• Title/Summary/Keyword: Constant Variance

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Evaluation of bias and uncertainty in snow depth reanalysis data over South Korea (한반도 적설심 재분석자료의 오차 및 불확실성 평가)

  • Jeon, Hyunho;Lee, Seulchan;Lee, Yangwon;Kim, Jinsoo;Choi, Minha
    • Journal of Korea Water Resources Association
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    • v.56 no.9
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    • pp.543-551
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    • 2023
  • Snow is an essential climate factor that affects the climate system and surface energy balance, and it also has a crucial role in water balance by providing solid water stored during the winter for spring runoff and groundwater recharge. In this study, statistical analysis of Local Data Assimilation and Prediction System (LDAPS), Modern.-Era Retrospective Analysis for Research and Applications, version 2 (MERRA-2), and ERA5-Land snow depth data were used to evaluate the applicability in South Korea. The statistical analysis between the Automated Synoptic Observing System (ASOS) ground observation data provided by the Korea Meteorological Administration (KMA) and the reanalysis data showed that LDAPS and ERA5-Land were highly correlated with a correlation coefficient of more than 0.69, but LDAPS showed a large error with an RMSE of 0.79 m. In the case of MERRA-2, the correlation coefficient was lower at 0.17 because the constant value was estimated continuously for some periods, which did not adequately simulate the increase and decrease trend between data. The statistical analysis of LDAPS and ASOS showed high and low performance in the nearby Gangwon Province, where the average snowfall is relatively high, and in the southern region, where the average snowfall is low, respectively. Finally, the error variance between the four independent snow depth data used in this study was calculated through triple collocation (TC), and a merged snow depth data was produced through weighting factors. The reanalyzed data showed the highest error variance in the order of LDAPS, MERRA-2, and ERA5-Land, and LDAPS was given a lower weighting factor due to its higher error variance. In addition, the spatial distribution of ERA5-Land snow depth data showed less variability, so the TC-merged snow depth data showed a similar spatial distribution to MERRA-2, which has a low spatial resolution. Considering the correlation, error, and uncertainty of the data, the ERA5-Land data is suitable for snow-related analysis in South Korea. In addition, it is expected that LDAPS data, which is highly correlated with other data but tends to be overestimated, can be actively utilized for high-resolution representation of regional and climatic diversity if appropriate corrections are performed.

A Study on the Cross Hedge Performance of KOSPI 200 Stock Index Futures (코스피 200 주가지수선물을 이용한 교차헤지 (cross-hedge))

  • Hong, Chung-Hyo;Moon, Gyu-Hyun
    • The Korean Journal of Financial Management
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    • v.23 no.1
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    • pp.243-266
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    • 2006
  • This paper tests cross hedging performance of the KOSPI 200 stock index futures to hedge the downside risk of the KOSPI, KOSPI 200 and KOSDAQ50 spot market. For this purpose we introduce the minimum variance hedge model, bivariate GARCH(1,1) and EGARCH(1,1) model as hedge models. The main results are as follows; First, we find that the direct hedge performance of KOSPI 200 index futures is better than those of indirect hedge performance. second, in case or cross hedge performance the hedge effect of KOSPI 200 stock index futures market against KOSPI 200 stock index spot market is relatively better than those of KOSPI 200 index futures against KOSPI and KOSDAQ spot position. Third, for the out-sample, hedging effectiveness of the risk-minimization with constant hedge ratios is higher than those of the time varying bivariate GARCH(1,1) and EGARCH(1,1) model. In conclusion, investors are encouraged to use simple risk-minimization model rather than the time varying hedge models like GARCH and EGARCH model to hedge the position of the Korean stock index cash markets.

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A Study on Price Volatility and Properties of Time-series for the Tangerine Price in Jeju (제주지역 감귤가격의 시계열적 특성 및 가격변동성에 관한 연구)

  • Ko, Bong-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.6
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    • pp.212-217
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    • 2020
  • The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At a significance level of 1%, the Jarque-Bera statistic led to a rejection of the null hypothesis that the distribution of the time series for the rate of change in tangerine prices is normally distributed. Second, the correlation between the time series was high based on the Ljung-Box Q statistic, which was statistically verified through the ARCH-LM test. Third, the results of the GARCH(1,1) model estimation showed statistically significant results at a significance level of 1%, except for the constant of the mean equation. The persistence parameter value of the variance equation was estimated to be close to 1, which means that there is a high possibility that a similar level of volatility will be present in the future. Finally, it is expected that the results of this study can be used as basic data to optimize the government's tangerine supply and demand control policy.

