• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.75-83
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• 2016

We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.304-304
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• 2018

이변량 빈도해석은 일반적으로 고정지속기간 강우량에 대해 빈도해석하는 단변량 빈도해석에 비해 지속기간을 확률변수로 이용하여 강우량과 동시에 확률변수로 사용할 수 있다는 장점이 있다. 하지만 확률분포형의 차원이 증가하기 때문에 기존 단변량 빈도해석에서 요구되던 표본크기보다 더 많은 표본이 필요하다. 우리나라 강우관측소의 경우 오래된 관측소의 경우에도 기록년수가 60년을 넘지 않아 연최대계열로 확률표본을 작성할 경우 이변량 빈도해석을 수행하기에 부족할 수 있다. 따라서 본 연구에서는 Peaks Over Threshold (POT) 방법을 이용하여 적정 확률표본을 선택하는 연구를 진행하였다. 서울 기상청 지점의 강우자료로부터 최소무강우시간을 이용하여 모든 강우사상을 추출하였으며 각 강우사상의 강우량과 지속기간이 확률변수로 사용되었다. 기존에 알려진 POT 방법들과 Anderson-Darling 적합도 검정을 이용한 절단값 산정방법등을 적용하여 확률표본 개수의 변화에 따른 주변분포형의 적합도 검정과 이변량 확률모형의 적합성을 살펴보았다.

• Korean Journal of Soil Science and Fertilizer
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• v.35 no.6
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• pp.387-394
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• 2002

This study was conducted to compare an econamical efficiency of a recommended rate of fertilizer with the criterion of the sustainable agriculture direct income support system(SADISS). Red pepper was cultivated with different fertilizer application levels of the standard amount of fertilizer for red pepper(SAFR), fertilizer recommended by soil testing for red pepper(FRST) and decrement of 20, 40, 60 and 80 percent of fertilizer recommended by soil testing for red pepper(DFRST 20, 40, 60, 80) and that of farmer's habitual practies fertilization (FHPF). The changes by different levels of applied fertilizer was compared with those of SADISS. The results were summirized as follows: No yield difference was found among the FHPF, SAFR, FRST and DFRST20, but yield decrease in FRST40, 60 and 80. T-N, $P_2O_5$ and $K_2O$ in FHPF were 24, 9 and 53 percent respectively, and it were the lowest ones among the treatments. Fertilizer efficiency of red pepper was decreased with application rate of fertilizer. Fertilization ratio of N and P in DFRST(40, 60, 80 percent) was not sufficiency for red pepper. Economical efficiency of FRST and DFRST20 showed sufficiently in comparison with FHPF. Therefore, it could be possible that FRST and DFRST20 were recommended as methods for SADISS in red pepper cultivation.

• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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• pp.569-580
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• 2015

Log-rank is widely used for testing equality of two survival functions, and this method is efficient only under the proportional hazard assumption. However, crossing survival functions are common in practice. Therefore, many approaches have been suggested to test equality of them. This study considered several methods; Renyi type test, modified Kolmogorov-Smirnov and Cramer-von Mises test, and weighted Log-rank test, which can be applied when the survival functions cross, and simulated power of those methods. Based on the simulation results, we provide the useful information to choose a suitable approach in a given situation.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.73-83
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• 2013

Among class quantitative tests for the credit rating systems, the credit rating tests for calibration are to test the class homogeneous differences between observed and predicted probabilities. For one time period, binomial test and chi-square test are included, and normal test and extended traffic lights test are also contained for several time peroids. In this work, we consider real data in which there exists correlation among variables, so that these test methods could be applied to the credit rating systems as well as various kinds of the class data such as BWT data and FSI data.

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 1991.10a
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• pp.196-198
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• 1991

분산 시스팀 환경하에서 여러 다양한 구성요소사이의 상호작용과 통신을 관장하는 규칙들인 프로토콜을 설계하는데 있어서 컴퓨터 과학 및 공학 영역의 형식방법과 소프트웨어 공학기법이 적용되고 있다. 그 결과로서 새로운 영역인 프로토콜 공학(Protocol Engineering)의 중요성이 점차 대두되고 있다. 본 연구에서는 프로토콜 공학 사이클(프로토콜과 서비스 명세, 프로토콜 검정과 검증, 프로토콜 종합, 프로토콜 변환, 성능 평가, 자동 구현, 그리고 적합성 시험) 중에서 적합성시섬 즉, 적합성 시험언어인 TTCN(Tree and Tabular Combined Notation) 특성, 시험시나리오, 그리고 추상적 시험 시나리오를 수행하는 시험언어 번역기(TTCN2C)에 관해서 논하였다.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.455-467
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• 2003

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ$^2$, generalized likelihood .ratio G$^2$, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ$^2$, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.

• Journal of Korea Water Resources Association
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• v.33 no.2
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• pp.263-276
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• 2000

This paper is to derive the probable rainfall depths and the probable rainfall intensity formulas for Inchon Metropolitan district. The annual maximum rainfall data from 10 min. to 6 hours have been collected from the Inchon weather station. Eleven types of probability distribution are considered to estimate probable rainfall depths for 12 different storm durations at the Inchon Metropolitan district. Three tests including Chi-square, Kolmogorov-Smimov and Cramer Von Mises with the graphical analysis are adopted to select the best probability distribution. The probable rainfall intensity formulas are then determined by the least squares method using the trial and error approach. Five types of Talbot type, Sherman type, Japanese type, Unified type I, and Unified type II are considered to determine the best type for the Inchon rainfall intensity. The root mean squared errors are computed to compare the accuracy from the derived formulas. It has been suggested that the probable rainfall intensities having Unified type I for the short term duration should be the most reliable formulas by considering the root mean squared errors and the difference between computed probable rainfall depth and estimated probable rainfall depth.

• Korean Journal of Agricultural and Forest Meteorology
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• v.8 no.4
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• pp.270-274
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• 2006

This study proposes a new method for automatic recording of snowfall by a mass unit which is required in weather forecast and hydrology research. In this method the weight of a buoyancy bar submerged in a liquid is measured by a strain-gauge loadcell. Field test results of the strain-gauge loadcell showed good stability as well as high accuracy. Indoor tests of the instrument using a large tank of 120 cm diameter and 25 cm height connected to a small tank measured the liquid level with a good stability, showing a measurement error of less than 0.1 mm in a 100 mm range. This method of water depth measurement is very useful in measuring snowfall because it has no limitation on the funnel size of the instrument. In addition, an antifreezing solution instead of water used in the tank makes a heating system for melting snow unnecessary.

• Proceedings of the KAIS Fall Conference
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• 2012.05a
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• pp.145-148
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• 2012

본 논문에서는 기능장 등급의 자격검정시 산업현장의 직무수행 능력을 평가하기 적합한 검정방법을 마련하는데 목적으로 대표적인 4개 종목을 선정하여 기능장 검정방법들로 모의평가하여 검정방법 개선 방안을 제시하였다. 그 결과 2차 실기시험방법과 3차 면접으로 하는 1안을 단일안으로 선정하였고, 이에 따른 영향성을 분석하여 그 결과를 제시하였다. 본 연구결과를 토대로 면접을 추가하여 3차 면접의 단일안의 결과를 얻었지만 사회적인 기능장의 사회적 법적 위상 제고는 반듯이 고려해야 할 것이다.