• Title/Summary/Keyword: Error analysis

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A Study on the Volatility of Global Stock Markets using Markov Regime Switching model (마코브국면전환모형을 이용한 글로벌 주식시장의 변동성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.34 no.3
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    • pp.17-39
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    • 2015
  • This study examined the structural changes and volatility in the global stock markets using a Markov Regime Switching ARCH model developed by the Hamilton and Susmel (1994). Firstly, the US, Italy and Ireland showed that variance in the high volatility regime was more than five times that in the low volatility, while Korea, Russia, India, and Greece exhibited that variance in the high volatility regime was increased more than eight times that in the low. On average, a jump from regime 1 to regime 2 implied roughly three times increased in risk, while the risk during regime 3 was up to almost thirteen times than during regime 1 over the study period. And Korea, the US, India, Italy showed ARCH(1) and ARCH(2) effects, leverage and asymmetric effects. Secondly, 278 days were estimated in the persistence of low volatility regime, indicating that the mean transition probability between volatilities exhibited the highest long-term persistence in Korea. Thirdly, the coefficients appeared to be unstable structural changes and volatility for the stock markets in Chow tests during the Asian, Global and European financial crisis. In addition, 1-Step prediction error tests showed that stock markets were unstable during the Asian crisis of 1997-1998 except for Russia, and the Global crisis of 2007-2008 except for Korea and the European crisis of 2010-2011 except for Korea, the US, Russia and India. N-Step tests exhibited that most of stock markets were unstable during the Asian and Global crisis. There was little change in the Asian crisis in CUSUM tests, while stock markets were stable until the late 2000s except for some countries. Also there were stable and unstable stock markets mixed across countries in CUSUMSQ test during the crises. Fourthly, I confirmed a close relevance of the volatility between Korea and other countries in the stock markets through the likelihood ratio tests. Accordingly, I have identified the episode or events that generated the high volatility in the stock markets for the financial crisis, and for all seven stock markets the significant switch between the volatility regimes implied a considerable change in the market risk. It appeared that the high stock market volatility was related with business recession at the beginning in 1990s. By closely examining the history of political and economical events in the global countries, I found that the results of Lamoureux and Lastrapes (1990) were consistent with those of this paper, indicating there were the structural changes and volatility during the crises and specificly every high volatility regime in SWARCH-L(3,2) student t-model was accompanied by some important policy changes or financial crises in countries or other critical events in the international economy. The sophisticated nonlinear models are needed to further analysis.

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A Comparative Study on the Effect of Enterprise SNS on Job Performance - Focused on the Mediation Effect of Communication Level and Moderating Effect of Nationality - (기업용 SNS 이용이 업무성과에 미치는 영향의 국가 간 비교연구 - 커뮤니케이션 수준의 매개효과와 국적의 조절효과를 중심으로 -)

  • Chen, Jing-Yuan;Kwon, Sun-Dong
    • Management & Information Systems Review
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    • v.38 no.4
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    • pp.137-157
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    • 2019
  • Companies are trying to use enterprise SNS for collaboration and speedy decision-making. This study verified the mediating effect of communication between enterprise SNS and job performance, and proved the moderating effect of nationality between enterprise SNS and communication. This study collected survey data of 81 Korean and 81 Chinese from employees who have used enterprise SNS in Korea and China. As results of data analysis, first, enterprise SNS improved job performance through speedy information sharing and error reduction. Second, communication mediated the effect of enterprise SNS on job performance. Third, enterprise SNS increased the level of organizational communication through decreasing the burden of offline face-to-face communication. Compared with Chinese corporate organizations, Korean corporate organizations have high power distances, centralized control, and high superior authority. Therefore, in the off-line communication situation, the subordinate feels the social pressure to follow the command of the superior. Thus communication is one-way and closed. In this Korean organizational situation, corporate SNS can be used as a means to bypass rigid offline communication. In the online communication environment of non face-to-face corporate SNS, anxiety and stress of face-to-face communication can be reduced, so communication between the upper and lower sides can flow more smoothly. The contribution of this paper is that it proved that enterprise SNS promotes communication and improve job performance by reducing the anxiety or stress of offline communication, while according to prior research successful adoption of many types of information systems requires the fit between an organization and its organizational culture.

