• Journal of Korea Water Resources Association
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• v.37 no.12
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• pp.993-1007
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• 2004

There are many different techniques for the estimation of the Hurst exponent. However, the techniques can produce different characteristics for the persistence of a time series each other. This study uses several techniques such as adjusted range, resealed range(RR) analysis, modified restated range(MRR) analysis, 1/f power spectral density analysis, Maximum Likelihood Estimation(MLE), detrended fluctuations analysis(DFA), and aggregated variance time(AVT)method for the Hurst exponent estimation. The generated time series from chaos and stochastic systems are analyzed for the comparative study of the techniques. Then this study discusses the advantages and disadvantages of the techniques and also the limitations of them.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.1D
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• pp.105-113
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• 2006

Construction cost index is generally used to estimate the new project cost based on past construction data and to adjust the contract cost when the price change of various articles and items of expenditure composing the contract occurs. In Korea, it is mostly used for modulation of construction contract cost due to fluctuation of prices. However the method for making cost index had some problems in calculating cost index of each expenditure item that could not properly reflect the change of construction cost. To supplement these problems, the research of developing construction cost index has been executed. Through the precedent research, these problems were partially resolved but still remain. Therefore this research proposes the method for making cost index that utilizes representative items of labor, material, equipment by analyzing bill of quantity of road construction, through analysis and comparison of precedent studies. By using this method, it is expected to solve the problems which were not reflected in preceeding studies.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.41-50
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• 2009

Chain-linking is a method for aggregating volume measures which would improve the quality of estimates of economic growth over the present fixed base in Korea. There is a risk that choice of chain-linking techniques such annual overlap, one-quarter overlap or over-the-year overlap may create an artificial seasonality to the volume series. The empirical results on Korean GDP suggest that the use of the annual overlap is recommended. And conducting seasonal adjustment after chain-linking to produce the chain-linked seasonally adjusted GDP is more appropriated in Korea.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2005.11a
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• pp.117-120
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• 2005

The business market of architecture has got a system that controls a deposit according to the price function. This system is written on a law of contract about countries. So the main body of construction has to make a reasonable contract. This study is written about a rate of numerical index on controling a deposit. We tried to fine problems and solutions of labor expenses, instrument costs and material costs which is so big and changable on the construction market Labor expenses are expressed according to the rate of construction scale between direct and indirect cost that applies ability of works. Instrument costs are expressed according to an output method of a unit price annually and a weight allowance of local instrument conditions and use frequence. The last material costs expressed according to a local weight allowance make a decision of the material cost index. They applies locally relative index more than absolute one on what uses the price rate of producers and importations. This solutions are not enough to apply to the real market, so it needs to exam and to be on the market after a feasibility study.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1754-1758
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• 2009

본 연구에서는 개정된 하천법에 의거하여 지방하천들 중에서 국가하천으로 지정하기에 적합한 하천들을 선별하여 이들의 관리등급을 조정하기 위한 방법론을 개발하였다. 대상 하천들 사이의 관리등급조정에 대한 우선순위를 결정하기 위하여 다기준의사결정법을 적용하였다. 개발된 하천평가지수에서는 세부기준을 하천중요도, 하천관리상태, 하천관리능력으로 구분하였으며, 지형 및 수문학적, 사회 및 경제적, 환경적 측면에서 각 세부기준들을 평가할 수 있는 지표들을 선정하였다. 또한, 수자원 분야 전문가들을 대상으로 설문조사를 실시하고 계층적 분석기법을 사용하여 평가기준들과 평가지표들의 상대적 중요도를 결정하였다. 국가하천지정 우선순위는 대상하천의 등급을 8개로 구분하고 각 등급 내에서 하천평가지수의 상대적 크기를 비교하여 결정하였다.

• Korean Journal of Construction Engineering and Management
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• v.5 no.6 s.22
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• pp.203-211
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• 2004

This study is the results to survey on the problems and improvable Policies for current escalation system in construction contracts, through a Delphi survey to experts. From the survey results, it is desirable to decide the fluctuation rate of construction cost, which is the requirement of escalation clause, on the basis of inflation rate or construction cost index. The desirable price fluctuation rate is proposed as a $3\%$ level. However, it is difficult for construction companies to cope with the sudden increase of material price in advance, arising from short-term shock factors such as exchange rate and international raw material's price. Accordingly escalation system for specified materials, as an exceptional mode, should be introduced. As a method to calculate the fluctuation rate, ARCA(adjustment rate for the categories of articles) is more desirable than ARI(adjustment rate for an index), because the ARCA can be more reflected the characteristics of each construction work.To rationalize the ARI method, it is needed to announce the wage index, material index and machinery expense index via detailed classification by construction types. Also, it is desirable to prescribe the bidding date as a starting date of the price change, rather than contact signing date. considering the price change can happen since the biddiilg stage.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.275-284
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• 2010

In this study, we introduce filters that used for the prior adjustment of the holiday effect in seasonal adjustment. And we propose new filters having more various and flexible patterns than conventional ones. Under the practical assumption that patterns of effects before and after the holiday are different, we compare adjustment effect of the proposed filters and the existing ones. In comparison study, we estimate the effect from all possible combinations of shapes of filter by RegARIMA. And then, to adjust holiday effect, we apply the estimated results to time series data of industrial production and shipment index data in South Korea.

• Journal of the Korea Convergence Society
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• v.9 no.5
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• pp.171-177
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• 2018

The objective of this study is to investigate the effect of unrelated diversification on earnings management, and then to analyze the moderating effect of Audit Committee on the relationship. The sample of this paper consists of 206 firms and 1,924 firm-year data listed on Korea Exchange from 2000 to 2009. The results are as follows. First, unrelated diversification is positively associated with earnings management. Second, there are the moderating effects of Audit Committee establishment and independence on the relevance between Unrelated-diversification and earnings management. These findings imply that it is important to strengthen the effectiveness of Audit Committee in unrelated diversification firm.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.19 no.3
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• pp.311-320
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• 2008

In this paper, a new variable active inductor using a conventional grounded active inductor with feedback variable LC-resonator is proposed. The grounded active inductor is realized by the gyrator-C topology and the variable LC-resonator is realized by the low-Q spiral inductor and varactor. This variable LC-resonator can compensate the degradation of Q-factor due to parasitic capacitance of a transistor, and the frequency range with high Q-factor is adjustable by resonance frequency adjustment of LC-resonator. The fabricated variable active inductor with Magnachip $0.18{\mu}m$ CMOS process shows that high-Q frequency range can be adjusted according to varactor control voltage from 4.66 GHz to 5.45 GHz and Q-factor is higher than 50 in the operating frequency ranges. The measured inductance at 4.9GHz can be controlled from 4.12 nH to 5.97 nH by control voltage.

• Proceedings of the Korean Institute of Building Construction Conference
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• v.y2004m10
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• pp.83-86
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• 2004

Index adjusted ration method has been widely utilized in public construction secter for contract sum adjustment by price fluctuation. In this method. the Production Price Index are used for calculating the base ratio. but the PPI can't reflect the property of construction project in respect of the selected item and weight structure. In this research we prove the problem of using the index adjusted ration method in contract sum adjustment by price fluctuation. and improve it by using the construction cost index. which has the property of construction project. And the result. we figure out the difference between the PPI and CCI by $6.7\%$ in maximum value.