Journal of Korean Society of Environmental Engineers
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v.30
no.9
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pp.955-960
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2008
We investigated and estimated at the characteristics of decomposition and mineralization of benomyl using a design of experiment(DOE) based on the general factorial design in an E-beam process, and also the main factors(variables) with benomyl concentration(X$_1$) and E-beam irradiation(X$_2$) which consisted of 5 levels in each factor was set up to estimate the prediction model and the optimization conditions. At frist, the benomyl in all treatment combinations except 17 and 18 trials was almost degraded and the difference in the decomposition of benomyl in the 3 blocks was not significant(p > 0.05, one-way ANOVA). However, the % of benomyl mineralization was 46%(block 1), 36.7%(block 2) and 22%(block 3) and showed the significant difference of the % that between each block(p < 0.05). The linear regression equations of benomyl mineralization in each block were also estimated as followed; block 1(Y$_1$ = 0.024X$_1$ + 34.1(R$^2$ = 0.929)), block 2(Y$_2$ = 0.026X$_2$ + 23.1(R$^2$ = 0.976)) and block 3(Y$_3$ = 0.034X$_3$ + 6.2(R$^2$ = 0.98)). The normality of benomyl mineralization obtained from Anderson-Darling test in all treatment conditions was satisfied(p > 0.05). The results of prediction model and optimization point using the canonical analysis in order to obtain the optimal operation conditions were Y = 39.96 - 9.36X$_1$ + 0.03X$_2$ - 10.67X$_1{^2}$ - 0.001X$_2{^2}$ + 0.011X$_1$X$_2$(R$^2$ = 96.3%, Adjusted R$^2$ = 94.8%) and 57.3% at 0.55 mg/L and 950 Gy, respectively. A Microtox test using V. fischeri showed that the toxicity, expressed as the inhibition(%), was reduced almost completely after an E-beam irradiation, whereas the inhibition(%) for 0.5 mg/L, 1 mg/L and 1.5 mg/L was 10.25%, 20.14% and 26.2% in the initial reactions in the absence of an E-beam illumination.
Kim, Changhwan;Park, Yong Bum;Mo, Eun Kyung;Choi, Eun Hee;Nam, Hee Seung;Lee, Sung-Soon;Yoo, Young Won;Yang, Yun Jun;Moon, Joung Wha;Kim, Dong Soon;Lee, Hyang Yi;Jin, Young-Soo;Lee, Hye Young;Chun, Eun Mi
Tuberculosis and Respiratory Diseases
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v.64
no.6
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pp.433-438
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2008
Background: Measurement of the maximum oxygen uptake in patients with chronic obstructive pulmonary disease (COPD) has been used to determine the intensity of exercise and to estimate the patient's response to treatment during pulmonary rehabilitation. However, cardiopulmonary exercise testing is not widely available in Korea. The 6-minute walk test (6MWT) is a simple method of measuring the exercise capacity of a patient. It also provides high reliability data and it reflects the fluctuation in one' s exercise capacity relatively well with using the standardized protocol. The prime objective of the present study is to develop a regression equation for estimating the peak oxygen uptake ($VO_2$) for men with moderate to very severe COPD from the results of a 6MWT. Methods: A total of 33 male patients with moderate to very severe COPD agreed to participate in this study. Pulmonary function testing, cardiopulmonary exercise testing and a 6MWT were performed on their first visits. The index of work ($6M_{work}$, 6-minute walk distance [6MWD]${\times}$body weight) was calculated for each patient. Those variables that were closely related to the peak $VO_2$ were identified through correlation analysis. With including such variables, the equation to predict the peak $VO_2$ was generated by the multiple linear regression method. Results: The peak $VO_2$ averaged $1,015{\pm}392ml/min$, and the mean 6MWD was $516{\pm}195$ meters. The $6M_{work}$ (r=.597) was better correlated to the peak $VO_2$ than the 6MWD (r=.415). The other variables highly correlated with the peak $VO_2$ were the $FEV_1$ (r=.742), DLco (r=.734) and FVC (r=.679). The derived prediction equation was $VO_2$ (ml/min)=($274.306{\times}FEV_1$)+($36.242{\times}DLco$)+($0.007{\times}6M_{work}$)-84.867. Conclusion: Under the circumstances when measurement of the peak $VO_2$ is not possible, we consider the 6MWT to be a simple alternative to measuring the peak $VO_2$. Of course, it is necessary to perform a trial on much larger scale to validate our prediction equation.
Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.
LEE Chang Kyu;KIM Hyung Chul;LEE Sam-Geun;JUNG Chang Su;KIM Hak Gyoon;LIM Wol Ae
Korean Journal of Fisheries and Aquatic Sciences
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v.34
no.5
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pp.536-544
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2001
Three harmful algal bloom species with similar morphology, Cochlodinium polykrikoides, Gyodinium impudicum and Gymodinium catenatum have damaged to aquatic animals or human health by either making massive blooms or intoxication of shellfishes in a food chain. Eco-physiological and hydrodynamic studies on the harmful algae offer useful informations in the understanding their bloom mechanism by giving promising data for the prediction and modelling of harmful algal blooms event. Thus, we studied the abundance of these species in the coastal area of South Sea of Korea and their effects of temperature, salinity, irradiance and nutrient on the growth for the isolates. The timing for initial appearance of the three species around the coastal area of Namhaedo, Narodo and Wando was between Bate July and late August in 1999 when water temperature ranged from $22.8^{\circ}C\;to\;26.5^{\circ}C$ Vegetative cells of C. polykrikoides and G. impudicum were abundant until late September when water temperature had been dropped to less than $23^{\circ}C$. By contrast, vegetative cell of G. catenatum disappeared before early September, showing shorter period of abundance than the other two species in the South Sea. Both G. impudicum and G. catenatum revealed comparatively low density with a maximal cell density of 3,460 cells/L and 440 cells/L, respectively without making any bloom, while C. polykrikoides made massive blooms with a maximal cell density more than $40\times10^6$cells/L, The three species showed a better growth at the relatively higher water temperature ranging from 22 to $28^{\circ}C$ with their maximal growth rate at $25^{\circ}C$ in culture, which almost corresponded with the water temperature during the outbreak of C. polykrikoides in the coastal area of South Sea. Also, they all showed a relatively higher growth at the salinity from 30 to $35\%$. Specially, G. impudicum showed the euryhalic characteristics among the species, On the other hand, growth rate of G. catenatum decreased sharply with the increase of water temperature at the experimental ranges more than $35\%$. The higher of light intensities showed the better growth rates for the three species, Moreover, C. polykrikoides and G. impudirum continued their exponential growth even at 7,500 lux, the highest level of light intensity in the experiment, Therefore, It is assumed that C. polykrikoides has a physiological capability to adapt and utilize higher irradiance resulting in the higher growth rate without any photo inhibition response at the sea surface where there is usually strong irradiance during its blooming season. Although C. poiykikoides and G. impudicum continued their linear growth with the increase of nitrate ($NO_3^-$) and ammonium ($NH_4^-$) concentrations at less than the $40{\mu}M$, they didn't show any significant differences in growth rates with the increase of nitrate and ammonium concentrations at more than $40{\mu}M$, signifying that the nitrogen critical point for the growth of the two species stands between 13.5 and $40{\mu}M$. Also, even though both of the two species continued their linear growth with the increase of phosphate ($PO_4^{2-}$) concentrations at less than the $4.05{\mu}M$, there were no any significant differences in growth rates with the increase of phosphate concentrations at more than $4.05{\mu}M$, signifying that the phosphate critical point for the growth of the two species stands between 1.35 and $4.05{\mu}M$. On the other hand, C. polykrikoides has made blooms at the oligotrophic environment near Narodo and Namhaedo where the concentration of DIN and DIP are less than 1.2 and $0.3{\mu}M$, respectively. We attributed this phenomenon to its own ecological characteristics of diel vertical migration through which C. polykrikoides could uptake enough nutrients from the deep sea water near bottom during the night time irrespective of the lower nutrient pools in the surface water.
