• Journal of Korean Society of Transportation
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• v.20 no.6
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• pp.59-68
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• 2002

AADT(Annual Average Daily Traffic) can be obtained by using short-term counted traffic data rather than using traffic data collected for 365 days. The process is a very important in estimating AADT using short-term traffic count data. Therefore, There have been many studies about estimating AADT. In this Paper, we tried to improve the process of the AADT estimation based on the former AADT estimation researches. Firstly, we found the factor showing differences among groups. To do so, we examined hourly variables(divided to total hours, weekday hours. Saturday hours, Sunday hours, weekday and Sunday hours, and weekday and Saturday hours) every time changing the number of groups. After all, we selected the hourly variables of Sunday and weekday as the factor showing differences among groups. Secondly, we classified 200 locations into 10 groups through cluster analysis using only monthly variables. The nile of deciding the number of groups is maximizing deviation among hourly variables of each group. Thirdly, we classified 200 locations which had been used in the second step into the 10 groups by applying statistical techniques such as Discriminant analysis and Neural network. This step is for testing the rate of distinguish between the right group including each location and a wrong one. In conclusion, the result of this study's method was closer to real AADT value than that of the former method. and this study significantly contributes to improve the method of AADT estimation.

• KOREAN POULTRY JOURNAL
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• v.19 no.4 s.210
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• pp.110-112
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• 1987

미산옥수수의 주요시세 변동요인에 대한 강세요인은 이상기온 현상, 열파, 엘리뇨 현상, 감산조치, 농산물 가격 지지정책, 가격반등추세 등이고 약세요인으로는 지속적인 풍작과 공급과잉, 재고누증, 수출경쟁 등이다.

• The Korean Journal of Financial Management
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• v.14 no.2
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• pp.57-81
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• 1997

본 논문에서는 한국주식시장에서 1996년 5월 3일부터 거래되고 있는 KOSPI 200 선물거래가 현물시장의 변동성에 어떠한 영향을 미치는지를 분석하였다. 현물시장의 변동성의 증가는 투자자와 시장에 매우 큰 영향을 미친다. 변동성의 증가는 투자위험의 증가를 의미하며 이는 자본비용의 상승과 자산의 시장가치의 하락을 가져온다. 따라서 선물거래의 도입이 현물시장의 변동성에 어떠한 영향을 미치는가를 분석하는 것은 매우 중요한 의미를 갖는다. 구체적인 분석의 방법으로 KOSPI 200의 수익률 자료를 이용한 변동성의 변화를 파악하고, KOSPI 200 구성종목과 대응표본종목들의 개별수익률 자료를 이용하여 선물거래가 변동성에 미치는 영향을 구체적으로 분석하였다. 변동성에 미치는 영향을 통제하지 않은 상태에서 KOSPI 200의 변동성은 선물시장 개장 이후에 증가한 것으로 나타났다. 그러나 이는 포트폴리오인 KOSPI 200의 결과이며 변동성에 영향을 미치는 공통요인들이 통제되지 않은 결과이다. 변동성에 미치는 공통요인들을 통제하고 횡단면 분석을 수행한 결과는 선물거래의 도입으로 현물시장의 변동성이 감소했음을 보여준다. 특히 KOSPI 200에의 포함 여부는 해당 종목의 변동성에 큰 음(-)의 영향을 주었던 것으로 나타났다.

• Proceedings of the Korea Society for Energy Engineering kosee Conference
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• 1999.11a
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• pp.225-230
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• 1999

Since changes in crude oil price exert colossal influence upon most national economy, it is important to investigate about factors that cause the change through an appropriate crude oil price forecast. This paper examines the relationship among crude oil price, OPEC production and U.S. inventory using cointegration and error correction model. We found that crude oil price is likely to increase significantly for a given decrease in not only the OPEC production but also the U.S. inventory. Furthermore, we found that crude oil price is more elastic with respect to OPEC production in the short-run, and more elastic with respect to U.S. inventory in the long-run. Moreover, in the long-run, U.S. inventory have more an effect on crude oil price than OPEC production. Finally, crude oil price adjusts to their respective long-run equilibrium at a moderate speed, about 12% of adjustment taking place in the first year.