Cartoon Criticism; The subject and the gaze based on Lacan' s theory otherness of vision : focusing on KUBRICK of Kang, Do-Ha (라캉의 시각의 타자성(대상 a)에 근거한 만화비평으로서의 주체와 응시 : 강도하의 큐브릭을 중심으로)

  • Yang, Seung-Kyu
    • Cartoon and Animation Studies
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    • s.26
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    • pp.79-108
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    • 2012
  • This thesis is on the purpose of seeking for the possibility of a mechanism in interpreting, analyzing and criticizing cartoons which are applied to the concept of "the gaze" based on "the otherness of vision", which states a pluralistic visual world. It proves that cartoons are in line with other art works that are the subject to "lack and desire"; the gaze, greets reality and acts as an important criterion of analyzing and criticizing the trend in contemporary art, in which the cartoon expresses the gaze in harmony within its work of art. In this thesis, the artist, Kang Doh-ha structuralized ambiguous and difficult forms of art as he has cumulated experimental minds by working in an indie cartoon plane for a long period of time. Among his works of art, he identified the "invisible world" through his piece "Kubrik". Therefore, he represented: a metaphor and a metonymy, an ambiguously situational expression, an intentional and emotional error, the structure of individuality and integration, and finally tension beyond its meaning through use of 'the gaze' that is both the cause and the subject of a desire in the visible world which Lacan academized when he interpreted and analyzed "Kubrik". The concept of the gaze can be used in a variety of ways to display one another's presence in relation each character, revealing a spot of lack by staring back at readers or audiences and furthermore, to analyze and criticize the hidden side of the art piece by critics. The most important details are the artist's gaze, which is seen in the eyes of the analysis and also his or her criticism of the cartoon, which functions as a metaphoric screen in which the subject himself or herself betrays the law of desires thus enabling the violent and cruel reality to be masked and indulged in plays. This will serve as an element that will lead into an art as well as control the degradation to just a piece of enjoyment with the cartoon remaining only within the visual world.

STANDARDIZATION STUDY FOR THE KOREAN VERSION OF THE LURIA-NEBRASKA NEUROPSYCHOLOGICAL BATTERY FOR CHILDREN II : EVALUATION OF THE VALIDITY & CLINICAL UTILITY OF THE KOREAN VERSION OF LNNB-C (한국판 아동용 Luria-Nebraska 신경심리 검사의 표준화 연구 II : 타당도 및 임상적 유용성 검증)

  • Shin, Min-Sup;Hong, Kang-E
    • Journal of the Korean Academy of Child and Adolescent Psychiatry
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    • v.5 no.1
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    • pp.70-82
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    • 1994
  • Present study was to evaluate the validity and the clinical utility of the Korean version of Luria-Nebraska Neuropsychological Battery for Children(LNNB-C) in various groups including normal, brain damaged attention deficit hyperactivity disordered(ADHD), and psychiatrically disordered. The Korean version of LNNB-C and BGT were administered to clinical groups consisted of 51 patients(19 brain damaged, 16 ADHD. and 16 psychiatric controls), and to normal group composed of 147 children between the age of 8 and It Also KEDI-WISC was administered D clinical groups as a part of comprehensive psychological assessment There were significant differences between the brain damaged and the normals on all scales of LNNB-C, and between the normals and the ADHD on 11 clinical scales and 3 summary scales, which indicate the clinical validity for the scales of the Korean version of LNNB-C. The significant differences between the ADHD and the brain damaged on 3 summary scales were found, suggesting that the summary scales might play an important role id discriminating between two groups. Multiple discriminant analysis showed that the Korean version of LNNB-C significantly discriminates 3 groups - normals, ADHD, and brain damaged. Percentages of correct classification were ranged from 62.5% in the ADHD to 98.6Ta in the normals. For further evaluating the discriminant validity of the LNNB-C, the discriminant power of each items were calculated, and 131 of the 147 items discriminated significantly between the brain damaged and the normals. The scales of LNNB-C significantly correlated with the error scores of BGT and the most of scales of KEDI-WISC. These results put together : strongly support the concurrent and the discriminant validity of the Korean version of LNNB-C in diagnosing brain damage. The limitations of present study and several issues for the luther study were discussed.

