• Management & Information Systems Review
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• v.34 no.3
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• pp.17-39
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• 2015

This study examined the structural changes and volatility in the global stock markets using a Markov Regime Switching ARCH model developed by the Hamilton and Susmel (1994). Firstly, the US, Italy and Ireland showed that variance in the high volatility regime was more than five times that in the low volatility, while Korea, Russia, India, and Greece exhibited that variance in the high volatility regime was increased more than eight times that in the low. On average, a jump from regime 1 to regime 2 implied roughly three times increased in risk, while the risk during regime 3 was up to almost thirteen times than during regime 1 over the study period. And Korea, the US, India, Italy showed ARCH(1) and ARCH(2) effects, leverage and asymmetric effects. Secondly, 278 days were estimated in the persistence of low volatility regime, indicating that the mean transition probability between volatilities exhibited the highest long-term persistence in Korea. Thirdly, the coefficients appeared to be unstable structural changes and volatility for the stock markets in Chow tests during the Asian, Global and European financial crisis. In addition, 1-Step prediction error tests showed that stock markets were unstable during the Asian crisis of 1997-1998 except for Russia, and the Global crisis of 2007-2008 except for Korea and the European crisis of 2010-2011 except for Korea, the US, Russia and India. N-Step tests exhibited that most of stock markets were unstable during the Asian and Global crisis. There was little change in the Asian crisis in CUSUM tests, while stock markets were stable until the late 2000s except for some countries. Also there were stable and unstable stock markets mixed across countries in CUSUMSQ test during the crises. Fourthly, I confirmed a close relevance of the volatility between Korea and other countries in the stock markets through the likelihood ratio tests. Accordingly, I have identified the episode or events that generated the high volatility in the stock markets for the financial crisis, and for all seven stock markets the significant switch between the volatility regimes implied a considerable change in the market risk. It appeared that the high stock market volatility was related with business recession at the beginning in 1990s. By closely examining the history of political and economical events in the global countries, I found that the results of Lamoureux and Lastrapes (1990) were consistent with those of this paper, indicating there were the structural changes and volatility during the crises and specificly every high volatility regime in SWARCH-L(3,2) student t-model was accompanied by some important policy changes or financial crises in countries or other critical events in the international economy. The sophisticated nonlinear models are needed to further analysis.

• Tuberculosis and Respiratory Diseases
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• v.56 no.1
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• pp.40-50
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• 2004

Background : Radiation pneumonitis(RP) is the major serious complication of thoracic irradiation treatment. In this study, we attempted to retrospectively evaluate the long-term prognosis of patients who experienced acute RP and to identify factor that might allow prediction of RP. Methods : Of the 114 lung cancer patients who underwent thoracic radiotherapy between December 2000 and December 2002, We performed analysis using a database of 90 patients who were capable of being evaluated. Results : Of the 44 patients(48.9%) who experienced clinical RP in this study, the RP was mild in 33(36.6%) and severe in 11(12.3%). All of severe RP were treated with corticosteroids. The median starting corticosteroids dose was 34 mg(30~40) and median treatment duration was 68 days(8~97). The median survival time of the 11 patients who experienced severe RP was significantly poorer than the mild RP group. (p=0.046) The higher total radiation dose(${\geq}60Gy$) was significantly associated with developing in RP.(p=0.001) The incidence of RP did not correlate with any of the ECOG performance, pulmonary function test, age, cell type, history of smoking, radiotherapy combined with chemotherapy, once-daily radiotherapy dose fraction. Also, serum albumin level, uric acid level at onset of RP did not influence the risk of severe RP in our study. Conclusion : Only the higher total radiation dose(${\geq}60Gy$) was a significant risk factor predictive of RP. Also severe RP was an adverse prognostic factor.

