• Title/Summary/Keyword: 분석기간

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Analysis on Statistical Characteristic Changes due to the Analysis Periods of Non-Tidal Components Data in the East Coast of Korea (분석기간의 길이에 따른 동해안 비조석성분의 통계적 특성변화 분석)

  • Cho, Hong-Yeon;Jeong, Shin-Taek;Cho, Beom-Jun;Yun, Jong-Tae
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.19 no.2
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    • pp.151-161
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    • 2007
  • Statistical characteristic analysis was carried out using the non-tidal components computed by the harmonic analysis of the tidal elevation data in East coast. The tide gauging stations included in this study are the Sokcho, Mukho, Hupo, Pohang, Ulsan and Ulreungdo stations. In this study, the variance and skewness coefficient (SC) information changes, i.e., the max. value, min. value, mean and standard deviation of the variance and SC, are compared and analysed in detail by the various analysis periods increased from one year to the maximum available period. Based on the result of the statistical information (SI) range analysis, the minimum analysis period required in order to satisfy the confidence interval of the ${\pm}5%$ range of the variance and the ${\pm}0.1$ range of the SC is suggested as the 12 years, except the Ulreungdo stations. The auto-correlation and spectral density change patterns show the very similar shapes in every stations even though the absolute values are a little bit different each other.

An Empirical Study of Asymmetric Volatility Based on Market Situation in the Korean Stock Market (한국주식시장의 시장상황별 비대칭적 변동성에 관한 실증연구)

  • Oh, Hyun-Tak;Lee, Heon-Sang;Lee, Chi-Song
    • The Korean Journal of Financial Management
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    • v.17 no.1
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    • pp.45-65
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    • 2000
  • 본 논문은 시장상황별 주식시장의 제 현상이 상이하다는 점을 고려하여 한국주식시장에서 시장 상승기(bull market)와 시장 하락기(bear market)에 대한 주식수익률 분포의 특성을 파악하고, 음의 수익률충격에 대한 비대칭적 변동성과 시장이상현상들 중 하나인 요일효과를 시장 상황별로 실증분석하였다. 본 논문에 사용된 자료는 1990년 1월 3일부터 1997년 3월 31일 동안의 한국종합주가지수 및 자본금 규모별로 대형주지수, 중형주지수, 소형주지수의 명목수익률로 전환된 일별자료이다. 시장상황별 분석을 위하여 시장 상승기와 하락기에 따라 3기의 하위기간으로 구분하여 분석하였다. 분석에 사용된 모형은 EGARCH모형과 수정된 GARCH모형인 GJR모형이다. 분석결과 시장하락기인 하부기간1과 하부기간3에서 음의 수익률충격에 대한 비대칭적 변동성이 강하게 나타나지만 시장상승기인 2기간에는 비대칭적 변동성반응이 나타나지 않았다. 이는 주식시장이 상승국면일 때보다는 하락국면일 때 나쁜 뉴스에 대해 훨씬 민감하게 반응하는 결과이다. 또한 한국주식시장에서 월요일의 수익률이 시장하락기에 음의 수익률을 보이지만 통계적 유의성은 없었으며, 반면에 시장이 상승기인 하부기간2에서는 월요일과 수요일에 통계적 유의성이 매우 큰 양의 값을 나타냈다.

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TRL Impact on Development Schedule and Cost in the Aerospace Project (항공우주개발 프로젝트에서 개발기간과 비용에 대한 TRL의 영향 분석)

  • Hwang, Hyung-Won;Kim, Hong-Rae;Chang, Young-Keun
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.3
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    • pp.264-272
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    • 2012
  • TRL has a direct impact on development schedule and cost in the system or technology development projects. If TRL capability of development organization for specified CTEs can be accurately assessed and the impact of TRL on development schedule and cost are analyzed as detailed as possible, the risk of development schedule delay and cost increase can be minimized during the development process. This paper describes analysis results of TRL impact on development schedule and cost in the aerospace project. The development schedule and cost change are quantitatively estimated for the TRL improvement in the Unmanned Aerial Vehicle(UAV) system development program.

