• Journal of Digital Convergence
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• v.13 no.8
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• pp.153-160
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• 2015

The domestic stock market has been subjected to a major change since the September 1997 financial crisis. Foreign capital came repeat themselves in the stock market and bond market, foreign exchange market opening up domestic financial markets after the financial crisis. The domestic stock market has been most affected by domestic capital before the financial crisis. But it has been receiving an absolute influenced by foreign capital after the financial crisis. The purpose of this study is to analyze the trends in the two sections that look at any changes in the volatility of the KOSPI appears after the crisis. To this, obtained a daily weekly monthly normal distribution and kurtosis, skewness degree it should be analyze the tilt phenomenon and variability of the two intervals. This study also predict the future movement of the domestic stock market Based on this, look at the difference between the two sections. Analysis result, after the financial crisis change width has a reduction but direction of the KOSPI has appeared relatively distinct in the medium to long term. Based on this future market seems desirable the mid- to long-term investment looking for direction.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.19 no.12
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• pp.2792-2799
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• 2015

In this paper, we utilize source mel-frequency cepstral coefficients (SMFCCs), skewness, and kurtosis extracted in glottal flow signals to improve speaker recognition performance. Generally, because the high band magnitude response of glottal flow signals is somewhat flat, the SMFCCs are extracted using the response below the predefined cutoff frequency. The extracted SMFCC, skewness, and kurtosis are concatenated with conventional feature parameters. Then, dimensional reduction by the principal component analysis (PCA) and the linear discriminat analysis (LDA) is followed to compare performances with conventional systems under equivalent conditions. The proposed recognition system outperformed the conventional system for large scale speaker recognition experiments. Especially, the performance improvement was more noticeable for small Gaussan mixtures.

• Journal of Navigation and Port Research
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• v.31 no.6
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• pp.471-478
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• 2007

This study is carried out the investigation of nonlinear characteristics of the field wave observation data acquired in the western sea area in Jeju island during one year. It is aimed to offer the fundamental data for Freak wave forecasting in real sea. For this, the nonlinear parameters of ocean waves, which are Skewness, Atiltness, Kurtosis and Spectrum band width parameter et al., are introduced, and the parameters are compared and discussed with some characteristics wave components, ie, significant wave height, maximum wave height, and so on. As a results, we know that the parameters describe nonlinear characteristics of observed wave spectrum broadly, are feebly related with occurrence of abnormal maximum wave height, namely freak event, however the Kurtosis, $K_t$ which is a degree of peakness of mode of surface elevation distribution, has better relationship than others.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.889-899
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• 2017

Independent component analysis is a multivariate approach to separate mixed signals into original signals. It is the most widely used method of blind source separation technique. ICA uses linear transformations such as principal component analysis and factor analysis, but differs in that ICA requires statistical independence and non-Gaussian assumptions of original signals. PCA have a natural ordering based on cumulative proportion of explained variance; howerver, ICA algorithms cannot identify the unique optimal ordering of the components. It is meaningful to set order because major components can be used for further analysis such as clustering and low-dimensional graphs. In this paper, we compare the performance of several criteria to determine the order of the components. Kurtosis, absolute value of kurtosis, negentropy, Kolmogorov-Smirnov statistic and sum of squared coefficients are considered. The criteria are evaluated by their ability to classify known groups. Two types of data are analyzed for illustration.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.219-229
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• 2010

There have been many researches on the risk management due to rapid increase of various risk factors for financial assets. Aa a method for comprehensive risk management, Value at Risk (VaR) is developed. For estimation of VaR, it is important task to solve the problem of asymmetric distribution of the return rate with heavy tail. Most real distributions of the return rate have high positive kurtosis and low negative skewness. In this paper, some alternative distributions are used to be fitted to real distributions of the return rate of financial asset. And estimates of VaR obtained by using these fitting distributions are compared with those obtained from real distribution. It is found that normal mixture distribution is the most fitted where its skewness and kurtosis of practical distribution are close to real ones, and the VaR estimation using normal mixture distribution is more accurate than any others using other distributions including normal distribution.

• Transactions on Electrical and Electronic Materials
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• v.11 no.1
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• pp.42-47
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• 2010

Polymer insulating materials such as cross linked polyethylene (XLPE) are employed in electric cables used for extra high voltage. These materials can degrade due to chemical, mechanical and electric stress, possibly caused by voids, the presence of extrinsic materials and protrusions. Therefore, this study measured discharge patterns, discharge phase angle, quantity and occurrence frequency as well as changes in XLPE under different temperatures and applied voltages. To quantitatively analyze the irregular partial discharge patterns measured, the discharge patterns were examined using a statistical program. A three layer sample was fabricated, wherein the upper and lower layers were composed of non-void XLPE, while the middle layer was composed of an air void and copper particles. After heating to room temperature and $50^{\circ}C$ and $80^{\circ}C$ in silicone oil, partial discharge characteristics were studied by increasing the voltage from the inception voltage to the breakdown voltage. Partial discharge statistical analysis showed that when the K-means clustering was carried out at 9 kV to determine the void discharge characteristics, the amount discharged at low temperatures was small but when the temperature was increased to $80^{\circ}C$, the discharge amount increased to be 5.7 times more than that at room temperature because electric charge injection became easier. An analysis of the kurtosis and the skewness confirmed that positive and negative polarity had counterclockwise and clockwise clustering distribution, respectively. When 5 kV was applied to copper particles, the K-means was conducted as the temperature changed from $50^{\circ}C$ to $80^{\circ}C$. The amount of charge at a positive polarity increased 20.3% and the amount of charge at a negative polarity increased 54.9%. The clustering distribution of a positive polarity and negative polarity showed a straight line in the kurtosis and skewness analyses.

