• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.98-105
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• 2021

Using the frequency-based decomposition, I decompose the consumption growth to explain well-known patterns of stock returns in the Korean market. To be more specific, the consumption growth is decomposed by its half-life of shocks. The component over four years of half-life is called the business-cycle consumption component, and the components with half-lives under four years are short-run components. I compute the long-run and short-run components of stock excess returns as well and use component-by-component sensitivities to price stock portfolios. As a result, the business-cycle consumption risk with half-life of over four years is useful in explaining the cross-section of size-book-to-market portfolios and size-momentum portfolios in the Korean stock market. The short-run components have their own pricing abilities with mixed direction, so that the restricted one short-term factor model is rejected. The explanatory power with short- and long-run components is comparable to that of the Fama-French three-factor model. The components with one- to four-year half-lives are also helpful in explaining the returns. The results about the long-run components emphasize the importance of long-run component in consumption growth to explain the asset returns.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2006.03a
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• pp.374-381
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• 2006

This study presents a new information model for building a database which is used for the Damage Calculation in a Road network after Seismic outbreak (DCRS). The component which is required for information system and data analysis is divided by four factors. Those are Ground Motion Component, Road Network Component, Fragile Structure Component, and Cost Component. These components have various manners and procedures that build informations by each systems. In this study, applying the domestic system resources and these four factors, we presented the integrated evaluating system. finally, we also present the prototype of DCRS based on the ArcGIS. It is expected that developed prototype can play a role in more improved DCRS by advanced study.

• The Journal of Society for e-Business Studies
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• v.7 no.3
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• pp.49-60
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• 2002

Many researchers have studied component technologies with concept, methodology and implementation for partial business domain, however there are rarely researches for component classification to manage these systematically. In this paper, we suggest a component classification model, which can make component reusability higher and can derive higher productivity of software development. We take four focuses generalization, abstraction, technology and size. The generalization means which category a component belongs to. The abstraction means how specific a component encapsulates its inside. The technology means which platform for hardware environment a component can be plugged in. The size means the physical component volume.

• Journal of Environmental Policy
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• v.3 no.2
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• pp.89-112
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• 2004

This Study aims to demonstrate how much flood vulnerability in urban area changed for the past 32 years by using the panel model. At the same time, this study strives to determine the primary factors and to construct an effective counter-plan by means of empirical research. After selecting research hypotheses based on considerations of issues concerning causes for urban flooding, their relevance is put to the test by conducting empirical research in individual case locations. This research verifies the four research hypotheses by using one-way error component regression model. In conclusion, this research has shown that urban land use and local characteristics act as significant flood determinants, with forests acting to reduce flood dangers. Moreover, constructing embankments can no longer represent a reliable flood control policy. The changes in future flood control policies need to incorporate local characteristics and to minimize natural destruction, so that humans and nature can coexist through environmentally friendly flood management policies.

• Journal of the Korean Home Economics Association
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• v.35 no.1
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• pp.47-58
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• 1997

The purpose of this study was to investigate the relationship between children's gender role attitude measured by component model and social competency. Subjects were 232 elementary school children: 113 4th graders and 119 6th graders. The main results were as follows. First there were significant differences in mean scores of gender role attitude with age and sex variable. And among three dimensions of component model(i.e, gender label-component links within-component links between-component links) the difference was most discriminant in gender label-component links. Second there were significant relationship between gender role attitude and social competency. Among three dimensions of gender role attitude the most predictor variable for social competency was gender label-component links. And among four dimensions of social competency the most effective criterion variable for gender role attitude was leadership. And there were significant differences in social competency score with mother's educational level and sex of children as well as gender role attitude. In conclusion children's gender role attitude influence their social competency. More flexible gender role attitude they have more improved in their social competency , especially in boys.

