• Title/Summary/Keyword: 장기적 분산

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A Quantitative Performance Measurement on the Construction Technology R&D Projects through Research Characteristic (연구개발 사업의 특성을 고려한 건설 R&D의 정량적 성과측정)

  • Park, Sang-Hyuk;Jung, Hoe-Young;Han, seung-Heon
    • Korean Journal of Construction Engineering and Management
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    • v.10 no.4
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    • pp.119-128
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    • 2009
  • The construction R&D(Research & Development) has various performance according to research charater. But present performance evaluation form evaluates project rather than charater of research. The important reasons that evaluats the performance are to try conclusions with evaluated objects in the short run, but to forecast the performance of future construction R&D and to get the better performance. Thus this study extracts the RPI(Research Performanc Index) with output as the conter, developes the estimation method and measures the quantitative performance. Applying the ANOVA(Analysis of Variance), it is proved that the performance according to research charater is various. And applying the Correspondence Analysis, it is analised the relationship with performance and research charater. The purposes of this study are to idetify the problem of uniform performance evaluation and to improve it.

Optimal portfolio and VaR of KOSPI200 using One-factor model (원-팩터 모형을 이용한 KOSPI200지수 구성종목의 최적 포트폴리오 구성 및 VaR 측정)

  • Ko, Kwang Yee;Son, Young Sook
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.323-334
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    • 2015
  • he current VaR model based on the J.P. Morgan's RiskMetrics structurally can not reflect the future economic situation. In this study, we propose a One-factor model resulting from the Wiener stochastic process decomposed into a systematic risk factor and an idiosyncratic risk factor. Therefore, we are able to perform a preemptive risk management by means of reflecting the predicted common risk factors in the model. Stocks in the portfolio are satisfied with the independence to each other because the common factors are fixed by the predicted value. Therefore, we can easily determine the investment in each stock to minimize the variance of the portfolio. In addition, the portfolio VaR is decomposed into the sum of the individual VaR. So we can effectively implement the constitution of the portfolio to meet the target maximum losses.

Estimation of Daily Reservoir inflow from Water Level Observations Using a Hydrologic Model and an Optimization Metho (수문모형과 최적화 기법을 이용한 저수지 수위 실측 자료 기반 유입량 추정)

  • Song, Jung-Hun;Kang, Moon Seong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.213-213
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    • 2017
  • 저수지 유입량은 효율적 저수지 운영을 위해 중요한 요소로, 이는 하류 하천 등과 복합적으로 연계되기에 통합적 수자원 관리를 위해서 정확한 추정이 중요하다. 국내의 일부 저수지에서는 상류에서 유입되는 유량을 측정하고 있으나, 모든 저수지에 대해 측정하기에는 현실적 한계가 있다. 한편, 한국농어촌공사에서는 유효저수량 10만톤 이상 저수지에 대해 수위 계측기를 설치하여 수위자료를 관측하고 있으며, 이는 수위-내용적 곡선을 통해 저수량으로 변환이 가능하다. 저수량 자료가 확보되면 물수지식 기반으로 간접적으로 유입량의 추정이 가능하나, 수위가 상승하는 구간에 대해서만 적용이 가능하기에 연속적인 자료의 확보에 한계가 있다. 이 경우 불연속 유량자료를 대상으로 수문모형의 매개변수를 최적화하여 장기간 연속자료로 변환하는 것이 한 방안이 될 수 있다. 본 연구에서는 저수지 수위 기반으로 추정된 간헐적 유입량 자료를 기반으로 수문모형의 매개 변수를 최적화하여 장기유량으로 변환하고자 한다. 수문 모형과 매개변수 최적화 기법은 각각 Tank 모형과 SCE (Shuffled Complex Evolution) 기법을 이용하였다. 매개변수 최적화를 위한 목적함수는 고유량 저유량 총량 분산 관련 지표에 가중치를 부여한 다중 목적함수로 설정하였으며, 이를 통해 도출된 다양한 매개변수 후보군 중 고유량 저유량 총량 유황곡선의 유사정도가 전반적으로 일치하는 매개변수 군을 선택하였다. 본 연구 결과는 미계측 저수지 유입량을 추정할 수 있음으로써 저수지의 효율적인 물관리와 용수관리 의사결정에 활용할 수 있을 것으로 사료된다.