• Investigative Magnetic Resonance Imaging
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• v.25 no.2
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• pp.118-128
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• 2021

Purpose: To investigate the value of MR textural analysis, including use of diffusion-weighted imaging (DWI) to differentiate malignant from benign soft-tissue tumors on 3T MRI. Materials and Methods: We enrolled 69 patients (25 men, 44 women, ages 18 to 84 years) with pathologically confirmed soft-tissue tumors (29 benign, 40 malignant) who underwent pre-treatment 3T-MRI. We calculated MR texture, including mean, standard deviation (SD), skewness, kurtosis, mean of positive pixels (MPP), and entropy, according to different spatial-scale factors (SSF, 0, 2, 4, 6) on axial T1- and T2-weighted images (T1WI, T2WI), contrast-enhanced T1WI (CE-T1WI), high b-value DWI (800 sec/mm²), and apparent diffusion coefficient (ADC) map. We used the Mann-Whitney U test, logistic regression, and area under the receiver operating characteristic curve (AUC) for statistical analysis. Results: Malignant soft-tissue tumors had significantly lower mean values of DWI, ADC, T2WI and CE-T1WI, MPP of ADC, and CE-T1WI, but significantly higher kurtosis of DWI, T1WI, and CE-T1WI, and entropy of DWI, ADC, and T2WI than did benign tumors (P < 0.050). In multivariate logistic regression, the mean ADC value (SSF, 6) and kurtosis of CE-T1WI (SSF, 4) were independently associated with malignancy (P ≤ 0.009). A multivariate model of MR features worked well for diagnosis of malignant soft-tissue tumors (AUC, 0.909). Conclusion: Accurate diagnosis could be obtained using MR textural analysis with DWI and CE-T1WI in differentiating benign from malignant soft-tissue tumors.

• Korean Journal of Radiology
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• v.20 no.5
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• pp.801-811
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• 2019

Objective: To determine whether diffusion kurtosis imaging (DKI) is effective in monitoring tumor response to neoadjuvant chemotherapy in patients with osteosarcoma. Materials and Methods: Twenty-nine osteosarcoma patients (20 men and 9 women; mean age, 17.6 ± 7.8 years) who had undergone magnetic resonance imaging (MRI) and DKI before and after neoadjuvant chemotherapy were included. Tumor volume, apparent diffusion coefficient (ADC), mean diffusivity (MD), mean kurtosis (MK), and change ratio (ΔX) between pre-and post-treatment were calculated. Based on histologic response, the patients were divided into those with good response (≥ 90% necrosis, n = 12) and those with poor response (< 90% necrosis, n = 17). Several MRI parameters between the groups were compared using Student's t test. The correlation between image indexes and tumor necrosis was determined using Pearson's correlation, and diagnostic performance was compared using receiver operating characteristic curves. Results: In good responders, MD_post, ADC_post, and MK_post values were significantly higher than in poor responders (p < 0.001, p < 0.001, and p = 0.042, respectively). The ΔMD and ΔADC were also significantly higher in good responders than in poor responders (p < 0.001 and p = 0.01, respectively). However, no significant difference was observed in ΔMK (p = 0.092). MD_post and ΔMD showed high correlations with tumor necrosis rate (r = 0.669 and r = 0.622, respectively), and MD_post had higher diagnostic performance than ADC_post (p = 0.037) and MK_post (p = 0.011). Similarly, ΔMD also showed higher diagnostic performance than ΔADC (p = 0.033) and ΔMK (p = 0.037). Conclusion: MD is a promising biomarker for monitoring tumor response to preoperative chemotherapy in patients with osteosarcoma.

• Journal of the Korean Society for Marine Environment & Energy
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• v.13 no.2
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• pp.112-120
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• 2010

In this paper time series wave data measured continuously for 24 hours during a storm in Yura Sea Area are used to investigate statistical characteristics of nonlinear waves. The exceedance probability of wave height is compared using the Rayleigh distribution and the Edgeworth-Rayleigh (ER) distribution. Wave data which show stationary state for 10 hours contain 4600 waves approximately. The Gram-Chalier distribution fits the probability of wave elevation better than the Gaussian distribution. The Rayleigh ($H_{rms}$) distribution follows the exceedance probability of wave height in general and predicts the probability of freak waves well. The ER distribution overpredicts the exceedance probability of wave heights and the occurrence of freak waves. If wave data measured for 30 minute period which contains 250 waves are used, the ER distribution can predict the occurrence probability of freak waves well. But it overpredicts the probability of overall wave height If no freak wave occurs, the Rayleigh ($H_{rms}$) distribution agrees well with wave height distribution for the most of wave height ranges. The wave height distribution of freak waves of which height are less than 10 m shows similar tendency compared with freak waves greater than 10 m. The value of $H_{max}/H_{1/3}$ is related to the kurtosis of wave elevation. It seems that there exists threshold value of the kurtosis for the occurrence of freak waves.

• Proceedings of the KGS Conference
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• 2003.11a
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• pp.19-23
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• 2003

해안 퇴적 환경의 가장 기본적인 특징은 퇴적물의 입도 특성을 통해 파악할 수 있다. 퇴적물 특성을 정량적으로 표현하는 대표적인 방법은 입자 크기에 대한 값을 이용하여 평균입도(mean size), 분급도(sorting), 왜도(skewness), 첨도(kurtosis) 등의 퇴적물 입도 조직 변수를 구하여 표현하는 것이다. 퇴적 환경에서 입도 분포는 퇴적물의 이동과 퇴적의 동적 상태를 나타내는 기본적인 정보이다. (중략)