• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• 한국생활과학회지
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• 제16권4호
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• pp.691-697
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• 2007

This study investigates how well pre-teachers in preschools aware the importance of science teaching methods, goals and efficacy, and how different the pre-teachers recognize the importance of methods and goals in science teaching according to the levels of their science teaching efficacy. The subjects were 207 pre-service preschool teachers in Chonnam University and Chonbuk University. The data were collected by using three questionnaires("Science teaching efficacy", "Science teaching goal" and "Science teaching method"). The data were analyzed by a t-test and descriptive statistic. The results are as follows: first, the efficacy levels of the pre-teachers are higher than the average. The pre-teachers perceive a 'process-oriented' goal more importantly than a 'content-oriented' goal in early science education. Also, they recognize science teaching methods as being significant in the order of an 'interactive' approach, an 'activity-discovery' approach and a 'knowledge-transmission' approach. Second, the pre-teachers with high teaching efficacy recognize a 'process-oriented' goal as being more important than those with low teaching efficacy do.

• Water Engineering Research
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• 제5권1호
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• pp.47-54
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• 2004

Several computer programs have been developed to make stochastically generated weather data from observed daily data. But they require fully dataset to run WGEN. Mostly, meterological data frequently have sporadic missing data as well as totally missing data. The modified WGEN has data filling algorithm for incomplete meterological datasets. Any other WGEN models have not the function of data filling. Modified WGEN with data filling algorithm is processing from the equation of Matalas for first order autoregressive process on a multi dimensional state with known cross and auto correlations among state variables. The parameters of the equation of Matalas are derived from existing dataset and derived parameters are adopted to fill data. In case of WGEN (Richardson and Wright, 1984), it is one of most widely used weather generators. But it has to be modified and added. It uses an exponential distribution to generate precipitation amounts. An exponential distribution is easier to describe the distribution of precipitation amounts. But precipitation data with using exponential distribution has not been expressed well. In this paper, generated precipitation data from WGEN and Modified WGEN were compared with corresponding measured data as statistic parameters. The modified WGEN adopted a formula of CLIGEN for WEPP (Water Erosion Prediction Project) in USDA in 1985. In this paper, the result of other parameters except precipitation is not introduced. It will be introduced through study of verification and review soon

• 한국측량학회지
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• 제14권2호
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• pp.167-179
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• 1996

AFM은 반송파 위상을 이용하는 GPS 정밀측위에서 일반적으로 문제가 되는 초기미지정수와 cycle-slip에 영향을 받지 않는 기법이다. 그러나 기존의 AFM알고리즘에는 두 가지의 어려움이 있다. 첫째, 최적의 수신기 위치를 구하기 위한 계산시간이 너무 길다는 점이다. 둘째, 검색공간 내에 최적의 수신기 위치로 선정이 가능한 후보가 많을 수 있다는 점이다. 따라서 기존의 AFM 알고리즘이 갖는 단점을 개선하여 OTF의 환경에 적용할 수 있도록 계산시간을 획기적으로 단축시키는 새로운 알고리즘이 본 논문에서 제시되었다. 또한 결정된 최적의 수신기 위치의 진위 여부를 통계적으로 검정하는 알고리즘이 제시되었다.

• 한국의류학회지
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• 제32권7호
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• pp.1082-1094
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• 2008

The present study analyzed the differences of advertisement design, expression method, and appeal types in the men's fashion product advertisement from men's magazines between 1996 and 2006, according to the year, season, and the type of the magazine. The magazines chosen for the analysis were Korean Esquire, GQ, and Shin-dong-a. 2058 advertisement out of 88 sample magazines were chosen and analyzed by frequency, and chi-square using SPSS statistic package. The results of the study were as follows. First of all, there were more advertisements without copy, and even when the copy was used, it was used as a headline only. Secondly the poster style layout was used more frequently than other layouts, and one male model wearing the product was the most popular. Thirdly the types of appeal in advertisement, sensuous appeal was most frequently used. The results of the study showed that there is little advertisement differentiation in men's fashion product advertisement. Therefore in order to draw consumer's attention. various and unique advertisement design should be implemented.

