• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.579-588
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• 2020

Obligor defaults are cross-sectionally correlated as obligors share common economic conditions; in addition obligors are longitudinally correlated so that an economic shock like the IMF crisis in 1998 lasts for a period of time. A longitudinal correlation should be used to construct statistical scenarios of stress test with which we replace a type of artificial scenario that the banks have used. We propose a Bayesian model to accommodate such correlation structures. Using 402 obligors to a domestic bank in Korea, our model with a dynamic correlation is compared to a Bayesian model with a stationary longitudinal correlation and the classical logistic regression model. Our model generates statistical financial statement under a stress situation on individual obligor basis so that the genearted financial statement produces a similar distribution of credit grades to when the IMF crisis occurred and complies with Basel IV (Basel Committee on Banking Supervision, 2017) requirement that the credit grades under a stress situation are not sensitive to the business cycle.

• JSTS:Journal of Semiconductor Technology and Science
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• v.9 no.2
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• pp.80-84
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• 2009

Dynamic voltage and frequency scaling (DVFS) is an effective method to achieve low power design. In our work, we present an analytical DVFS method which judiciously exploits correlation information in runtime distribution while satisfying deadline constraints. The proposed method overcomes the previous distribution-aware DVFS method [2] which has pessimistic assumption on which runtime distributions are independent. Experimental results show the correlation-aware DVFS offers 13.3% energy reduction compared to existing distribution-aware DVFS [2].

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.18 no.8
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• pp.886-895
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• 2008

Resilient materials are generally used for the floating floors to reduce the floor impact sound. Dynamic stiffness of resilient material have a close relation with the floor impact sound reduction. In this study, to examine the relationship between dynamic stiffness and lightweight impact sound level, the dynamic stiffness and floor impact sound level of 51 resilient materials were measured. The impact sound level of each of these resilient materials, whose dynamic stiffness was measured, was measured before and after installation, and the level difference (${\Delta}L$) was analyzed. The result of test showed that the dynamic stiffness of resilient materials decreased, the lightweight impact sound level also decreased, and there was a correlation between the dynamic stiffness and the lightweight impact sound, especially in the low frequency domain.

• Earthquakes and Structures
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• v.23 no.3
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• pp.259-269
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• 2022

In this study, we introduce a canonical correlation analysis method to accurately assess the tunnel damage potential of ground motion. The proposed method can retain information relating to the initial variables. A total of 100 ground motion records are used as seismic inputs to analyze the dynamic response of three different profiles of tunnels under deep and shallow burial conditions. Nine commonly used ground motion parameters were selected to form the canonical variables of ground motion parameters (GMP_CCA). Five structural dynamic response parameters were selected to form canonical variables of structural dynamic response parameters (DRP_CCA). Canonical correlation analysis is used to maximize the correlation coefficients between GMP_CCA and DRP_CCA to obtain multivariate ground motion parameters that can be used to comprehensively assess the tunnel damage potential. The results indicate that the multivariate ground motion parameters used in this study exhibit good stability, making them suitable for evaluating the tunnel damage potential induced by ground motion. Among the nine selected ground motion parameters, peck ground acceleration (PGA), peck ground velocity (PGV), root-mean-square acceleration (RMSA), and spectral acceleration (Sa) have the highest contribution rates to GMP_CCA and DRP_CCA and the highest importance in assessing the tunnel damage potential. In contrast to univariate ground motion parameters, multivariate ground motion parameters exhibit a higher correlation with tunnel dynamic response parameters and enable accurate assessment of tunnel damage potential.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.12
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• pp.465-471
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• 2021

The study investigates the dynamic correlation of cryptocurrencies and equity in Vietnam and tests the safe-haven property of them from the perspective of the stock market in Vietnam during the pandemic crisis by applying the dynamic conditional correlation (DCC) GARCH model and regression with a dummy variable, respectively. This study employs time series data on the daily dataset from September 2014 to September 2021 with the focus on the two most popular cryptocurrencies - Bitcoin and Litecoin. The results show that the dynamic conditional correlations between cryptocurrencies and equity in Vietnam increased during the pandemic, however, in most periods, positive dynamic correlations often dominate. Besides, the regression results also indicate that Bitcoin and Litecoin act as weak safe-haven investments for stocks in Vietnam during the COVID-19 turmoil. They are more suitable for diversification purposes although the dynamic correlations between them and the stock index in Vietnam vary stronger during the pandemic crisis than before. The findings of this study suggest that in the period of pandemic crisis, cryptocurrencies are not concerned as effective safe-haven assets for stock in Vietnam. Instead, cryptocurrencies are only playing a potential role in diversification benefit in this economy.

