• Journal of Korean Society of Coastal and Ocean Engineers
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• v.10 no.4
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• pp.165-173
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• 1998

Analytical solutions to predict the movement rate of submerged mound are derived using the convection coefficient and the joint distribution function of wave heights and periods. Assuming that the sediment is moved onshore due to the velocity asymmetry of Stokes' second order nonlinear wave theory, the micro-scale bedload transport equation is applied to the sediment conservation. The nonlinear convection-diffusion equation can then be obtained which governs the migration of submerged mound. The movement rate decreases exponentially with increasing the water depth, but the movement rate tends to increase as the spectral width parameter, $ u$ increases. In comparison of the analytical solution with the measured data, it is found that the analytical solution overestimates the movement rate. However, the agreement between the analytical solution and the measured data is encouraging since this over-estimation may be due to the inaccuracy of input data and the limitation of sediment transport model. In particular, the movement rates with respect to the water depth predicted by the analytical solution are in very good agreement with the estimated result using the discritization technique with the hindcast wave data.

• The Korean Journal of Financial Studies
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• v.7 no.1
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• pp.1-47
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• 2001

증권가격의 시계열을 그래프로 표시하면 이 시계열의 운동양태가 파악될 수도 있다. 그래프를 통하여 추세가 존재하고 있는지 아니면 존재하지 않는지를 파악할 수 있을 것이다. 그리고 이 그래프를 통하여 증권가격 시계열이 정상적과정에 의하여 생성되는지의 여부가 인식될 수도 있을 것이며, (조건부) 이분산이 존재하고 있는지 또는 (조건부) 동분산이 존재하고 있는지도 인식될 수 있을 것이다. 간단한 기술통계량을 통하여 증권시계열의 성질을 파악할수도 있다. 이 시계열이 선형과정에 의하여 생성되는지 아니면 비선형과정에 의하여 생성되는지도 인식할 수 있을 것이다. 뿐만아니라 비선형과정중 하나인 카오스 과정에 의하여 증권가격이 생성되는지의 여부도 파악할 수 있을 것이다. 증권가격의 실현된 표본경로와 시뮬레이션을 통하여 얻은 표본경로가 일치하는지 또는 불일치하는지에 대한 판별을 통하여 모형정립에서 특히 많이 사용되고 있는 확률과정들이 생성시키는 증권가격 시계열이 실제로 관찰된 가격 시계열과 일치하여 현실적합성을 가지고 있는지의 여부도 판단할 수 있을 것이다. 주가시계열 그 자체를 출발점으로 하여 이 시계열의 움직임과 행동양식을 파악해가면 수많은 연구를 통하여 축적된 이론들과 주가를 형성시키는 성질들이 현실적으로 성립하고 있는지도 밝힐 수 있고 개발된 이론들의 장점과 단점을 강도높게 밝힐 수 있는 계기도 갖게 될 것이다. 데이터를 있는 그대로 면밀하게 검토하면 이미 공개된 문제점(open question)도 확인할 수 있을 것이고 아직 알려지지 않은 문제점들과 질문들을 찾게 될 수도 있을 것이다. 이것들은 앞으로의 연구를 위한 중요한 발견이 될 수 있을 것이다. 이 논문에서는 문제와 질문의 발견에 초점을 둔다. 이 논문에서는 한국의 주식시장과 미국의 주식시장을 대비하여 다룬다. 우리가 그동안의 연구를 통하여 미국의 문헌과 미국의 시장에 대한 지식을 상당히 축적하고 있는 만큼 이 대비를 통하여 두 시장이 동일하게 가지고 있는 행동양태와 서로 상이하게 가지고 있는 점들을 파악하면 두 시장에 대한 이해의 폭도 넓어질 것이며 동시에 미국의 연구결과를 수용하는 큰 방향을 결정하는데에도 일조가 되리라고 생각된다.

• Journal of the Korean Society for information Management
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• v.38 no.4
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• pp.1-23
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• 2021

The purpose of this study is to analyze the effects of the bestseller ranks on the book circulations in public libraries. To achieve this goal, the weekly data sets of 179 books' library circulation and bestseller list from January 1, 2018 to December 29, 2019 were constructed based on the data collected from BigData MarketC and YES24. Three methods for analyzing panel data including linear regression, fixed-effect, and random effect models were compared, and it turned out that fixed-effect model was better than other methods. The results show that the average ranks of bestsellers were associated with their public library circulations visually. Also, the analysis of fixed-effect model showed that the single rank decline of a book on the bestseller list decreases its average circulation of 0.108 while the size of effect varied depending on subject of books. The study empirically demonstrated the impact of a bestseller list on people's book circulation behavior, suggesting that public libraries need to reference sociocultural context as well as bestseller book lists to predict library user needs and to formulate collection development policy.

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.49-62
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• 2023

Solar energy, which is rapidly increasing in proportion, is being continuously developed and invested. As the installation of new and renewable energy policy green new deal and home solar panels increases, the supply of solar energy in Korea is gradually expanding, and research on accurate demand prediction of power generation is actively underway. In addition, the importance of solar radiation prediction was identified in that solar radiation prediction is acting as a factor that most influences power generation demand prediction. In addition, this study can confirm the biggest difference in that it attempted to predict solar radiation using medium-term forecast weather data not used in previous studies. In this paper, we combined the multi-linear regression model, KNN, random fores, and SVR model and the clustering technique, K-means, to predict solar radiation by hour, by calculating the probability density function for each cluster. Before using medium-term forecast data, mean absolute error (MAE) and root mean squared error (RMSE) were used as indicators to compare model prediction results. The data were converted into daily data according to the medium-term forecast data format from March 1, 2017 to February 28, 2022. As a result of comparing the predictive performance of the model, the method showed the best performance by predicting daily solar radiation with random forest, classifying dates with similar climate factors, and calculating the probability density function of solar radiation by cluster. In addition, when the prediction results were checked after fitting the model to the medium-term forecast data using this methodology, it was confirmed that the prediction error increased by date. This seems to be due to a prediction error in the mid-term forecast weather data. In future studies, among the weather factors that can be used in the mid-term forecast data, studies that add exogenous variables such as precipitation or apply time series clustering techniques should be conducted.