• 복식
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• 제59권8호
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• pp.110-122
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• 2009

The objective of this study is to suggest a direction eco-friendly material based fashion products may pursue in the 21 st century in order to protect our environment. This is done by considering the knowledge of the products by housewives, the main consuming players in a household. 398 copies of the survey were collected amongst Korean and Japanese housewives in the 30s and 40s aged group sample and analysed using SPSS 12.0 statistic program. The analysis results are as follows. First, base material was highly knew by Koreans in contradiction with Japanese who were highly knowing the disposal process in regard to eco-friendly fashion products. Second, a higher ratio of Koreans tended to purchase the product with consideration of health issues, however quality of the material was considered more by Japanese buyers. Finally, the result showed that eco-friendly products buyers from both countries had more willingness to purchase eco-friendly material based fashion products than non-buyers in the future. Korean housewives showed more interest in environment, benefit to health and value from eco-friendly material based fashion products than Japanese. Koreans had a better understanding of information and knowledge of the product, as well as higher future purchase intention however, Koreans considered less durability, design and variety of products.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2017년도 추계 학술논문 발표대회
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• pp.195-196
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• 2017

The number of human accidents in the construction industry is increasing every year, and it constitute the highest percentage among industry. This means that activities performed to prevent safety accidents in the country are not efficient to reduce the rate of accidents in the construction industry. In order to solve this issue, research has been conducted from various perspectives. But, research regarding to quantification model of human accidents is insufficient. the objective of this study is to conduct a basic study on quantification model development of human accidents. To achieve the objective, first, Cause of accident is defined the through literature review. Second, a basic statistic analysis is conducted to determine the characteristics of the accident causes. Third, the analysis is conducted after dividing into four categories : accumulate rate, season, total construction cost, and location. In the future, this study can be used as a reference for developing the safety management checklist for safety management in construction site and development of prediction models of human accident.

• 한국문헌정보학회지
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• 제53권4호
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• pp.143-170
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• 2019

본 연구는 병원도서관과 관련한 데이터를 객관적이고 체계적으로 수집할 수 있도록 병원도서관 통계지표를 개발하고자 하였다. 이에 병원도서관 통계지표로 활용할 수 있는 항목을 도출하기 위해 1) 관련 법, 법령 및 기준, 2) 기존에 제시된 병원도서관 관련 통계지표, 3) 국외 병원도서관 관련 가이드라인 등을 조사 분석하였다. 그 결과, 1차적으로 7개의 영역, 44개 항목, 57개의 소항목으로 도출하였다. 1차로 도출된 통계지표를 전문가 및 현장 직원을 대상으로 설문조사를 실시하여 적합도를 조사하였다. 이를 기반으로 최종적으로 7개의 영역, 39개의 항목, 54개의 소항목으로 병원도서관 통계지표를 개발하였다.

• 재무관리연구
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• 제25권3호
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• pp.1-32
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• 2008

