• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.2
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• pp.120-127
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• 2012

Exploratory data analysis was carried out by using the long-term wave climate data in Sokcho coastal zone. The main features found in this study are as follows. The coefficient of variations on the wave height and period are about 0.11 and 0.02, respectively. It also shows that the annual components of the wave height and period are dominant and their amplitudes are 0.24 m and 0.56 seconds, respectively. The amount of intra-annual variation range is about two times greater than that of the inter-annual variation range. The distribution shapes of the wave data are very similar to the log-normal and GEV(generalized extreme value) functions. However, the goodness-of-fit tests based on the KS test show as "rejected" for all suggested density functions. Then, the structure of the timeseries wave height data is roughly estimated as AR(3) model. Based on the wave duration results, it is clearly shown that the continuous and maximum duration is decreased as a power function shape and the total duration is exponentially decreased. Meanwhile, the environment of the Sokcho coastal zone is classified as a wave-dominated environment.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1157-1167
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• 2010

This paper details a method for establishing a wind energy map having($1Km{\times}1Km$) resolution. The map is essential for measurement and efficiency-testing of wind energy resources and wind site analysis. To this end, a statistical wind field model is estimated that covers 345,682 regions obtained by $1Km{\times}1Km$ lattices made over South Korea. The paper derives various characteristics of a regional wind energy resource under the statistical wind field model and estimates them to construct the wind energy map. Kolmogorov-Smirnov test, based on TMY(typical meteorological year) wind data of 76 weather station areas, shows that a Log-normal model is adequate for the statistical wind field model. The model is estimated by using the wind speed data of 345,682 regions provided by the National Institute of Meteorological Research(NIMR). Various wind energy statistics are studied under the Log-normal wind field model. As an application, the wind energy density(W$/m^2$) map of South Korea is constructed with a resolution of $1Km{\times}1Km$ and its utility for the wind site analysis is discussed.

• Journal of Korea Port Economic Association
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• v.31 no.1
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• pp.1-14
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• 2015

The standard GARCH model imposing symmetry on the conditional variance, tends to fail in capturing some important features of the data. This paper, hence, introduces the models capturing asymmetric effect. They are the EGARCH model and the GJR model. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. This paper shows that there is significant evidence of GARCH-type process in the data, as shown by the test for the Ljung-Box Q statistic on the squared residual data. The estimated unconditional density function for squared residual is clearly skewed to the left and markedly leptokurtic when compared with the standard normal distribution. The observation of volatility clustering is also clearly reinforced by the plot of the squared value of residuals of export volume and values. The unconditional variance of both export volumes and export value indicates that large shocks of either sign tend to be followed by large shocks, and small shocks of either sign tend to follow small shocks. The estimated export volume news impact curve for the GARCH also suggests that $h_t$ is overestimated for large negative and positive shocks. The conditional variance equation of the GARCH model for export volumes contains two parameters ${\alpha}$ and ${\beta}$ that are insignificant, indicating that the GARCH model is a poor characterization of the conditional variance of export volumes. The conditional variance equation of the EGARCH model for export value, however, shows a positive sign of parameter ${\delta}$, which is contrary to our expectation, while the GJR model exhibits that parameters ${\alpha}$ and ${\beta}$ are insignificant, and ${\delta}$ is marginally significant. That indicates that the asymmetric volatility models are poor characterization of the conditional variance of export value. It is concluded that the asymmetric EGARCH and GJR model are appropriate in explaining the volatility of export volume, while the symmetric standard GARCH model is good for capturing the volatility.

• Journal of Animal Science and Technology
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• v.46 no.4
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• pp.509-516
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• 2004

This study is to investigate the amount of biased estimates for heritability and genetic correlation according to data structure on marbling scores in Korean cattle. Breeding population with 5 generations were simulated by way of selection for carcass weight, Longissimus muscle area and latent values of marbling scores and random mating. Latent variables of marbling scores were categorized into five by the thresholds of 0, I, 2, and 3 SD(DSI) or seven by the thresholds of -2, -1, 0,1I, 2, and 3 SD(DS2). Variance components and genetic pararneters(Heritabilities and Genetic correlations) were estimated by restricted maximum likelihood on multivariate linear mixed animal models and by Gibbs sampling algorithms on multivariate threshold mixed animal models in DS1 and DS2. Simulation was performed for 10 replicates and averages and empirical standard deviation were calculated. Using REML, heritabilitis of marbling score were under-estimated as 0.315 and 0.462 on DS1 and DS2, respectively, with comparison of the pararneter(0.500). Otherwise, using Gibbs sampling in the multivariate threshold animal models, these estimates did not significantly differ to the parameter. Residual correlations of marbling score to other traits were reduced with comparing the parameters when using REML algorithm with assuming linear and normal distribution. This would be due to loss of information and therefore, reduced variation on marbling score. As concluding, genetic variation of marbling would be well defined if liability concepts were adopted on marbling score and implemented threshold mixed model on genetic parameter estimation in Korean cattle.