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Evaluating Impact Resistance of Externally Strengthened Steel Fiber Reinforced Concrete Slab with Fiber Reinforced Polymers (섬유 보강재로 외부 보강된 강섬유 보강 콘크리트 슬래브의 충격저항성능 평가)

  • Yoo, Doo-Yeol;Min, Kyung-Hwan;Lee, Jin-Young;Yoon, Young-Soo
    • Journal of the Korea Concrete Institute
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    • v.24 no.3
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    • pp.293-303
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    • 2012
  • Recently, as construction technology improved, concrete structures not only became larger, taller and longer but were able to perform various functions. However, if extreme loads such as impact, blast, and fire are applied to those structures, it would cause severe property damages and human casualties. Especially, the structural responses from extreme loading are totally different than that from quasi-static loading, because large pressure is applied to structures from mass acceleration effect of impact and blast loads. Therefore, the strain rate effect and damage levels should be considered when concrete structure is designed. In this study, the low velocity impact loading test of steel fiber reinforced concrete (SFRC) slabs including 0%~1.5% (by volume) of steel fibers, and strengthened with two types of FRP sheets was performed to develop an impact resistant structural member. From the test results, the maximum impact load, dissipated energy and the number of drop to failure increased, whereas the maximum displacement and support rotation were reduced by strengthening SFRC slab with FRP sheets in tensile zone. The test results showed that the impact resistance of concrete slab can be substantially improved by externally strengthening using FRP sheets. This result can be used in designing of primary facilities exposed to such extreme loads. The dynamic responses of SFRC slab strengthened with FRP sheets under low velocity impact load were also analyzed using LS-DYNA, a finite element analysis program with an explicit time integration scheme. The comparison of test and analytical results showed that they were within 5% of error with respect to maximum displacements.

Assessment of statistical errors of articles published in the Journal of the Korean Academy of Prosthodontics: 2006 - 2010 (대한치과보철학회지에서 볼 수 있는 통계적 오류의 고찰(2006 - 2010))

  • Kang, Dong-Wan;Seo, Yunam;Oh, Nam-Sik;Lim, Hoi-Jeong
    • The Journal of Korean Academy of Prosthodontics
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    • v.50 no.4
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    • pp.258-270
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    • 2012
  • Purpose: Use of inappropriate statistical methods may lead to incorrect conclusions and a waste of valuable resources. The goal of this study was to assess the frequency and the types of several common statistical errors in the published articles of the Journal of the Korean Academy of Prosthodontics (JKAP) for a 5-year period. Materials and methods: Of 336 articles in the JKAP published from 2006 to 2010, 255 articles using statistics were reviewed and classified by statistical method and year. The frequency and types of the statistical methods were examined, and the statistical errors were evaluated by the appropriateness of the experimental design, assumption check, independent outcomes, proper sample size and suitable use of statistical method. Statistical guidelines were completed based on the appropriateness. Results: Of the 255 articles using statistics, 193 articles (75.9%) used inferential statistics and 153 articles used SPSS statistical software (60.0%). Of the articles using inferential statistics, the three most frequently used statistical methods were ANOVA (41.5%), t-test (20.0%), and the nonparametric method (16.9%). The average rate of statistical errors was 61.2 percent, similar to the rate reported by several studies completed for the medical journal. Conclusion: After the whole analysis of the difference among the groups, post-hoc tests for the pairwise comparisons are required. The optimal sample size calculation is an essential part of this study protocol. To minimize the occurrence of statistical errors, statistical guidelines were developed according to each statistical test procedure and will contribute to the academic improvement in the JKAP.