본 연구에서는 $1999{\sim}2004$년 기간중 14,016개의 한국제조기업 표본(패널자료)을 이용하여 현금 비율의 변화와 그 결정요인을 분석하였다. 주요 분석결과는 다음과 같다. 첫째, 기간중 평균 현금 비율은 1999년 말의 4.7%로부터 2004년 말의 5.2%로 상승하였으며, 1개사당 평균 현금보유액도 1999년말의 43억 원에서 2004년 말에는 80억 원으로 2배 정도 상승하였다. 전체 현금보유액중 51대 기업집단이 차지하는 비중은 1999년의 47.6%에서 2004년에는 58.6%로 상승하여 재벌기업의 현금보유 집중도가 최근 들어 더욱 강화되는 것으로 나타났다. 현금비율 및 현금흐름 대비 자본지출의 비율은 전기에는 120.8% 및 56.4%에 달하였으나 후기에는 86.5% 및 48.8%로 각각 하락함으로써 현금보유 수준이나 현금흐름에 비하여 시설투자가 위축되고 있는 것으로 나타났다. 둘째, 현금보유에 관한 목표조정모형과 순위모형을 검증하기 위한 회귀식을 추정한 결과, 목표현금비율 괴리도의 회귀계수 부호는 예상대로 음(-)으로 높은 유의수준을 나타냈으나, 자금부족 변수의 회귀계수 부호는 순위모형의 예상과는 다르게 양(+)으로 나타났다. 셋째, 현금비율을 종속변수로 하고 기업특성변수를 설명변수로 한 회귀모형을 추정한 결과 유형자산규모, 투자기회, 현금흐름의 변동성, 부채비율, 재벌기업더미, 상장기업더미 등은 절충이론에 따른 유의적인 설명력을 보였고, 현금흐름, 투자지출, 자본지출, 순부채발행, 순주식발행, 상장기업더미 등은 순위이론에 따른 유의적인 설명력을 보였다. 결정계수나 F-statistic 등의 통계량으로 미루어 볼 때 절충이론에서 제시된 변수들이 현금비율의 변동을 더 잘 설명하는 것으로 나타났다. 결론적으로 이 기간중 한국제조기업의 현금비율의 변동을 설명함에 있어 순위이론보다는 절충이론이 더 적합한 것으로 판단되고 있다.

• 수산경영론집
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• 제40권2호
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• pp.49-70
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• 2009

This study proviedes GARCH model(Bollerslev, 1986) to analyze the structural characteristics of price volatility in domestic aquacultural fish market of Korea. As a case study, flatfish and rock-fish are analyzed as major species with relatively high portion in an aspect of production volume among fish captured in Korea. For analyzing, this study uses daily market data (dating from Jan 1 2000 to June 30, 2008) published by the Noryangjin Fisheries Wholesale Market which is located in Seoul of Korea. This study performs normality test on trading volume and price volatility of flatfish and rock-fish as an advanced empirical approach. The normality test adopted is Jarque-Bera test statistic. As a result, first, a null hypothesis that "an empirical distribution follows normal distribution" was rejected in both fishes. The distribution of daily market data of them were not only biased toward positive(+) direction in terms of kurtosis and skewness, but also characterized by leptokurtic distribution with long right tail. Secondly, serial correlations were found in data on market trading volume and price volatility of two species during very long period. Thirdly, the results of unit root test and ARCH-LM test showed that all data of time series were very stationary and demonstrated effects of ARCH. These statistical characteristics can be explained as a reasonable ground for supporting the fitness of GARCH model in order to estimate conditional variances that reveal price volatility in empirical analysis. From empirical data analysis above, this study drew the following conclusions. First of all, from an empirical analysis on potential effects of seasonality and the day of week on price volatility of aquacultural fish, Monday effects were found in both species and Thursday and Friday effects were also found in flatfish. This indicates that Monday is effective in expanding price volatility of aquacultural fish market and also Monday has higher effects upon the price volatility of fish than other days of week have since it has more new information for weekend. Secondly, the empirical analysis led to a common conclusion that there was very high price volatility of flatfish and rock-fish. This points out that the persistency parameter($\lambda$), an index of possibility for current volatility to sustain similarly in the future, was higher than 0.8-equivalently nearly to 1-in both flatfish and rock-fish, which presents volatility clustering. Also, this study estimated and compared and model that hypothesized normal distributions in order to determine fitness of respective models. As a result, the fitness of GARCH(1, 1)-t model was better than model where the distribution of error term was hypothesized through-distribution due to characteristics of fat-tailed distribution, was also better than model, as described in the results of basic statistic analysis. In conclusion, this study has an important mean in that it was introduced firstly in Korea to investigate in price volatility of Korean aquacultural fishery products, although there was partially a limited of official statistic data. Therefore, it is expected that the results of this study will be useful as a reference material for making and assessing governmental policies. Also, it is looked forward that the results will be helpful to build a fishery business plan as and aspect of producer, and also to take timely measures to potential price fluctuations of fishery products in market. Hence, it is advisable that further studies related to such price volatility in fishery market will extend and evolve into a wider variety of articles and issues in near future.