• The Korean Journal of Financial Management
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• v.26 no.4
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• pp.191-234
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• 2009

This study examined on the volatility feedback hypothesis through the use of threshold GARCH-in-Mean (GJR-GARCH-M) model developed by Glosten, Jaganathan, and Runkle (1993) in the stock markets of 14 emerging countries during the period of January, 1996 to May, 2009. On this study, I found successful evidences which can support the volatility feedback hypothesis through the following three estimation procedures. First, I found relatively strong positive relationship between the expected market risk premiums and their conditional standard deviations from the GARCH-M model in the basis of daily return on each representative stock market index, which is appropriate to investors' risk-averse preferences. Second, I can also identify the significant asymmetric time-varying volatility originated from the investors' differentiated reactions toward the unexpected market shocks by applying the GJR-GARCH-M model and further find the lasting positive risk aversion coefficient estimators. Third, I derived the negative signs of the regression coefficient of unpredicted volatility on the stock market return by re-applying the GJR-GARCH-M model after I controlled the positive effect of predicted volatility through including the conditional standard deviations from the previous GARCH-M model estimation as an independent explanatory variable in the re-applied new GJR-GARCH-M model. With these consecutive results, the volatility feedback effect was successfully tested to be effective also in the various emerging stock markets, although the leverage hypothesis turned out to be insufficient to be applied to another source of explaining the negative relationship between the unexpected volatility and the ex-post stock market return in the emerging countries in general.

• Proceedings of the KIEE Conference
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• 2011.07a
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• pp.638-639
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• 2011

전력수요는 여러 가지 사회, 경제, 기상 등의 복합적인 요인에 의해 결정되므로 예측하기 쉽지 않다. 수요 예측 시스템을 통해 예측된 결과는 예측일의 상황에 맞는 여러 가지 예측과 관련된 변동 요인의 적용범위가 수치적으로 달라 질 수 있어 예측 데이터와 실제 수요와의 오차율이 높아질 수 있다. 따라서 전력수요 실적과 예측간 오차에 영향을 주는 변동 요인의 영향력을 분석하고, 예측일의 상황에 맞게 적절한 수치의 변수를 예측 시스템에 제공하여 예측의 정확성을 향상시키는 방안에 대하여 알아보았다.

• The Korea Swine Journal
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• v.22 no.7 s.251
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• pp.78-83
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• 2000

• The Korea Swine Journal
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• v.21 no.7 s.239
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• pp.78-81
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• 1999

• Proceedings of the Korean Fiber Society Conference
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• 1998.10a
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• pp.340-343
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• 1998

자연계의 모든 것은 어떠한 형태로든 변동을 가진다. 이러한 변동을 해석하고 이 변동의 경향을 분석하면 이후의 변동을 예측할 수 있게된다. 그러므로 변동의 분석은 변동의 예측과 나아가 변동의 제어를 가능하게 하는 바탕이 된다. 방적사는 그것의 원료가 되는 섬유의 특성과 제조 공정중의 많은 변동요인 즉, 기계의 결함, 공정 자체의 요소들에 의하여 불균제를 일으키는 변동을 가지게 된다. (중략)

• Industry Promotion Research
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• v.6 no.3
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• pp.19-24
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• 2021

There should be no problem in the measurement system for scientific quality management. In this paper, we want to correctly identify the factors that can affect the measurement results during the measurement process and identify what causes them when the measurement results cause problems in terms of location and variation. Variations in the measurement system are largely described in terms of location and dispersion. Location-related attributes are accuracy, stability, and linearity while dispersion-related attributes are reproducibility and repeatability. Analyzing the factors associated with dispersion is an R&R analysis, in which the size of repeatability and reproducibility is represented by a range of differences between multiple measurements and a range of differences between measurements, and 99% of dispersion is determined. Experimental design can also be used for measurement system analysis. Proper analysis is performed only when the factors causing the fluctuation, the worker and the product, are correctly identified as random or fixed factors.