• Title/Summary/Keyword: ES model

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Implementation of Network Layer for a High Speed Rail (고속전철 네트워크용 네트워크 계층 구현)

  • Kim, Seok-Heon;Kim, Hyung-In;Jung, Sung-Youn;Kim, Han-Do;Park, Jae-Hyun
    • Proceedings of the KSR Conference
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    • 2008.06a
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    • pp.2021-2026
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    • 2008
  • Recently, a high speed rail consists of many train coaches and power cars. For keeping the reliable train communication system with train coaches and power cars, train uses the OSI model(Open Systems Interconnection Basic Reference Model) and KTX(Korea Train eXpress) only uses the Physical to Transport layer of OSI model. This paper describes the analysis of CLNP(Connectionless Network Protocol) and ES-IS(End System to Intermediate System) protocols used in KTX for the network layer. CLNP is used to send data to other system and ES-IS protocol is used to route and send information between end systems and intermediate systems. Also this paper presents the protocol parsing program and implementation of Network layer.

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VaR and ES as Tail-Related Risk Measures for Heteroscedastic Financial Series (이분산성 및 두꺼운 꼬리분포를 가진 금융시계열의 위험추정 : VaR와 ES를 중심으로)

  • Moon, Seong-Ju;Yang, Sung-Kuk
    • The Korean Journal of Financial Management
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    • v.23 no.2
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    • pp.189-208
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    • 2006
  • In this paper we are concerned with estimation of tail related risk measures for heteroscedastic financial time series and VaR limits that VaR tells us nothing about the potential size of the loss given. So we use GARCH-EVT model describing the tail of the conditional distribution for heteroscedastic financial series and adopt Expected Shortfall to overcome VaR limits. The main results can be summarized as follows. First, the distribution of stock return series is not normal but fat tail and heteroscedastic. When we calculate VaR under normal distribution we can ignore the heavy tails of the innovations or the stochastic nature of the volatility. Second, GARCH-EVT model is vindicated by the very satisfying overall performance in various backtesting experiments. Third, we founded the expected shortfall as an alternative risk measures.

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A Review on the Characteristics of Environmental Stress Model for Maritime Traffic Safety Assessment (해상교통 안전성 평가를 위한 환경 스트레스 모델의 특성 고찰(I))

  • Gong, In-Young
    • Journal of Navigation and Port Research
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    • v.27 no.5
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    • pp.479-486
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    • 2003
  • The concept of “Environmental Stress(ES)” can be used as a useful index when assessing the maritime traffic safety. It is composed of two parts, one due to geographical restriction and another one due to traffic congestion. In this paper, Environmental Stress due to geographical restriction is reviewed Its characteristics are surveyed from the sample calculation results for some hypothetical cases, such as approaching a breakwater, navigating in a long straight channel, and in a long bended channel. Sample calculations are also carried out for the approach channels in Busan and Kwangyang harbor. By using this ES concept, it is expected that objective ana quantitative assessment of safety is possible for various environmental conditions when navigating in a harbor or in a fairway.

A Review on the Characteristics of Environmental Stress Model for Maritime Traffic Safety Assessment (해상교통 안전성 평가를 위한 환경 스트레스 모델의 특성 고찰(I))

  • 공인영
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2003.05a
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    • pp.198-205
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    • 2003
  • The concept “Environmental Stress(ES)” can be used as a useful index when assessing the maritime traffic safety. It is composed of two parts, one due to geographical restriction and another one due to traffic congestion. In this paper, Environmental Stress due to geographical restriction is reviewed. Its characteristics are surveyed from the sample calculation results for some hypothetical cases, such as approaching a breakwater, navigating in a long straight channel, and in a long bended channel. Sample calculations are also carried out for the approach channels in Busan and Kwangyang harbor. By using this ES concept. it is expected that objective and quantitative assessment of safety is possible for various environmental conditions when navigating in a harbor or in a fairway.

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Fast Speaker Adaptation Based on Eigenspace-based MLLR Using Artificially Distorted Speech in Car Noise Environment (차량 잡음 환경에서 인위적 왜곡 음성을 이용한 Eigenspace-based MLLR에 기반한 고속 화자 적응)

  • Song, Hwa-Jeon;Jeon, Hyung-Bae;Kim, Hyung-Soon
    • Phonetics and Speech Sciences
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    • v.1 no.4
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    • pp.119-125
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    • 2009
  • This paper proposes fast speaker adaptation method using artificially distorted speech in telematics terminal under the car noise environment based on eigenspace-based maximum likelihood linear regression (ES-MLLR). The artificially distorted speech is built from adding the various car noise signals collected from a driving car to the speech signal collected from an idling car. Then, in every environment, the transformation matrix is estimated by ES-MLLR using the artificially distorted speech corresponding to the specific noise environment. In test mode, an online model is built by weighted sum of the environment transformation matrices depending on the driving condition. In 3k-word recognition task in the telematics terminal, we achieve a performance superior to ES-MLLR even using the adaptation data collected from the driving condition.