A study on Applying Hyperbolic Social Discount Rate onto the Benefit-Cost Analysis: Focused on Appropriate Analytical Time Span (쌍곡선함수 방식의 사회적할인율 적용에 대한 연구: 적정 분석기간의 설정을 중심으로)

  • Kim, Sang Kyum
    • Environmental and Resource Economics Review
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    • v.24 no.1
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    • pp.85-107
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    • 2015
  • This study analyzes the effect of applying hyperbolic social discount rate onto the results of benefit-cost analysis of environmental public investment projects in Korea. In order to check the application possibility to the actual feasibility study, the discount factors generated by hyperbolic function, rather than traditional exponential one, would be applied to the benefit and cost data from the pre-feasibility studies which peformed for environmental public investment projects. The results of this study shows that using hyperbolic social discount rate is effective for enhancing test results, only under the condition of which the full expansion of the time periods of analysis is satisfied. According to the simulation results of this study, to achieve higher benefit/cost ratio by using hyperbolic social discount rate, the period should be increased up to 120 to 150 years at least.

A Study on the Influence of the Characteristics of Planning on the Cost of Apartment (공동주택의 계획특성이 분양원가에 미치는 영향에 대한 분석)

  • Kim, Gwang-Ho
    • Korean Journal of Construction Engineering and Management
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    • v.7 no.1 s.29
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    • pp.89-99
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    • 2006
  • Usually feasibility analysis in a narrow sense is a economic analysis of project. Feasibility analysis focused in this study is confined to the matter of finance. Many studies have been executed in qualitative element which include decision-making process or prediction of housing market. But it is difficult to find economic analysis related to characteristics of planning. In this study, floor area ratio, selling area ratio and term of works are adopted as the Characteristics of Planning. So, the purpose of this study is to analyze the Influence of the characteristics of planning on the cost of apartment by means of multiple regression analysis and what-if method.

Asymmetry Analysis on Petroleum Product Prices : An International Comparison (석유제품가격 비대칭성의 국제비교연구)

  • Kim, Jung-Kwan;Kang, Seung-Jin;Heo, Eunnyeong
    • Environmental and Resource Economics Review
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    • v.20 no.4
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    • pp.663-688
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    • 2011
  • Since the liberalization of petroleum product prices in 1997, there has been persistent suspicion with regard to asymmetry in the movement of petroleum product prices in Korea. In particular, academics and consumer groups suggest that prices decided by refining companies and gas stations have moved asymmetrically compared with international petroleum product prices. The primary aim of this study is to determine, using the Error Correction Model, to perform multi-country asymmetry analysis including the United States, the United Kingdom, Germany, France, Italy and Japan. We shows that comparison of domestic prices with international prices in the six countries mentioned above revealed a fairly low level of asymmetry in those countries, although some asymmetry was found in some countries at various times within the period of analysis. To explain the different degrees of asymmetry between countries, this study looked at asymmetry in the United States, Germany and Italy and sought correlations between each country's oil industry structure and its level of competition.

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A Study on the Application of Green LiDAR Using Automatic River Water Quality Data (하천 수질자동측정 자료를 활용한 Green LiDAR 적용성 검토)

  • Kim, Chang Sung;Kim, Tae-Jeong;Kim, Ji Sung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.232-232
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    • 2020
  • 하천기본계획 수립이나 생태하천 조성사업 등 다양한 하천사업에서 하천측량은 대상 하천의 지형 현황과 과거 사업이후의 변화량을 확인할 수 있는 중요한 요소이다. 국내 측량 기준인 공공측량작업규정(국토지리정보원)에서 하천 측량은 육지부에서는 횡단측량을 수부에서는 수심측량을 실시하고 수심측량은 음향측심기 사용을 원칙으로 한다. 국내 대부분의 수심측량은 단빔 음향측심기를 사용하고 있는 실정이며 일부 수심 확보 구간 또는 연구목적으로 멀티빔 음향측심기를 적용한 사례가 일부 보고된 바가 있다. 최근 수심측정이 가능한 항공수심측량(Airbone LiDAR Bathymetry) 장비 중 핵심계측기기인 Green LiDAR 센서 국산화 및 경량화에 관한 연구가 진행중이다. 이에 본 연구는 국내 하천 여건에서 개발 센서가 어느 정도의 활용성을 확보할 수 있는지를 검토하였다. 우선 환경부가 운영중인 수질자동측정망 71개 지점의 정기측정성과 중 탁도에 관한 일자료를 확보가 가능한 45개 지점을 대상으로 G-LiDAR 센서의 SD(Secchi Depth)를 기준으로 가용계측일을 산정해 보았다. 분석기간은 '12. 7.부터 '19.12.까지이며 분석기간중 SD 1.5m(1.94 NTU 추정) 기준을 만족하는 기간은 한강 2.07년, 낙동강 0.64년, 금강 2.21년, 영산강 2.71년으로 나타났다. 또한 지점별 가용기간 분석결과 분석기간인 7.33년 동안 탁도 기준이하인 운영 가능 기간은 연중 평균 80여일(2.74개월)로 나타나 제한적이나마 활용이 가능할 것으로 확인되었다. 향후 현장조사를 통해 공공측량 성과와 대상수계의 탁도 실측자료와의 연계분석을 통해 정확한 활용성 검토를 수행할 예정이다. 향후 적용 센서의 개발 성능목표를 달성한다면 하천내의 다양한 분야에서 활용이 가능할 것으로 기대된다.