Journal of Korean Society of Environmental Engineers
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v.30
no.6
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pp.642-652
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2008
The aim of our research was to apply experimental design methodology in the optimization condition of Photo-Fenton oxidation of the residual livestock wastewater after the coagulation process. The reactions of Photo-Fenton oxidation were mathematically described as a function of parameters amount of Fe(II)($x_1$), $H_2O_2(x_2)$ and pH($x_3$) being modeled by the use of the Box-Behnken method, which was used for fitting 2nd order response surface models and was alternative to central composite designs. The application of RSM using the Box-Behnken method yielded the following regression equation, which is an empirical relationship between the removal(%) of livestock wastewater and test variables in coded unit: Y = 79.3 + 15.61x$_1$ - 7.31x$_2$ - 4.26x$_3$ - 18x$_1{^2}$ - 10x$_2{^2}$ - 11.9x$_3{^2}$ + 2.49x$_1$x$_2$ - 4.4x$_2$x$_3$ - 1.65x$_1$x$_3$. The model predicted also agreed with the experimentally observed result(R$^2$ = 0.96) The results show that the response of treatment removal(%) in Photo-Fenton oxidation of livestock wastewater were significantly affected by the synergistic effect of linear terms(Fe(II)($x_1$), $H_2O_2(x_2)$, pH(x$_3$)), whereas Fe(II) $\times$ Fe(II)(x$_1{^2}$), $H_2O_2$$\times$$H_2O_2$(x$_2{^2}$) and pH $\times$ pH(x$_3{^2}$) on the quadratic terms were significantly affected by the antagonistic effect. $H_2O_2$$\times$ pH(x$_2$x$_3$) had also a antagonistic effect in the cross-product term. The estimated ridge of the expected maximum response and optimal conditions for Y using canonical analysis were 84 $\pm$ 0.95% and (Fe(II)(X$_1$) = 0.0146 mM, $H_2O_2$(X$_2$) = 0.0867 mM and pH(X$_3$) = 4.704, respectively. The optimal ratio of Fe/H$_2O_2$ was also 0.17 at the pH 4.7.
The objective of this study is to investigate the correlation between steady shear flow (nonlinear behavior) and dynamic viscoelastic (linear behavior) properties for concentrated polymer solutions. Using both an Advanced Rheometic Expansion System(ARES) and a Rheometics Fluids Spectrometer (RFS II), the steady shear flow viscosity and the dynamic viscoelastic properties of concentrated poly(ethylene oxide)(PEO), polyisobutylene(PIB), and polyacrylamide(PAAm) solutions have been measured over a wide range of shear rates and angular frequencies. The validity of some previously proposed relationships was compared with experimentally measured data. In addition, the effect of solution concentration on the applicability of the Cox-Merz rule was examined by comparing the steady flow viscosity and the magnitude of the complex viscosity Finally, the applicability of the Cox-Merz rule was theoretically discussed by introducing a nonlinear strain measure. Main results obtained from this study can be summarized as follows : (1) Among the previously proposed relationships dealt with in this study, the Cox-Merz rule implying the equivalence between the steady flow viscosity and the magnitude of the complex viscosity has the best validity. (2) For polymer solutions with relatively lower concentration, the steady flow viscosity is higher than the complex viscosity. However, such a relation between the two viscosities is reversed for highly concentrated polymer solutions. (3) A nonlinear strain measure is decreased with increasing stran magnitude, after reaching the maximum value in small strain range. This behavior is different from the theoretical prediction demonstrating the shape of a damped oscillatory function. (4) The applicability of the Cox-Merz rule is influenced by the $\beta$ value, which indicates the slope of a nonlinear stain measure (namely, the degree of nonlinearity) at large shear deformations. The Cox-Merz rule shows better applicability as the $\beta$ value becomes smaller.