• Journal of Korea Water Resources Association
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• v.54 no.10
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• pp.795-805
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• 2021

In this study, after developing an LSTM-based deep learning model for estimating daily runoff in the Soyang River Dam basin, the accuracy of the model for various combinations of model structure and input data was investigated. A model was built based on the database consisting of average daily precipitation, average daily temperature, average daily wind speed (input up to here), and daily average flow rate (output) during the first 12 years (1997.1.1-2008.12.31). The Nash-Sutcliffe Model Efficiency Coefficient (NSE) and RMSE were examined for validation using the flow discharge data of the later 12 years (2009.1.1-2020.12.31). The combination that showed the highest accuracy was the case in which all possible input data (12 years of daily precipitation, weather temperature, wind speed) were used on the LSTM model structure with 64 hidden units. The NSE and RMSE of the verification period were 0.862 and 76.8 m³/s, respectively. When the number of hidden units of LSTM exceeds 500, the performance degradation of the model due to overfitting begins to appear, and when the number of hidden units exceeds 1000, the overfitting problem becomes prominent. A model with very high performance (NSE=0.8~0.84) could be obtained when only 12 years of daily precipitation was used for model training. A model with reasonably high performance (NSE=0.63-0.85) when only one year of input data was used for model training. In particular, an accurate model (NSE=0.85) could be obtained if the one year of training data contains a wide magnitude of flow events such as extreme flow and droughts as well as normal events. If the training data includes both the normal and extreme flow rates, input data that is longer than 5 years did not significantly improve the model performance.

• Korean Journal of Remote Sensing
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• v.34 no.6_2
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• pp.1299-1310
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• 2018

In this study, we analyzed distribution and movement trends using in-situ observations and particle tracking methods to understand the movement of the drift ice in the Arctic Ocean. The in-situ movement data of the drift ice in the Arctic Ocean used ITP (Ice-Tethered Profiler) provided by NOAA (National Oceanic and Atmospheric Administration) from 2009 to 2018, which was analyzed with the location and speed for each year. Particle tracking simulates the movement of the drift ice using daily current and wind data provided by HYCOM (Hybrid Coordinate Ocean Model) and ECMWF (European Centre for Medium-Range Weather Forecasts, 2009-2017). In order to simulate the movement of the drift ice throughout the Arctic Ocean, ITP data, a field observation data, were used as input to calculate the relationship between the current and wind and follow up the Lagrangian particle tracking. Particle tracking simulations were conducted with two experiments taking into account the effects of current and the combined effects of current and wind, most of which were reproduced in the same way as in-situ observations, given the effects of currents and winds. The movement of the drift ice in the Arctic Ocean was reproduced using a wind-imposed equation, which analyzed the movement of the drift ice in a particular year. In 2010, the Arctic Ocean Index (AOI) was a negative year, with particles clearly moving along the Beaufort Gyre, resulting in relatively large movements in Beaufort Sea. On the other hand, in 2017 AOI was a positive year, with most particles not affected by Gyre, resulting in relatively low speed and distance. Around the pole, the speed of the drift ice is lower in 2017 than 2010. From seasonal characteristics in 2010 and 2017, the movement of the drift ice increase in winter 2010 (0.22 m/s) and decrease to spring 2010 (0.16 m/s). In the case of 2017, the movement is increased in summer (0.22 m/s) and decreased to spring time (0.13 m/s). As a result, the particle tracking method will be appropriate to understand long-term drift ice movement trends by linking them with satellite data in place of limited field observations.

• Korean Journal of Remote Sensing
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• v.34 no.6_1
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• pp.869-877
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• 2018

The area of desert in East Asia is increasing every year, and it cause a great cost of social damage. Because desert is widely distributed and it is difficult to approach people, remote sensing using satellites is commonly used. But the study of desert area comparison is insufficient which is calculated by satellite sensor. It is important to recognize the characteristics of the desert area data that are calculated for each sensor because the desert area calculated according to the selection of the sensor may be different and may affect the climate prediction and desertification prevention measures. In this study, the desert area of Northeast Asia in 2001-2013 was calculated and compared using Moderate Resolution Imaging Spectroradiometer (MODIS) and Vegetation. As a result of the comparison, the desert area of Vegetation increased by $3,020km^2/year$, while in the case of MODIS, it decreased by $20,911km^2/year$. We performed indirect validation because It is difficult to obtain actual data. We analyzed the correlation with the occurrence frequency of Asian dust affected by desert area change. As a result, MODIS showed a relatively low correlation with R = 0.2071 and Vegetation had a relatively high correlation with R = 0.4837. It is considered that Vegetation performed more accurate desert area calculation in Northeast Asian desert area.