Utilization of a Ubiquitous Environmental Sculptures Analysis (유비쿼터스 환경 조형물의 이용의식 실태 분석)

  • Kim, Dong-Chan;Cho, Hwee-In
    • Journal of the Korean Institute of Landscape Architecture
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    • v.38 no.3
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    • pp.15-22
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    • 2010
  • Today's rapid shifts toward a new paradigm are combining city spaces with reality and technology, which is known as a ubiquitous environment. An ubiquitous environment means that 'whenever' and 'wherever' become connected. It is a great possibility that this will change our future lifestyle. Korea has the biggest advantage in the implementation of this new environment, such as having an excellent network infrastructure. Using these attributes of a ubiquitous environment, changes are being made toward ubiquitous cities within developing fields of construction, landscaping, streets, art, and the environment. This research is based on background of research that activated media pole in public city space has been done research about reality of digital skill, fusion, and sense of ubitizen, and Kang-Nam U-street applied by ubiquitous technique. While reflecting an environment that can be utilized in a modern digital society, the application of ubiquitous technology to media pole can be a space for the two-way communication of the current paradigm. It would also be meaningful to create a new cultural space through media pole. Through evaluation, citizens of the ubiquitous age are going to interact to raise the satisfaction that media pole in city space can prevent giving direction to develop and trial and error about service ability, identity, and publicity. Finally, the media pole can be used as a fundamental element to suggest directions for change when viewed as future development.

Strategies about Optimal Measurement Matrix of Environment Factors Inside Plastic Greenhouse (플라스틱온실 내부 환경 인자 다중센서 설치 위치 최적화 전략)

  • Lee, JungKyu;Kang, DongHyun;Oh, SangHoon;Lee, DongHoon
    • Journal of Bio-Environment Control
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    • v.29 no.2
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    • pp.161-170
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    • 2020
  • There is systematic spatial variations in environmental properties due to sensitive reaction to external conditions at plastic greenhouse occupied 99.2% of domestic agricultural facilities. In order to construct 3 dimensional distribution of temperature, relative humidity, CO2 and illuminance, measurement matrix as 3 by 3 by 5 in direction of width, height and length, respectively, dividing indoor space of greenhouse was designed and tested at experimental site. Linear regression analysis was conducted to evaluate optimal estimation method in terms with horizontal and vertical variations. Even though sole measurement point for temperature and relative humidity could be feasible to assess indoor condition, multiple measurement matrix is inevitably required to improve spatial precision at certain time domain such as period of sunrise and sunset. In case with CO2, multiple measurement matrix could not successfully improve the spatial predictability during a whole experimental period. In case with illuminance, prediction performance was getting smaller after a time period of sunrise due to systematic interference such as indoor structure. Thus, multiple sensing methodology was proposed in direction of length at higher height than growing bed, which could compensate estimation error in spatial domain. Appropriate measurement matrix could be constructed considering the transition of stability in indoor environmental properties due to external variations. As a result, optimal measurement matrix should be carefully designed considering flexibility of construction relevant with the type of property, indoor structure, the purpose of crop and the period of growth. For an instance, partial cooling and heating system to save a consumption of energy supplement could be successfully accomplished by the deployment of multiple measurement matrix.

