• Title/Summary/Keyword: Exponential family

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Empirical Analyses of Asymmetric Conditional Heteroscedasticities for the KOSPI and Korean Won-US Dollar Exchange Rate (KOSPI지수와 원-달러 환율의 변동성의 비대칭성에 대한 실증연구)

  • Maeng, Hye-Young;Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1033-1043
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    • 2011
  • In this paper, we use a nested family of models of Generalized Autoregressive Conditional Heteroscedasticity(GARCH) to verify asymmetric conditional heteroscedasticity in the KOSPI and Won-Dollar exchange rate. This study starts from an investigation of whether time series data have asymmetric features not explained by standard GARCH models. First, we use kernel density plot to show the non-normality and asymmetry in data as well as to capture asymmetric conditional heteroscedasticity. Later, we use three representative asymmetric heteroscedastic models, EGARCH(Exponential Garch), GJR-GARCH(Glosten, Jagannathan and Runkle), APARCH(Asymmetric Power Arch) that are improved from standard GARCH models to give a better explanation of asymmetry. Thereby we highlight the fact that volatility tends to respond asymmetrically according to positive and/or negative values of past changes referred to as the leverage effect. Furthermore, it is verified that how the direction of asymmetry is different depending on characteristics of time series data. For the KOSPI and Korean won-US dollar exchange rate, asymmetric heteroscedastic model analysis successfully reveal the leverage effect. We obtained predictive values of conditional volatility and its prediction standard errors by using moving block bootstrap.

Effects of Hyperbaric Oxygen Intervention on Alcohol-Induced Oxidative Stress and Hangover in Hyperbaric Oxygen Chamber (고압산소챔버 중재가 알코올에 의한 산화적 스트레스 및 숙취 해소에 미치는 영향)

  • Kwon, Hyeok Chan;Park, Soon Won;Cho, Hyun Jeong;Kang, Ji Hyun;Lee, Hyun Ju;Tae, Ki Sik
    • Journal of Biomedical Engineering Research
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    • v.39 no.5
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    • pp.175-182
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    • 2018
  • The purpose of this study is to evaluate the reliability and effectiveness of hyperbaric oxygen chamber on alcohol-induced oxidative stress and hangover. In order to evaluate them, 20 healthy adults were tested for blood and hangover stress tests. When an exponential change was examined after 3 interventions (hangover drink, hyperbaric oxygen chamber, and normal chamber as placebo effect) of 1 hour, the heart rate of subjects experiencing a hyperbaric oxygen chamber showed a statistically significant decrease (p < 0.001). The tests of blood alcohol concentration (BAC) as for exquisite hematology analysis, glucose, creatinine, and AST (aspartate aminotransferase) as well as ALT (alanine aminotransferase) used as liver-damage indicator show that the hyperbaric chamber has the effective effect. In the test of lactic acid, CRP (c-reactive protein), cortisol, and creatinine, the hyperbaric chamber shows much more excellent effect than the hangover drink and normal chamber as control groups. Further studies on hyperbaric oxygen chamber intervention including this study could be very helpful for improving lives of both the patients and healthy people.

Performance evaluation and reliability analysis of a complex system with three possibilities in repair with the application of copula

  • Nailwal, B.;Singh, S.B.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.15-39
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    • 2011
  • This paper deals with the reliability analysis of a complex system with three possibilities at the time of repair. The considered system consists of two subsystems A and Bin series configuration (1-out-of-2: F). Subsystem A has n units which are connected in series whereas subsystem B consists of n units in parallel configuration. The configuration of subsystem A is of 1-out-of-n: F whereas subsystem B is of k-out-of-n: D and k+1-out-of-n: F nature. System has three states: Good, degraded and failed. Supplementary variable technique has been used for mathematical formulation of the model. Laplace transform is being utilized to solve the mathematical equation. Reliability, Availability, M.T.T.F., Busy Period and Cost effectiveness of the system have been computed. The repairs from state $S_7$ to $S_0$, $S_8$ to $S_0$, $S_9$ to $S_0$ and $S_{11}$ to $S_0$ have two types namely exponential and general. Joint probability distribution of repair rate from $S_7$ to $S_0$, $S_8$ to $S_0$, $S_9$ to $S_0$ and $S_{11}$ to $S_0$ is computed by Gumbel-Hougaard family of copula. Some particular cases of the system have also been derived to see the practical importance of the model.

