• Communications for Statistical Applications and Methods
• /
• v.15 no.5
• /
• pp.697-708
• /
• 2008

Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems, or external events. The advanced measurement approach proposed by Basel committee uses loss distribution approach(LDA) which quantifies operational loss based on bank's own historical data and measurement system. LDA involves two distribution fittings(frequency and severity) and then generates aggregate loss distribution by employing mathematical convolution. An objective validation for the operational risk measurement is essential because the operational risk measurement allows flexibility and subjective judgement to calculate regulatory capital. However, the methodology to verify the soundness of the operational risk measurement was not fully developed because the internal operational loss data had been extremely sparse and the modeling of extreme tail was very difficult. In this paper, we propose a methodology for the validation of operational risk measurement based on bootstrap confidence intervals of operational VaR(value at risk). We derived two methods to generate confidence intervals of operational VaR.

• Journal of the Korean earth science society
• /
• v.25 no.6
• /
• pp.418-427
• /
• 2004

Recently, urban planning with consideration of urban climate, represented by the concept of urban ventilation lane is widely practiced in many countries. The concept of urban ventilation lane is mainly aimed to improve the thermal comfort within urban area in summer season. It has also the aim to reduce the urban air pollution by natural cold air drainage flows which are to be intensified by a suitable alignment of buildings as well as use zonings based on scientific reasons. In this study, the prevailing wind ventilation lane of a local wind circulation and around Daegu for a typical summer days was investigated by using a numerical simulation. The transport of air pollutants by the local circulation winds was also investigated by using the numerical simulation model, the RAMS (Reasonal Atmospheric Model System).The domain of interest is the vicinity of Daegu metropolitan city (about 900 km2). The horizontal scale of the area is about 30 km. The simulations were conducted under a late spring synoptic condition with weak gradient wind and almost clear sky. From the numerical experiment, the following three conclusions were obtained: (1) The major wind passages of the local circulation wind generated by radiative cooling over the representative mountains of Daegu (Mt. Palgong and Mt. Ap) were found. The winds blow down along the valley axis over the eastern part of Daegu as a gravity flow during nighttime. (2) At the flatland, the winds blow toward the western part of Daegu through the city center. (3) As the results, the air pollutants were transported toward the western part of Daegu by the winds during nighttime.

• Culinary science and hospitality research
• /
• v.18 no.1
• /
• pp.156-167
• /
• 2012

The purpose of this study is to examine the structural elements of HMR in Korea foods and explore the way HMR products using Korean foods can be developed at this time of increased interest. Through an investigation of its importance by attributes and their partial values, hypothetical HMR products using Korean foods were estimated. In order to develop the optimal HMR goods of Korean food, a preference survey was conducted after selecting 9 profiles using conjoint analysis with orthogonal design, and 4 holdout sets were generated and used for cross-validity authorization and reliability of the model. The results of this study showed that customers put cooking levels, menu price, and the location of purchase into importance when selecting HMR products of Korean foods. They preferred to eat the products after sufficiently heating them and buy the products sold online and through home shopping programs, with the price range of 10,000 won and over. It was concluded that more customers can be attracted if a variety of HMR products using Korean foods which can be prepared readily anywhere and at any time are developed.

• Proceedings of the Korea Society for Energy Engineering kosee Conference
• /
• 2002.11a
• /
• pp.171-184
• /
• 2002

Approx. 200,000 bpd vacuum residue oil is produced from oil refineries in Korea. These are supplying to use asphalt, high sulfur fuel oil, and upgrading at the residue hydro-desulfurization unit. Vacuum residue oil has high energy content, however high sulfur content and high concentration of heavy metals represent improper low grade fuel. To meet growing demand for effective utilization of vacuum residue oil from refineries, recently some of the oil refinery industries in Korea, such as SK oil refinery and LG Caltex refinery, have already proceeded feasibility study to construct 435-500 MWe IGCC power plant and hydrogen production facilities. Recently, KIER(Korea Institute of Energy Research) are studing on the Vacuum Residue gasification process using an oxygen-blown entrained-flow gasifier. The experiment runs were evaluated under the reaction temperature : 1,100~1,25$0^{\circ}C$, reaction pressure : 1~6kg/$\textrm{cm}^2$G, oxygen/V.R ratio : 0.8~0.9 and steam/V.R ratio : 0.4-0.5. Experimental results show the syngas composition(CO+H$_2$) : 85~93%, syngas flow rate : 50~110Mm$^3$/hr, heating value : 2,300~3,000 ㎉/Nm$^3$, carbon conversion : 65~92, cold gas efficiency : 60~70%. Also equilibrium modeling was used to predict the vacuum residue gasification process and the predicted values were compared reasonably well with experimental data.

