• Title/Summary/Keyword: 압축지수분포

Search Result 44, Processing Time 0.021 seconds

Independence test and distribution inference for log returns of KOSPI energy companies (코스피 에너지 기업들의 로그수익률에 대한 독립성 검정과 분포 추론 연구)

  • Yujin Lee;Soyeon Park;Eunju Hwang
    • The Korean Journal of Applied Statistics
    • /
    • v.37 no.6
    • /
    • pp.817-834
    • /
    • 2024
  • Energy industry is an essential factor not only in the lives of individuals but also in the national development of all fields. This paper aims to study the independence test and distribution of log returns for top 6 energy companies in KOSPI. A cross-analysis on combinations of the six energy companies is conducted for the independence test. The return distributions are explored by adopting compressed exponential distribution function, which is a role of bridge between the normal and exponential distributions. Optimal compressed parameters of the return distributions are determined by minimizing the mean square difference between the empirical density function and compressed exponential function. To access a refinement of the distribution, asymmetry or skewness are tested via the Wilcoxon signed rank test, and the asymmetric compressed exponential distributions are inferred on two sides of negative and nonnegative returns, respectively. The results of this work can help to provide an explicit analysis along with probabilistic information about the returns.

Influence of Estimation Method of Compression Index on Spatial Distribution of Consolidation Settlement (압축지수의 추정방법이 압밀침하량의 공간적 분포특성에 미치는 영향)

  • Kim, Dong-Hee;Ryu, Dong-Woo;Kim, Min-Tae;Lee, Woo-Jin
    • Journal of the Korean Geotechnical Society
    • /
    • v.26 no.10
    • /
    • pp.39-47
    • /
    • 2010
  • In order to investigate the effect of variation characteristics of compression index on the spatial distribution of consolidation settlement, this study presents the estimation methods of the distribution of consolidation settlement and compares the estimated settlements. When the variation of compression index is considerable, the ordinary cokriging is more reliable in estimating the compression index than ordinary kriging because smoothing effect of ordinary cokriging is smaller than that of ordinary kriging. The spatial distribution of consolidation settlement estimated by considering both the variation of compression index and void ratio (CASE-1) is different from that estimated by using the mean value of all soil properties (CASE-2). The settlement of CASE-1 shows the larger variation at short distances rather than that of CASE-2. Whereas the spatial settlement distribution of CASE-1 is affected by the spatial distributions of compression index as well as the thickness of consolidation layer, that of CASE-2 is significantly influenced by the distribution of consolidation layer thickness.

3D Point Cloud Compression Using Spatial Distribution Information (공간적 분포 정보를 이용한 3D 포인트 클라우드 압축)

  • Kim, Ji-Su;Lee, Seonho;Lee, Se-Ho;Kim, Chang-Su
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2018.06a
    • /
    • pp.221-222
    • /
    • 2018
  • 본 논문에서는 공간적 분포 정보를 이용한 3D 포인트 클라우드 압축 기법을 제안한다. 우선, 3D 포인트 클라우드에 대해 팔진 트리 구조를 생성한다. 그리고 잎사귀 노드들에 대해서 해당 복셀의 중심으로부터의 유클리드 거리를 구하고, 이를 통해서 공간적 분포 정보를 구성한다. 이때, 복셀 내 포인트들의 분포를 고려하여, 포인트들이 밀집하여 분포하는 경우 복셀 내 포인트들을 하나의 대표 위치로 표현하여 압축한다. 최종적으로 산술부호화를 수행하여 압축 성능을 높인다. 실험 결과 제안하는 기법이 3D 포인트 클라우드를 효율적으로 압축함을 확인할 수 있다.

  • PDF

Goodness of Fit and Independence Tests for Major 8 Companies of Korean Stock Market (한국 주식시장 상위 8개사에 대한 적합도 검정 및 독립성 검정)

  • Min, Seungsik
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.6
    • /
    • pp.1245-1255
    • /
    • 2015
  • In this paper, we investigated the major 8 companies of Korean stock market, and carried out the goodness of fit and independence tests. We found out the distributions of absolute returns are closed to compressed exponential distribution. The parameters are dominant that 1 < ${\beta}$ < 2, followed by ${\beta}=1$(exponential distribution) and ${\beta}=2$(normal distribution). Meanwhile, we assured that most of the absolute returns for major 8 companies have relevance to each other by chi-square independence test.

