• Title/Summary/Keyword: Measurement Methodology

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A Study on VaR Stability for Operational Risk Management (운영리스크 VaR 추정값의 안정성검증 방법 연구)

  • Kim, Hyun-Joong;Kim, Woo-Hwan;Lee, Sang-Cheol;Im, Jong-Ho;Cho, Sang-Hee;Kim, Ah-Hyoun
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.697-708
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    • 2008
  • Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems, or external events. The advanced measurement approach proposed by Basel committee uses loss distribution approach(LDA) which quantifies operational loss based on bank's own historical data and measurement system. LDA involves two distribution fittings(frequency and severity) and then generates aggregate loss distribution by employing mathematical convolution. An objective validation for the operational risk measurement is essential because the operational risk measurement allows flexibility and subjective judgement to calculate regulatory capital. However, the methodology to verify the soundness of the operational risk measurement was not fully developed because the internal operational loss data had been extremely sparse and the modeling of extreme tail was very difficult. In this paper, we propose a methodology for the validation of operational risk measurement based on bootstrap confidence intervals of operational VaR(value at risk). We derived two methods to generate confidence intervals of operational VaR.

Methodology to estimate minimum required separation distance between vehicle and bicycle when overtaking (자동차와 자전거 간 추월 최소요구 이격거리 추정 방법론 연구)

  • Jeon, Woo Hoon;Lee, Young-Ihn;Yang, Inchul;Lee, Hyang Mi
    • International Journal of Highway Engineering
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    • v.19 no.6
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    • pp.191-199
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    • 2017
  • PURPOSES : The objective of this study is to develop a methodology to estimate the minimum required separation distance (MRSD) between a vehicle and a bicycle when overtaking. METHODS : Three steps have been conducted to develop a methodology to estimate MSRD. First, a literature review has been conducted on the measurement of MSRD, and how it may be applied in Korea. Second, two assumptions have been made to develop a methodology to estimate the MSRD. The first assumption is that the maximum separation distance between a vehicle and a bicycle can be observed when they are at the same location longitudinally. In addition, it is assumed that the separation distance is invalid when the contra-flow exists. Finally, three cameras were installed at a height of 10 m to record the vehicle-bicycle interaction. Moreover, the vehicle trajectories as well as the separation distance were coded and analyzed. Through the hypothesis test and the interval estimation, the sample mean was tested and the confidence interval was estimated. RESULTS : 141 records of separation distance data were collected, and the hypothesis test demonstrated that the MSRD in Korea is significantly higher than other countries. In addition, the confidence interval of the population mean of MSRD is from 1.51 m to 1.65 m with 95% level of confidence. CONCLUSIONS : It is expected that the proposed methodology to estimate MSRD would be beneficial in studying road safety of vehicles and bicycles. Also, the proposed MSRD is expected to be designated in the act of road and transportation.

An intelligent hybrid methodology of on-line system-level fault diagnosis for nuclear power plant

  • Peng, Min-jun;Wang, Hang;Chen, Shan-shan;Xia, Geng-lei;Liu, Yong-kuo;Yang, Xu;Ayodeji, Abiodun
    • Nuclear Engineering and Technology
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    • v.50 no.3
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    • pp.396-410
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    • 2018
  • To assist operators to properly assess the current situation of the plant, accurate fault diagnosis methodology should be available and used. A reliable fault diagnosis method is beneficial for the safety of nuclear power plants. The major idea proposed in this work is integrating the merits of different fault diagnosis methodologies to offset their obvious disadvantages and enhance the accuracy and credibility of on-line fault diagnosis. This methodology uses the principle component analysis-based model and multi-flow model to diagnose fault type. To ensure the accuracy of results from the multi-flow model, a mechanical simulation model is implemented to do the quantitative calculation. More significantly, mechanism simulation is implemented to provide training data with fault signatures. Furthermore, one of the distance formulas in similarity measurement-Mahalanobis distance-is applied for on-line failure degree evaluation. The performance of this methodology was evaluated by applying it to the reactor coolant system of a pressurized water reactor. The results of simulation analysis show the effectiveness and accuracy of this methodology, leading to better confidence of it being integrated as a part of the computerized operator support system to assist operators in decision-making.

