• The Korean Journal of Applied Statistics
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• v.35 no.6
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• pp.755-764
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• 2022

This paper is concerned with power transformations in estimating GARCH volatility. To handle a semi-parametric case for which the exact likelihood is not known, quasi-likelihood (QL) rather than maximum-likelihood method is investigated to best estimate GARCH via maximizing the information criteria. A power transformation is introduced in the innovation generating QL estimating functions and then optimum power is selected by maximizing the profile information. A combination of two different power transformations is also studied in order to increase the parameter estimation efficiency. Nine domestic stock prices data are analyzed to order to illustrate the main idea of the paper. The data span includes Covid-19 pandemic period in which financial time series are really volatile.

• Journal of the Korean Vacuum Society
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• v.21 no.6
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• pp.333-341
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• 2012

Indium Tin Oxide (ITO) thin films were prepared by RF magnetron sputtering with different flow rates of $O_2$ gas from 0 to 12 sccm. Electrical and optical properties of these films were characterized and analyzed. ITO deposited on soda lime glass and RF power was 2 kW, frequency was 13.56 MHz, and working pressure was $1.0{\times}10^{-3}$ Torr, Ar gas was fixed at 1,000 sccm. The transmittance was measured at 300~1,100 nm ranges by using Photovoltaic analysis system. Electrical properties were measured by Hall measurement system. ITO thin films surface were measured by Scanning electron microscope. Atomic force microscope surface roughness scan for ITO thin films. ITO thin films secondary electron emission coefficient(${\gamma}$) was measured by ${\gamma}$-Focused ion beam. The resistivity is about $2.4{\times}10^{-4}{\Omega}{\cdot}cm$ and the weighted average transmittance is about 84.93% at 3 sccm oxygen flow rate. Also, we investigated Work-function of ITO thin films by using Auger neutralization mechanism according to secondary electron emission coefficient(${\gamma}$) values. We confirmed secondary electron emission peak at 3 sccm oxygen flow rate.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.28 no.5
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• pp.303-311
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• 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.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5A
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• pp.861-872
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• 2006

The element free Galerkin method is extended by the local partition of unity method to model the cohesive cracks in two dimensional continuum. The shape function of a particle whose domain of influence is completely cut by a crack is enriched by the step enrichment function. If the domain of influence contains a crack tip inside, it is enriched by a branch enrichment function which does not have the LEFM stress singularity. The discrete equations are obtained directly from the standard Galerkin method since the enrichment is only for the displacement field, which satisfies the local partition of unity. Because only particles whose domains of influence are influenced by a crack are enriched, the system matrix is still sparse so that the increase of the computational cost is minimized. The condition for crack growth in dynamic problems is obtained from the material instability; when the acoustic tensor loses the positive definiteness, a cohesive crack is inserted to the point so as to change the continuum to a discontiuum. The crack speed is naturally obtained from the criterion. It is found that this method is more accurate and converges faster than the classical meshless methods which are based on the visibility concept. In this paper, several well-known static and dynamic problems were solved to verify the method.

• Journal of agricultural medicine and community health
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• v.30 no.2
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• pp.127-135
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• 2005

Objectives: This study was conducted to investigate the trend of tuberculosis mortality rate by years and by areas. Methods: We calculated raw and age-adjusted mortality rate of tuberculosis from 1995 to 2002. The calculation was based on the data from resident registration data and death certification registration data gathered by 232 basic local authority. We used direct age standardization method for calculating age-adjusted mortality rate. We compared patterns of change in tuberculosis mortality rate of metropolitan areas, cities, and countryside by determinating the comparability of medels to explore linear relationship. We also analyzed the data of mortality rate between urban and rural area by comparing ANOVA and post-hoc by two periods: one from 1995 to 1998, and the other from 1999 to 2002. Results: In national mortality rate, both raw and age-adjusted mortality rate showed negative linear relationship. However, the graph become more horizontal: the slope line is close to zero. From 1995 to 1998, countryside showed significantly higher age-adjusted mortality rate than in metropolitan areas and cities. Ever after considering more horizontal graph in national mortality rate, the data shows that the countryside still have significantly higher mortality rate from 1999 to 2002. In model diagnostic checking, metropolitan areas and cities showed apparently linear pattern on the decrease of age-adjusted mortality rate. Pattern of mortality rate in countryside was decreased initially, but became flat. Conclusions: Further research is necessary to explore the characteristics of quality of tuberculosis control program in rural area. Different approach and strategies should be considered to decrease tuberculosis mortality rate in rural areas.

• The Journal of the Petrological Society of Korea
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• v.24 no.3
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• pp.165-180
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• 2015