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A Study on Causality between Trading Volume of Freight and Industrial Growth in Korea Ports (국내 주요항만별 항만물동량과 산업성장의 인과관계)

  • Choi, Bong-Ho
    • Journal of Korea Port Economic Association
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    • v.23 no.4
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    • pp.159-175
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    • 2007
  • The purpose of this study is to examine the causal relationship between trading volume of freight and industrial growth in Korea ports, and to induce policy implications. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply Granger causality based on an error correction model, Hsiao(1981) method and variance decomposition. The results indicate that the extent of causality between trading volume of freight and industrial growth is strong in order of Incheon port, Busan port, Gwang Yang port, Ulsan port. We can infer policy suggestions as follows; The port policy of government must be focused on re-adjusting investment among Korea ports and raising competitive power of Korea ports

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Stability Assessment of FKP System by NGII using Long-term Analysis of NTRIP Correction Signal (NTRIP 보정신호 분석을 통한 국토지리정보원 FKP NRTK 시스템 안정성 평가)

  • Kim, Min-Ho;Bae, Tae-Suk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.31 no.4
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    • pp.321-329
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    • 2013
  • Despite the advantage of unlimited access, there are insufficient studies for the accuracy and stability of FKP that blocks the spread of the system for various applications. Therefore, we performed a long-term analysis from continuous real-time positioning, and investigated the error characteristics dependent on the size and the surrounding environment. The FKP shows significant changes in the positioning accuracy at different times of day, where the accuracy during daytime is worse than that of nighttime. In addition, the size and deviation of FKP correction may change with the ionospheric conditions, and high correlation between ambiguity resolution rate and the deviation of correction was observed. The receivers continuously request the correction information in order to cope with sudden variability of ionosphere. On the other hand, the correction information was not received up to an hour in case of stable ionospheric condition. It is noteworthy that the outliers of FKP are clustered in their position with some biases. Since several meters of errors can be occurred for kinematic positioning with FKP, therefore, it is necessary to make appropriate preparation for real-time applications.

Assessment of Geosynthetic Soilbag Method to Restore the Roadbed of Railway (철도노반 복구를 위한 토목섬유 Soilbag 공법의 적용성 평가)

  • Hwang, Seon-Keun;Koh, Tae-Hoon;Park, Sung-Hyun
    • Journal of the Korean Society of Hazard Mitigation
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    • v.4 no.1 s.12
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    • pp.65-75
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    • 2004
  • Roadbed failure due to the natural disaster may bring out social and economic damage such as the loss of life and property, the consumption of time and cost for recovery, and the delay of logistics in railway In this study, the method using geosynthetic soilbag was applied to rehabilitation of the railway roadbed which was failed by disaster. The full scale tests with the simulated train loading were performed in order to evaluate the static and dynamic performance at the railway roadbed using geosynthetic soilbag. The results of these tests were compared with unreinforced and reinforced cases with geosynthetic soilbag, respectively The data gathered by various measurement devices from these full scale tests would be useful to evaluate and understand the roadbed with geosynthetic soilbag. In conclusion, geosynthetic soilbag was evaluated as a permanent restoration method to reinforce the roadbed of railway.