KSCE Journal of Civil and Environmental Engineering Research
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v.36
no.1
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pp.49-63
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2016
In this study, we analyzed the effects of regional hydrologic variability during warm season (June-September) in South Korea due to ENSO (El $Ni{\tilde{n}}o$-Southern Oscillation) pattern changes over the Tropical Pacific Ocean (TPO). We performed composite analysis (CA) and statistical significance test by Student's t-test using observed hydrologic data (such as, precipitation and streamflow) in the 113 sub-watershed areas over the 5-Major River basin, in South Korea. As a result of this study, during the warm-pool (WP) El $Ni{\tilde{n}}o$ year shows a significant increasing tendency than normal years. Particularly, during the cold-tongue (CT) El $Ni{\tilde{n}}o$ decaying years clearly decreasing tendency compared to the normal years was appeared. In addition, the La $Ni{\tilde{n}}a$ years tended to show a slightly increasing tendency and maintain the average year state. In addition, from the result of scatter plot of the percentage anomaly of hydrologic variables during warm season, it is possible to identify the linear increasing tendency. Also the center of the scatter plot shows during the WP El $Ni{\tilde{n}}o$ year (+17.93%, +26.99%), the CT El $Ni{\tilde{n}}a$ year (-8.20%, -15.73%), and the La $Ni{\tilde{n}}a$ year (+8.89%, +15.85%), respectively. This result shows a methodology of the tele-connection based long-range water resources prediction for reducing climate forecasting uncertainty, when occurs the abnormal SSTA (such as, El $Ni{\tilde{n}}o$ and La $Ni{\tilde{n}}a$) phenomenon in the TPO region. Furthermore, it can be a useful data for water managers and end-users to support long-range water-related policy making.
TThis is a study of the personalization method that intelligently adapts the level of clustering considering purchasing index of a customer. In the e-biz era, many companies gather customers' demographic and transactional information such as age, gender, purchasing date and product category. They use this information to predict customer's preferences or purchasing patterns so that they can provide more customized services to their customers. The previous Customer-Segmentation method provides customized services for each customer group. This method clusters a whole customer set into different groups based on their similarity and builds predictive models for the resulting groups. Thus, it can manage the number of predictive models and also provide more data for the customers who do not have enough data to build a good predictive model by using the data of other similar customers. However, this method often fails to provide highly personalized services to each customer, which is especially important to VIP customers. Furthermore, it clusters the customers who already have a considerable amount of data as well as the customers who only have small amount of data, which causes to increase computational cost unnecessarily without significant performance improvement. The other conventional method called 1-to-1 method provides more customized services than the Customer-Segmentation method for each individual customer since the predictive model are built using only the data for the individual customer. This method not only provides highly personalized services but also builds a relatively simple and less costly model that satisfies with each customer. However, the 1-to-1 method has a limitation that it does not produce a good predictive model when a customer has only a few numbers of data. In other words, if a customer has insufficient number of transactional data then the performance rate of this method deteriorate. In order to overcome the limitations of these two conventional methods, we suggested the new method called Intelligent Customer Segmentation method that provides adaptive personalized services according to the customer's purchasing index. The suggested method clusters customers according to their purchasing index, so that the prediction for the less purchasing customers are based on the data in more intensively clustered groups, and for the VIP customers, who already have a considerable amount of data, clustered to a much lesser extent or not clustered at all. The main idea of this method is that applying clustering technique when the number of transactional data of the target customer is less than the predefined criterion data size. In order to find this criterion number, we suggest the algorithm called sliding window correlation analysis in this study. The algorithm purposes to find the transactional data size that the performance of the 1-to-1 method is radically decreased due to the data sparity. After finding this criterion data size, we apply the conventional 1-to-1 method for the customers who have more data than the criterion and apply clustering technique who have less than this amount until they can use at least the predefined criterion amount of data for model building processes. We apply the two conventional methods and the newly suggested method to Neilsen's beverage purchasing data to predict the purchasing amounts of the customers and the purchasing categories. We use two data mining techniques (Support Vector Machine and Linear Regression) and two types of performance measures (MAE and RMSE) in order to predict two dependent variables as aforementioned. The results show that the suggested Intelligent Customer Segmentation method can outperform the conventional 1-to-1 method in many cases and produces the same level of performances compare with the Customer-Segmentation method spending much less computational cost.
