• Management & Information Systems Review
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• v.28 no.4
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• pp.93-108
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• 2009

This study examines the asymmetric volatility in the Korean bond market and stock market by using the KTB Prime Index and KOSPI. Because accurate estimation and forecasting of volatility is essential before investing assets, it is important to understand the asymmetric response of volatility in bond market. Therefore I investigate the existence of asymmetric volatility in Korean bond market unlike the previous studies which mainly focused on stock returns. The main results of the empirical analysis with GARCH and GJR-GARCH model are as follow. At first, it exists the asymmetric volatility on KOSPI returns like the previous studies. Also, I find that the GJR-GARCH is more suitable one than GARCH model for forecasting volatility. Second, it does not exist the asymmetric volatility on KTB Prime Index returns. This result is showed by that using the GARCH model for forecasting volatility in bond market is sufficient.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.5 no.3
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• pp.182-190
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• 1993

A numerical technique is presented to calculate the motions of 6 d.o.f and mooring tensions for a catenary moored floating breakwater. The breakwater may be subjected to the 3-D combination of regular or irregular waves and stationary forces. The added mass coefficients at the infinitive frequency of input wave and the variations of damping and exciting force coefficients are calculated using the source distribution method. The coefficients are used to constitute motion equations in time domain which are solved by WiIson-$\theta$ method. The solutions agree quite well with either static displacement determined from Newton method under the stationary force only or 6 d.o.f determined from the frequency domain analysis under regular wave only. An example analysis is also done for a floating breakwater to demonstrate its applicability.

• Korean Journal of Clinical Pharmacy
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• v.20 no.2
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• pp.107-113
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• 2010

서 론: 중환자실에서 집중적 인슐린 요법에 의한 평균혈당강하는 사망률을 감소시키는 것으로 나타났으나 이로 인한 저혈당 및 혈당변동은 새로운 문제로 대두되고 있다. 본 연구에서는 혈당과 관련한 여러 요인들이 사망에 미치는 영향을 규명하고 적정 혈당치를 확인하고자 하였다. 연구방법: 2008년 2월부터 7월 사이인 6개월 동안 서울아산병원 외과계 중환자실에서 4일 이상 재실한 18세 이상의 성인 환자를 대상으로 전자 의무기록 조사를 통해 후향적으로 연구가 진행되었다. 연구를 위해 환자의 인구학적 특성, 수술의 종류, 중환자실에서의 재실기간, 사망여부, 스테로이드 사용 유무, 기계적 인공호흡기의 사용유무, 신대체요법의 사용유무, 혈당치, 재실기간 중 스테로이드 사용유무와 인슐린 양, 입원 후 첫 24시간 동안의 포도당 주입속도, 입원 후 2일 이내와 그 이후에 발생한 균혈증 감염, APACH II와 SOFA 점수를 조사하였다. 혈당수치는 각각의 환자에서 중환자실 입실 후 가장 처음 측정된 혈당, 재실기간 중 가장 높은 혈당과 가장 낮은 혈당수치를 조사하였고 중환자실 전체 재실기간 동안 혈당수치의 평균과 변동계수를 계산하였다. 이상의 혈당관련지표를 포함한 인자들이 일차 종속변수인 사망에 어떠한 영향을 주는지를 환자를 생존군과 사망군으로 나누어 분석하였고 ROC (receiver operator characteristic) 곡선을 사용하여 혈당지표와 APACH 및 SOFA 점수의 cut-off치를 구하여 이로부터 단변량 및 다변량 분석을 시행하였다. 결 과: 연구에 포함된 환자는 170명 이었고 그 중 23명이 연구 기간 중 중환자실에서 사망하였다. 생존자에 비해 사망자의 최대혈당은 유의적으로 높았고 최소혈당치는 유의적으로 낮아 높은 변동계수를 보였다. ROC곡선으로부터 산출된 혈당치들의 cut-off 수치는 최소혈당치 70 mg/dL, 변동계수 25%, 최대혈당치 250 mg/dL, 평균혈당치 150 mg/dL이었다. 다변량분석에서 최소혈당이 70 mg/dL 보다 큰 경우가 낮은 경우에 비해 오즈비가 0.922(95% 신뢰구간 0.881-0.965)로 유의성 있게 낮았으며 변동계수가 25% 보다 높은 집단의 경우 그보다 낮은 집단에 비해 오즈비가 1.121(95% 신뢰구간 1.017-1.236)로 유의성 있게 높았다. Kaplan-Meier 생존분석 결과 최소혈당치 70 mg/dL와 변동계수 25%에 따라 생존기간에 유의성 있는 차이가 나타났다.(각각 P < 0.001, P < 0.05) 결 론: 고혈당 발생의 감소뿐 아니라 최소혈당치를 70 mg/dL 이상으로 유지하면서 변동을 최소화하는 것이 외과계 중환자실에서의 사망률감소를 위한 중요한 요인임을 알 수 있었다.