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Trend Analyses of Intensity and Duration of Typhoons That Influenced the Korean Peninsula during Past 60 Years (과거 60년 간 한반도에 영향을 미친 태풍의 강도 및 지속기간의 경향 분석)

  • Oh, Ji Hee;Suh, Kyung-Duck;Kim, Young-Oh
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.2B
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    • pp.121-128
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    • 2011
  • The paper presents trend analyses of the past 60-year-data of intensity (central pressure) and duration of the typhoons that influenced the Korean Peninsula. The singular spectrum analysis was employed to extract the trends. The result of linear regression of the trend component shows that the intensity of typhoons is slightly increased. A long-term change with period of about 30 years was detected, and thus the original series were separated into two sub-periods of 30 years. For these sub-periods, normal and Gumbel distributions of central pressure and duration of typhoons were estimated. The results show that during the second sub-period the overall intensity of typhoon was increased but the occurrence of extreme typhoons remains unchanged. The duration also showed an obvious increase during the second sub-period.

OLAP and Decision Tree Analysis of Productivity Affected by Construction Duration Impact Factors (공사기간 영향요인에 따른 생산성의 OLAP 분석과 의사결정트리 분석)

  • Ryu, Han-Guk
    • Journal of the Korea Institute of Building Construction
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    • v.11 no.2
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    • pp.100-107
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    • 2011
  • As construction duration significantly influences the performance and the success of construction projects, it is necessary to appropriately manage the impact factors affecting construction duration. Recently, interest in the construction industry has been rising due to the recent change in the construction legal system, and the competition among the construction companies on construction time. However, the impact factors are extremely diverse. The existing productivity data on impact factors is not sufficient to properly identify the impact factor and measure the productivity from various perspectives, such as subcontractor, time, crew, work and so on. In this respect, a multidimensional analysis by a data warehouse is very helpful in order to view the manner in which productivity is affected by impact factors from various perspectives. Therefore, this research proposes a method that effectively takes the diverse productivity data of impact factors, and generates a multidimensional analysis. Decision tree analysis, a data mining technique, is also applied in this research in order to supply construction managers with appropriate productivity data on impact factors during the construction management process.

Atmospheric Circulation of Pacific-Japan (PJ) and Typhoon-induced Extremes in the Nakdong River Basin (PJ 대기패턴과 태풍에 의한 낙동강 유역의 수문학적 극치 사상의 지역적 특성 변화 분석)

  • Kim, Jong-Suk;Yoon, Sun-Kwon;Moon, Young-Il;Lee, Joo-Heon
    • Journal of Korea Water Resources Association
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    • v.45 no.12
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    • pp.1309-1319
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    • 2012
  • The East Asia (EA) region including China, Taiwan, Japan, and Korea are especially vulnerable to hydrometerological extremes during the boreal summer (June-September). Therefore, this study pursued an exploratory analysis to improve better understanding of the potential impacts of the PJ pattern on WNP Tropical cyclone (TC) activity and TC-affected extremes based on the Korean Nakdong River Basin. The results show that during the positive PJ years, the large-scale atmospheric environments tend more favorable for the TC activity than those in the negative PJ years. KP-influenced TCs during the positive (negative) PJ years are likely to occur more southwestward (northeastward), recurve at more northwestward (northeastward) locations, and indicate increase (decrease) in frequency over Korea and Japan. Consequently, TCs making landfall are more exhibited over the southeastern portions of South Korea during the positive PJ years.