Jurassic granite from Geochang was analysed with respect to the characteristics of the rock cleavage. The phases of distribution of microcracks were well evidenced from the enlarged photomicrographs(${\times}6.7$) of the thin section. In this study, the length - cumulative frequency diagrams were used for expressing the distribution characteristics of microcrack. The diagrams for the six directions were arranged in the magnitude of density(${\rho}$). These diagrams show an order of H2 < H1 < G2 < G1 < R2 < R1 from the related chart. Among six diagrams, the diagram for hardway 2(H2) occupies the lowermost region on the left. On the contrary, the diagram for rift 1(R1) occupies the uppermost region on the right. Curve patterns of the two diagrams change from uniform to exponential distribution type in accordance with the increased density. The overall distribution characteristics of the diagrams were well evidenced from the magnitude of the exponent(${\lambda}$) and length of line oa related to the exponential straight line. The magnitude of exponent governing the values of slope(${\theta}$) is inversely proportional to the values of microcrack parameters such as number(N), length(L) and density. On the contrary, length of line oa is directly proportional to the values of the above three parameters. Above microcrack parameters related to the order of arrangement of diagrams show an order of hardway(H1 + H2) < grain(G1 + G2) < rift(R1 + R2). The distribution characteristics of progressive variation are found among the six diagrams. The order of arrangement of the diagrams indicates a relative magnitude of the rock cleavage. Meanwhile, the parameters such as slope, exponent, density and length of line oa were arranged in an order of H2 < H1 < G2 < G1 < R2 < R1. The variation curves of a smooth quadratic function are shown from the related chart. From the correlation chart between density and the above parameters, a common regularity following power-law correlation function was derived. Finally, the analysis for the rock cleavage was conducted through the combination between the diagram and microcrack parameter. This type of combination contribute to the progressivity in evaluation for the rock cleavage.

• Composites Research
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• v.26 no.4
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• pp.207-212
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• 2013

In this study, the thickness optimization for uni-directional (UD) glass fiber reinforced polymer (GFRP) laminates of the spar cap of composite tidal blades was performed under the tip deflection constrains. The spar cap was composed of GFRP composites and carbon fiber reinforced polymer (CFRP) composites. The stress distributions in the blade as well as its material costs for the optimized results were additionally investigated. The optimized thickness was obtained by interacting a sequential quadratic programming (SQP) algorithm and an ABAQUS software to calculate an objective function. It was confirmed that the thickness of UD GFRP increased with a decrease of the restrained tip deflection when a thickness of UD CFRP laminates was constrained to 9 mm. The weight of the optimized spar-cap increased up to 96.2% while the maximum longitudinal tensile stress decreased up to 24.6%. The thickness of UD GFRP laminates increased with a decrease of the thickness of UD CFRP laminates when the tip deflection was constrained to 126.83 mm. The weight increased up to 40.1%, but the material cost decreased up to 16.97%. Finally, the relationships among the weight, internal tensile stress, and material costs were presented based on the optimized thicknesses of the spar cap.

• Journal of the Mineralogical Society of Korea
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• v.31 no.1
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• pp.33-46
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• 2018

Traditional inorganic pigments applied to dancheong, buddhist painting, and wall painting were produced from natural minerals which were later replaced by synthetic pigments, resulting in the loss of the recipe to prepare mineral pigments. This study examined the domestic occurrence and mineralogical characteristics of green and blue mineral pigments required for the conservation of cultural heritage. Cuprous green-blue mineral pigments were found as the weathering products of waste dumps and ores of abandoned Cu-Pb-Zn sulfide mines. Mineralogical analyses using X-ray diffraction and scanning electron microscopy identified diverse hydrous copper sulfate pigments of green (brochantite and devilline) and blue color (linarite, bechererite, and schulenbergite) with minor green pigments of antlerite and atacamite commonly associated with cerussite, smithsonite, anglesite, and cuprite. Noerok, a green silicate pigment, replaced the fractured basalt lava. Celadonite was responsible for the green color of Noerok, closely associated with opal in varying ratio. Glauconite, green silicate pigment, was identified in the Yellow Sea sediments. Malachite and azurite, the most important green and blue pigments of Korean cultural heritage, were not identified in this study.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.31 no.4
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• pp.183-190
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• 2018

This paper presents optimization of the main spar of Human-Powered Aircraft (HPA) wing. Mass minimization was attempted, while considering large torsional deformation of the beam. Sequential Quadratic Programming (SQP) method was adopted as a relevant tool to conduct structural optimization algorithm. An inner diameter and ply thicknesses of the main spar were selected as the design variables. The objective function includes factors such as mass minimization, constant tip bending displacement, and constant tip twist of the beam. For estimation of bending and torsional deformation, the geometrically exact beam model, which is appropriate for large deflection, was adopted. Properties of the cross sectional area which the geometrically exact beam model requires were obtained by Variational Asymptotic Beam Sectional Analysis (VABS), which is a cross sectional analysis program. As a result, maintaining tip bending displacement and tip twist within 1.45%, optimal design that accomplished 7.88% of the mass reduction was acquired. By the stress and strain recovery, structural integrity of the optimal design and validity of the present optimization procedure were authenticated.

• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.335-347
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• 2013

There are various types of real world signals. For example, an electrocardiogram(ECG) represents myocardium activities (contraction and relaxation) according to the beating of the heart. ECG can be expressed as the fluctuation of ampere ratings over time. A signal is a composite of various types of signals. An orchestra (which boasts a beautiful melody) consists of a variety of instruments with a unique frequency; subsequently, each sound is combined to form a perfect harmony. Various research on how to to decompose mixed stationary signals have been conducted. In the case of non-stationary signals, there is a limitation to use methodologies for stationary signals. Huang et al. (1998) proposed empirical mode decomposition(EMD) to deal with non-stationarity. EMD provides a data-driven approach to decompose a signal into intrinsic mode functions according to local oscillation through the identification of local extrema. However, due to the repeating process in the construction of envelopes, EMD algorithm is not efficient and not robust to a noise, and its computational complexity tends to increase as the size of a signal grows. In this research, we propose a new method to extract a local oscillation embedded in a signal by utilizing the second derivative.