• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.463-470
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• 2016

In analysing a time series on the frequency domain, the spectral estimator (or periodogram) is a very useful statistic to identify the periods of a time series. However, the spectral estimator is very sensitive in nature to outliers, so that the spectral estimator in terms of M-estimation has been studied by some researchers. Pak (2001) proposed an empirical method to choose a tuning parameter for the Huber's M-estimating function. In this article, we try to implement Pak's estimation proposal in the spectral estimator. We use the Korean housing price index as an example data set for comparing various M-estimating results.

• The Journal of the Acoustical Society of Korea
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• v.18 no.8
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• pp.61-67
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• 1999

This paper proposes a new beamforming algorithm for acoustic measurement by using the nested linear array. In this algorithm, the weighting is optimized by minimizing the LMS error with the initial value obtained by FIR filter design algorithm. The optimization process is applied to each sub-band, which is divided from the octave band, to produce the uniform directivity index. For the optimization pseudo inverse matrix is used for the transfer matrix. As the simulation results, it is found that the proposed algorithm can get the desired beam pattern and unform directivity index so as to be used efficiently for the acoustic measurement by using a nested linear array.

• Spatial Information Research
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• v.10 no.2
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• pp.275-287
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• 2002

Rainfall-Runoff Analysis in Whangryong River Basin was made using HEC-HMS and HEC-GeoHMS. The Basin was divided into three sub-basins using HEC-CeoHMS and GIS. Then, GIS input data were derived from each sub-basins. SCS CN runoff-volume model, Snyder's UH direct-runoff model, exponential recession baseflow model and Muskingum routing model in HEC-HMS were used to simulate the runoff volume using selected rainfall event and the parameters were optimized. Peak flowrate calculated using optimized parameters was compared to the observed flowrate in the basin. The result proved to be good agreement with each other. Optimized parameters in this local basin can be used to calculate the peak flowrate in the future.

• Journal of the Korean Society for Railway
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• v.13 no.4
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• pp.462-467
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• 2010

This paper uses MPI (Malmquist Production Index) method to provide basic information and policy direction derived to improve the productivity. This can identify whether or not the railroad service have excellent services, if there are structural problem, in which sector is experiencing a degree of productivity, in which sector should be set targets to some degree. According to the result, the productivity of Korea railway lines is measured 1.1 both publicity and profitability aspects. Changes in production technology were the most important causes. Strategic planning should consider to increase the productivity such as modernization of facilities and equipment, cost savings, and increase in productivity of employee and rail cars.

• The Korean Journal of Financial Management
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• v.9 no.1
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• pp.1-23
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• 1992

CCAPM이 한국증권시장(韓國證券市場)에서 현실적(現實的)으로 성립가능한가에 대한 실증적 검증을 하였으며, 또한 시장(市場)포트폴리오와 대응되는 총소비지출의 성장률이 사전적(事前的)으로 효율적 프론티어(efficient frontier)상에 놓여 있는가에 대한 검증을 실시하였다. 이와 아울러 전통적인 S-L CAPM도 검증함으로써 CCAPM과 S-L CAPM을 비교분석(比較分析)하였다. 통계적 기법은 비선형하(非線型下)의 무관회귀분석과 GLS를 이용하였다. 1980년 1/4분기부터 1990년 4/4분기까지의 분기별 자료를 이용하여 분석한 결과, CCAPM은 전기간(全期間)을 표본으로 한 경우에 기대수익률과 위험과의 선형관계(線型關係)가 기각되었다. 그리고 전기간(全期間)을 전반기(前半期)와 후반기(後半期)로 나눈 하위기간별(下位期間別) 분석(分析)에서도 마찬가지의 결과를 얻었다. 한편 S-L CAPM의 경우에는 전기간(全期間)과 전반기(前半期)에는 선형관계가 기각되었으나 후반기(後半期)에는 채택되었다. 즉 후반기에는 위험프레미엄의 추정치가 0.05834이고 t값이 2.525로 매우 유의적이었으며 절편의 값이 통계적으로 0과 다르지 않아 실질무위험이자율(實質無危險利子率)이 0%로 추정되었다. 그런데 이는 실제로 3개월의 정기예금이자율과 소비자물가지수를 고려하여 구한 것과 일치함을 보였다. 그리고 이에 사용된 한국종합주가지수의 사전적(事前的) 효율성(效率性)은 전기간(全期間)과 하위기간(下位期間) 모두에 있는 것으로 판명되었다. 한편, CCAPM이 한국증권시장에서 기각되는 이유 중의 하나는 경기순환에 따른 생산활동(生産活動)이 즉시적으로 개별증권의 수익률에 영향을 주나 총소비지출은 이보다 비탄력적(非彈力的)인데 따른 것으로 생각되었다.