Joint Characteristics in Sedimentary Rocks of Gyeongsang Supergroup (경상누층군 퇴적암의 절리 특성 연구)

  • Chang, Tae-Woo;Son, Byeong-Kook
    • The Journal of Engineering Geology
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    • v.19 no.3
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    • pp.351-363
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    • 2009
  • Two orthogonal joint sets develop well only in sandstone beds in the sandstone-mudstone sequences of Gumi and Dasa outcrops within Cretaceous Gyeongsang Basin. And various joint data are similar in the beds of the same thickness in both outcrops, meaning that the joint sets were homogeneously produced by extensional deformation in the same regional stress field. Most of joints in the sandstone beds are orthogonal to, and confined by bed boundaries, which are believed to be formed by hydrofracturing during consolidation after burial. Two orthogonal joint sets are considered to be almost coeval on the basis of mutual abutting relationship which makes up fracture grid-lock and a product of rapid switching of ${\sigma}_2$ and ${\sigma}_3$ axes with constant ${\sigma}_1$ direction oriented to vertical. The joint sets in the sandstone beds show planar surfaces, parallel orientations and regular spacing, with joint spacing linearly proportional to bed thickness. The spacing distributions of the joints seem to correspond to log-normal to almost normal distribution in most of the beds. But multilayer joints do not display regular spacing and dominant size. Either joint set in this study is characterized by a high level of joint density and a saturated spacing distribution as indicated by the mode/mean ratio values and the Cv(coefficient of variance) values. Joint aperture tends to increase with the vertical length of the joints controlled by bed thickness.

Construction and Data Analysis of Test-bed by Hyperspectral Airborne Remote Sensing (초분광 항공원격탐사 테스트베드 구축 및 시험자료 획득)

  • Chang, Anjin;Kim, Yongil;Choi, Seokkeun;Han, Dongyeob;Choi, Jaewan;Kim, Yongmin;Han, Youkyung;Park, Honglyun;Wang, Biao;Lim, Heechang
    • Korean Journal of Remote Sensing
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    • v.29 no.2
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    • pp.161-172
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    • 2013
  • The construction of hyperspectral test-bed dataset is essential for the effective performance of hyperspectral image for various applications. In this study, we analyzed the technical points for generating of optimal hyperspectral test-bed site for hyperspectral sensors and the efficiency of hyperspectral test-bed site. In this regard regions we analyzed existing construction techniques for generating test-bed site in domestic and foreign, and designed the test-bed site to acquire images from the airborne hyperspectral sensor. To produce a reference data from the image of constructed test-bed site, this study applied vicarious correction as a pre-processing and analyzed its efficiency. The result presented that it was ideal to use tarp for the vicarious correction, but it is possible to use the materials with constant spectral reflectance or with relatively low variance of spectral reflectance. The test-bed data taken in this study can be employed as the reference of domestic and foreign studies for hyperspectral image processing.

The study on the metabolism of benzidine in the isolated perfused rat liver (흰쥐의 적출 간 관류법을 이용한 벤지딘 대사에 관한 연구)

  • Bae, Mun Joo;Roh, Jae Hoon;Cho, Young Bong;Kim, Choon Sung;Chun, Mi Ryoung;Kim, Chi Nyon
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.6 no.1
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    • pp.28-37
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    • 1996
  • Benzidine, an aromatic amine used primarily in the manufacture of azo dyes, is recognized as a urinary bladder carcinogen in humans. In rats, mice, and hamsters, chronic exposure to benzidine resulted in tumors of the liver. The present study was undertaken to suggest analyzing the metabolites of benzidine with the optimal condition, identify the metabolites of benzidine, and observe time variance of the metabolites in the isolated perfusated rat liver. N-acetylbenzidine was synthesized by acetylation of benzidine with acetic anhydride and separated by thin layer chromatography(TLC) and high performance liquid chromatography(HPLC). To analysis benzidine and the metabolites of benzidine, HPLC operating condition has been optimized by means of preliminary experiment. The mobile phase consisted of acetonitrile(37%) in phosphate buffer, flow rate maintained at 1.0 ml/min. Optimal detective conditions were electrochemicaldetector(ECD) at 0.75 V for benzidine and N-acetylbenzidine and ultravioletdetector(UVD) at 287 nm for N,N'-diacetylbenzidine. The separation system was composed of a guard column and a separation column(Polymer C18, $4.6{\times}250cm$) at a temparature of $40^{\circ}C$. The perfusion system was equilibrated for 30 minutes before addition of benzidine to the perfusate. Samples of the perfusate were collected at time intervals(0, 10, 20, 30, 60, 90, 120 min) during the 2 hour perfusion. Before analyzing samples by HPLC/ECD/UVD, samples had been treated with sep-pak. Samples of perfusate analyzed by HPLC/ECD/UVD and the metabolites of benzidine in the isolated perfused rat liver were N-acetylbenzidine and N,N'-diacetylbenzidine. Benzidine metabolized over 60% during the initial 30 minutes of perfusion, extensively by 1 hour, and was undetectable in the perfusate. N-acetylbenzidine increased by 30 minutes of perfusion, declined. N,N'-diacetylbenzidine increased the 0-90 minutes period, remained constant during the 90-120 minutes period.

