• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.687-705
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• 2006

In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.1
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• pp.85-98
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• 1994

The distribution of random sum of i. i. d. exponential random variables is called GHP (Generalized Phase-Type) distribution. The class of GPH distributions is large enough to include PH (Phase-Type) distributions and has several properties which can be applied conveniently for computational purposes. In this paper, we show that any distribution difined on R$^{+}$ can be app-roximated by the GPH distribution and demonstrate the accuracy of the approximation through various numerical examples. Also, we introduce an efficient way to compute the delay and waiting various numerical examples. Also, we introduce an efficient way to compute the delay and waiting time distributions of the GPH/GPH/1 queueing system which can be used as an approximation model for the GI/G/1 system, and validate its accuracy through numerical examples. The theoretical and experimental results of this paper help us accept the usefulness of the approximations based on GPH distribution.n.

• Journal of the military operations research society of Korea
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• v.22 no.1
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• pp.114-128
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• 1996

In this paper, a life distribution fitting method based on generalized phase-type distributions(GPH) is presented. By fitting the life distribution to a GPH, we can utilize various useful properties of the GPH. Two different approaches are used according to the properties of the given failure time data. One is an approximation to a GPH through the piecewise Weibull failure rate(PWF) model and the other is a direct approximation to a GPH using the empirical distribution function. Two numerical examples are also presented. In the first example, both of the two approaches are utilized and compared for an incomplete data set. And in the second example, the direct approximation method from an empirical distribution is utilized for the analysis of a complete data set. In both cases, we could confirm the validity of the proposed method.

• The Journal of Korean Medicine
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• v.31 no.2
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• pp.137-148
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• 2010

Objective: This study aimed to evaluate the protective effects of Gamipalmi-hwan (GPH) on elastase-induced lung cell injury. Materials and Methods: As an in vitro model of emphysema, the current study was performed to investigate potential activity of GPH in regulating injury responses of A549 human type II cell line mediated by elastase treatment. Results: GPH treatment increased the number of A549 cells which was reduced by elastase digestion. Elastin protein level, which was reduced by elastase treatment, was increased by GPH treatment. Labeling intensity with caspase 3 protein in elastase-treated cells was reduced by GPH treatment. Both Erk1/2 and Cdc2 protein levels, which were decreased by elastase treatment, were increased to a level similar to that of the normal cells. mRNA levels encoding IL-$1{\beta}$ and TNF-$\alpha$ were increased by elastase and then down-regulated by GPH. Conclusion: The present data suggest that A549 cells are subjected to inflammatory damage by elastase and can be recovered by GPH treatment. Further studies examining the protective activity of GPH in elastase-treated lung tissue would be useful for therapeutic strategies of emphysema treatment.

• Proceedings of the Korean Society for Agricultural Machinery Conference
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• 2002.02a
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• pp.217-222
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• 2002

본 연구에서는 가연성 폐기물을 이용한 시설원예 난방에너지 공급시스템 개발을 위하여 대형 온실 난방이나 RPC 시설에 이용할 수 있는 왕겨와 중유 겸용연소 시스템에서 중유의 연소 및 성능 특성을 분석하고자 하였다. 중요 인자로는 분사노즐의 크기(2.0, 2.25, 2.5, 3.0 GPH)와 진공압력(375, 500, 625, 750 Pa)을 설정하였으며 이에 대한 결과를 요약하면 다음과 같다. 1.진공압력 500Pa조건에서 연료 공급율이 증가할수록 연소실 벽체 열교환기 효율은 감소하고 폐열회수 열교환기와 사이클론 열교환기의 효율이 증가하였으며, 노즐 2.5GPH에서 진공압력이 커질수록 연소실 하부의 온도가 감소하였고 연소실 상부에서는 비슷한 경향을 보였다. 2, 연소온도특성, 열효율, 배기가스 성분분석 등의 결과로 볼 때 최적의 연소 조건은 노즐 2.5GPH는 진공압력 375Pa, 노즐3.0GPH는 진공압력 500Pa과 625Pa 사이로 판단되었다. 3. 배연가스내의 대기오염 성분은 모든 실험처리에서 CO 함량은 거의 없고 SO$_2$와 NO$_{x}$의 함량 또한 일반 보일러 허용기준을 만족하는 것으로 나타났다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.19-31
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• 1995