A development of multisite hourly rainfall simulation technique based on neyman-scott rectangular pulse model (Neyman-Scott Rectangular Pulse 모형 기반의 다지점 강수모의 기법 개발)

  • Moon, Jangwon;Kim, Janggyeong;Moon, Youngil;Kwon, Hyunhan
    • Journal of Korea Water Resources Association
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    • v.49 no.11
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    • pp.913-922
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    • 2016
  • A long-term precipitation record is typically required for establishing the reliable water resources plan in the watershed. However, the observations in the hourly precipitation data are not always consistent and there are missing values within the time series. This study aims to develop a hourly rainfall simulator for extending rainfall data, based on the well-known Neyman-Scott Rectangular Pulse Model (NSRPM). Moreover, this study further suggests a multisite hourly rainfall simulator to better reproduce areal rainfalls for the watershed. The proposed model was validated with a network of five weather stations in the Uee-stream watershed in Seoul. The proposed model appeared a reasonable result in terms of reproducing most of the statistics (i.e. mean, variance and lag-1 autocovariance) of the rainfall time series at various aggregation levels and the spatial coherence over the weather stations.

A Study on the Model of Multicultural Services in Public Libraries (공공도서관의 다문화서비스 모형 개발에 관한 연구)

  • Yang, Soo-Youn;Cha, Mi-Kyeong
    • Journal of the Korean Society for Library and Information Science
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    • v.45 no.1
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    • pp.311-332
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    • 2011
  • The purpose of this study was to establish core elements required for the implementation of multicultural library services, to analyze the features of each element, and to develop a model of effective multicultural library services. This model was aimed to improve multicultural services and programs currently managed on a short-term basis by public libraries in Korea and help those libraries develop more systematic and long-term multicultural services. To proceed with this study, the literature review, a case study and a survey(the exploratory factor analysis, T-test and ANOVA analysis) were conducted. In this study, it is found that more effective operation of multicultural services in public libraries requires cooperation and integration with not only other libraries and related social and educational institutions in a community, but also international network. Based on this idea, the model of operating multicultural services in public libraries in Korea was proposed in this study.

A Study on Preservation Metadata Elements for Research Information (연구정보를 위한 보존 메타데이터 요소 개발에 관한 연구: 경제·인문사회연구회 연구관리시스템을 중심으로)

  • Kim, Pan-Jun
    • Journal of the Korean Society for information Management
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    • v.27 no.4
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    • pp.169-191
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    • 2010
  • This study aimed at developing preservation metadata elements and its applications for research information which is considered as a valuable digital resource these days. Specifically, the developed preservation metadata intends to provide a basis for the research information of the government-funded research institutes in economic and social science fields which are major knowledge producers of national policy. To ensure the interoperability of the research information across various departments and organizations, this study compared the elements from the CERIF(European Standard) and those from the PREMIS Data Dictionary which is based on OAIS reference model (ISO 14721). Based on this comparative analysis, this study developed complementary preservation metadata elements based on the two standards' characteristics. Consequently, this study suggested a new preservation metadata elements and its applications that are compatible between the two systems and can be implemented in practice.

An Analysis on the Asymmetric Time Varying Spillover Effect between Capesize and Panamax Markets (케이프사이즈와 파나막스 시장간의 비대칭 시간가변 파급효과에 관한 분석)

  • Chung, Sang-Kuck
    • Journal of Korea Port Economic Association
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    • v.27 no.3
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    • pp.41-64
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    • 2011
  • This article investigates the interrelationships in daily returns using fractionally integrated error correction term and volatilities using constant conditional correlation and dynamic conditional correlation GARCH with asymmetries between Capesize and Panamax markets. Our findings are as follows. First, for the fractionally cointegrated error correction model, there is a unidirectional relationship in returns from the Panamax market to the Capesize market, but a bidirectional causal relationship prevails for the traditional error correction models. Second, the coefficients for the error correction term are all statistically significant. Of particular interest are the signs of the estimates for the error correction term, which are all negative for the Capesize return equation and all positive for the Panamax return. Third, there are bidirectional volatility spillovers between both markets and the direction of the information flow seems to be stronger from Panamax to Capesize. Fourth, the coefficients for the asymmetric term are all significantly positive in the Capesize market, but the Panamax market does not have a significant effect. However, the coefficients for the asymmetric term are all significant, implying that the leverage effect does exist in the Capesize and Panamax markets.