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COMPARISON OF RIGIDITY AND CASTABILITY IN DIFFERENT DESIGNS OF MAXILLARY MAJOR TITANIUM FRAMEWORK (타이타늄 상악 주연결장치에 디자인에 따른 주조성 및 견고성 비교)

  • Lee, Young-Jae;Vang, Mong-Sook;Yang, Hong-So;Park, Sang-Won;Park, Ha-Ok;Lim, Hyun-Pil
    • The Journal of Korean Academy of Prosthodontics
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    • v.45 no.4
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    • pp.431-443
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    • 2007
  • Statement of problem: Injuries along with discomfort may result on the oral mucosa when non-rigid material is used as the major connector in construction of RPD, since nonrigid major connectors transmit unstable forces throughout the appliance. Titanium which recently draws attention as a substitute of Co-Cr had a difficulty in fabricating due to high melting temperature but the development of casting technique makes it possible to apply to the clinical case. Purpose: The purpose of this study was to investigate the rigidity and the castability of titanium upper major connector by design and make a comparison with Co-Cr major connectors which are widely used in clinical cases now. Material and methods: Casting was done using CP-Ti(Grage 2) (Kobe still Co., Japan) for the experimental groups, and 4 various designs namely palatal strap, U-shaped bar, A-P strap, and complete palatal plate were casted and 5 of each designs were included in each group. For the experimental group, Universal testing machine (Model 4502; Instron, Canton, Mass) was used to apply vertical torsional force vertically to the horizontal plane of major connector. In the second experiment, Vertical compressive force was applied to the horizontal plane of major connector. As a comparative group, Co-Cr major connector was equally manufactured and underwent the same experimental procedures Strain rate was measured after constant loading for one minute duration, and statistical analysis was done with SPSS ver.10.0 for WIN(SPSS. Inc. USA). From the one-way ANOVA and variance analysis (P=0.05), Scheffe's multiple comparison test implemented. Results: 1. Least amount of strain was observed with complete palatal plate followed by A-P bar, palatal bar, and the U-shaped bar having most amount of strain. 2. In all designs of titanium major connector, less strain rate was observed under compressive loading than under torsional loading showing more resistance to lateral force. 3. For titanium major connector, less strain rate was observed when the force is applied to the first premolar area rather than to the second molar area indicating more strength with shorter length of lever. 4. In Comparison of Co-Cr major connector with titanium major connector, palatal strap and U-shaped bar designs showed higher strength under torsional force that is statically significant, and under compressive force, no significant difference was observed expert for U-shaped bar. 5. In titanium major connector, complete palatal plate showed lowest success rate in casting when compared with the Co-Cr major connector. Conclusion: Above results prove that when using titanium for major connector, only with designs capable of generating rigidity can the major connector have almost equal amount of rigidity as Co-Cr major connector and show lower success rate in casting when compared with the Co-Cr major connector.

Studies on the Press Drying and the Chemical Absorption of the Plywood Treated with Diammonium Phosphate (제2인산(第2燐酸)암모늄 처리합판(處理合板)의 약제흡수(藥劑吸收) 및 열판건조(熱板乾燥)에 관(關)한 연구(硏究))