• The Korean Journal of Applied Statistics
• /
• v.21 no.1
• /
• pp.19-33
• /
• 2008

Linear regression method, proposed by Haseman and Elston(1972), for detecting linkage to a quantitative trait of sib pairs is a linkage testing method for a single locus and a single trait. However, multivariate methods for detecting linkage are needed, when information from each of several traits that are affected by the same major gene are available on each individual. Amos et al. (1990) extended the regression method of Haseman and Elston(1972) to incorporate observations of two or more traits by estimating the principal component linear function that results in the strongest correlation between the squared pair differences in the trait measurements and identity by descent at a marker locus. But, it is impossible to control the probability of type I errors with this method at present, since the exact distribution of the statistic that they use is yet unknown. In this paper, we propose a multivariate nonparametric trend test for detecting linkage to multiple traits. We compared with a simulation study the efficiencies of multivariate nonparametric trend test with those of the method developed by Amos et al. (1990) for quantitative traits data. For multivariate nonparametric trend test, the results of the simulation study reveal that the Type I error rates are close to the predetermined significance levels, and have in general high powers.

• Journal of Energy Engineering
• /
• v.12 no.1
• /
• pp.49-57
• /
• 2003

Approx. 200.000 bpd vacuum residue oil is produced from oil refineries in Korea, and is supplied to use asphalt, high sulfur fuel oil and for upgrading at the residue hydro-desulfurization unit. Vacuum residue oil has high energy content, however its high sulfur content and high concentration of heavy metals represent improper low grade fuel. To meet growing demand for effective utilization of vacuum residue oil from refineries, recently some of the oil refinery industries in Korea, such as SK oil refinery and LG Caltex refinery, have already proceeded feasibility study to construct 435~500 MWe IGCC power plant and hydrogen production facilities. Recently, KIER (Korea Institute of Energy Research) are studying on the Vacuum Residue gasification process using an oxygen-blown entrained-flow gasifier. The experiment runs were evaluated under the reaction temperature: 1.100~l,25$0^{\circ}C$, reaction pressure: 1~6 kg/$\textrm{cm}^2$G, oxygen/V.R ratio: 0.8~0.9 and steam/V.R ratio: 0.4~0.5. Experimental results show the syngas composition (CO+H$_2$): 85~93%, syngas flow rate: 50~l10 Nm$^3$/hr, heating value: 2,300~3,000 k㎈/Nm$^3$, carbon conversion: 65~92, cold gas efficiency: 60~70%. Also equilibrium modeling was used to predict the vacuum residue gasification process and the predicted values were compared reasonably well with experimental data.

• Journal of KIISE:Software and Applications
• /
• v.35 no.10
• /
• pp.608-615
• /
• 2008

In Knowledge Q&A services where information is created by unspecified users, document quality is an important factor of user satisfaction with search results. Previous work on quality prediction of Knowledge Q&A documents evaluate the quality of documents by using non-textual information, such as click counts and recommendation counts, and focus on enhancing retrieval performance by incorporating the quality measure into retrieval model. Although the non-textual information used in previous work was proven to be useful by experiments, data sparseness problem may occur when predicting the quality of newly created documents with such information. To solve data sparseness problem of non-textual features, this paper proposes new features for document quality prediction, namely text-confidence features, which indicate how trustworthy the content of a document is. The proposed features, extracted directly from the document content, are stable against data sparseness problem, compared to non-textual features that indirectly require participation of service users in order to be collected. Experiments conducted on real world Knowledge Q&A documents suggests that text-confidence features show performance comparable to the non-textual features. We believe the proposed features can be utilized as effective features for document quality prediction and improve the performance of Knowledge Q&A services in the future.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.19 no.3
• /
• pp.376-381
• /
• 2018

The purpose of this study is to investigate price transmissions between wholesale and retail markets regarding Jeju tangerines by employing co-integration analysis and vector error correction model. The results of this study are summarized as follows: First, the long-run equilibrium relationship was found among wholesale and retail markets in time series for level by distribution channel. Second, a short-run causality relationship was observed between wholesale and retail markets. Third, the long-run causality relationship between wholesale market and retail markets was found bidirectional and feedback effect. These results imply that the wholesale price performs a central role in establishing price in the tangerine market, and the wholesale market influences tangerine price. In conclusion, for the development of a competitive tangerine industry, it is necessary to aggressively promote the policy of supply and demand control of tangerine production through organizing producers.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2001.10a
• /
• pp.338-341
• /
• 2001

