• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2011.06a
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• pp.343-345
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• 2011

대형 여객선은, "a ship is its own best lifeboat"라는 개념을 바탕으로 여객선의 안전성(survivability) 향상을 위한 설계가 요구되고 있으며, 이를 위하여, 사고가 발생하더라도 선박의 자체 추진력으로 안전하게 항구까지 귀항하여야 한다는, 여객선의 안전귀항(SRtP) 이라는 개념을 IMO SOLAS에 적용시켰다. SOLAS의 여객선 안전귀항 관련 조항은, 길이 120m 이상인 선박 또는 3개 이상의 주 수직격벽을 가진 선박으로서 2010년 07월 01일 이후 건조되는 여객선에 적용된다. 여객선 안전귀항 관련 조항은 화재와 침수사고에 적용되며, 사고분계점을 넘지 아니하는 사고가 발생할 경우 자체 추진력으로 여객선의 안전한 귀항을 위하여 사용 가능한 상태로 유지되어야 하는 시스템들에 대한 설계 기준, 사고분계점을 초과하는 화재 사고가 발생하였을 경우 질서 정연한 탈출 및 퇴선을 지원하기 위하여 작동상태의 유지가 요구되는 시스템 설계 기준, 사고분계점에 대한 정의, 사고 발생 후에도 여객 및 승무원의 건강을 유지 확보하기 위한 안전구역에 대한 기준들을 요구하고 있다. 본 연구에서는, 여객선 안전귀항 관련 법규들을 검토하고, 여객선 안전귀항을 위한 시스템들의 능력 평가 방법과 안전귀항 관련 조항 만족을 위한 시스템들의 요구사항들을 검토하였다.

• Journal of the Korean Data and Information Science Society
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• v.20 no.3
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• pp.475-483
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• 2009

In this paper we introduced a class of nonlinear time series models to analyse KOSPI data. We introduce the Generalized Power-Transformation TGARCH (GPT-TGARCH) model and the model includes Zakoian (1993) and Li and Li (1996) models as the special cases. We showed the effectiveness and efficiency of the new model based on KOSPI data.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.835-844
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• 2010

Tools for statistical analysis of extreme values include the classical annual maximum method, the modern threshold method and variants improving the second one. While the annual maximum method is to t th generalized extreme value distribution to the annual maxima of a time series, the threshold method is to the generalized Pareto distribution to the excesses over a high threshold from the series. In this paper we deal with the Poisson-GPD method, a variant of the threshold method with a further assumption that the total number of exceedances follows the Poisson distribution, and apply it to the daily percentage increases and decreases computed from the spot prices of West Texas Intermediate, which were collected from January 4th, 1988 until December 31st, 2009. According to this analysis, the distribution of daily percentage increases as well as decreases turns out to have a heavy tail, unlike the normal distribution, which coincides well with the general phenomenon appearing in the analysis of lots of nowaday nancial data.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.205-216
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• 2018

This paper is concerned with volatility computations for high frequency time series. A threshold-asymmetric realized volatility (T-RV) is suggested to capture a leverage effect. The T-RV is compared with various conventional volatility computations including standard realized volatility, GARCH-type volatilities, historical volatility and exponentially weighted moving average volatility. High frequency KOSPI data are analyzed for illustration.

• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.173-182
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• 2005

A Bayesian threshold model is considered to analyze binary or ordered categorical traits. Gibbs sampler for making full Bayesian inferences about the category probability as well as the regression coefficients is described. The model can be regarded as an alternative to the ordered logit regression model. Numerical examples are shown to demonstrate the efficiency of the model.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2016.05a
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• pp.621-624
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• 2016

Demarcation point is technical regulation for preventing conflict and improving the efficiency of the maintenance by discriminating facility area between telecommunication operator and telecommunication user. Since current demarcation point is defined on the basis of the telephone network, it is necessary to examine the applicability to various connection methods for the introduction of new services and facilities. This paper is to discuss for the domestic and international regulations of the demarcation point, and matters to be taken into account.

• The Journal of the Korea institute of electronic communication sciences
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• v.6 no.1
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• pp.129-134
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• 2011

The construction method in electrical room with hydro power generation is well informed in drawings and according to this method, to master the actual working conditions. It's necessary to consult location of KEPCO liability threshold with the KEPCO side, therefore make a decision to install the underground cable in hydro power station in each state, including outdoor pipes and manholes. Undulating rigid polyethylene conduit (125C) and CNCV-W extra high cable are laid and installed, to make a closely analysis to the construction by reviewing its process. In this work, the key part of the KEPCO power system for House of Commons is actually based on liability threshold, even including outdoors pipeline construction, high voltage underground electrical wiring and switchgear installation. It directly reveals the contents of the proposed construction methods about Housing Corporation and the High Voltage Switchgear Installation Inlet.

• KDI Journal of Economic Policy
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• v.29 no.2
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• pp.135-157
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• 2007

The goal of this paper is to examine the validity of nonlinear Taylor rules in Korea. To perform our tests, we utilize new IV ECM threshold cointegration tests that are invariant to nuisance parameters. The new tests have a standard chi-square distribution and the same critical values can be used throughout. This is in contrast to OLS ECM threshold cointegration tests, which depend on nuisance parameters and have nonstandard distributions. After finding significant support for nonlinear cointegration, we find that the Bank of Korea raises the call rate of interest only when inflation is above a threshold rate. We additionally find that the Bank of Korea increases the call rate of interest to possibly counter domestic currency deprecation only when the rate of currency deprecation exceeds a threshold.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.655-665
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• 2014

An adequate understanding and response to natural hazards such as heat wave, heavy rainfall and severe drought is required. We apply extreme value theory to analyze these abnormal weather phenomena. It is common for extremes in climatic data to be nonstationary in space and time. In this paper, we analyze summer rainfall data in South Korea using exceedance values over thresholds estimated by quantile regression with location information and time as covariates. We group weather stations in South Korea into 5 clusters and t extreme value models to threshold exceedances for each cluster under the assumption of independence in space and time as well as estimates of uncertainty for spatial dependence as proposed in Northrop and Jonathan (2011).

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.221-230
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• 2016

This paper investigates volatilities of stock returns based on high frequency data from stock market. Incorporating the price duration as one of the factors in volatility, we employ the autoregressive conditional duration (ACD) model for the price duration in addition to the GARCH model to analyze stock volatilities. A combined ACD-GARCH model is analyzed in which a double-threshold is introduced to accommodate asymmetric features on stock volatilities.