• The Korean Journal of Financial Management
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• v.19 no.1
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• pp.1-32
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• 2002

한국 종합주가지수는 한국증권거래소에 상장된 모든 기업들의 가치 가중치에 의한 포트폴리오의 가격의 시계열이라고 할 수 있다. 따라서 이 지수는 한국 경제의 현재의 활동과 미래의 활동에 대한 예상의 총합의 반영 또는 표상을 표현하는 정보라 할 수 있다. 본 논문에서는 시차변수가 독립변수로 도입될 수도 있으며, 시차변수가 아닌 변수가 독립변수로 도입되는 것이 허용되는 회귀모형을 통하여 구조변화의 회수와 구조변환점을 검정할 수 있는 통계량과 이 통계량의 확률분포를 분석하고 한국 종합주가지수에 적용하여 한국 종합주가 지수의 일별수익률에 구조변화가 발생하였는지의 여부와 발생했다면 발생회수와 변환점들을 발견하는데 그 목적이 있다. 한국 종합주가지수의 일별수익률은 분산의 변화 그리고 평균 및 분산의 동시변화가 1997년 9월 27일에 발생하였다. 자기회귀모형에 의할 때 증권시장의 구조변화는 1999년 11월 16일에 이루어졌다. 평균과 분산의 변화가 일어나 구조변화의 단계를 시작하고 구조변화에 알맞는 환경조성에 2년이 소요된 후에 1999년 11월 16일에 구조변화가 정착되었다. 정착이 이루어진 후에야 비로서 이 두 기간은 서로 다른 경제구조와 증권시장구조가 이루어지고 이에 입각하여 시장의 새로운 운동법칙이 전개되고 있다고 할 수 있을 것이다.

• Proceedings of the Korean Society for Rock Mechanics Conference
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• 2007.03a
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• pp.313-332
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• 2007

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.1
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• pp.33-40
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• 2012

This paper proposes a method to implement biological early warning systems(BEWS). This system generates periodically data event using a monitoring daemon and it extracts the feature parameters from this data sets. The feature parameters are derived with 6 variables, x/y coordinates, distance, absolute distance, angle, and fractal dimension. Specially by using the fractal dimension theory, the proposed algorithm define the input features represent the organism characteristics in non-toxic or toxic environment. And to find a moderate algorithm for learning the extracted feature data, the system uses an extended learning algorithm(UChoo) popularly used in machine learning. And this algorithm includes a learning method with the extended data expression to overcome the BEWS environment which the feature sets added periodically by a monitoring daemon. In this algorithm, decision tree classifier define class distribution information using the weight parameter in the extended data expression. Experimental results show that the proposed BEWS is available for environmental toxicity detection.

• Journal of Korea Water Resources Association
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• v.46 no.6
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• pp.643-653
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• 2013

The most important procedure in frequency analysis is to determine the appropriate probability distribution and to estimate quantiles for a given return period. To perform the frequency analysis, the goodness-of-fit tests should be carried out for judging fitness between obtained data from empirical probability distribution and assumed probability distribution. The previous goodness-of-fit could not consider enough extreme events from the recent climate change. In this study, the critical values of the modified Anderson-Darling test statistics were derived for 3-parameter Weibull distribution and power test was performed to evaluate the performance of the suggested test. Finally, this method was applied to 50 sites in South Korea. The result shows that the power of modified Anderson-Darling test has better than other existing goodness-of-fit tests. Thus, modified Anderson-Darling test will be able to act as a reference of goodness-of-fit test for 3-parameter Weibull model.

• Proceedings of the Korean Information Science Society Conference
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• 2012.06a
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• pp.334-336
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• 2012

EEG 신호에 대한 연구는 의학, 신경과학, 심리학, 컴퓨터과학, 전자 공학 등 여러 학문 분야에서 많은 연구가 진행되고 있다. EEG 신호는 추출하는데 있어서 필연적으로 각종 Artifact와 분석대상이 아닌 신호가 혼재되어 분석 결과의 부정확성을 가지고 있어 EEG 신호의 활용이 주목받은지 오래되었지만 충분히 활용되지 못하고 있다. 이 문제를 해결하기 위해 각종 필터링 연산 등을 통하여 잡음을 제거하고 혼재된 신호를 분류해 내고 있지만, 잡음제거나 신호분류에 사용되는 방법이 고정된 수식을 이용하는 방법이기 때문에 유연한 측정 및 분류를 할 수 없는 것이 현실이다. 본 논문에서 제안하는 매개변수 선택형 시스템은 정제되지 않은 EEG 신호에서 잡파를 제거하고 정제된 신호에서 분석에 필요한 특징을 추출하는데 있어 사용자에게 착용된 EEG 신호 측정기기에서 전극채널, 신호발생영역 및 주파수 대역 등의 매개변수를 선택하고 필요에 따라 매개변수에 가중치를 부여함으로써, 측정의 정확성을 높이고 EEG 신호의 활용에 신뢰도를 향상 시킬 수 있다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.32 no.1D
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• pp.51-59
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• 2012