본 연구에서는 현재 개발중인 이동통신 교환기 CMS-MX의 성능 분석에 적용될 수 있는 큐잉 네트워크 모형을 제시하고 부과되는 트래픽에 따른 여러가지 지연시간의 분포를 구하는 분석적인 방법을 제시한다. 전체적인 분석은 메시지들이 교환기내의 여러 프로세서 사이를 이동하는 과정을 세마이 마코프 과정으로 단순화시키고, 이 세마이 마코프 체인에서 특정 상태로 전이되는 시간의 분포를 구하는 방식으로 이루어진다. 이 때 각 프로세서에서의 체류시간 분포는 GPH/GPH/1 큐로 근사화하여 구해진다. 본 연구에서 제시되는 방법은 이동통신 교환기를 포함한 일반적인 교환기의 성능 분석 및 일반적인 상황에서의 통신망의 성능분석에 이용될수 있다.

• Journal of Distribution Science
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• v.14 no.1
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• pp.93-102
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• 2016

Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

• East Asian Economic Review
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• v.18 no.4
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• pp.367-394
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• 2014

In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious long memory features, besides the Detrended Fluctuations Analysis (DFA), we also used Smith's (2005) modified GPH method. As for fractal dimension calculations, they were conducted via Box-Counting and Variation (p=1) tests. According to the results, while there is no long memory property in log returns of any index, we found evidence for long memory properties in the volatility of the HangSeng, the Shanghai Stock Exchange and the Straits Times Index. However, we could not find any sign of long memory in the volatility of Nikkei225 index using either the DFA or modified GPH test. Fractal dimension analysis also demonstrated that all raw index prices have fractal structure properties except for the Nikkei225 index. These findings showed that the Nikkei225 index has the most efficient market properties among these markets.

• The Korean Journal of Financial Management
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• v.25 no.3
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• pp.111-130
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• 2008

This paper compares long term equilibrium relation of KOSPI 200 which is underling stock and its futures by using general method fractional cointegration instead of existing integer cointegration. Existence of integer cointegration between two price time series gives much wider information about long term equilibrium relation. These details grasp long term equilibrium relation of two price time series as well as reverting velocity to equilibrium by observing difference coefficient of error term when it renounces from equilibrium relation. The result of this study reveals existence of long term equilibrium relation between KOSPI200 and futures which follow fractional cointegration. Difference coefficient, d, of 'two price time series error term' satisfies 0 < d < 1/2 beside bandwidth parameter, m(173). It means two price time series follow stationary long memory process. This also means impulse effects to balance price of two price time series decrease gently within hyperbolic rate decay. It indicates reverting speed of error term is very low when it bolts from equilibrium. It implies to market maker, who is willing to make excess return with arbitrage trading and hedging risk using underling stock, how invest strategy should be changed. It also insinuates that information transition between KOSPI 200 Index market and futures market does not working efficiently.

• Journal of Microbiology and Biotechnology
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• v.25 no.1
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• pp.50-56
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• 2015

During pretreatment of lignocellulosic biomass, a variety of fermentation inhibitors, including acetic acid and vanillin, are released. Using DNA microarray analysis, this study explored genes of the budding yeast Saccharomyces cerevisiae that respond to vanillin-induced stress. The expression of 273 genes was upregulated and that of 205 genes was downregulated under vanillin stress. Significantly induced genes included MCH2, SNG1, GPH1, and TMA10, whereas NOP2, UTP18, FUR1, and SPR1 were down regulated. Sequence analysis of the 5'-flanking region of upregulated genes suggested that vanillin might regulate gene expression in a stress response element (STRE)-dependent manner, in addition to a pathway that involved the transcription factor Yap1p. Retardation in the cell growth of mutant strains indicated that MCH2, SNG1, and GPH1 are intimately involved in vanillin stress response. Deletion of the genes whose expression levels were decreased under vanillin stress did not result in a notable change in S. cerevisiae growth under vanillin stress. This study will provide the basis for a better understanding of the stress response of the yeast S. cerevisiae to fermentation inhibitors.