• Journal of the Korean Data and Information Science Society
• /
• v.24 no.6
• /
• pp.1263-1274
• /
• 2013

VaR (value at risk), which represents the expectation of the worst loss that may occur over a period of time within a given level of confidence, is currently used by various financial institutions for the purpose of risk management. In the majority of previous studies, the probability of return has been modeled with normal distribution. Recently Chen et al. (2010) measured VaR with asymmetric Laplacian distribution. However, it is difficult to estimate the mode, the skewness, and the degree of variance that determine the shape of an asymmetric Laplacian distribution with limited data in the real-world market. In this paper, we show that the VaR estimated with (symmetric) Laplacian distribution model provides more accuracy than those with normal distribution model or asymmetric Laplacian distribution model with real world stock market data and with various statistical measures.

• Smart Structures and Systems
• /
• v.26 no.2
• /
• pp.227-239
• /
• 2020

Despite proven effectiveness and accuracy in laboratories, the existing damage assessment based on guided ultrasonic waves (GUWs) or acoustic emission (AE) confronts challenges when extended to real-world structural health monitoring (SHM) for railway tracks. Central to the concerns are the extremely complex signal appearance due to highly dispersive and multimodal wave features, restriction on transducer installations, and severe contaminations of ambient noise. It remains a critical yet unsolved problem along with recent attempts to implement SHM in bourgeoning high-speed railway (HSR). By leveraging authors' continued endeavours, an SHM framework, based on actively generated diffuse ultrasonic waves (DUWs) and a benchmark-free condition contrast algorithm, has been developed and deployed via an all-in-one SHM system. Miniaturized lead zirconate titanate (PZT) wafers are utilized to generate and acquire DUWs in long-range railway tracks. Fatigue cracks in the tracks show unique contact behaviours under different conditions of external loads and further disturb DUW propagation. By contrast DUW propagation traits, fatigue cracks in railway tracks can be characterised quantitatively and the holistic health status of the tracks can be evaluated in a real-time manner. Compared with GUW- or AE-based methods, the DUW-driven inspection philosophy exhibits immunity to ambient noise and measurement uncertainty, less dependence on baseline signals, use of significantly reduced number of transducers, and high robustness in atrocious engineering conditions. Conformance tests are performed on HSR tracks, in which the evolution of fatigue damage is monitored continuously and quantitatively, demonstrating effectiveness, adaptability, reliability and robustness of DUW-driven SHM towards HSR applications.

• Geomechanics and Engineering
• /
• v.23 no.4
• /
• pp.339-349
• /
• 2020

This study investigates the feasibility of using the results of the UPV (ultrasonic pulse velocity) test to assess the UCS (unconfined compressive strength) of unsaturated soil. A series of laboratory tests was conducted on samples of unsaturated lateritic soils of northern Taiwan. Specifically, the unconfined compressive test was combined with the pressure plate test to obtain the unconfined compressive strength and its matric suction (s) of the samples. Soil samples were first compacted at the designated water content and subsequently subjected to the wetting process for saturation and the following drying process to its target suction using the apparatus developed by the authors. The correlations among the UCS, s and UPV were studied. The test results show that both the UCS and UPV significantly increased with the matric suction regardless of the initial compaction condition, but neither the UCS nor UPV obviously varied when the matric suction was less than the air-entry value. In addition, the UCS approximately linearly increased with increasing UPV. According to the investigation of the test results, simplified methods to estimate the UCS using the UPV or matric suction were established. Furthermore, an empirical formula of the matric suction calculated from the UPV was proposed. From the comparison between the predicted values and the test results, the MAPE values of UCS were 4.52-9.98% and were less than 10%, and the MAPE value of matric suction was 17.3% and in the range of 10-20%. Thus, the established formulas have good forecasting accuracy and may be applied to the stability analysis of the unsaturated soil slope. However, further study is warranted for validation.