  • Kim, Jong-Man
    • Journal of the Korean Wood Science and Technology
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    • v.23 no.4
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    • pp.39-45
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    • 1995
  • The plywoods commonly used as decorative interior materials for the construction are inflammable and so it is a causative factor for making fire accidents, resulting in the destruction of human life and personal properties. Indeed, it is, therefore, required to produce fire-retardant plywoods. In this study, a special grade of defect-free, Kapur plywood was used. Specimens were cut into 3- by 20cm dimensions from 120- by 240- by 0.33-cm panels(thin panel) or 120- by 240- by 0.5-cm panels(thick panel). Some specimens were treated with diammonium phosphate(DAP), but some were not treated with diammonium phosphate to use as control panels. Chemical absorption, drying curves, drying rates and dynamic Young's modulus were investigated. The results were summaries as follows; 1. The specimens were soaked into 19% diammonium phosphate solution by a full cell pressure process and the diammonium phosphate retained in the thin and thick plywoods was 1.409kg/$(30cm)^3$, 1.487kg/$(30cm)^3$, respectively. 2. Diammonium phosphate-treated plywoods were redried with press-drying process at one of either condition dried on the platen($115^{\circ}C$) for a period of time or dried on the platen($50^{\circ}C$) for 3 hrs plus in a dry-oven($30^{\circ}C$) for 24 hrs. or dried on the platen($60^{\circ}C$) for 2 hrs plus in a dry-oven($30^{\circ}C$) for 24 hrs. The drying rate of treated thin specimens dried at $60^{\circ}C$ plus $30^{\circ}C$ and $115^{\circ}C$ only was found to be 0.04 %/min. and 8.53 %/min. Similarly, the drying rate of treated thick specimens were 0.03 %/min. and 6.77 %/min. respectively. 3. It was evident that highly-significantly different drying rate of treated plywoods was observed between plywood thicknesses and platen temperatures and the rate was increased by elevating the platen temperature up to $115^{\circ}C$. Based on the two-way variance analysis, highly significant drying rate was observed from the interaction between plywood thicknesses and platen temperatures. 4. After redrying, the specimens were weighed and reconditioned to a constant weight in a facility maintained temperature ($20^{\circ}C$) and relative humidity(65%) prior to test dynamic Young's modulus. The test revealed that the thin specimens dried at the platen temperature of $50^{\circ}C$, $60^{\circ}C$, $115^{\circ}C$ and untreated specimens showed 1.070E+09 dyne/$cm^2$, 1.156E+09 dyne/$cm^2$, 1.243E+09 dyne/$cm^2$, and 1.052E+09 dyne/$cm^2$, respectively. Likewise, the thick specimens revealed 5.647E+09 dyne/$cm^2$ 5.670E+09 dyne/$cm^2$, 6.395E+09 dyne/$cm^2$ and 5.415E+09 dyne/$cm^2$, respectively. 5. It was evident that significantly different dynamic Young's modulus was observed between the plywood thickness and the platen temperature, but not in the two-way interaction between the plywood thickness${\times}$the platen temperature.

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An Effective of Rate Control for Scene Change in H.264/AVC (장면전환에 효율적인 H.264/AVC 비트율 제어 기법)

  • Son, Nam-Rye;Shin, Yoon-Jeong;Lee, Guee-Sang
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.1
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    • pp.26-39
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    • 2007
  • In recent years, rate control is an important technique in real time video communication applications using H.264/AVC. Many existing rate control algorithms employ the quadratic rate-distortion model, which is determine the target bits for each P frame. In this paper, a new rate control algorithm for transmission of H.264/AVC video bit stream through CBR(Constant Bit Rate) channel is proposed. The proposed algorithm predicts an adaptive QP(Quantization Parameter) for improving video distortion, due to high motion and abruptly scene change, which target bit rate and MAD(Mean of Absolute Difference) for current frame considering image complexity variance between previous and current frames. Additionally, it uses frame skip technique to maintain bit stream within a manageable range and protect buffer from overflow or underflow. Experimental results show that the proposed method gives a quality improvement of about 0.5dB when compared to previous rate control algorithm. Also our proposed algorithm encodes the video sequences with less frame skipping compared to the existing rate control for H.264/AVC.

Input and Output Characteristics of Input Current Controlled Inverter Arc Welding Machine with High Efficiency (입력전류 제어형 고효율 인버터아크용접시스템의 입력 및 출력 특성연구)

  • 최규하
    • The Transactions of the Korean Institute of Power Electronics
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    • v.5 no.4
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    • pp.358-369
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    • 2000
  • Shielded metal arc welding machines with AC transformer have been widely used for thin-plate welding applications. Because of being bulky, heavy and of tap-changing property, so the SMAW's are changing to new power electronic circuits such as inverter circuit in order to reduce the system size and also to improve the welding performances at input output sides. The PWM inverter arc welding machine with diode rectifier has better output welding performances but it is has the plentiful harmonics and the lower input power factor. To solve these problems, input current-controlled scheme is considered for PWM inverter arc welding system, and then total input power factor is maintained to be more than 99%. Also a new combined control is proposed which can control both instantaeous welding output voltage and current under constant power condition, and as a result the variations of instantaneous current and voltage can be reduced to very narrow range in the V-I curve relationship, and hence the variance of welding current and voltage become so reduced. In addition the spatter generated during welding process is greatly reduced up to 70%. And the overall effiency can be improved up to 10%, which becomes higher when the load is lower.

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