• Journal of Navigation and Port Research
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• v.29 no.5 s.101
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• pp.431-437
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• 2005

In korea, Freight generation models developed in korea were estimated by spatial unit method which predict freight flow by traffic zone. But it is difficult to predict freight generation using these models, because there are the difference of the totality method of sampling data on freight volume and the variability of the variables by these models on each case study, This study developed new estimation model to predict freight flow which is generated from each company using the characteristics of each company such as the freight outbound & inbound volume, the number of employee, sales, gross area, land area. This model is simpler than the that of spatial unit and can apply to the other region. The subjects of study were companies in metropolitan area and types of model were exponential regression models. The adequate explanatory variable in the models were sales. this study have a uniqueness apply micro research method to estimate freight generation not use spatial unit method but use flow unit method by each company unit.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.348-348
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• 2021

가뭄 연구의 궁극적 목표는 가뭄 발생의 메커니즘에 대한 이해를 높이고, 예측기술을 향상시켜 선제적 대응이 가능하도록 하는 것이다. 일반적으로 가뭄분석에 활용되는 가뭄지표는 연속형 변수로 간주하여 확률모형을 구축하지만, 가뭄상태와 가뭄피해 자료는 순서형 및 이산형 변수이므로 범주형 자료 분석 기법을 적용하는 것이 더 적절하다. 따라서 본 연구에서는 기상학적 가뭄과 피해발생 사이의 관계를 규명하기 위해 범주형 자료 분석 방법 중 로그선형(log-linear) 모형과 로지스틱(logistic) 회귀모형을 활용하였다. 가뭄피해 예측을 위한 가뭄 피해 정보를 수집하는 것은 매우 어려운 일이다. 가뭄의 영향으로 인해 발생할 수 있는 피해의 종류가 다양하며, 여러 분야의 이해관계자가 받아들이는 가뭄의 피해 양상이 다르기 때문이다. 본 연구에서는 국가가뭄정보포털(drought.go.kr)에서 충청북도의 가뭄피해현황 자료를 수집하였다. 30년(1991~2020년)동안 238개 읍면동 중 34개 행정구역에서 총 272건의 가뭄피해가 발생한 것으로 확인되었다. 표준강수지수(SPI)를 이용하여 분석된 지역별 연평균 가뭄발생횟수는 약 8.44회이며, 가뭄이 가장 많이 발생한 해는 2001년(평균 가뭄발생 18.7회)이었다. 강수의 부족으로 인해 발생하는 기상학적 가뭄이 사회경제적 피해를 야기하는 수문학적 가뭄으로 전이되기까지 몇 주에서 몇 달까지 시간이 소요된다. 이러한 관계를 파악하기 위해 가뭄피해 발생 여부를 예측변수, 가뭄피해 발생 이전의 가뭄상태를 설명변수로 설정하여 기상학적 가뭄 발생에 따른 가뭄피해 발생 확률을 산정하였다. 그 결과 가뭄피해 발생 당시의 가뭄상태보다 그 이전에 연속된 가뭄상태가 있을 경우 가뭄피해 발생 확률이 약 2.5배 상승하는 것으로 나타났다.

• The Korean Journal of Financial Management
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• v.12 no.2
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• pp.95-120
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• 1995

자본시장에서 자산가격결정이론의 대부분은 투자자산의 기대수익률과 변동성이 시간의 흐름에 따라 일정한 것으로 가정하여 왔다. 그러나 최근의 연구 성과에 의하면 주식수익률의 변동성이 동분산이라기 보다는 이분산일 가능성이 높다는 것이다. 1982년 Engle에 의하여 개발된 자기회귀 조건부 이분산모형(ARCH)이 제시된 이래 ARCH형태의 모형개발이 계속 이루어져 왔다. 본 논문은 ARCH형태의 이분산모형 가운데서 EGARCH모형을 이용하여 위험프레미엄과 조건부 이분산과의 관계와 더불어 기대하지 않은 수익률변화와 변동성과의 관계를 규명하고자 노력하였다. 1980년에서 1994년까지의 주가자료를 전체기간과 세부기간(4기간)으로 분류하여 기술 통계량 분석을 행하고, 종합주가지수초과수익률, 동일 가치 가중지수초과수익률, 대형주 주가지수초과수익률, 소형주 주가지수초과수익률에 대하여 EGARCH모형 을 적용하여 실증분석 하였다. 그 결과 위험프레미엄과 조건부 이분산은 시간이 지남에 따라 일정한 관계를 보여주지 못하고 있어 투자자의 위험회피도(危險回避度)가 변화함을 보여주었다. 기대하지 않은 수익률변화와 변동성 관계에서는 기대하지 않은 음(陰)(-)의 주식수익률이 기대하지 않은 양(陽)(+)의 주식수익률보다 상대적으로 더 큰 변동성을 가져오는 것으로 보여 우리나라 주식시장에서 주식수익률의 변동성 정보의 비대칭 반응효과가 존재하는 것으로 나타났다.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.335-350
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• 1998

X11ARIMA is established on the basis of X11 which is one of smoothing approach in time series area and this procedure was introduced by Bureau of Census of United States and developed by Dagum(1975). This procedure had been updated and adjusted by Dagum(1988) with 174 economic index of North America and has been used until nowadays. Recently, X12ARIMA procedure has been studied by William Bell et.al. (1995) and Chen. & Findly(1995) whose approaches adapt adjusting outliers, Trend-change effects, seasonal effect, arid Calender effect. However, both of these procedures were implemented for correct adjusting the economic index of North America. This article starts with providing some appropriate and effective ARIMA model for 102 indexes produced by national statistical office in Korea; which consists of production(21), shipping(27), stock(27), and operating rate index(21). And a reasonable smoothing method will be proposed to reflect the specificity of Korean economy using several moving average model. In addition, Sulnal(lunar happy new year) and Chusuk effects will be extracted from the indexes above and both of effects reflect contribution of lunar calender effect. Finally, we will discuss an alternative way to estimate holiday effect which is similar to X12ARIMA procedure in concept of using both of ARIMA model and Regression model for the best fitness.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.677-687
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• 2016