The Physical and Consolidation Characteristics of Soft Clay in Nakdong River Lower Basin (낙동강 하구지역 연약 점성토의 물리특성 및 압밀특성)

  • Kang, Sung Uk;Jang, Jeong Wook;Chung, Youn In
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.28 no.5
    • /
    • pp.303-311
    • /
    • 2016
  • From having an experimental study of physical and consolidation characteristics of soft clay in Nakdong river lower basin, we come to the conclusion as follow. Clay minerals in Nakdong river lower basin are classified into Kaolinite and Illite. Water content($W_n$) is similarly distributed in a range of 50.4% to 92.8% in Noksan and 46.6% to 99.0% in Jangyu, and liquid limit(LL) of both areas appears lower than water content. In the case of compression index, the index of jangyu is a little higher than that of Noksan because Jangyu is in a range of 0.67 to 1.94 and Noksan in a range of 0.44 to 1.5. The second compression index of Jangyu in a range of 0.027 to 0.092 is also higher than Noksan in a range of 0.024 to 0.075. As a result of regression analysis, a relation between water content and compression index is linear, and between initial void ratio and compression index is shown to $C_c=0.80e_o-0.58$. The ratio of $C_{\alpha}/C_c$ in a range of 0.03 to 0.08 expresses a wide range.

The Point Load Index of the Daegu Shale and its Relation to the Uniaxial Compressive Strength (대구지역 셰일의 점재하지수 특성 및 일축압축강도와의 상관성)

  • Lee, Younghuy;Youn, Chanho
    • Journal of the Korean GEO-environmental Society
    • /
    • v.10 no.3
    • /
    • pp.37-45
    • /
    • 2009
  • The experimental study was carried out to evaluate the characteristics of the point load index and the uniaxial compressive strength of inherently anisotropic shale in the laboratory. In the testing program the effects of size and the shape on the point load index were investigated both in the axial and diametral direction. In general, the point load index of the shale was constant when the length/diameter (L/D) ratio of the specimen is greater than 1.0 in the diametral direction. The point load index in axial direction shows slight decrease as the L/D ratio is increased and the corner breakage was observed when L/D ratio is greater than unity. The minimum point load index was observed in the bedding angle of $\beta=15^{\circ}{\sim}30^{\circ}$ in the axial point load tests and of $\beta=30^{\circ}$ in the uniaxial compression tests. The relationship between the point load index and the uniaxial compressive strength was linear to ${\sigma}_c=25.0 I_{s(50)}$ for the specimen with the bedding plane angle, $\beta$ at the range of $0^{\circ}{\sim}90^{\circ}$. On the other hand, this relationship was appeared linear to ${\sigma}_c=14.4 I_{s(50)}$ when the bedding angle, $\beta$ is fixed to 90${^{\circ}}$ and this correlation is much different from ${\sigma}c=22 I_{s(50)}, which is generally applied to the rock specimen with no bedding plane in ISRM (1985). The anisotropic strength with different $\beta$ angle shows the shoulder type and this can be suitably modelled by the corrected Ramamurthy'(1993)s equation with the index value of 'n' equal to 3.0.

  • PDF

Evaluation of Piezocone Coefficient of Soft Grounds in the Areas of Gyeonggi and Incheon (경인지역 연약지반의 피에조콘계수 평가)

  • Park, Soo-Yong;Kim, Ki-Beom;Lee, Yun-Kyu;Baek, Seung-Cheol
    • Journal of the Korean GEO-environmental Society
    • /
    • v.13 no.5
    • /
    • pp.41-49
    • /
    • 2012
  • In this study, laboratory test, in-situ vane shear test and piezocone penetration test in the study area were conducted to investigate the engineering characteristics of soft soils at Cheongra District, Songdo District in Incheon City, the west coast of Gyeonggi province, and Sihwa District in Ansan city. The correlations among compression index, and in-situ vane shear test, and cone resistance were obtained. The variations of liquid limit, plasticity index, water content and compression index with respect to depth exhibit strong similarity. This means that they have strong correlations, which can be used to evaluate the local characteristics of the study area. Thus, the correlations between compression index and physical properties were analysed to investigate the engineering characteristics of soft soil in the study area. The relationships between the measured piezocone factor by empirical methods, and undrained shear strength obtained by triaxial compression test or in-situ vane shear test were compared. It shows the significant correlation and piezocone factors, $N_{kT}$are suggested for the study area.