• International Journal of Highway Engineering
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• v.9 no.4
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• pp.1-9
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• 2007

To decide the number of road lane is very important and related to the 30th design hourly factor in the design of transportation facilities. But, as the quantitative division of road types is difficult, most planner and designer for deciding the 30th design hourly factors have used the fixed values in our country. In this study, we have analyzed the time series property of the design hourly factors in national highways and developed the model capable of estimating the 30th design hourly factors using real data. The presented model is a simple regression model(DHV = K*AADT), which is applied to the division of road lanes(2 or 4 lanes) and the level of AADT(3 levels). As a results, the simple regression model have better performance than the existing method with respect to MAPE and $R^2$. Also, the variations of the 30th design hourly factors are small. The more traffic volume increase, the more the factors decrease. But, the limitation of this study is to use the exiting method estimating the values of the factors, it is subject to study hereafter.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1630-1634
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• 2010

장기간 강우자료 또는 우량주상도는 시간에 따른 강우량의 자료로 구성된다. 장기간의 여러 강우사상들을 각각의 독립적인 강우사상으로 분리하기 위해서는 각 강우사상의 시작점과 끝을 구별할 수 있는 기준이 필요하다. 이에 본 연구에서는 산지지역에서의 강우사상을 구별하기 위한 무강우 시간을 살펴보기 위하여 기상청의 1973년부터 2008년까지의 총 36년간의 자료에 대하여 통계학적 방법인 자기상관계수와 변동계수를 이용한 무강우시간을 도출하여 보았으며, 별도로 우기시 강우자료만을 이용하여서도 살펴보았다. 또한, 유출특성에 의한 무강우시간 도출을 위하여 산지지역의 수위자료를 활용하여 직접유출 특성에 의한 무강우시간 또는 강우사상간 시간을 살펴볼 수 있었으며, 산정된 결과를 바탕으로 누가강우량 및 강우지속시간과의 상관관계식을 유도할 수 있었다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.2
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• pp.120-127
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• 2012

Exploratory data analysis was carried out by using the long-term wave climate data in Sokcho coastal zone. The main features found in this study are as follows. The coefficient of variations on the wave height and period are about 0.11 and 0.02, respectively. It also shows that the annual components of the wave height and period are dominant and their amplitudes are 0.24 m and 0.56 seconds, respectively. The amount of intra-annual variation range is about two times greater than that of the inter-annual variation range. The distribution shapes of the wave data are very similar to the log-normal and GEV(generalized extreme value) functions. However, the goodness-of-fit tests based on the KS test show as "rejected" for all suggested density functions. Then, the structure of the timeseries wave height data is roughly estimated as AR(3) model. Based on the wave duration results, it is clearly shown that the continuous and maximum duration is decreased as a power function shape and the total duration is exponentially decreased. Meanwhile, the environment of the Sokcho coastal zone is classified as a wave-dominated environment.

• Environmental and Resource Economics Review
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• v.23 no.3
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• pp.473-496
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• 2014

This paper intends to test the non-linear relationship between $CO_2$ emissions and income by employing cointegration model of the time-varying income elasticity. We select France, UK, Italy, Japan, US, China, India, Mexico and Korea and use non-parametric time series analysis on each country in order to estimate its own effect of income on $CO_2$ emission. The main results indicate that the $CO_2$ emission-income elasticities vary over time and the income elasticities of the Annex I countries tend to be higher in absolute terms than those of developing countries. In addition, we find that emission-income elasticities decrease for Annex I countries over time, whereas those for developing countries increase.

• Journal of Korean Society of Transportation
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• v.33 no.1
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• pp.61-69
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• 2015

This study compares the forecasting accuracy of five econometric models on domestic total freight volume in South Korea. Applied five models are as follows: Ordinary Least Square model, Partial Adjustment model, Reduced Autoregressive Distributed Lag model, Vector Autoregressive model, Time Varying Parameter model. Estimating models and forecasting are carried out based on annual data of domestic freight volume and an index of industrial production during 1970~2011. 1-year, 3-year, and 5-year ahead forecasting performance of five models was compared using the recursive forecasting method. Additionally, two forecasting periods were set to compare forecasting accuracy according to the size of future volatility. As a result, the Time Varying Parameter model showed the best accuracy for forecasting periods having fluctuations, whereas the Vector Autoregressive model showed better performance for forecasting periods with gradual changes.

• Journal of Korean Society of Disaster and Security
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• v.6 no.2
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• pp.49-56
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• 2013

In this paper, used by the boundary layer wind tunnel test, have conducted a series of wind tunnel experiments, i.e. test the mean velocity profile regarding the surface roughness, turbulence intensity and power spectrum measured by augmentation device. After that, to provide data relevant for the preliminary design step of tall building hazard fluctuating wind loads may be obtained fluctuating pressure coefficients, fluctuating pressure spectrum, autocorrelation coefficients by the boundary layer wind tunnel test. From the results of experiments, this study can be obtained conclusions as follows. 1. We know the fact that the mean velocity profile and the turbulence intensity are well fitted natural wind flow in the boundary layer wind tunnel. 2. The satisfactory agreement of velocity spectrum can be obtained from the compare of fluctuating power spectrum and Von Karman spectrum. 3. We know the fact that the fluctuating pressure spectrums distributed peak at 0.01 Hz-0.1 Hz in the windward surfaces and at 0.1 Hz in the leeward surfaces. 4. We know the fact that the autocorrelation coefficients distributed stationary random processes with application time of hazard fluctuating wind loads.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.6
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• pp.2285-2291
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• 2013

In this study, daily based groundwater recharge was estimated under unsteady state by using groundwater table fluctuation model developed by Kim et al. (2013). This technique analyzes groundwater variation characteristics by using reaction factor related with groundwater flow and specific yield related with recharge. For the application of this model, measured groundwater level at JD Yongdam 1 and JW Konghang for 5 years were used. This model can estimate daily based groundwater recharge and the computed groundwater levels showed good agreement with measured groundwater levels. At JD Yongdam 1 and JW Konghang, the estimated recharges (rates) were 520.4~904.0mm (32.7~61.8%) and 447.4~633.4mm (24.0~45.1%), respectively. The developed model can be suggested as an efficient and precise method to estimate daily based groundwater recharge by using groundwater level data.