An efficient application method of XML schema matching technique to the document structure of structural calculation document (SCD) of bridge is proposed. With 30 case studies, a parametric study on weightings of name, sibling, child, and parent elements of XML scheme component that are used in the similarity measure of XML schema matching technique has been performed, and suitable weighting to analyze document structure of SCD is suggested. A simplified formula for quantification of similarity is also introduced to reduce computation time in huge scale document structure of SCDs. Numerical experiments show that the suggested method can increase the accuracy of XML schema matching by 10% with suitable weighting parameters, and can maintain almost the same accuracy without weighting parameters compared to previous studies. In addition, computation time can be reduced dramatically when the proposed simplified formula for the quantification of similarity is used. In the numerical experiments of testing 20 practical SCDs of bridges, the suggested method is superior to previous studies in the accuracy of analyzing document structure and 4 to 460 times faster than the previous results in computation time.

• Journal of Environmental Impact Assessment
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• v.24 no.2
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• pp.190-203
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• 2015

VRI(Vulnerability-Resilience Index), which is defined as a function of 3 variables: climate exposure, sensitivity, and adaptive capacity, has been quantified for the case of Typhoon which is one of the extreme weathers that will become more serious as climate change proceeds. Because VRI is only indicating the relative importance of vulnerability between regions, the VRI quantification is prerequisite for the effective adaptation policy for climate in Korea. For this purpose, damage statistics such as amount of damage, occurrence frequency, and major damaged districts caused by Typhoon over the past 20 years, has been employed. According to the VRI definition, we first calculated VRI over every district in the case of both with and without weighting factors of climate exposure proxy variables. For the quantitative estimation of weighting factors, we calculated correlation coefficients (R) for each of the proxy variables against damage statistics of Typhoon, and then used R as weighting factors of proxy variables. The results without applying weighting factors indicates some biases between VRI and damage statistics in some regions, but most of biases has been improved by applying weighting factors. Finally, due to the relations between VRI and damage statistics, we are able to quantify VRI expressed as a unit of KRW, showing that VRI=1 is approximately corresponding to 500 hundred million KRW. This methodology of VRI quantification employed in this study, can be also practically applied to the number of future climate scenario studies over Korea.

• Therapeutic Science for Rehabilitation
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• v.12 no.3
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• pp.61-77
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• 2023

Objective : This study analyzed the correlation between cognitive function and oral health-related quality of life (OHQoL). Methods : Demographic and clinical characteristics were extracted and utilized for subjects aged 45 years or older who participated in the 8th Korean Longitudinal Study on Aging in 2020. The dependent variable was the Geriatric Oral Health Assessment Index, and the independent variable was the level of cognitive function classified by the Mini-Mental State Examination scores. The analysis method used inverse probability of treatment weighting (IPTW). Then, the association between cognitive function and OHQoL was analyzed by multiple regression analysis. Results : Among the participants, 4,367 (71.40%) had normal cognition, 1,155 (18.89%) had moderate cognitive impairment, and 594 (9.71%) had severe cognitive impairment. As a result of analysis by applying IPTW, there was a negative correlation between the cognitive function group and OHQoL (normal vs. moderate: β = -2.534, p < .0001; normal vs. severe: β = -2.452, p < .0001). Conclusion : After propensity score matching, mild cognitive impairment showed a more negative association than severe cognitive impairment. Therefore, patients with cognitive impairment require oral health management education to improve OHQoL regardless of the level of cognitive impairment.

• Journal of Korea Society of Industrial Information Systems
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• v.12 no.4
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• pp.153-163
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• 2007

Many organizations have been outsourcing not only simple tasks but Information Systems and business processes rapidly. IT outsourcing is considered as a critical strategy of businesses these days. Anyhow, many companies still have IT solution problems even though they have been outsourcing their IT department or functions. Moreover, many companies have difficulties when it comes to the selection a proper IT outsourcing service vendor. This study focused on evaluation methodology for small and medium sized organizational selection of IT outsourcing provider. This study's results is a presentation of an evaluation methodology using the AHP weighted value of the factors and the factors' variables. Small and medium sized organizational managers can refer to this study's result as an evaluation index and methodology at the beginning of their IT outsourcing project or for changing their vendors.

• Journal of the Institute of Electronics and Information Engineers
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• v.53 no.1
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• pp.71-78
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• 2016

This paper proposes the new electric power demand forecast model which is based on an artificial neural network and considers time and weather factors. Time factors are selected by measuring the autocorrelation coefficients of load demand in summer and winter seasons. Weather factors are selected by using Pearson correlation coefficient The important weather factors are temperature and dew point because the correlation coefficients between these factors and load demand are much higher than those of the other factors such as humidities, air pressures and wind speeds. The experimental results show that the proposed model using time and seasonal weather factors improves the load demand forecasts to a great extent.