• Management Science and Financial Engineering
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• v.14 no.2
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• pp.105-118
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• 2008

There are many debates on the topic of the relationship between oil prices and economic growth. Through the repeated processes of conformations and contractions on the subject, two main issues are developed; one is how to define and drive oil shocks from oil prices, and the other is how to specify an econometric model to reflect the asymmetric relations between oil prices and output growth. The study, thus, introduces the unobserved component model to pick up the oil shocks and a first-order Markov switching model to reflect the asymmetric features. We finally employ unique oil shock variables from the stochastic trend components of oil prices and adapt four lags of the mean growth Markov Switching model. The results indicate that oil shocks exert more impact to recessionary state than expansionary state and the supply-side oil shocks are more persistent and significant than the demand-side shocks.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.11
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• pp.135-146
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• 1997

This paper describes fault diagnosis method in complex system with hierachical structure similar to human body structure. Complex system is divided into unit, item and component. For diagnosing this hierarchical complex system, it is necessary to implement special neural network. Fault diagnosis system can forecast faults in a system and decide from current machine state signal information. Comparing with other diagnosis system for single fault, the developed system deals with multiple fault diagnosis comprising Hierarchical Neural Network(HNN). HNN consists of four level neural network, first level for item fault symptom classification, second level for item fault diagnosis, third level for component symptom classification, forth level for component fault diagnosis. UNIX IPC(Inter Process Communication) is used for implementing HNN wiht multitasking and message transfer between processes in SUN workstation with X-Windows(Motif). We tested HNN at four units, seven items per unit, seven components per item in a complex system. Each one neural newtork operate as a separate process in HNN. The message queue take charge of information exdhange and cooperation between each neural network.

• Journal of the Korea Society of Computer and Information
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• v.13 no.7
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• pp.127-138
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• 2008

Configuration and data management system for weapon system research and development processes should assist concurrent engineering and collaboration activities for various documents, drawings, part informations and product structure informations. In this thesis we defined the system architecture using the CBD methodology and implemented the component based system development process. Most of the configuration and data management systems consist of three layered system architecture which use the general MVC models. In this thesis we defined four layered system architecture based on EJB structure under J2EE environments. Through the four layered system architecture, we break down the general model layer into two detailed business layers and the ordinary control layer into two system dependent layers. With these four layers, we proposed the methodology that detailed the characteristics of the components. Through the CBD approach and the component based development process, we can get the representation model and implement the actual system of the configuration and data management system for weapon system R&D.

• Journal of the Society of Naval Architects of Korea
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• v.61 no.1
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• pp.29-43
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• 2024

The present study concerns a feasibility study for applying principal component analysis to ship dynamics in maneuver. Using the four degrees of freedom standard modular model for ship dynamics maneuver simulations of large angle zigzag tests with rudder deflection angle variations are conducted. The datasets of ship motion, hydrodynamic force, and moment during the maneuver are acquired to identify the principal modes. The covariance matrix of obtained ship dynamics variables shows a strong linear correlation between the motion, hydrodynamic force, and moment, except the surge force. Four eigenvectors of the covariance matrix are selected as the principal modes of ship dynamics. Using the principal modes, ship motion in turning circle and zigzag tests is reconstructed, showing good agreement with the original data.

• Journal of The Korean Astronomical Society
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• v.44 no.1
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• pp.13-21
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• 2011

We model dust around Herbig Ae/Be stars using a radiative transfer model for multiple isothermal circumstellar dust shells to reproduce the multiple broad peaks in their spectral energy distributions (SEDs). Using the opacity functions for various types of dust grains at different temperatures, we calculate the radiative transfer model SEDs for multiple dust shells. For eight sample stars, we compare the model results with the observed SEDs including the Infrared Space Observatory (ISO) and AKARI data. We present model parameters for the best fit model SEDs that would be helpful to understand the overall structure of dust envelopes around Herbig Ae/Be stars. We find that at least four separate dust components are required to reproduce the observed SEDs. For all the sample stars, two innermost dust components (a hot component of 1000-1500 K and a warm component of 300-600 K) with amorphous silicate and carbon grains are needed. Crystalline dust grains (corundum, forsterite, olivine, and water ice) are needed for some objects. Some crystalline dust grains exist in cold regions as well as in hot inner shells.