Analysis on the Dosimetric Characteristics of Tangential Breast Intensity Modulated Radiotherapy (유방암의 접선 세기조절 방사선치료 선량 특성 분석)

  • Yoon, Mee Sun;Kim, Yong-Hyeob;Jeong, Jae-Uk;Nam, Taek-Keun;Ahn, Sung-Ja;Chung, Wong-Ki;Song, Ju-Young
    • Progress in Medical Physics
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    • v.23 no.4
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    • pp.219-228
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    • 2012
  • The tangential breast intensity modulated radiotherapy (T-B IMRT) technique, which uses the same tangential fields as conventional 3-dimensional conformal radiotherapy (3D-CRT) plans with physical wedges, was analyzed in terms of the calculated dose distribution feature and dosimetric accuracy of beam delivery during treatment. T-B IMRT plans were prepared for 15 patients with breast cancer who were already treated with conventional 3D-CRT. The homogeneity of the dose distribution to the target volume was improved, and the dose delivered to the normal tissues and critical organs was reduced compared with that in 3D-CRT plans. Quality assurance (QA) plans with the appropriate phantoms were used to analyze the dosimetric accuracy of T-B IMRT. An ionization chamber placed at the hole of an acrylic cylindrical phantom was used for the point dose measurement, and the mean error from the calculated dose was $0.7{\pm}1.4%$. The accuracy of the dose distribution was verified with a 2D diode detector array, and the mean pass rate calculated from the gamma evaluation was $97.3{\pm}2.9%$. We confirmed the advantages of a T-B IMRT in the dose distribution and verified the dosimetric accuracy from the QA performance which should still be regarded as an important process even in the simple technique as T-B IMRT in order to maintain a good quality.

The NCAM Land-Atmosphere Modeling Package (LAMP) Version 1: Implementation and Evaluation (국가농림기상센터 지면대기모델링패키지(NCAM-LAMP) 버전 1: 구축 및 평가)

  • Lee, Seung-Jae;Song, Jiae;Kim, Yu-Jung
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.4
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    • pp.307-319
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    • 2016
  • A Land-Atmosphere Modeling Package (LAMP) for supporting agricultural and forest management was developed at the National Center for AgroMeteorology (NCAM). The package is comprised of two components; one is the Weather Research and Forecasting modeling system (WRF) coupled with Noah-Multiparameterization options (Noah-MP) Land Surface Model (LSM) and the other is an offline one-dimensional LSM. The objective of this paper is to briefly describe the two components of the NCAM-LAMP and to evaluate their initial performance. The coupled WRF/Noah-MP system is configured with a parent domain over East Asia and three nested domains with a finest horizontal grid size of 810 m. The innermost domain covers two Gwangneung deciduous and coniferous KoFlux sites (GDK and GCK). The model is integrated for about 8 days with the initial and boundary conditions taken from the National Centers for Environmental Prediction (NCEP) Final Analysis (FNL) data. The verification variables are 2-m air temperature, 10-m wind, 2-m humidity, and surface precipitation for the WRF/Noah-MP coupled system. Skill scores are calculated for each domain and two dynamic vegetation options using the difference between the observed data from the Korea Meteorological Administration (KMA) and the simulated data from the WRF/Noah-MP coupled system. The accuracy of precipitation simulation is examined using a contingency table that is made up of the Probability of Detection (POD) and the Equitable Threat Score (ETS). The standalone LSM simulation is conducted for one year with the original settings and is compared with the KoFlux site observation for net radiation, sensible heat flux, latent heat flux, and soil moisture variables. According to results, the innermost domain (810 m resolution) among all domains showed the minimum root mean square error for 2-m air temperature, 10-m wind, and 2-m humidity. Turning on the dynamic vegetation had a tendency of reducing 10-m wind simulation errors in all domains. The first nested domain (7,290 m resolution) showed the highest precipitation score, but showed little advantage compared with using the dynamic vegetation. On the other hand, the offline one-dimensional Noah-MP LSM simulation captured the site observed pattern and magnitude of radiative fluxes and soil moisture, and it left room for further improvement through supplementing the model input of leaf area index and finding a proper combination of model physics.