• The Korean Journal of Applied Statistics
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• v.24 no.3
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• pp.523-533
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• 2011

Most nancial preference methods for market risk management are to estimate VaR. In many real cases, it happens to obtain the VaRs of the univariate as well as multivariate distributions based on multivariate data. Copula functions are used to explore the dependence of non-normal random variables and generate the corresponding multivariate distribution functions in this work. We estimate Archimedian Copula functions including Clayton Copula, Gumbel Copula, Frank Copula that are tted to the multivariate earning rate distribution, and then obtain their VaRs. With these Copula functions, we estimate the VaRs of both a certain integrated industry and individual industries. The parameters of three kinds of Copula functions are estimated for an illustrated stock data of two Korean industries to obtain the VaR of the bivariate distribution and those of the corresponding univariate distributions. These VaRs are compared with those obtained from other methods to discuss the accuracy of the estimations.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.31 no.3
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• pp.125-130
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• 2008

Multivariate analysis is a rapidly expanding approach to data analysis. One specific technique in multivariate analysis is Principal Component Analysis (PCA). PCA is a statistical technique that linearly transform a given set of variables into a new set of composite variables. These new variables are orthogonal to each other and capture most of the information in the original variables. PCA is used to reduce the number of control points to be checked by measurement system. Therefore, the structure of the data set is simplified significantly It is also shown that eigenvectors obtained by conducting principal component analysis on the basis of the covariance matrix can be used to physically interpret the pattern of relative deformation for the points. This case study reveals the twisting deformation pattern of the underbody which is the largest mode of the total variation.

• Journal of Digital Convergence
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• v.12 no.12
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• pp.337-343
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• 2014

There have been many efforts to find a new way to combine software reuse and agile software development methods. This paper studies the integration of software reuse techniques in agile methods, such as Scrum. Agile methods have the advantage of accepting frequent requirement changes, while software reuse reduces development time. Despite the rapid acceptance of the Scrum method in industry, not much emphasis has been placed on active reuse in the Scrum method, and most studies have focused on introducing agile practices into software product line engineering. However, the iterative development and backlog refinement activities of the Scrum method present the advantage of facilitating software reuse. In this paper, we identify sprint characteristics and components for reuse and suggest extended backlog refinement steps. Based on the results of this research, we integrate a backlog factoring technique into backlog refinement to support reuse in agile methods. In addition, we apply the proposed technique and demonstrate a prototype of product backlog reuse in backlog refinement for an Internet shopping mall application.

• Korean Chemical Engineering Research
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• v.46 no.3
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• pp.443-450
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• 2008

Efficient use of low rank coals (LRC) have been investigated as a method to cope with recent high oil price. Among the coals used in industry, lignite and sub-bituminous coals are belong to the LRC, and have abundant deposit and are distributed worldwide, but high moisture contents and self ignition properties inhibits their utilization. In this paper, chemical coal cleaning to produce ash-free coal from LRC has been investigated. Two technologies, that is, UCC(Ultra Clean Coal) process removing ash from coal and Hyper Coal process extracting combustibles from coal were compared with. UCC process has merits of simple and reliable when it compared with Hyper Coal process, but the remaining ash contents werehigher than Hyper Coal. Hyper Coal has ash contents under the 200ppm when raw coal is treated with appropriate solvent and ion exchange materials to remove alkali materials in extracted solution. The ash-free coal which is similar grade with oil can be used as alternate oil in the industry, and also used as a high grade fuel for IGCC, IGFC and other advanced combustion technology.

