of dissolved inorganic silicate from 2004 to 2010 showed 0.372mg/L at surface layer and 0.352mg/L at bottom layer and was on decreased from 2006 to 2010. The Spearman's correlation analysis was carried out to knowrelation among the salinity and dissolved inorganic nutrients at the surface and bottom layer. The correlation factor of DIN was -0.72, DIP was -0.46 and dissolved inorganic silicate was -0.63 at surface layer and DIN was -0.70, DIP was -0.44 and dissolved inorganic silicate was -0.57 at bottom layer. The dissolved inorganic nutrients at the nearshore of Gunsan was affected from the freshwater discharge of Geum river. Especially, a lot of DIN flowed into the nearshore of Gunsan from Guem river. The concentration of dissolved inorganic nutrients at Gunsan showed high at station 1, 2 and 3 and there was a little concentration differences according to the cruise time. The concentration of dissolved inorganic nutrients showed high value at the station 1, 2, 3 which exist nearshore of Gunsan city and it means these stations mainly affected by Geum river and Gunsan city. The annual average of dissolved inorganic nutrients showed gradually decreased from 2003 to 2010 and we need more research on this conditions.

Analysis of benthic macroinvertebrate fauna and habitat environment of Muljangori-oreum wetland in Jeju Island (제주도 물장오리오름 습지의 저서성 대형무척추동물상 및 서식 환경 분석)

  • Jung Soo Han;Chae Hui An;Jeong Cheol Lim;Kwang Jin Cho;Hwang Goo Lee
    • Korean Journal of Environmental Biology
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    • v.40 no.4
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    • pp.363-373
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    • 2022
  • On April 29, 2021 (1st), June 2 (2nd), and August 17 (3rd), we surveyed benthic macroinvertebrates fauna at Muljangori-oreum wetland in Bonggae-dong, Jeju Island, Korea. Muljangori-oreum wetland was divided into four areas. The survey was conducted in three accessible areas (areas 1-3). As a result of habitat environment analysis, the average monthly temperature from 2017 to 2021 was the highest in July and August and the lowest in December and February. This pattern was repeated. As a result of analyzing changes in vegetation and water surface area through satellite images, normalized difference vegetation index (NDVI) increased from February to July and decreased after July. Normalized difference water index (NDWI) was analyzed to show an inverse relationship. A total of 21 species from 13 families were identified in the qualitative survey and a total of 412 individuals of 24 species from 15 families were identified in the quantitative survey. A total of 26 species from 17 families, 8 orders, 3 classes, and 2 phyla of benthic macroinvertebrates were identified. The dominant species was Chronomidae spp. with 132 individuals (32.04%). Noterus japonicus was a subdominant species with 71 individuals (17.23%). As a result of comparative analysis of species identified in this study and the literature, it was confirmed that species diversity was high for Coleoptera and Odonata. Main functional feeding groups (FFGs) were found to be predators. Habitat orientation groups (HOGs) were found to be swimmers. In OHC (Odonata, Hemiptera, and Coleoptera) group, 17 species (73.91%) in 2021, 23 species (79.31%) in 2016, 26 species (86.67%) in 2018, and 19 species (79.17%) in 2019 were identified. Cybister japonicus, an endangered species II, was confirmed to inhabit Muljangori-oreum wetland in the literature. Ten individuals (2.43%) were also confirmed to inhabit Muljangori-oreum wetland in 2021. Therefore, continuous management and habitat protection are required to maintain the habitat environment of C. japonicus in Muljangori-oreum wetland.

Determination of Carazolol and Azaperone in Livestock and Fishery Products Using Liquid Chromatography-tandem Mass Spectrometry (축수산물에서 LC-MS/MS를 이용한 카라졸롤 및 아자페론 분석)

  • Choi, Soo Yeon;Kang, Hui-Seung;Kim, Joohye;Cheon, So-Young;Jeong, Jiyoon;Cho, Byung-Hoon;Lee, Kang-Bong
    • Journal of Food Hygiene and Safety
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    • v.33 no.3
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    • pp.176-184
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    • 2018
  • The aim of the present work was to develop simultaneous methods of quantification of carazolol, azaperone, and azaperol residues in livestock and fishery products using liquid chromatography-tandem mass spectrometry (LC-MS/MS). Samples were extracted from beef, pork, chicken, egg, milk and shrimp using acetonitrile (ACN); while flat fish and eel were extracted using 80% ACN. For purification, ACN saturated n-hexane was used to remove fat composition. The standard calibration curves showed good linearity as correlation coefficients; $r^2$ was > 0.99. Average recoveries expressed were within the range of 67.9-105% for samples fortified at three different levels ($0.5{\times}MRL$, $1{\times}MRL$ and $2{\times}MRL$). The correlation coefficient expressed as precision was within the range of 0.55-7.93%. The limit of quantification (LOQ) was 0.0002-0.002 mg/kg. The proposed analytical method showed high accuracy and acceptable sensitivity based on Codex guideline requirements (CAC/GL71-2009). This method can be used to analyze the residue of carazolol, azaperone, and azaperol in livestock and fishery products.