Three naked and three malting barley cultivars were grown at constant temperatures of 4, 8, 12, 16, 20, 24 and 28$^{\circ}C$, and day/night temperatures of 6/2, 10/6, 14/10, 18/14, 22/18, 26/22 and 30/26$^{\circ}C$ through the fourth leaf stage in growth chambers to determine the effects of the temperature on leaf emergence rate and phyllochron in naked and malting barley seedlings. The number of leaves per main stem was recorded daily from the first leaf stage to the fourth. At a given temperature, the emergence of new leaves was a linear function of time for all cultivars. There were no great differences in leaf emergence rate and phyllochron between constant and variable day/night temperature regimes except at 28$^{\circ}C$. Leaf emergence rate and phyllochron significantly differed among cultivars and among mean temperatures within cultivars. For all cultivars, leaf emergence rate per day increased parabolically with increasing mean air temperature until an optimum temperature was reached and then declined. There were no differences in the optimum temperatures for the leaf emergence rate per day among six cultivars, which ranged 20.1 to 21.5$^{\circ}C$. The leaf emergence rates at the optimum temperatures ranged 0.202 to 0.226 leaves / day for naked barley cultivars and 0.231 to 0.241 leaves / day for malting barley cultivars. As temperature increased, leaf emergence rate per GDD decreased exponentially and the phyllochron (GDD/leaf) increased exponentially. The mean of the phyllochron for six cultivars was 46.2 GDD at 4$^{\circ}C$ and 129.3 GDD at 28$^{\circ}C$. These results suggest that the temperature and cultivar effects must be considered for prediction of leaf development in barley.
A synthetic strain of ducks (Anas platyrhynchos) was developed by introducing genes for long duration of fertility to be used as mother of mule ducklings and a seven-generation selection experiment was conducted to increase the number of fertile eggs after a single artificial insemination (AI) with pooled Muscovy semen. Reciprocal crossbreeding between Brown Tsaiya LRI-2 (with long duration of fertility) and Pekin L-201 (with white plumage mule ducklings) ducks produced the G0. Then G1 were intercrossed to produce G2 and so on for the following generations. Each female duck was inseminated 3 times, at 26, 29, and 32 weeks of age. The eggs were collected for 14 days from day 2 after AI. Individual data regarding the number of incubated eggs (Ie), the number of fertile eggs at candling at day 7 of incubation (F), the total number of dead embryos (M), the maximum duration of fertility (Dm) and the number of hatched mule ducklings (H) with plumage colour were recorded. The selection criterion was the breeding values of the best linear unbiased prediction animal model for F. The results show high percentage of exhibited heterosis in G2 for traits to improve (19.1% for F and 12.9% for H); F with a value of 5.92 (vs 3.74 in the Pekin L-201) was improved in the G2. Heritabilities were found to be low for Ie ($h^2=0.07{\pm}0.03$) and M ($h^2=0.07{\pm}0.01$), moderately low for Dm ($h^2=0.13{\pm}0.02$), of medium values for H ($h^2=0.20{\pm}0.03$) and F ($h^2=0.23{\pm}0.03$). High and favourable genetic correlations existed between F and Dm ($r_g=0.93$), between F and H ($r_g=0.97$) and between Dm and H ($r_g=0.90$). The selection experiment showed a positive trend for phenotypic values of F (6.38 fertile eggs in G10 of synthetic strain vs 5.59 eggs in G4, and 3.74 eggs in Pekin L-201), with correlated response for increasing H (5.73 ducklings in G10 vs 4.86 in G4, and 3.09 ducklings in Pekin L-201) and maximum duration of the fertile period without increasing the embryo mortality rate. The average predicted genetic response for F was 40% of genetic standard deviation per generation of selection. The mule ducklings' feather colour also was improved. It was concluded that this study provided results for a better understanding of the genetics of the duration of fertility traits in the common female duck bred for mule and that the selection of a synthetic strain was effective method of improvement.
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