• 전기의세계
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• v.41 no.10
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• pp.24-29
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• 1992

가스로부터의 다이아몬드 합성은 실용화되면 막대한 혜택 및 경제적 이득을 줄 것으로 예상되어 일본과 미국, 유럽 등에서 활발한 연구가 진행되고 있는 인공적인 다이아몬드 막을 형성하는 기초적인 원리 및 방법, 응용 분야 등을 소개하였다. 일본에서만도 대학, 연구소 기업체의 연계로 과거 20년 동안 100여건의 특허를 출원해 놓고 있는 등 막대한 투자로 각 분야에 상용화가 머지 않아 이루어질 전망으로 국내에서도 이분야의 다양한 연구가 이루어지지 않으면 기술격차가 심화될 것으로 전망이 된다. 소개된대로 다이아몬드 박막 기술은 여러 분야의 응용이 가능하고 메카니즘 등 밝혀지지 않은 점들이 많아 산,학,연의 연계로 도전해 볼 만한 분야라고 말할 수 있다.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.327-335
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• 2016

The People's Republic of China has vigorously been pursuing the internationalization of the Chinese Yuan or Renminbi after the financial crisis of 2008. In this view, an abrupt increase of use of the Chinese Yuan in the onshore and offshore markets are important milestones to be one of important currencies. One of the most frequently used methods to forecast volatility is GARCH model. Since a prediction error of the GARCH model has been reported quite high, a lot of efforts have been made to improve forecasting capability of the GARCH model. In this paper, we have proposed MLP-GARCH and a DL-GARCH by employing Artificial Neural Network to the GARCH. In an application to forecasting Chinese Yuan volatility, we have successfully shown their overall outperformance in forecasting over the GARCH.

• The Journal of the Korea Contents Association
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• v.12 no.12
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• pp.385-394
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• 2012

This study investigates whether earnings management behavior of chaebol firms differ from that of non-chaebol firms. The ownership structure of chaebol firms is characterized by the dominance of one largest shareholder and his family members who typically participate in the management of the firm directly or indirectly and influence most of the important management decision. This study adopts the random effect model and the hausman and talyor model, using a panel of 5092 firm-year over a period from 1991 to 2010 to control for potential heterogeneity and endogeneity that may cause sever bias. This study finds that there is no difference in accrual based earnings management level between chaebol firms and non-chaebol firms. However, chaebol firms appeared to engage less real earnings management that is known to negatively affect future earnings and share prices. The results are consistent when controlling for potential heterogeneity and endogeneity in the hausman and taylor model. The results may be of interest to various stakeholders, policy makers, standard setters and academic researchers.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.761-772
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• 2021

Simulation results for the comparison of estimators of interest are usually reported in tables or plots. However, if the simulations are conducted under various conditions for many estimators, the comparison can be difficult to be made with tables or plots. Furthermore, for algorithms that take a long time to run, the number of iterations of the simulation is costly to to be increased. The analysis of simulation results using regression models allows us to compare the estimators more systematically and effectively. Since variances in performance measures may vary depending on the simulation conditions and estimators, the heteroscedasticity of the error term should be allowed in the regression model. And multiple comparisons should be made because multiple estimators should be compared simultaneously. We introduce background theories of heteroscedasticity and multiple comparisons in the context of analyzing simulation results. We also present a concrete example.

• Journal of the Korean Institute of Gas
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• v.5 no.4 s.16
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• pp.27-32
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• 2001

It is desired that carbon dioxide causing a greenhouse effect be removed at a high temperature and high pressure in a steam reforming reaction. In this research, a pellet form of adsorbent CaO is employed to capture $CO_2$. The adsorbent was manufactured using a high pressure molding on powdered $CaCO_3$ followed by calcination. Then its properties were analyzed and the adsorption experiments were carried out in a batch adsorption chamber. The pore area was found to be dependent on a molding pressure and the pore distribution showed two peaks. It is examined that $CO_2$ binds to CaO by means of chemisorption and its maximum conversion is nearly $80\%$ at $700^{\circ}C$.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.189-200
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• 2015

Stationary bootstrapping is applied to a Lagrangian multiplier (LM) test to test market microstructure noise (MMN) in financial asset prices. A Monte-Carlo experiment shows that the bootstrapping method improves the size of the original LM test which has some size distortion for conditional heteroscedastic models. The proposed test is illustrated for real data sets like KOSPI index and Won-Dollar exchange rate.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.785-799
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• 2018

With the development of renewable energy sector, the importance of solar energy is continuously increasing. Solar radiation forecasting is essential to accurately solar power generation forecasting. In this paper, we used time series models (ARIMA, ARIMAX, seasonal ARIMA, seasonal ARIMAX, ARIMA GARCH, ARIMAX-GARCH, seasonal ARIMA-GARCH, seasonal ARIMAX-GARCH). We compared the performance of the models using mean absolute error and root mean square error. According to the performance of the models without exogenous variables, the Seasonal ARIMA-GARCH model showed better performance model considering the problem of heteroscedasticity. However, when the exogenous variables were considered, the ARIMAX model showed the best forecasting accuracy.

• Journal of the Korea Institute of Military Science and Technology
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• v.21 no.2
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• pp.173-179
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• 2018

Estimating reliability of a non-repairable system using the degradation data, variance assumption such as homogeneity (constant) or heteroscedasticity (time-variant) could affect accuracy of reliability estimation. This paper showed reliability estimation and comparison results under normal conditions using accelerated degradation data obtained from destructive measurements, according to variance assumption of the data at each measurement time. Degradation data from three accelerated conditions with stress factors of temperature and humidity were used to estimate reliability. The $B_{10}$ lifetime was estimated as 1243.8 years by constant variance assumption, and 18.9 years by time-variant variance. And variance assumption provided different analysis results of important stresses to reliability. Thus, accurate assumption of variance at each measurement time is required when estimating reliability using degradation data of a non-repairable system.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.923-932
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• 2014

The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

• Journal of the Health Care and Life Science
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• v.11 no.2
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• pp.417-424
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• 2023

This study aimed to analyze the association between hyperuricemia and hs-CRP in adults with hypercholesterolemia and abdominal obesity, utilizing data from the 7th Korea National Health and Nutrition Examination Survey. The subjects were classified into fourgroups based on hypercholesterolemia and abdominal obesity, and binary logistic regression analysis was conducted. The association between hyperuricemia and hs-CRP wasevident in the abdominal obesity group, with an OR 2.22 (95% CI 2.070-2.395). In thegroup with both conditions, the OR was 2.31 (95% CI 2.032-2.626). Stratified by gender, both conditions showed a higher OR in males 2.29 (95% CI 1.911-2.748), while in females, the abdominal obesity group exhibited a higher OR of 2.44 (95% CI 2.146-2.775), indicating a gender-specific difference. In conclusion, hyperuricemia and hs-CRP in adults with hypercholesterolemia and abdominal obesity demonstrated a significant association, suggesting their role as predictive factors for inflammatory responses.