• Korean Journal of Fisheries and Aquatic Sciences
• /
• v.53 no.1
• /
• pp.50-56
• /
• 2020

Determination of the precise size at sexual maturity is very important for science-based stock assessment and fisheries resource management. In this study, two different models, (1) a visual method and (2) a gonadosomatic index (GSI) method, were employed to estimate length at sexual maturity of the small yellow croaker Larimichthys polyactis in the Yellow Sea of Korea. The visual method is a common qualitative method using visual gonadal identification. Conversely, the GSI method is a quantitative method using the GSI, which can be easily and precisely collected. We compared results from these methods to determine the best approach, and to examine the practicality of the GSI method. Logistic regression of the maturity ogive was conducted using a general linear model (GLM) with the R statistics program. Also, the bootstrapped 95% confidence intervals of all estimates were calculated. The best-fit model was the visual method (R_Mc²=0.805, AUC=0.989, L₅₀=15.1). Among models using the GSI method, the model computing GSI_ref=0.94 was the best-fit model (R_Mc²=0.792, AUC=0.989, L₅₀=15.2). There was no significant difference between the two models, evidencing the effectiveness and accuracy of the GSI method.

• Asian Oncology Nursing
• /
• v.11 no.3
• /
• pp.247-253
• /
• 2011

Purpose: The purpose of the study was to evaluate the accuracy of two different fluid intake measurement methods (fluid only vs. all dietary intake) in measuring fluid balance compared to body weight change among patients with cancers. Methods: A total of 60 cancer patients in an urban cancer center in South Korea participated in the study. Adult patients who were over 18 years old; having 24-hour I&O order; and taking either normal regular diet or soft blend diet were included. Demographic information and disease related information were also gathered. The data were analyzed using SPSS 18.0 program. Results: Measuring 'fluid only' for oral intake was a more accurate measure than measuring 'all dietary intake' (p=.026 vs. p=.094). Both methods had positive correlations with the amount of weight change (r=.329, p=.010; r=.303, p=.019). Measuring body weight was a more accurate and efficient way of evaluating the fluid balance than 24 hour cumulative I&O. Conclusion: Developing clinical manual for selecting proper patients who needs fluid balance monitoring is imperative. Administering weight check and/or 24 hour cumulative I&O should be considered thoroughly based on solid nursing evidence in future.

• The Journal of the Korea Contents Association
• /
• v.16 no.7
• /
• pp.279-290
• /
• 2016

This study was performed to evaluate the methodological quality of nursing costs analysis research based on the activity-based costing in Korea. Data were collected from database of Research Information Shraing Service, Korean studies Information Service System, DBpia and National Assembly Library. Eight studies were published on thesis and journal until Oct, 2015. Quality assessment tool was consisted in 5 factors based on activity-based costing. Studies of 87.5% were calculate the nursing units' costs in the hospital. All papers were appropriate in labor costs in resource factor and activity factor, but only 2 paper was appropriate in overhead cost allocation. Through this result, we found the necessity of improving accuracy in nursing costs analysis. These results can be helpful to manage cost and performance in nursing practice.

• Asian Pacific Journal of Cancer Prevention
• /
• v.14 no.9
• /
• pp.5409-5413
• /
• 2013

Background: To assess the accuracy of ultrasound in differentiating endometrioma from ovarian cancer and to describe pattern recognition for atypical endometriomas mimicking ovarian cancers. Materials and Methods: Patients scheduled for elective surgery for adnexal masses were sonographically evaluated for endometrioma within 24 hours of surgery. All examinations were performed by the same experienced sonographer, who had no any information of the patients, to differentiate between endometriomas and non-endometriomas using a simple rule (classic ground-glass appearance) and subjective impression (pattern recognition). The final diagnosis as a gold standard relied on either pathological or post-operative findings. Results: Of 638 patients available for analysis, 146 were proven to be endometriomas. Of them, the simple rule and subjective impression could sonographically detect endometriomas with sensitivities of 64.4% (94/146) and 89.7% (131/146), respectively. Of 52 endometriomas with false negative tests by the simple rule, 13 were predicted as benign masses and 39 were mistaken for malignancy. Solid masses and papillary projections were the most common forms mimicking ovarian cancer, consisting of 38.5% of the missed diagnoses. However, with pattern recognition (subjective impression), 32 from 39 cases mimicking ovarian cancer were correctly predicted for endometriomas. All endometriomas subjectively predicted for ovarian malignancy were associated with high vascularization in the solid masses. Conclusions: Pattern recognition of endometriomas by subjective assessment had a higher sensitivity than the simple rule in characterization of endometriomas. Most endometriomas mimicking ovarian malignancy could be correctly predicted by subjective impression based on familiarity of pattern recognition.