• Journal of Korean Physical Therapy Science
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• v.15 no.3
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• pp.1-8
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• 2008

The purpose of this study was to compare the relationship among the Dynamic Gait Index(DGI), Berg Balance Scale(BBS) scores, Timed Up & Go Test(TUG), and subject characteristics. The subjects were fifteen stroke with hemiplegia were chosen in the Konyang University Hospital. Dynamic balance was measured Dynamic Gait Index(DGI), and balance was measured using Berg Balance Scale(BBS). Timed Up & Go Test(TUG) was used to evaluate functional mobility. Data were analyzed using Spearman correlation. There was significant correlated among Dynamic Gait Index(DGI), Berg Balance Scale(BBS) and Timed Up & Go Test(TUG)(p<.01). The correlation among subject characteristics and Dynamic Gait Index(DGI), Berg Balance Scale(BBS), Timed Up & Go Test(TUG) score was significant result in r = -.527 from Dynamic Gait Index(DGI) and pathogenesis(p<.05). There were no significant statistical differences among the types of spasticity and Dynamic Gait Index(DGI), Berg Balance Scale(BBS), Timed Up & Go Test(TUG). The comparison among the sex, type of hemiplegia, pain, pathogenesis and Dynamic Gait Index(DGI), Berg Balance Scale(BBS), Timed Up & Go Test(TUG) score was significant result in pathogenesis(p<.05). The results of this study showed that there was high correlations among the Dynamic Gait Index(DGI) and balance test of people with stroke.

• Structural Engineering and Mechanics
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• v.13 no.6
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• pp.671-694
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• 2002

This paper presents theoretical investigation on the cross correlation between torsional vibration ($u_{\theta}$) and translation vibration ($u_x$) of asymmetrical structure under white noise excitation. The formula reveals that the cross correlation coefficient (${\rho}$) is a function of uncoupled frequency ratio (${\Omega}={\omega}_{\theta}/{\omega}_x$), eccentricity, and damping ratio (${\xi}$). Simulations involving acceleration records from fifteen different earthquakes show correlation coefficients results similar to the theoretical correlation coefficients. The uncoupled frequency ratio is the dominating parameter to ${\rho}$; generally, ${\rho}$ is positive for ${\omega}_{\theta}/{\omega}_x$ > 1.0, negative for ${\omega}_{\theta}/{\omega}_x$ < 1.0, and close to zero for ${\omega}_{\theta}/{\omega}_x$ = 1.0. When the eccentricity or damping ratio increases, ${\rho}$ increases moderately for small ${\Omega}$ (< 1.0) only. The relation among $u_x$, $u_{\theta}$ and corner displacement are best presented by ${\rho}$; a simple way to hand-calculate the theoretical dynamic corner displacements from $u_x$, $u_{\theta}$ and ${\rho}$ is proposed as an alternative to dynamic analysis.

• International Journal of Automotive Technology
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• v.7 no.3
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• pp.337-343
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• 2006

Numerical calculations are made in order to find a possible correlation between the J-integral and the crack mouth opening displacement(CMOD) in dynamic nonlinear fracture experiments of 3-point bend(3PB) specimens. Both elastic-plastic and elastic-viscoplastic materials are considered at different impact velocities. The J-integral may be estimated from the crack mouth opening displacement which can be measured directly from photographs taken during dynamic experiments.

• International Journal of Reliability and Applications
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• v.3 no.1
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• pp.25-35
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• 2002

This paper presents a dynamic reliability assessment methodology for use in the safety assessment of a complex system such as a nuclear power plant. The method is applied to a dynamic analysis of the potential accident sequences that may occur during mid-loop operation in a nuclear power plant. The idea behind this approach consists of both the use of the concept of the performance achievement/requirement correlation and of a dynamic event tree generation method. The assessment of the system reliability depends on the determination of both the required performance distribution and the achieved performance distribution. The quantified correlation between requirement and achievement represents a comparison between two competing variables. It is demonstrated that this method is easily applicable and flexible in that it can be applied to any kind of dynamic reliability problem.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.87-104
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• 2024

Most functional magnetic resonance imaging (fMRI) studies in resting state have assumed that the functional connectivity (FC) between time series from distinct brain regions is constant. However, increased interest has recently been in quantifying possible dynamic changes in FC during fMRI experiments. FC study may provide insight into the fundamental workings of brain networks to brain activity. In this work, we focus on the specific problem of estimating the dynamic behavior of pairwise correlations between time courses extracted from two different brain regions. We compare the sliding-window techniques such as moving average (MA) and exponentially weighted moving average (EWMA), dynamic causality with vector autoregressive (VAR) model, dynamic conditional correlation (DCC) based on volatility, and the proposed alternative methods to use differencing and recursive residuals. We investigate the properties of those techniques in a series of simulation studies. We also provide an application with major depressive disorder (MDD) patient fMRI data to demonstrate studying dynamic correlations.