• Composites Research
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• v.16 no.5
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• pp.1-6
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• 2003

As the use of composites has become popular in recent years, the design of the composite joints has become a very important research area because the structural efficiency of the composite structure is determined by its joints, not by its basic structures. In this paper, presented comparisons of numerical results by the FAI(Failure area index) method[9] and measured data for a various geometric shapes and stacking sequence justify the validity of the FAI method. The FAI method is shown to produce very favorable comparisons with measured failure loads of mechanically fastened composite joints with the difference well within 9.96% for all II cases investigated.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.761-770
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• 2011

Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

• The Bulletin of The Korean Astronomical Society
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• v.37 no.2
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• pp.150.1-150.1
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• 2012

학자의 연구능력과 성과를 질적인 면을 포함하여 제대로 가늠하지 못하는 사회에서는 대신 몇몇 평가지표가 등장하는데, 한국에서는 영향력지수(Impact Factor)와 함께 많이 사용되는 것이 Nature와 Science 저널에 실린 논문이다. 두 저널은 과학의 전 분야를 대상으로 하며, 영향력지수가 25-35점으로 다른 저널(예: Astrophysical Journal ~6점)보다 월등히 높아 세간에서 '매우 좋은' 저널로 불리며, 여기에 실리는 논문이 '뛰어난' 논문으로 평가되고 있다. 우리는 2006-2010년의 5년간 두 저널에 실린 논문의 통계를 분석하였다. 전체 논문의 수는 7788편이며 생명과학 논문이 62.4%, 물리과학 논문이 37.0%를 차지한다. 천문학 논문의 수는 544편인데, 이는 전체 논문 중에는 7.0%를 차지하고 물리과학 논문 중에는 18.9%를 차지한다. 평균적으로 매년 Nature에는 약 64편, Science에는 약 45편의 천문학 논문이 실렸다. 천문학 논문들의 경우 세부 분야별 논문의 비율과 사용한 장비의 분포를 조사하였다. 전체 논문 중 국내의 한국인 저자가 포함된 논문은 86편인데 이는 전체 논문 중 1.10%에 해당한다. 이들의 물리(25.6%), 화학(16.3%), 생명과학(29.1%), 지구과학(12.8%), 공학(16.3%) 분야별 비율을 구했다. 천문학 분야의 국내 한국인 저자 논문은 7편에 해당한다. 본 발표에서는 우리가 구한 여러 가지 통계치와 시사점을 제시하고자 한다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.12 no.12
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• pp.5957-5962
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• 2011

In this study, the values of the four kinds of cone factors($N_{kt}$, $N_{ke}$, $N_{{\Delta}u}$, and recently proposed $N_e$) and the soil properties, for the northeastern part of Shiwha area, were investigated. The measured and calculated undrained strengths, which have been obtained from the various experimental data, were compared with each other, and their relationship with the plastic index was also studied. The strength from the $N_{{\Delta}u}$ method was unexpectedly not reasonable and the higher values of cone factors were observed with the larger plastic index.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2017.10a
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• pp.733-735
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• 2017

Because of the increasing necessity on sharing economy, numerous number of commercial platform based on sharing has been on the rise: car sharing, bike sharing, house sharing, book sharing, etc. And most of all, share house which aimed at dwelling problem, showed the greatest growth than the other economic models. But during the growth period, unforeseen problems also revealed its traces; the vacancy and reliability problem on the mutual platform. However, there is no way to resolve this situation now. Due to this reason, we will offer some keys to unlock existing problems on current share house platform here.