• Journal of the Korean Institute of Landscape Architecture
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• v.45 no.2
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• pp.76-88
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• 2017

The urban park plays important roles in protecting the urban landscape and improving citizens' health, recreation, and the emotional life. Above and beyond these roles, the urban park is expected to rearrange urban spatial structures as a kind of urban system. The purpose of this paper is to identify empirically to change urban spatial structures by construction of the urban park. This study regards gentrification around the urban park as a process to change urban spatial structures. The gentrification means the regeneration and upgrading of deteriorated urban property by the middle class or commercial developers. The site of case analysis is the Seoul Forestry Park in Sungdong-gu, Seoul. The Seoul Forestry Park is regarded as a representative urban park of Seoul, and caused gentrification around park after the 2005 opening. This study operationally defines the gentrification index and the accessibility index from an urban park and offers an empirical analysis of relation among the urban park, the gentrification and urban spatial structure in a statistic district which is the minimum unit of Korean statistic data in 2000, 2005, and 2010, using Difference-in-Difference method and linear probability model. The results of this empirical study show that the Seoul Forestry Park changes urban spatial structures by gentrification. It reverses a trend of migration of gentrifiers before and after construction of the Seoul Forestry Park. It suggests urban park construction as an alternative method for urban regeneration by inducing the middle class into the inner city of Seoul.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.14 no.4
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• pp.308-318
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• 2002

The requirements to the numerical model of wind-generated waves in shallow water are discussed in the framework of the Korteweg-de Vries equation. The weakness of nonlinearity and dispersion required for the Korteweg-de Vries equation applicability is considered for fully developed sea, non-stationary wind waves and swell, including some experimental data. We note for sufficient evaluation of the freak wave statistics it is necessary to consider more than about 10,000 waves in the wave record, and this leads to the limitation of the numerical domain and number of realizations. The numerical modelling of irregular water waves is made to demonstrate the possibility of effective evaluation of the statistical properties of freak waves with heights equal to 2-2.3 significant wave height.

• Journal of Korean Society of Environmental Engineers
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• v.32 no.9
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• pp.830-839
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• 2010

This study presents a constituent load estimating procedure that can be operated with the present Korean TMDL monitoring system. The modified TANK model is used as a daily river flow simulation model whose parameters are estimated from 8-day intervals flow data. Constituent loads are estimated with the 7-parameter log linear model whose parameters are estimated by the minimum variance unbiased estimator. Results from Nakdong river basin reveals that the proposed procedure provides satisfactory TOC and BOD load estimates. As an application, a representative load duration curve is derived for working out a way to represent the overall hydrologic flux of BOD, COD and TOC at Nakdong river basin. The present water quality can be checked stochastically by Load Duration Curve through this study and presented visually.

• Industry Promotion Research
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• v.7 no.4
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• pp.97-108
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• 2022

This paper examined the impact of financing structure on the innovation efficiency of SMEs by constructing an econometric model using panel data of SMEs listed on the SME board from 2010 to 2020 as the research sample. The innovation efficiency of SMEs was measured by the Stochastic Frontier Analysis (SFA), the relationship between financing structure and innovation efficiency of SMEs was examined with the help of the Tobit model, and the corresponding heterogeneity analysis was conducted. Finally, the robustness of the model was tested. It was concluded that the effects of debt and equity financing on the quantitative efficiency of innovation were non-linear and mainly showed an inverted "U" shaped relationship. For innovation quality efficiency, bond financing could positively contribute, while equity financing negatively inhibits. Finally, the corresponding advice was given.

• Journal of Korea Water Resources Association
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• v.50 no.4
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• pp.253-261
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• 2017

A lot of nonstationary frequency analyses have been studied in recent years as the nonstationarity occurs in hydrologic time series data. In nonstationary frequency analysis, various forms of probability distributions have been proposed to consider the time-dependent statistical characteristics of nonstationary data, and various methods for parameter estimation also have been studied. In this study, we aim to introduce a parameter estimation method for nonstationary Gumbel distribution using ensemble empirical mode decomposition (EEMD); and to compare the results with the method of maximum likelihood. Annual maximum rainfall data with a trend observed by Korea Meteorological Administration (KMA) was applied. As a result, both EEMD and the method of maximum likelihood selected an appropriate nonstationary Gumbel distribution for linear trend data, while the EEMD selected more appropriate nonstationary Gumbel distribution than the method of maximum likelihood for quadratic trend data.

• Journal of Labour Economics
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• v.24 no.2
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• pp.1-34
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• 2001

This study analyzes the male-female difference in self-employment rates in Korea using panel data constructed from the Economically Active Population Survey in 1999. Given that most studies on self-employment have focused on male self-employment and have not examined why self-employment rate is usually higher among males than females, this study certainly extends the existing literature on this subject This study consists of two parts. The first part deals with estimating self-employment rates for males and female within a Markov framework. The second part presents decomposition results of the male-female differential in self-employment rates. Major findings of the study are (1) self-employment rate is higher for males than females because entry into self-employment is larger but exit from self-employment is smaller for males than female, (2) higher entry probability for males is due to differences in coefficients of transition probability functions while lower exit probability for males is due to differences in characteristics, (3) a large part of male-female gap in self-employment rates results from differences in being a head of family, marital status and age between males and females.