• The Journal of Korean Institute for Practical Engineering Education
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• v.3 no.1
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• pp.84-91
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• 2011

It is necessary for the engineering students to have a business mind for the contemporary world of business. We developed a focused management education program for engineering students in C-University. The management education program consists of both on-line and off-line learning. ABEEK requires 720 engineering students of C-University must take basic management course. The on-line lecture was developed to overcome the shortage of qualified lecturers in business school. On-line lecture made by the business school faculty(not lecturers) can evenly provide high-quality content for every engineering students. In addition, the program is designed that off-line classes administered by lecturers complements the limitations of on-line lecture. Having in mind that selected senior engineering students understand technology and basic business, we developed an advanced course focusing on technology-oriented venture businesses. On and off-line blended learning and two-step approach of management education for engineering students of C-University may shed some light on other engineering schools in similar situation.

• The Journal of Korean Institute for Practical Engineering Education
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• v.4 no.1
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• pp.86-92
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• 2012

For the successful operation of IPP program which is a unique Korean Co-op education program designed and implemented by Korea Tech, it is very crucial to have both a reasonable performance evaluation system and a systematic feedback and upgrading system for the program. In this paper, we will provide the logic model for long-term performance evaluation of Korea Tech's IPP program. Since the critical success factors(CSF) and Key Performance Index(KPI) are very important for the IPP program implementation, they are also provided and discussed in detail. In addition, we will discuss and analyze about the student and the industry survey results for IPP program's sucess factors.

• The Journal of Korean Institute for Practical Engineering Education
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• v.2 no.1
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• pp.154-163
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• 2010

The object of this study is to investigate the penetration characteristics according to the change of stacking sequences and curvature radius in the composite laminated shell. They are staked to [02/902]S and [0/902/0]s, their interlaminar number are two and four. We are manufactured to composite laminated shells with various curvature radius. Curvature radius of composite shell is 100, 150, 200mm and ${\infty}$(it's meaning flat-plate). In general, kinetic energy after impact-kinetic energy before impact increased linearly in all specimens. Absorbed energy increased linearly as the curvature increased, and absorbed energy of [02/902]S specimen, which is small interlaminar number, was higher than [0/902/0]s specimen.

• The Transactions of the Korean Institute of Power Electronics
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• v.14 no.2
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• pp.105-111
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• 2009

The powers used in the motor drive system are mostly DC sources like batteries. Even AC powers in some systems are generated from DC sources by the inverter. It is can be forecasted that the DC-link communications will be widely used in various industrial fields. In this paper a novel BLDC motor drive system using DC-link communications is proposed. The characteristic of this system Is that the communication only needs 2 DC lines. There are not additional lines to translate the reference signals. And the reliability o3 the system is ensured especially under some terrible circumstances. The number of lines can be minimized when the DC-link communication method is applied in the multi motor control system and the slip ring design also can be simplified when this method is applied in rotation machines. The proposed motor system is clarified by the PSIM and MATLAB simulations and tested through the hardware prototype.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.295-304
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• 2010

Coating thickness is one of target variables in quality control process in steel industry. To predict coating thickness and to control quality of anti-fingerprint steel coils, ultraviolet-visible spectra are measured. We propose a variable-interval selection procedure based on the variable importance in projection in partial least square model. Using the proposed variable interval selection method, prediction performance gets better in the reduced model than the full model with full spectra absorbance. It is also shown that the first differencing as a data preprocessing technique does work well for the prediction of coating thickness.

• Korean journal of communication and information
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• v.30
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• pp.175-201
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• 2005

This study investigates the diversity of news topic and source of the New York Times, Chicago Tribune, and the Los Angeles Times in the second half of the twentieth century. In probing the conventional traits of the contemporary press, the researcher traced the changing patterns and trends of news values in terms of news-gathering routine in order to evaluate the journalistic role conception in terms of social responsibility theory. Findings indicated that the American press as a neutral transmitter has been consistently violated by source and topic bias without any significant changes during the last five decades. The data, however, revealed the evident shift of the contemporary press from the heavy reliance of official source to the business/economic source. In addition, news topics such as business, health, and education have replaced the conventional popular topics such as crime and accidents. By contrast, it was revealed that the unconventional topics such as poverty, labor and minority still fail to receive the large attention from the target papers.