• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.21 no.5
• /
• pp.179-190
• /
• 2020

This research analyses the financial characteristics of corporate R&D intensity in the Korean capital market. It is important to pay greater attention to this subject, given the current situation of the shortage of core components domestically in Korea. Three hypotheses are postulated to investigate the financial factors of R&D investments for KOSDAQ-listed firms during the post-era of the global financial turmoil. By applying a conditional quantile regression (CQR) model, three variables included R&D intensity in the previous year (Lag_RD), the squared term of Lag_RD, and interaction between the high-tech sector and Lag_Rd, reveal significant effects on the current R&D ratio. Whereas more than half of the total variables show variable impacts between firms with higher and lower R&D intensity, only Lag_RD and squared term of Lag_RD were found to be significant. It is expected that these results may contribute to being financial catalysts for an optimal level of R&D expenditures, thereby maximizing firm value for shareholders in KOSDAQ-listed firms.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.31 no.5
• /
• pp.278-293
• /
• 2019

The joint distribution of wave height and period has been maltreated despite of its great engineering value due to the absence of any analytical model for wave period, and as a result, no consensus has been reached about the effect of nonlinearity on these joint distribution. On the other hand, there was a great deal of efforts to study the effects of non-linearity on the wave height distribution over the last decades, and big strides has been made. However, these achievements has not been extended to the joint distribution of wave height and period. In this rationale, we first express the joint distribution of wave height and period as the product of the marginal distribution of wave heights with the conditional distribution of associated periods, and proceed to derive the joint distribution of wave heights and periods utilizing the models of Longuet-Higgins (1975, 1983), and Cavanie et al. (1976) for conditional distribution of wave periods, and height distribution derived in this study. The verification was carried out using numerically simulated data based on the Wallops spectrum, and the nonlinear wave data obtained via the numerical simulation of random waves approaching toward the uniform beach of 1:15 slope. It turns out that the joint distribution based on the height distribution for finite banded nonlinear waves, and Cavanie et al.'s model (1976) is most promising.

• Journal of Korean Institute of Industrial Engineers
• /
• v.14 no.1
• /
• pp.83-89
• /
• 1988

Optimal screening procedures with dichotomous performance variable T and continuous screening variable X are presented for assuring with a specified degree of confidence that at least ${\ell}$ out of m items found acceptable in screening inspection are conforming. It is assumed that T is a Bernoulli random variable and that the conditional distribution of X given T=t is normal. When m is also to be determined, optimal m and cut-off value of X minimizing the total expected cost are obtained. Cases of known and unknown parameters are considered and for unknown parameter cases, Bayesian approaches are used to find the optimal screening procedures.

• Journal of the Korean Society of Combustion
• /
• v.6 no.2
• /
• pp.43-49
• /
• 2001

Instantaneous, three-dimensional scalar dissipation rates of the reaction progress variable are measured in turbulent premixed Bunsen flames of lean hydrocarbon/air mixtures with the two-sheet, two-dimensional Rayleigh scattering technique. The flames investigated are located in the turbulent flame-front regime on a newly proposed combustion diagram for premixed flames. The conditionally-averaged mean scalar dissipation rates, $N_{\zeta}$ are found to be lower than the calculated laminar values, indicating a locally broadened flame front. In agreement with previous measurements, the maximum of $N_{\zeta}$, decreases strongly with increasing Karlovitz numbers. The conditional probability density functions are close to a log-normal distribution for scalar dissipation rates conditioned at the progress variable value where the scalar dissipation is maximum in unstretched laminar flame calculations. The time scale for the Favre-averaged mean scalar dissipation rate decreases in general across the turbulent flame brush from the unburnt to burnt side.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.28 no.7A
• /
• pp.451-466
• /
• 2003

