• 재무관리연구
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• 제26권3호
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• pp.65-101
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• 2009

본 연구에서는 한국거래소 내 유가증권시장의 1999년부터 2004년까지의 일중 거래자료에 기초한 프로그램매매종목과 차익거래종목, 그리고 비차익거래종목의 스프레드와 프로그램매매포함횟수의 변화를 분석하여 한국유가증권시장의 프로그램매매중단장치인 사이드카가 정보비대칭을 해소하는 역할을 하는지를 검증하였다. 본 연구의 주요결과를 요약하면 다음과 같다. 첫째, 사이드카 발동 이후 프로그램매매종목의 스프레드가 감소하는 것으로 나타나 사이드카가 정보비대칭을 부분적으로 완화시키는 효과가 있는 것으로 나타났다. 둘째, 사이드카 발동 이후 프로그램매매종목에 나타나는 정보비대칭의 해소효과는 매수프로그램매매종목에 국한하여 나타나는 결과이다. 셋째, 차익거래와 비차익거래에 미치는 효과를 분석한 결과는 사이드카의 발동이 차익거래뿐만 아니라 비차익거래 종목의 스프레드를 줄여 정보비대칭을 해소하는 효과를 가짐을 보여준다. 넷째, 프로그램매매종목에서와 마찬가지로 차익거래와 비차익거래 종목에 나타나나는 정보비대칭해소효과는 매수차익거래와 매수비차익거래에 국한하여 나타난다. 마지막으로 사이드카 발동 전후 각 표본의 프로그램매매 포함횟수의 변화를 분석한 결과에 의하면, 각 표본종목이 프로그램매매에 포함된 횟수는 사이드카 발동 이후에 대부분 증가하는 것으로 나타나, 사이드카 발동에 따른 매매중단기간 동안 정보비대칭이 충분히 해소되지 못하며 사이드카 발동을 가져온 가격의 급등락에 관련된 뉴스가 사건이후에도 지속적으로 영향을 미침을 보여준다.

• 대기
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• 제23권1호
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• pp.113-121
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• 2013

The objective of this study is to develop and evaluate the system to produce the real-time ensemble drought prediction data. Ensemble drought prediction consists of 3 processes (meteorological outlook using the multi-initial conditions, hydrological analysis and drought index calculation) therefore, more processing time and data is required than that of single member. For ensemble drought prediction, data process time is optimized and hardware of existing system is upgraded. Ensemble drought data is estimated for year 2012 and to evaluate the accuracy of drought prediction data by using ROC (Relative Operating Characteristics) analysis. We obtained 5 ensembles as optimal number and predicted drought condition for every tenth day i.e. 5th, 15th and 25th of each month. The drought indices used are SPI (Standard Precipitation Index), SRI (Standard Runoff Index), SSI (Standard Soil moisture Index). Drought conditions were determined based on results obtained for each ensemble member. Overall the results showed higher accuracy using ensemble members as compared to single. The ROC score of SRI and SSI showed significant improvement in drought period however SPI was higher in the demise period. The proposed ensemble drought prediction system can be contributed to drought forecasting techniques in Korea.

• 한국세라믹학회지
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• 제34권7호
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• pp.693-698
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• 1997

The refractive index and dispersion in the (100-x)(0.6CaO.0.4Al2O3).xSiO2(x=0~30) glasses were investigated. As the amount of SiO2 increased, the refractive index decreased. The change of refractive index was attributed to the change of the molar refraction rather than the molar volume. When the amount of SiO2 was smaller than 20 mol%, the average electronic transition energy gaps(E0) and the electronic oscillator strengths(Ed) were about 10.9($\pm$0.1) nd 18($\pm$0.5)eV, respectively. However E0 and Ed of the glass (CAS30) with 30 mol% SiO2 increased to 12.63 and 19.89eV, respectively. The similar results was observed in the variation of Abbe Number. Abbe number of the glass in the range of 0~20 mol% SiO2 was about 46 and that of CAS30 increased to 60. The zero-material dispersion wavelength({{{{ lambda }}0) of pure calcium aluminate glass was 1.8 ${\mu}{\textrm}{m}$. As the amount of SiO2 increased, the zero-material dispersion wavelength shifted to a shorter wavelength. {{{{ lambda }}0 of CAS30 was 1.5 ${\mu}{\textrm}{m}$, that is currently using for the optical telecommunication system.

• 대한안전경영과학회지
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• 제5권3호
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• pp.145-156
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• 2003

As we understand it, Process Capability indices are intended to provide single-number assessments of ability to meet specification limits on quality characteristics of interest. As a consequence of the varied ways in which PCIs are used, there have been two natural lines of research work: $\circled1$ studies on the properties of PCIs and their estimators in many different environments; $\circled2$ construction of new PCIs purporting to have better properties in certain circumstances. The most of existing process capability indices are concerned with the single variable. But, in many cases, a quality characteristic is composed with several factors. In that case, we want to know the integrated process capability of a quality characteristic not those of each factor. In this paper, we proposed a new multivariate system process capability index called $MSPCI:SC_{psk}$ which is the geometric mean of performance measure $C_{psk}$'S, and will be used as the criterion to assess multiple response process designs. Numerical illustration is done for $SC_{psk}$, $\overline{C_p}$(f), Cp, Cpk, Cpm, and Cpsk.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2015년도 춘계학술대회
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• pp.614-616
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• 2015

현재 U-Healthcare는 헬스, 치료중심의 건강관리 개념에서 향후 예방중심의 Wellness로 전문화 되고 있다. 그 중 Wellness는 U-Healthcare의 핵심 분야로 발전됨에 따라 휘트니스 시스템 분야의 개발이 대두되고 있다. 기존의 휘트니스 시스템에서는 트레이너와 사용자 간의 1:1 상담만이 가능했고, 트레이너의 수가 제한되어, 특정 시간대에 코칭을 받을 수 있는 사용자의 수가 늘어남에 따라 개인이 받을 수 있는 코칭 시간이 줄어드는 문제점이 존재하였다. 이에 본 논문에서는 휘트니스 시스템에서의 사용자의 BMI(Body Mass Index) 지수를 DB 테이블의 필드 값으로 그룹화 하여 관리하고, 트레이너가 BMI 지수가 상이한 다수의 사용자를 효율적으로 코칭할 수 있도록 하는 메커니즘을 설계하고자 한다.