Among lots of sabermetric statistics for baseball batters' ability, the wins above replacement (WAR) is the most popular statistic in MLB. However, there exists a difficulty applying WAR to KBO, since KBO data do not have position adjustment, league adjustment and park factor which are essential in calculating WAR. In this paper, using five statistics for both KBO and MLB qualified batters, we propose hitting ability index (HAI), an alternative sabermetric indices to represent batters' ability. Comparing HAI with WAR of MLB batters, we evaluate the validity of HAI and then applied HAI to 2015 KBO data in which HAI is analyzed statistically with respect to different teams, ages, and positions. Moreover, the linear relationship between KBO batter's HAI and their annual salary is discussed. Grouping 46 KBO batters based on confidence region of the regression model for annual salary, we also statistically investigate batter's annual salary in these groups with respect to several factors.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2002.05a
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• pp.792-796
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• 2002

관찰적 작업자세 평가기법은 각 관절의 자세를 관찰 기록하여 자세 부하를 평가하는 실용적인 인간공학적 작업평가 기법이다. 본 연구에서는 각 관절의 불편도 지수와 전신의 자세 부하의 관계성을 모형화하고, 전신의 작업자세 부하를 평가하는 방법론을 제시하였다. 자동차 조립공정의 대표적인 작업자세들을 대상으로 하여 정적인 자세의 심물리학적 부하를 전신에 대하여 평가하였다 전신의 불편도는 비중립 자세를 취하고 있는 각 관절의 조합에 의해 영향을 받는다. 특히, 자동차 조립공정에서는 어깨 높이 이상의 작업을 대상으로 하는 경우에 어깨, 목, 허리, 손목 등에서 비중립 자세를 동시에 취하여 전신의 불편도가 큰 것으로 나타났다. 평가된 전신의 불편도와 각 자세의 관절별 불편도 지수의 관계를 다중선형회귀모형으로 모형화하는 것이 타당한 것으로 나타났다. 모형에서 전신 불편도에 가장 큰 영향을 미치는 관절은 어깨이며, 손목의 영향이 가장 적은 것으로 나타났다. 이 모형을 통해 작업자세 부하를 정량적으로 평가하는 것이 가능할 것으로 기대된다.

• Journal of Korea Water Resources Association
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• v.41 no.12
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• pp.1231-1244
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• 2008

The objective of this study is to present a methodology for estimating runoff curve number(CN) using SWAT model which is capable of reflecting watershed heterogeneity such as climate condition, land use, soil type. The proposed CN estimation method is based on the asymptotic CN method and particularly, it uses surface flow data simulated by SWAT. This method has advantages to estimate spatial CN values according to subbasin division and to reflect watershed characteristics because the calibration process has been made by matching the measured and simulated streamflows. Furthermore, the method is not sensitive to rainfall-runoff data since CN estimation is on a daily basis. The SWAT based CN estimation method is applied to Chungju dam watershed. The regression equation of the estimated CN that exponentially decays with the increase of rainfall is presented.

• Journal of Korea Water Resources Association
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• v.42 no.6
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• pp.465-480
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• 2009

In this study, single and multiple linear regression model were used to derive the relationship between precipitation and altitude, latitude and longitude in Jejudo. The single linear regression analysis was focused on whether orographic effect was existed in Jejudo by annual average precipitation, and the multiple linear regression analysis on whether orographic effect was applied to each duration and return period of quantile from regional frequency analysis by index flood method. As results of the regression analysis, it shows the relationship between altitude and precipitation strongly form a linear relationship as the length of duration and return period increase. The multiple linear regression precipitation estimates(which used altitude, latitude, and longitude information) were found to be more reasonable than estimates obtained using altitude only or altitude-latitude and altitude-longitude. Especially, as results of spatial distribution analysis by kriging method using GIS, it also provides realistic estimates for precipitation that the precipitation was occurred the southeast region as real climate of Jejudo. However, the accuracy of regression model was decrease which derived a short duration of precipitation or estimated high region precipitation even had long duration. Consequently the other factor caused orographic effect would be needed to estimate precipitation to improve accuracy.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.621-636
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• 2018

Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

• Journal of Korea Port Economic Association
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• v.30 no.3
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• pp.1-14
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• 2014

This paper aims at measuring how new information is incorporated into volatility estimates. Various GARCH models are compared and estimated with daily BDI(Baltic Dry Index) data. While most researchers agree that volatility is predictable, they differ on how this volatility predictability should be modelled. This study, hence, introduces the asymmetric or leverage volatility models, in which good news and bad news have different predictability for future. 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. From the Ljung-Box test statistic for twelfth-order serial correlation for the level we do not find any significant serial correlation in the unpredictable BDI. The coefficients of skewness and kurtosis both indicate that the unpredictable BDI has a distribution which is skewed to the left and significantly flat tailed. Furthermore, the Ljung-Box test statistic for twelfth-order serial correlations in the squares strongly suggests the presence of time-varying volatility. The sign bias test, the negative size bias test, and the positive size bias test strongly indicate that large positive(negative) BDI shocks cause more volatility than small ones. This paper, also, shows that three leverage models have problems in capturing the correct impact of news on volatility and that negative shocks do not cause higher volatility than positive shocks. Specifically, the GARCH model successfully reveals the shape of the news impact curve and is a useful approach to modeling conditional heteroscedasticity of daily BDI.