• Journal of Environmental Impact Assessment
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• v.27 no.6
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• pp.658-673
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• 2018

Social conflicts with extremely low frequency magnetic field(ELF-MF) exposures are expected to exacerbate due to continued increase in electric power demand and construction of high voltage transmission lines(HVTL). However, in current environmental impact assessment(EIA) act, specific guidelines have not been included concretely about EIA of ELF-MF. Therefore, this study conducted a standardization study on EIA method through case analysis, field measurement, and expert consultation of the EIA for the ELF-MF near HVTL which is the main cause of exposures. The status of the EIA of the ELF-MF and the problem to be improved are derived and the EIA method which can solve it is suggested. The main contents of the study is that the physical characteristics of the ELF-MF affected by distance and powerload should be considered at all stages of EIA(survey of the current situation - Prediction of the impacts - preparation of mitigation plan ? post EIA planning). Based on this study, we also suggested the 'Measurement method for extremely low frequency magnetic field on transmission line' and 'Table for extremely low frequency magnetic field measurement record on transmission line'. The results of this study can be applied to the EIA that minimizes the damage and conflict to the construction of transmission line and derives rational measures at the present time when the human hazard to long term exposure of the ELF-MF is unclear.

• Korean Journal of Agricultural and Forest Meteorology
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• v.24 no.4
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• pp.218-233
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• 2022

The long-term (1986~2020) predictability of the number of days of heat and cold damages for each growth stage of soybean is evaluated using the daily maximum and minimum temperature (Tmax and Tmin) data produced by Pusan National University Coupled General Circulation Model (PNU CGCM)-Weather Research and Forecasting (WRF). The Predictability evaluation methods for the number of days of damages are Normalized Standard Deviations (NSD), Root Mean Square Error (RMSE), Hit Rate (HR), and Heidke Skill Score (HSS). First, we verified the simulation performance of the Tmax and Tmin, which are the variables that define the heat and cold damages of soybean. As a result, although there are some differences depending on the month starting with initial conditions from January (01RUN) to May (05RUN), the result after a systematic bias correction by the Variance Scaling method is similar to the observation compared to the bias-uncorrected one. The simulation performance for correction Tmax and Tmin from March to October is overall high in the results (ENS) averaged by applying the Simple Composite Method (SCM) from 01RUN to 05RUN. In addition, the model well simulates the regional patterns and characteristics of the number of days of heat and cold damages by according to the growth stages of soybean, compared with observations. In ENS, HR and HSS for heat damage (cold damage) of soybean have ranged from 0.45~0.75, 0.02~0.10 (0.49~0.76, -0.04~0.11) during each growth stage. In conclusion, 01RUN~05RUN and ENS of PNU CGCM-WRF Chain have the reasonable performance to predict heat and cold damages for each growth stage of soybean in South Korea.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.1B
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• pp.11-22
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• 2009