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Simulation of the Phase-Type Distribution Based on the Minimal Laplace Transform (최소 표현 라플라스 변환에 기초한 단계형 확률변수의 시뮬레이션에 관한 연구)

  • Sunkyo Kim
    • Journal of the Korea Society for Simulation
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    • v.33 no.1
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    • pp.19-26
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    • 2024
  • The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

A Comparative Study of Korean Home Economic Curriculum and American Practical Problem Focused Family & Consumer Sciences Curricula (우리나라 가정과 교육과정과 미국의 실천적 문제 중심 교육과정과의 비교고찰)

  • Kim, Hyun-Sook;Yoo, Tae-Myung
    • Journal of Korean Home Economics Education Association
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    • v.19 no.4
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    • pp.91-117
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    • 2007
  • This study was to compare the contents and practical problems addressed, the process of teaching-learning method, and evaluation method of Korean Home Economics curriculum and of the Oregon and Ohio's Practical Problem Focused Family & Consumer Sciences Curricula. The results are as follows. First, contents of Korean curriculum are organized by major sub-concepts of Home Economics academic discipline whereas curricular of both Oregon and Ohio states are organized by practical problems. Oregon uses the practical problems which integrate multi-subjects and Ohio uses ones which are good for the contents of the module by integrating concerns or interests which are lower or detailed level (related interests). Since it differentiates interest and module and used them based on the basic concept of Family and Consumer Science, Ohio's approach could be easier for Korean teachers and students to adopt. Second, the teaching-learning process in Korean home economics classroom is mostly teacher-centered which hinders students to develop higher order thinking skills. It is recommended to use student-centered learning activities. State of Oregon and Ohio's teaching-learning process brings up the ability of problem-solving by letting students clearly analyze practical problems proposed, solve problems by themselves through group discussions and various activities, and apply what they learn to other problems. Third, Korean evaluation system is heavily rely on summative evaluation such as written tests. It is highly recommended to facilitate various performance assessment tools. Since state of Oregon and Ohio both use practical problems, they evaluate students mainly based on their activity rather than written tests. The tools for evaluation include project documents, reports of learning activity, self-evaluation, evaluation of discussion activity, peer evaluation in a group for each students for their performance, assessment about module, and written tests as well.

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1985년 인구 및 주택센서스 확정결과보고

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    • Korea journal of population studies
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    • v.10 no.2
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    • pp.99-145
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    • 1987
  • Change in the future household members is closely related to the change in the size and structure of the population which, in turn, is affected by factors of fertility and mortality and the household itself due to changing social values on family. This study aims to estimate the number of households and to thereby analyze the characteristics of household, using a household projection method chosen by reviewing various methods for Korea. In selecting the method of estimating households, the irregularity of the source data should be carefully taken into consideration with a society like the Korean society which is changing rapidly. The review on the proojection methods suggests the breakdown of the ages into two groups, namely 34 years old or less and 35 years old or more, for projecting the households for Korea. Thus, the Exponential Method for the former age group and the Net Transitional Method for the latter are adopted in this study. As a result, the number of households is expected to increase from 12,956 thousand in 1995 to 20,006 thousand in 2030 or by 54% during this period. The average number of members per household will decrease from 3.3 persons in 1995 to 2.5 persons in 2030. One of the main features of change in the housohold structure will be a rapid increase in the number of one person households and a decrease in the number of households with three generations or more.

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Development of Household Projection Model and Its Application for Korea (우리 나라에 적합한 가구추계방법에 관한 연구)

  • 장영식;변용찬;김유경
    • Korea journal of population studies
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    • v.21 no.1
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    • pp.129-161
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    • 1998
  • Change in the future household members is closely related to the change in the size and structure of the population which, in turn, is affected by factors of fertility and mortality and the household itself due to changing social values on family. This study aims to estimate the number of households and to thereby analyze the characteristics of household, using a household projection method chosen by reviewing various methods for Korea. In selecting the method of estimating households, the irregularity of the source data should be carefully taken into consideration with a society like the Korean society which is changing rapidly. The review on the proojection methods suggests the breakdown of the ages into two groups, namely 34 years old or less and 35 years old or more, for projecting the households for Korea. Thus, the Exponential Method for the former age group and the Net Transitional Method for the latter are adopted in this study. As a result, the number of households is expected to increase from 12,956 thousand in 1995 to 20,006 thousand in 2030 or by 54% during this period. The average number of members per household will decrease from 3.3 persons in 1995 to 2.5 persons in 2030. One of the main features of change in the housohold structure will be a rapid increase in the number of one person households and a decrease in the number of households with three generations or more.

