• 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.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1994.04a
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• pp.514-514
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• 1994

• International Commerce and Information Review
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• v.10 no.3
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• pp.355-367
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• 2008

The purpose of this study is to estimate and analyse the relationship between Chinese price and the price of Korea, United States, and Japan. First of all, We test for a unit-root for stability of variable. This paper employs GPH cointegration test since the model must be stationary to get the accurate predicted values. The empirical results show that the model is mean-reverting. This paper also applies impulse-response functions to the model. The empirical results show that the price of Korea, United States, and Japan respond positively to the shocks in Chinese price and then decay slowly.

• 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.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.1047-1056
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• 2003

In this paper, we consider a modified bootstrap scheme for inference of the GPH estimator and establish the sup-norm consistency of the proposed bootstrapping.

• 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.

• Journal of the Korean Society of Food Science and Nutrition
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• v.41 no.1
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• pp.49-56
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• 2012

This study examined the effects of baked garlic powder on the lipid metabolism in rats fed a high-fat/highcholesterol diet for 4 weeks to induce hyperlipidemia. Male Sprague-Dawley rats were assigned to four groups according to the dietary fat, cholesterol and baked garlic powder levels. The experimental groups were normal diet group (N), a high-fat/high-cholesterol diet group (C), a high-fat/high-cholesterol diet with 1.5% baked garlic powder group (GPL) and a high-fat/high-cholesterol diet with 3% baked garlic powder group (GPH). The body weight gain, food intake and food efficiency ratio were similar in the experimental groups. The epididymal adipose tissues weight of the C group was higher than that of the N group, whereas those of the groups fed baked garlic powder were decreased gradually. The ALT and ALP activities were similar in the C groups, but the serum AST and LDH activities elevated by a high-fat/high-cholesterol diet were decreased significantly by feeding a 3% baked garlic powder diet. The serum triglyceride, total cholesterol and LDL-cholesterol levels as well as the atherogenic index and cardiac risk factor tended to decrease in the groups fed baked garlic powder than the C group, whereas the serum HDL-cholesterol level was lower in the C group and remarkably in groups fed baked garlic powder than the control group. The total cholesterol level in the liver and mesenteric adipose tissue and the triglyceride level in epididymal tissue were lower in the groups fed baked garlic powder than the C group. These results suggest that baked garlic powder reduces the serum lipid components and improves the lipid metabolism in hyperlipidemic rats induced with a high-fat/high-cholesterol diet.

• Journal of Korea Port Economic Association
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• v.19 no.2
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• pp.55-67
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• 2003

The purpose of this study is to estimate and forecast the marine trading volumes based on the structural model. We employ GPH cointegration test since the structural model must be stationary to get the accurate predicted values. The empirical results show that our model is stationary. This paper also applies variance decompositions and impulse-response functions to the structural model composed of exchange rate, domestic industrial activity, and world business. The results indicate that while both loading and unloading volumes respond positively to the shocks in income and then decay very slowly, their responses are different to the shocks in exchange tate.