Long-term rainfall-runoff modeling is a key element in the Earth's hydrological cycle, and associated with many different aspects such as dam design, drought management, river management flow, reservoir management for water supply, water right permission or coordinate, water quality prediction. In this regard, hydrologists have used the hydrologic models for design criteria, water resources assessment, planning and management as a main tool. Most of rainfall-runoff studies, however, were not carefully performed in terms of considering reservoir effects. In particular, the downstream where is severely affected by reservoir was poorly dealt in modeling rainfall-runoff process. Moreover, the effects can considerably affect overall the rainfallrunoff process. An objective of this study, thus, is to evaluate the impact of reservoir operation on rainfall-runoff process. The proposed approach is applied to Anseong watershed, where is in a mixed rural/urban setting of the area and in Korea, and has been experienced by flood damage due to heavy rainfall. It has been greatly paid attention to the agricultural reservoirs in terms of flood protection in Korea. To further investigate the reservoir effects, a comprehensive assessment for the results are discussed. Results of simulations that included reservoir in the model showed the effect of storage appeared in spring and autumn when rainfall was not concentrated. In periods of heavy rainfall, however, downstream runoff increased in simulations that do not consider reservoir factor. Flow duration curve showed that changes in streamflow depending upon the presence or absence of reservoir factor were particularly noticeable in ninety-five day flow and low flow.

• Korean Journal of Remote Sensing
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• v.39 no.6_1
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• pp.1255-1272
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• 2023

Satellite-based chlorophyll-a concentration, produced as a long-term time series, is crucial for global climate change research. The production of data without gaps through the merging of time-synthesized or multi-satellite data is essential. However, studies related to satellite-based chlorophyll-a concentration in the waters around the Korean Peninsula have mainly focused on evaluating seasonal characteristics or proposing algorithms suitable for research areas using a single ocean color sensor. In this study, a merging dataset of remote sensing reflectance from the geostationary sensor GOCI-II and polar-orbiting sensors (MODIS, VIIRS, OLCI) was utilized to achieve high spatial coverage of chlorophyll-a concentration in the waters around the Korean Peninsula. The spatial coverage in the results of this study increased by approximately 30% compared to polar-orbiting sensor data, effectively compensating for gaps caused by clouds. Additionally, we aimed to quantitatively assess accuracy through comparison with global chlorophyll-a composite data provided by Ocean Colour Climate Change Initiative (OC-CCI) and GlobColour, along with in-situ observation data. However, due to the limited number of in-situ observation data, we could not provide statistically significant results. Nevertheless, we observed a tendency for underestimation compared to global data. Furthermore, for the evaluation of practical applications in response to marine disasters such as red tides, we qualitatively compared our results with a case of a red tide in the East Sea in 2013. The results showed similarities to OC-CCI rather than standalone geostationary sensor results. Through this study, we plan to use the generated data for future research in artificial intelligence models for prediction and anomaly utilization. It is anticipated that the results will be beneficial for monitoring chlorophyll-a events in the coastal waters around Korea.

• Journal of Korea Water Resources Association
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• v.57 no.1
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• pp.1-8
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• 2024

Persistent droughts due to climate change will intensify water shortage problems in Korea. According to the 1st National Water Management Plan, the shortage of domestic and industrial waters is projected to be 0.07 billion m³/year under a 50-year drought event. A long-term prediction of water demand is essential for effectively responding to water shortage problems. Unlike industrial water, which has a relatively constant monthly usage, domestic water is analyzed on monthly basis due to apparent monthly usage patterns. We analyzed monthly water usage patterns using water usage data from 2017 to 2021 in Chungcheong, South Korea. The monthly water usage rate was calculated by dividing monthly water usage by annual water usage. We also calculated the water distribution rate considering correlations between water usage rate and climate variables. The division method that divided the monthly water usage rate by monthly average temperature resulted in the smallest absolute error. Using the division method with average temperature, we calculated the water distribution rates for the Chungcheong region. Then we predicted future water usage rates in the Chungcheong region by multiplying the average temperature of the SSP5-8.5 scenario and the water distribution rate. As a result, the average of the maximum water usage rate increased from 1.16 to 1.29 and the average of the minimum water usage rate decreased from 0.86 to 0.84, and the first quartile decreased from 0.95 to 0.93 and the third quartile increased from 1.04 to 1.06. Therefore, it is expected that the variability in monthly water usage rates will increase in the future.