• Journal of Korea Water Resources Association
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• v.45 no.8
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• pp.815-826
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• 2012

The underestimating trend using existing ordinary regression (OR) based trend analysis has been a well-known problem. The existing OR method based on least squares approximate the conditional mean of the response variable given certain values of the time t, and the usual assumption of the OR method is normality, that is the distribution of data are not dissimilar form a normal distribution. In this regard, this study proposed a quantile regression that aims at estimating either the conditional median or other quantiles of the response variable. This study assess trend in annual daily maximum rainfall series over 64 weather stations through both in OR and QR approach. The QR method indicates that 47 stations out of 67 weather stations are a strong upward trend at 5% significance level while OR method identifies a significant trend only at 13 stations. This is mainly because the OR method is estimating the condition mean of the response variable. Unlike the OR method, the QR method allows us flexibly to detect the trends since the OR is designed to estimate conditional quantiles of the response variable. The proposed QR method can be effectively applied to estimate hydrologic trend for either non-normal data or skewed data.

• The Journal of the Acoustical Society of Korea
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• v.38 no.1
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• pp.82-95
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• 2019

In this study, we analyzed the beam time series of ocean reverberation which was conducted in the eastsouthern region of East Sea, Korea during the August, 2015. The reverberation data was gathered by moving research vessel towing LFM (Linear Frequency Modulation) source and triplet receiver array. After signal processing, we analyzed the variation of ocean reverberation level according to the seafloor bathymetry, source/receiver depth and sound speed profile. In addition, we used the normalized data by using cell averaging algorithm and identified the statistical characteristics of seafloor scatterer by using moment estimation method and estimated shape parameter. Also, we analyzed the coincidence of data with Rayleigh and K-distribution probability by Kolmogorov-Smirnov test. The results show that there is range dependency of reverberation according to the bathymetry and also that the time delay and the intensity level change depend on the depths of source and receiver. In addition, we observed that statistical characteristics of similar Rayleigh probability distribution in the ocean reverberation.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.149-181
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• 2004

In this study we perform empirical tests using KOSPI return to investigate the existence of nonlinear characteristics in the generating process of stock returns. There are three categories in empirical tests; the test of nonlinear dependence, nonlinear stochastic process and nonlinear deterministic chaos. According to the analysis of nonlinearity, stock returns are not normally distributed but leptokurtic, and appear to have nonlinear dependence. And it's decided that the nonlinear structure of stock returns can not be completely explained using nonlinear stochastic models of ARCH-type. Nonlinear deterministic chaos system is the feedback system, which the past incidents influence the present, and it is the fractal structure with self-similarity and has the sensitive dependence on initial conditions. To summarize the results of chaos analysis for KOSPI return, it is the persistent time series, which is not IID and has long memory, takes biased random walk, and is estimated to be fractal distribution. Also correlation dimension, as the approximation of fractal dimension, converged stably within 3 and 4, and maximum Lyapunov exponent has positive value. This suggests that chaotic attractor and the sensitive dependence on initial conditions exist in stock returns. These results fit into the characteristics of chaos system. Therefore it's decided that the generating process of stock returns has nonlinear deterministic structure and follow chaotic process.

• Journal of Life Science
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• v.14 no.2
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• pp.345-350
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• 2004

The present study was investigated microgeographic variations to spatial autocorrelation in the Korean alder, Alnus hirsuta. Separate counts of each type of join (combination of genotypes at a single locus) for each allele, and for each distance class of separation, were tested for significant deviation from random expectations by calculating the Standard Normal Deviation (SND). Moran's I was significantly different from the expected value in 24 of 120 cases (20.0%). 17 of these values (14.2%) were significantly negative, indicating genetic dissimilarity among pairs of individuals in the ten distance classes. Many Korean populations of alder are small and are distributed by men for firewood. This occasional cutting of seed-bearing stems may bring a high level of gene flow. In addition, stump sprouting ability also may contribute to the fact that the Chengkwang population at Gijang is unusual in lacking spatial genetic structure.

• Journal of Digital Convergence
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• v.15 no.12
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• pp.71-77
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• 2017

In order for the consumers of education and university to be mutually communicating well, satisfaction surveys with a correct system are essential. This study points out the causes for insincere responses found in the process of education satisfaction surveys while discussing possible methods to elicit sincere responses from the students. As a result of analyzing S University, it was observed that enforced online evaluation methods did have a high response rate but also monotonously insincere responses showed to have a high ration among them. A second study was carried out in order to improve the research method after confirming the reliability of the research. Study results sowed that through a representative sample survey, monotonous response patterns decreased and the data distribution satisfied normal distribution. Moreover, a focus group interview was carried out in order to understand the root causes and possible solutions to the problem. Lastly, this study revealed the need of diversified attempts and research in order to secure reliability in education satisfaction surveys while proposing methods of improvement.

• Journal of Korean Society for Atmospheric Environment
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• v.19 no.1
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• pp.93-100
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• 2003

In this technical information, the long-term measurement data at Gosan between 1992 and 2001 are analyzed with various statistical methods. First. it was confirmed that the basic assumption of t-test is important to classify data correctly. Second, it was founded that the difference of the number of data per month can affect the averaged concentration. Third, by using a non-parametric statistical method long term trend of aerosol composition free from seasonal effects is obtained.