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A Novel Unweighted Combination Method for Business Failure Prediction Using Soft Set

  • Xu, Wei;Yang, Daoli
    • Journal of Information Processing Systems
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    • v.15 no.6
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    • pp.1489-1502
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    • 2019
  • This work introduces a novel unweighted combination method (UCSS) for business failure perdition (BFP). With considering features of BFP in the age of big data, UCSS integrates the quantitative and qualitative analysis by utilizing soft set theory (SS). We adopt the conventional expert system (ES) as the basic qualitative classifier, the logistic regression model (LR) and the support vector machine (SVM) as basic quantitative classifiers. Unlike other traditional combination methods, we employ soft set theory to integrate the results of each basic classifier without weighting. In this way, UCSS inherits the advantages of ES, LR, SVM, and SS. To verify the performance of UCSS, it is applied to real datasets. We adopt ES, LR, SVM, combination models utilizing the equal weight approach (CMEW), neural network algorithm (CMNN), rough set and D-S evidence theory (CMRD), and the receiver operating characteristic curve (ROC) and SS (CFBSS) as benchmarks. The superior performance of UCSS has been verified by the empirical experiments.

Hormonal Replacement Therapy and the Risk of Lung Cancer in Women: An Adaptive Meta-analysis of Cohort Studies

  • Bae, Jong-Myon;Kim, Eun Hee
    • Journal of Preventive Medicine and Public Health
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    • v.48 no.6
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    • pp.280-286
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    • 2015
  • Objectives: Approximately 10% to 15% of lung cancer cases occur in never-smokers. Hormonal factors have been suggested to lead to an elevated risk of lung cancer in women. This systematic review (SR) aimed to investigate the association between hormonal replacement therapy (HRT) and the risk of lung cancer in women using cohort studies. Methods: We first obtained previous SR articles on this topic. Based on these studies we made a list of refereed, cited, and related articles using the PubMed and Scopus databases. All cohort studies that evaluated the relative risk of HRT exposure on lung cancer occurrence in women were selected. Estimate of summary effect size (sES) with 95% confidence intervals (CIs) were calculated. Results: A total of 14 cohort studies were finally selected. A random effect model was applied due to heterogeneity (I-squared, 64.3%). The sES of the 14 articles evaluating the impact of HRT exposure on lung cancer occurrence in women indicated no statistically significant increase in lung cancer risk (sES, 0.99; 95% CI, 0.90 to 1.09). Conclusions: These results showed that HRT history had no effect on the risk of lung cancer in women, even though the sES of case-control studies described in previous SR articles indicated that HRT had a protective effect against lung cancer. It is necessary to conduct a pooled analysis of cohort studies.

Observation of transiting exoplanet TrES-2b at Maidanak Observatory in Uzbekistan

  • Yang, Yun-A;Lee, Sang-Gak;Kang, Won-Seok
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.1
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    • pp.28.1-28.1
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    • 2011
  • We observed the transiting exoplanet, TrES-2b, with 1.5m telescope at Maidanak Observatory in Uzbekistan. We observed TrES-2 system for six nights, which contained two orbital periods of the planet. Therefore, we obtained the entire light curve of TrES-2b, which covered not only the whole primary transit containing both ingress and egress part, but also non-transit region. We used both R and Y band filters. Especially, Y filter is used first for transit observation and covers relatively longer wavelength ($1.02{\mu}m$ of center wavelength), to provide the light curve less affected by limb darkening. By fitting best model light curve for the obtained one, we determined these observables, transit depth, transit length, and planet's orbital period, which led to the determination of five physical parameters, stellar radius R*, stellar mass M*, inclination i, semi-major axis a, and planetary radius Rp. We will discuss of these results.

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Comparison and Analysis on Risk Assessment Models of Coastal Waters considering Human Factors (인적요인을 고려한 연안해역 위험도 평가모델 비교·분석)

  • Kim, In-Chul;An, Kwang
    • Journal of Navigation and Port Research
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    • v.40 no.1
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    • pp.27-34
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    • 2016
  • For the prevention of marine casualties, international bodies have mainly focused on strengthening ship's stability and design, maritime education and training, and improving maritime traffic environment. Statistics analysis on marine casualties showed that most of casualties occurred in coastal waters, especially by human elements. In order to review the conformity of existing prevention measures with the result of the statistics analysis, the IMO's SHELL model was applied to the established measures. As a result, ergonomic approaches were needed for the prevention of human errors in coastal waters, so that the priority should be given to the interface between ship's operator and navigational environment. For this study, Rasmussen's SRK pyramid, which showed decision making mechanism of human, and the US Coast Guard's investigation manual on marine casualties concerning the collapse of safe maritime transportation system were reviewed, and the merits and demerits within the risk assessment tools such as IWRAP, PAWSA, ES model, PARK model, and NURI model were also studied. Although the effectiveness of the existing risk assessment models was proved in ports and approaching channels, it is concluded that the need of new models for converting Korean seafarers' qualitative risk to quantitative risk was proposed so as to print hazard maps which make seafarers instinctively recognize comparative hazard levels of coastal waters.