Engineering Characteristics of the Sedimentary Rocks on Compressive Strength and Weathering Grade (압축강도와 풍화도에 관련된 퇴적암의 공학적 특성)

  • 이영휘;김영준;박준규
    • Journal of the Korean Geotechnical Society
    • /
    • v.16 no.1
    • /
    • pp.5-17
    • /
    • 2000
  • The physical and mechanical properties of the sedimentary rocks deposited in Taegu and Kyongbuk region have been measured in the laboratory and at the field. Four kinds of rocks such as the shale, the mudstone, the siltstone and the sandstone were the object of this study. In sedimentary rock joint, bedding made it impossible to extract cores for uniaxial compressive test. Some correlations between the uniaxial compressive strength and the other characteristic values such as Point load index, Schmidt hammer rebound, Brazilian strength, P-wave velocity and Absorption ratio are made. The chemical and mineral compositions are also investigated by the XRF and XRD analysis. In addition, the weathering grade of rocks are classified by the quantitative indices of Point load index, Schmidt hammer rebound and Absorption ratio.

  • PDF

A Study on the Mechanical Properties of the Cretaceous Tuffs in Goheung Area. (고흥지역에 분포하는 백악기 응회암의 역학적 특성에 관한 연구)

  • Kim Hai-Gyoung;Koh Yeong-Koo;Oh Kang-Ho
    • The Journal of Engineering Geology
    • /
    • v.14 no.3 s.40
    • /
    • pp.273-285
    • /
    • 2004
  • The mechanical properties of the Cretaceous tuff distributed in the Goheung area were measured in the laboratory. Tuff (Goehung tuff and Palyeongsan welded tuff) in the study area is classified into vitric tuff with regard to its composition. The specific gravity, the dry density, the water content, the porosity and absorption ratio in tuffs of the study area are 2.51, $2.52(g/cm^2)$, 0.12($\%$), 4.51($\%$) and 1.91($\%$) in means, respectively. In the tuffs, dry densities are in inverse Proportion to Porosities, and absorption ratios are highly proportional with Porosities. The uniaxial compressive strengths(UCS) in the tuffs ranges from 80.4 to 208(MPa) and the average of the strength is 141.1(MPa). According to the engineering classification of intact rock (Deere & Miller, 1966), the tuffs are assigned to the high strength rocks. The point load strength index ($Is_a$) in axial test is 4.2(MPa) on the average, and the point load strength index ($Is_d$) in diametral test is 2.2(MPa) in mean, and the point load strength anisotrophic index($Ia_{(50)}$) by the ratio of $Is_a$ to $Is_d$ is 1.93. There is close linear correlation between the uniaxial compressive strength and point load strength index, and the equation representing the correlation is postulated as follows : UCS = 22 $Is_{(50)}$ +49 (MPa) (r=0.95). It is considered that this equation is a useful tool to estimate UCS for tuff in Goheung area.

A Study on the Correlation between Uniaxial Compressive Strength and Point Load Strength Index of Limestone of Imgye Area (임계지역 석회암의 일축압축강도와 점하중강도지수의 상관관계 연구)

  • Kim, Gyoung Man;Kim, Dae Hoon;Kang, Jung Seock;Kang, Sang Soo;Baek, Hwanjo
    • Tunnel and Underground Space
    • /
    • v.22 no.5
    • /
    • pp.330-338
    • /
    • 2012
  • Though the uniaxial compressive strength (UCS) of rock material is one of the key properties for rockmass characterization purposes, core samples for the test cannot always be obtained from the field. Indirect tests such as the point load test (PLT) can be a useful alternative. In this study, correlation between the UCS and the point load strength index of limestone of Imgye area was analyzed, and the linear regression equation obtained from regression analysis of two variables was suggested. The results of this study were also compared with previous studies on limestone. It was suggested that conversion factors for the same rock type from diverse areas in Korea may have different values, and more data should be obtained to increase the accuracy of regression analysis.