본 연구는 현재 정부의 규제완화 및 다양한 대체서비스의 등장으로 인해 점차 시장내 경쟁이 심화되어 가고 있는 기업용 전용선 서비스 시장에 있어 향후 경쟁상황이 어떻게 진행될지에 대한 연구를 통하여 이에 속한 기업들의 향후 시장전략을 제시하는 것을 목적으로 하고 있다. 향후 경쟁상황을 예측하는데 있어 본 연구에서는 사용하는 방법론으로 첫째, 기업용 전용선 서비스 시장의 전체 수요예측을 우선적으로 실시한 후 둘째, 전체 시장의 수요를 바탕으로 이에 속하는 개별 서비스간의 경쟁관계와 대체관계에 의한 개별 서비스 수요를 예측하게 된다. 이상과 같은 서비스간의 수요를 도출함으로써 시장내 경쟁상황과 경쟁정도를 파악하게 된다. 현재 기업용 전용선 서비스 시장의 경우 가장 큰 특징이 바로 신규 대체 서비스들의 등장이고, 이들 서비스에 의해 전체 시장규모가 얼마나 성장할 것인지, 전체 시장에서 개별 서비스들의 기여도는 어느 정도가 되는지가 최대 관심사이다. 이에 대한 문제를 해결하기 위해 본 연구에서는 신규 대체 서비스가 시장에 진입하였을 때 파급효과가 얼마나 되는지를 추정하여 수요를 예측하였다. 이에 대한 추정결과 연구대상으로 하고 있는 전용회선서비스, 프레임릴레이서비스, 가상사설망서비스에서 전용회선서비스에 대한 타 유사서비스들의 영향력은 그리 크지 않는 것으로 나타났으며, 이에 반해 가상사설망서비스는 프레임릴레이서비스를 대체하고 있는 것으로 분석되었다. 연구 결과를 통해 사업자들은 향후 시장경쟁 상황을 예측할 수 있기 때문에 이에 대해 적절한 사업전략을 수립하는데 큰 도움을 얻게 되리라 기대한다.적 분할납품 전략 적용 수요지로 선택하고 사이버 거래를 통해 생성된 물류가 부분적 분할납품 전략 적용 수요지에 분배되게 함으로써 각 분배 센타의 재고 완충역할을 수행하게 한다. 이에 따라 안전 재고 및 역 배송을 최소화 할 수 있을 뿐 아니라 미 출고로 인한 손실을 최소화하며 고객의 서비스를 일정하게 유지시킬 수 있을 것으로 기대된다.증진, 페기물 발생 억제 분야에 상당한 성공을 거두었으며, 지금도 지속적으로 유지 관리 및 미비한 부분(CAER, 등)의 향상에 노력하고 있다. Dow Korea의 수입 판매 부분에 주로 관련된 Product Stewardship 및 Distribution Code는 여러 사업부 및 여러 지역(미국, 유럽, 아시아 등)에 위치한 담당자가 관련된 까닭에 가장 복잡한 부분이어서 많은 인력과 시간을 소비하면서 노력하고 있으나 아직까지 소정의 목표에 도달하지 못했으며, 2000년 말에 모든 실행지침이 실행되도록 목표, 실행 계획 및 조직을 수정하여 노력하고 있다.lumn density at distant position from MD5 is larger than that in the (:entral region. We have deduced that this hot-core has a mass of 10sR1 which i:s about an order of magnitude larger those obtained by previous studies.previous studies.업순서들의 상관관계를 고려하여 보다 개선된 해를 구하기 위한 연구가 요구된다. 또한, 준비작업비용

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.18 no.2
• /
• pp.71-76
• /
• 2017

The roll damping problem in the design of ships and offshore structures remains a challenge to many researchers due to the fluid viscosity and nonlinearity of the phenomenon itself. In this paper, the study on viscous roll damping of a circular cylinder was carried out using forced oscillations. The roll moment generated by forced oscillation using a torque sensor was measured for each forced oscillation period and compared with the empirical formula. Although the magnitude of the measured torque from the shear force was relatively small, the results were qualitatively similar to those obtained from the empirical formula, and showed good agreement with the quantitative results in some oscillation periods. In addition, the flow around the circular cylinder wall was observed closely through the PIV measurements. Owing to the fluid viscosity, a boundary layer was formed near the wall of the circular cylinder, and a minute wave was generated by periodical forced oscillations at the free surface through the PIV measurement. In this study, the suitability of the empirical formula for the roll moment caused by viscous roll damping was verified by model tests. The wave making phenomenon due to the fluid viscosity around the wall of a circular cylinder was testified by PIV measurements.