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The Expression of Oncogenes on the Radiation-induced Apoptosis in SCK Mammary Adenocarcinoma Cell Line (SCK 선암세포주에서 방사선 조사에 의해 유도되는 Apoptosis에 미치는 암유전자의 발현)

  • Lee Hyung Sik;Park Hong Kyu;Moon Chang Woo;Yoon Seon Min;Hur Won Joo;Jeong Su Jin;Jeong Min Ho;Lee Sang Hwa
    • Radiation Oncology Journal
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    • v.17 no.1
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    • pp.70-77
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    • 1999
  • Purpose : The expression of p53, P211WAF/CIP, Bcl-2, and Bax underlying the radiation-induced apoptosis in different pH environments using SCK mammary adenocarcinoma cell line was investigated. Materials and Methods Mammary adenocarcinoma cells of hi) mice (SCK cells) in exponential growth phase were irradiated with a linear accelerator at room temperature. The cells were irradiated with 12 Gy and one hour later, the media was replaced with fresh media at a different pHs. After Incubation at 37Microbioiogy, College of Medicine Dong A University for 0$\~$48 h, the extort of apoptosis was determined using agarose gel electrophoresis and flow cytometry. The progression of cells through the cell cycle after irradiation in different pHs was also determined with flow cytometry. Western blot analysis was used to monitor p53, p211WAFfCIP, Bcl-2, and Bu protein levels. Results : The induction of apoptosis by irradiation in pH 6.6 medium was markedly less than that in pH 7.5 medium. The radiation-induced G2IM arrest in pH 6.6 medium lasted markedly longer than that in pH 7.5 medium. Considerable amounts of p53 and p21 proteins already existed at pH 7.5 and increased the level of p53 and p21 significantly after 12 Gy X-irradiation. An incubation at pH 6.6 after 12 Gy X-irradiation did not change the level of p53 and p21 protein levels significantly. Bcl-2 proteins were not significantly affected by radiation and showed no correlation with cell susceptibility to radiation-induced apoptosis in different pHs. An exposure to 12 Gy of X-rays increased the level of Bax protein at pH 7.5 but at pH 6.6, it was slight. Conclusions : The molecular mechanism underlying radiation-induced apoptosis in dinerent pH environments using SCK mammary adenocarcinoma cell line was dependent of the expression p53 and P211YVAF/CIP proteins. We may propose following hypothesis that an acidic stress augments the radiation-induced G2iM arrest, which inhibiting the irradiated cells undergo post-mitotic apoptosis. The effects of environmental acidity on anti-apoptotic and pro-apoptotic function of Bcl-2 family was unclear in SCK mammary adenocarcinoma cell line.

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Radiation-induced Apoptosis is Differentially Modulated by PTK Inhibitors in K562 Cells (K562 백혈병 세포주에서 방사선에 의해 유도되는 Apoptosis에 미치는 PTK Inhibitors의 영향)

  • Lee Hyung Sik;Moon Chang Woo;Hur Won Joo;Jeong Su Jin;Jeong Min Ho;Lee Jeong Hyeon;Lim Young kin;Park Heon Joo
    • Radiation Oncology Journal
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    • v.18 no.1
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    • pp.51-58
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    • 2000
  • Purpose :The effect of PTK inhibitors (herbimycin A and genistein) on the induction of radiation-induced apoptosis in Ph-positive KS62 leukemia cell line was investigated. Materials and Methods :K562 cells in exponential growth phase were irradiated with a linear accelerator at room temperature. For 6 MV X-ray irradiation and drug treatment, cultures were initiated at 2×106 cells/mL. The cells were irradiated with 10 Gy. Stock solutions of herbimycin A and genistein were prepared in dimethyl sulphoxide (DMSO). After incubation at 37$^{\circ}C$ for 0$\~$48 h, the extent of apoptosis was determined using agarose gel electrophoresis and TUNEL assay. The progression of cells through the cell cycle after irradiation and drug treatment was also determined with flow cytometry. Western blot analysis was used to monitor bel-2, bel-X$_{L}$ and bax protein levels. Results :Treatment with 10 Gy X-irradiation did not result in the induction of apoptosis. The HMA alone (500 nM) also failed to induce apoptosis. By contrast, incubation of K562 cells with HMA after irradiation resulted in a substantial induction of nuclear condensation and fragmentation by agarose gel electro-phoresis and TUNEL assay. Genistein failed to enhance the ability of X-irradiation to induce DNA fragmentation. Enhancement of apoptosis by HMA was not attributable to downregulation of the bel-2 or bel-X$_{L}$ anti-apoptotic proteins. When the cells were irradiated and maintained with HMA, the percentage of cells in G2/M phase decreased to 30$\~$40$\%$ at 48 h. On the other hand, cells exposed to 10 Gy X-irradiation alone or maintained with genistein did not show marked cell cycle redistribution. Conclusion : We have shown that nanomolar concentrations of the PTK inhibitor HMA synergize with X-irradiation in inducing the apoptosis in Ph (+) K562 leukemia cell line. While, genistein, a PTK inhibitor which is not selective for p210$^{bcr/abl}$ failed to enhance the radiation induced apoptosis in KS62 cells. It is unlikely that the ability of HMA to enhance apoptosis in K562 cells is attributable to bel-2 family. It is plausible that the relationship between cell cycle delays and cell death is essential for drug development based on molecular targeting designed to modify radiation-induced apoptosis.

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