• Maxillofacial Plastic and Reconstructive Surgery
• /
• v.36 no.4
• /
• pp.161-167
• /
• 2014

Purpose: The reconstruction of mandibular defects poses many difficulties due to the unique, complex shape of the mandible and the temporomandibular joints. With development of microvascular anastomosis, free tissue transplantation techniques, such as deep circumflex iliac artery (DCIA) flap and fibular free flap (FFF), were developed. The DCIA offers good quality and quantity of bone tissue for mandibular segmental defect and implant for dental rehabilitation. Virtual surgical planning (VSP) and stereolithography-guided osteotomy are currently successfully applied in three-dimensional mandibular reconstruction, but most use FFF. There are only a few articles on reconstruction with the DCIA that assess the postoperative results. Methods: Three patients admitted during a five month period (April of 2013 to August of 2013) underwent resection of mandible and DCIA musculo-osseous reconstruction using a VSP and stereolithographic modeling and assessment of outcomes included technical accuracy, esthetic contour, and functional outcomes. Results: This technique yielded iliac bone segment with excellent apposition and duplication of the preoperative plan. Flap survival was 100 percent and all patients maintained preoperative occlusion and contour. Conclusion: Based on our experience, we offer considerations and logically consistent protocols by classification of mandibular defects, and demonstrate the benefits in VSP and stereolithographic modeling of mandibular reconstructive surgery with DCIA flap.

• Journal of Community Nutrition
• /
• v.4 no.3
• /
• pp.143-150
• /
• 2002

The objective of this study is to establish outcome validity for three instruments that assess whether subjects met recommendations for daily servings of fruits and vegetables for“Stage of Change”research. A convenience sample of 294 college students was recruited from introductory nutrition classes at Michigan State University in the United States. To measure servings of fruits and vegetables, separately, three types of methods (self-rated intake, 24-hour recall and food frequency) were used in comparison to the servings from a three-day food record, the criterion used. The outcome validity was assessed based on whether or not at least two servings of fruits and three servings of vegetables were reported. Validity was assessed by sensitivity, to measure the ability to detect low intakes, and by specificity, to measure ability to detect adequate intakes. Cohen's kappa was used as well to examine the agreement between the three methods and a three-day food record. The results showed, for fruits, the 24-hour recall had the best agreement (recall 0.54, self-rated : 0.31, food frequency : 0.29) with a three-day food record for servings consumed by people in pre-action or post-action stages. Sensitivity for fruit was also best using a recall (0.81). For vegetables, however, all three methods had low agreement (food frequency : 0.27, recall : 0.21, self-rated : 0.17) with the results of the three-day food record. Self-rated intakes for vegetables had the best sensitivity (0.66) and the food frequency had the best specificity (0.73). Therefore, researcher can use the 24-hour recall method to identify people who consume inadequate servings of fruit. To detect adequate vegetable intake, the food frequency was best of the three methods. Accuracy may be improved by probing for vegetables in mixed dishes and on sandwiches. (J Community Nutrition 4(3)： 143∼150, 2002)

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.23 no.6
• /
• pp.466-473
• /
• 2011

The buoyancy and initial momentum fluxes make near-field dominated by buoyant jet when thermal discharge releases underwater. In order to estimate prediction capabilities of those near-field phenomena, non-hydrostatic RANS applied CFD(Computational Fluid Dynamic) model was used. Condition of model was composed based on past laboratory experiments. Numerical simulations carried out for the horizontal buoyant jet in the stagnant flow and vertical buoyant jet into crossflow. The results of simulation are compared with the terms of trajectory and dilution rate of laboratory experiments and analytic model(CorJET) results. CFD model showed a good agreement with them. CFD model can be appropriate for assessment of submerged thermal discharge effect because CFD model can resolve the limitations of near-field analytic model and far-field quasi 3D hydrodynamic model. The accuracy and capability of the CFD model is reviewed in this study. If the computational efficiency get improved, CFD model can be widely applied for simulation of transport and diffusion of submerged thermal discharge.