Untethered nodes in mobile ad-hoc networks strongly depend on the efficient use of their batteries. In this paper, we propose a new metric, the drain rate, to forecast the lifetime of nodes according to current traffic conditions. This metric is combined with the value of the remaining battery capacity to determine which nodes can be part of an active route. We describe new route selection mechanisms for MANET routing protocols, which we call the Minimum Drain Rate (MDR) and the Conditional Minimum Drain Rate (CMDR). MDR extends nodal battery life and the duration of paths, while CMDR also minimizes the total transmission power consumed per packet. Using the ns-2 simulator and the dynamic source routing (DSR) protocol, we compare MDR and CMDR against prior proposals for power-aware routing and show that using the drain rate for power-aware route selection offers superior performance results.

• Communications for Statistical Applications and Methods
• /
• v.16 no.3
• /
• pp.487-493
• /
• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 2006.05a
• /
• pp.275-278
• /
• 2006

멀티 에이전트(Multi-Agent)들이 상호 연동하여 공통의 목적을 수행하기 위해서는 에이전트를 관리하는 매니지먼트 에이전트(Management Agent)가 요구되고, 주어진 환경에서 획득한 제한된 지식을 효율적으로 이용하는 방법이 필요하다. 본 논문에서는 네이브 베이즈 이론을 적용하여 각 에이전트의 속성값(Attribute Value)에 따라 매니지먼트 에이전트가 각 에이전트를 효율적으로 관리할 수 있는 NBMA(Naive Bayes Management Agent)를 제안하고 이를 이용한 미팅 참가 결정 에이전트를 제안한다. NBMA는 고유한 속성을 지닌 여러 개의 하위 에이전트와 그들을 관리하는 매니지먼트 에이전트로 구성되어 있으며 매니지먼트 에이전트는 하위 에이전트들의 고유한 속성에 대한 메타지식을 이용하여 관리 하도록 한다. 하위 에이전트간에는 상호 조건부 독립(mutually conditional independence) 가정하에 복수의 속성값을 취하며 이러한 속성값에 따라 매니지먼트 에이전트가 조정과 의사결정을 하도록 한다.

• Journal of the Korean Data and Information Science Society
• /
• v.26 no.3
• /
• pp.749-754
• /
• 2015

This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

• 한국지구물리탐사학회:학술대회논문집
• /
• 2003.11a
• /
• pp.518-521
• /
• 2003

LCA (Life Cycle Assessment), that unifies the scale of various environmental impacts, and simulated annealing are applied to optimizing electrolysis of wastewater from PCB (Printed Circuit Board) production. The changes of environmental impact can be quantified with LCA and the total changes of environmental impacts can be expressed as a function of power consumed, Cu recycled, $Cl_2$, NOx and SOx discharged through restriction of feasible reactions. In a single-variate condition, the environmental optimum can be easily obtained through plotting and comparing each environmental impact value. In 8V potentiostatic electrolysis, the lowest environmental impact can be achieved after 90min. To optimize a multi-variate conditional system, simulated annealing can be applied and this can give the quick and near optimum in complex systems, where many input and output materials are involved, through experimentally measured values without a theoretical modeling.

• Proceedings of the KSRS Conference
• /
• 2007.10a
• /
• pp.225-228
• /
• 2007

This paper presents a geostatistical methodology to model local uncertainty in spatial estimation of sediment grain size with high-resolution remote sensing imagery. Within a multi-Gaussian framework, the IKONOS imagery is used as local means both to estimate the grain size values and to model local uncertainty at unsample locations. A conditional cumulative distribution function (ccdf) at any locations is defined by mean and variance values which can be estimated by multi-Gaussian kriging with local means. Two ccdf statistics including condition variance and interquartile range are used here as measures of local uncertainty and are compared through a cross validation analysis. In addition to local uncertainty measures, the probabilities of not exceeding or exceeding any grain size value at any locations are retrieved and mapped from the local ccdf models. A case study of Baramarae beach, Korea is carried out to illustrate the potential of geostatistical uncertainty modeling.