• 한국항만경제학회지
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• 제31권2호
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• pp.23-40
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• 2015

본 연구는 시스템 다이내믹스 기법을 활용하여 주요 해운정책이 우리나라 외항선대 증가에 미치는 영향에 대하여 분석하는 것을 목적으로 하였다. 시뮬레이션을 위해 사용된 변수는 2005년부터 2013년까지 우리나라 해운기업이 보유한 선박척수와 총톤수, BDI, HRCI, CCFI, WS, 달러 대비 환율, 세계 선대규모, 우리나라 해운업계 부채비율 등이고, 해운정책이 외항선대 증가에 어떤 영향을 주는지를 검증하기 위하여 국제선박등록 톤수, 정책금융기관의 해운기업에 대한 대출액수, 톤세제 적용기업의 수, 선박펀드 규모 등 4가지 정책변수에 대해 민감도 분석을 실시하였다. 예측값의 정확도를 파악하기 위해 절대평균 오차비율(MAPE) 검증을 실시하였는데, MAPE 값이 3.46%로서 10%이내에 해당하여 매우 높은 정확도를 가지는 시뮬레이션 모델로 평가되었다. 민감도 분석결과, 국제선박등록 톤수, 정책금융기관의 대출액수, 선박펀드 규모, 톤세제 적용기업의 수의 순으로 영향도가 큰 것으로 분석되었다.

• Smart Structures and Systems
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• 제25권1호
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• pp.1-22
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• 2020

The modal strain energy method is one of the efficient methods for detecting damage in the structures. Due to existing some limitations in real-world structures, sensors can only be located on a limited number of degrees of freedom (DOFs) of a structure. Therefore, the mode shape values in all DOFs of structures cannot be measured. In this paper, a modified modal strain energy based index (MMSEBI) is introduced to locate damaged elements of structures when a limited number of sensors are used. The proposed MMSEBI is based on the reconstruction of mode shapes using Improved Reduction System (IRS) method. Therefore, in the first step by employing IRS method, mode shapes in slave degrees of freedom are estimated by those of master degrees of freedom. In the second step, the proposed MMSEBI is used to located damage elements. In order to evaluate the efficiency of the proposed method, two numerical examples are considered under different damage patterns considering the measurement noise. Moreover, the universal threshold based on statistical hypothesis testing principles is applied to damage index values. The results show the effectiveness of the proposed MMSEBI for the structural damage localization when comparing with the available damage index named MESBI. The results demonstrate that the presented method can be used as a practical strategy for structural damage identification, especially when a limited number of sensors are installed on the structure. Finally, the combination of MMSEBI and IRS method can provide a reliable tool to identify the location of damage accurately.

• 품질경영학회지
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• 제26권4호
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• pp.124-142
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• 1998

It is essential to have a correct measurement system assessment to help improve process or quality. In this paper, we emphasize that a confidence interval a, pp.oach for the parameters of measurement error study and GR&R is crucial and a simple a, pp.oach for constructing them is presented. We also discuss on the issue of linearity of the gauge. Next, we try to reveal the relationship between measurement error and the process capability index. Finally some aspects of conducting the measuring experiment concerning the number of parts, number of measurements per part, and recommendations on how the experiment is to be performed will be considered.

• 한국정밀공학회지
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• 제12권10호
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• pp.138-148
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• 1995

While Model-based Monitoring systems based on state observer theory have shown much promise in the laboratory, they have not been widely accepted by industry because, inpractice, these systems often have poor performance with respect to accuracy, band-width, reliability(false alarms), and robustness. In this paper, the linitations of the deterministic discrete-time state observer are investigated quantitatively from the machine monitoring viewpoint. The limitations in the transient and steady-state observer performance are quantified as estimation error bounds from which performance indices are selected. Each index represents the conditioning of the corresponding performance. By utilizing matrix norm theory, an unified main index is determined, that dominates all the indices. This index could from the basis for an observer design methodology that should improve the performance of model-based monitoring systems.

• Journal of Preventive Medicine and Public Health
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• 제12권1호
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• pp.31-37
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• 1979

By evaluating the health status of 152 male workers engaged in a metal-product factory by Cornell Medical Index in conjunction with their experience of industrial accident, I attempted to find out whether any health condition may effect on the occurence of industrial accident. Differences in frequency of complaints in each section of CMI between control workers and accident workers were statistically tested by T-test. On the other hand, influence of neuropsychiatric factors (section M-R) on the occurence of accidents was analyzed by $X^2-test$ with Fukamachi's classification. The followings were the results obtained in this study. 1. The average number (26.42) of physical complaints in accident group is significantly more than in control group (18.70). 2. The average number (17.70) of mental complaints in accident group is very significantly more than in control group (11.70). 3. Differences in frequencies of complaints by sections between accident group and control group was all significant except C (cardiovascular system), H (genitourinary system), I (fatigue) & J (frequency of disease). 4. frequency rate of neurotic workers who were identified by Fukamachi's classification was significantly higher in accident group (72%) than in control group (51%).