Development of Sensible Brassiere for Middle Aged Women -Investigation of consumer's Needs and Evaluation of Commercial Brassiere for the Development of Subjective Measurement Scale and Screening of Design Parameters- (중년 여성의 감성 Brassiere 개발(제1보) -소비자 요구 분석을 기초로 한 제품 디자인 요소 추출-)

  • 김정화;이선영;홍경희
    • Journal of the Korean Society of Clothing and Textiles
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    • v.24 no.5
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    • pp.714-723
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    • 2000
  • The purpose of this study is to develop functional and sensible brassiere for middle-aged women. As a methodology, engineering design process, especially, QFD(Quality Function Deployment) was adopted to translate consumer's needs into product design parameters. Wearing tests of commercial brassiere were performed for the development o subjective measurement scale. The environmental condition was controlled at 28$\pm$1$^{\circ}C$, 65$\pm$3%RH. As results, subjective measurement scale and dimension for the evaluation of sensible brassiere were extracted from factor analysis. Four factors were fitting, aesthetic property, pressure sensation, displacement of brassiere due to movement. Regression equations with the subjective evaluation descriptors were developed for the prediction of wearing comfort of brassiere. (R2=.82) The most critical design parameter was wire-related property and second one was stretchability of main material of brassiere. Also, wearing comfort of brassiere was affected by the interaction of initial stretchability of wing and support of strap.

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Measuring plagiarism in the second language essay writing context (영작문 상황에서의 표절 측정의 신뢰성 연구)

  • Lee, Ho
    • English Language & Literature Teaching
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    • v.12 no.1
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    • pp.221-238
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    • 2006
  • This study investigates the reliability of plagiarism measurement in the ESL essay writing context. The current study aims to address the answers to the following research questions: 1) How does plagiarism measurement affect test reliability in a psychometric view? and 2) how do raters conceive the plagiarism in their analytic scoring? This study uses the mixed-methodology that crosses quantitative-qualitative techniques. Thirty eight international students took an ESL placement writing test offered by the University of Illinois. Two native expert raters rated students' essays in terms of 5 analytic features (organization, content, language use, source use, plagiarism) and made a holistic score using a scoring benchmark. For research question 1, the current study, using G-theory and Multi-facet Rasch model, found that plagiarism measurement threatened test reliability. For research question 2, two native raters and one non-native rater in their email correspondences responded that plagiarism was not a valid analytic area to be measured in a large-scale writing test. They viewed the plagiarism as a difficult measurement are. In conclusion, this study proposes that a systematic training program for avoiding plagiarism should be given to students. In addition, this study suggested that plagiarism is measured reliably in the small-scale classroom test.

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Measurement of Breast Volume and the Area of Breast Base Using 3D Measurement System (3차원 측정시스템을 이용한 유방부피 및 유저면적의 측정)

  • 이현영;이옥경;홍경희
    • Journal of the Korean Society of Clothing and Textiles
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    • v.27 no.2
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    • pp.270-276
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    • 2003
  • Methodology was suggested to analyze breast volume, base area of breast bulk. and surface area of breast using the 3D measurement system. Thirty-seven middle-aged (30s-40s) women wearing 80A brassiere were participated in this study. Image of the upper body was captured by Phase-shifting moire. The posture of the subject was adjusted to get the full image of the right breast. Rapidform 2001 was used for the analysis of the images. The mean breast volume was 547.0㎤ and mean base area of breast bulk was 235. I$\textrm{cm}^2$ It was also found that the volume(r=0.169) and surface area of breast(r=10.242) were loosely correlated with the circumference difference between top and under breast. Therefore, it is noted that current selection criterion of cup size based on the difference in the two kinds of breast circumference is inadequate. The result of this study is expected to contribute to the design of ergonomic brassiere as well as surgical operations in the medical field.

A Review on the Job Stress Measurements in Nuclear Power Plant Workers for Human Error Prevention

  • Kim, Seon Soo;Luo, Meiling;Oh, Yeon Ju;Lee, Yong Hee
    • Journal of the Ergonomics Society of Korea
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    • v.32 no.1
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    • pp.47-58
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    • 2013
  • Objective: The aim of this study is to review the job stress measurement for applying in nuclear power plants(NPPs). Background: The standard and guideline to evaluate and manage the job stress is insufficient in NPPs. Although job stress might have a negative effect on task performance particularly it can be related with human error in NPPs. Method/Results: This paper considered the objective and subjective stress measurements. One of the questionnaire(Korean Occupational Stress Scale) and the experiment method was investigated to apply in NPPs. KOSS was analyzed about the inter item consistency and correlation with the workload, and relative importance. In the objective evaluation considered the experiment method for the physical and mental job stress and analyzed from the phased point of view. Conclusion/Application: The measurement and criteria to evaluate job stress for operators must be complemented on the job characters and environments in NPPs. This study may support to confirm and manage the job stress in NPPs. The study of more specific methodology on job stress in NPPs is required on the basis of this paper.

A Calibration and Uncertainty Analysis on the Load Monitoring System for a Low Speed Shaft and Rotor Blade of a Wind Turbine (풍력발전기 주축 및 날개 부하 측정시스템의 보정 및 불확실성 해석)

  • Park Moo-Yeol;Yoo Neung-Soo;Nam Yoon-Su
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.5 s.248
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    • pp.560-567
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    • 2006
  • The exact load measurements for the mechanical parts of a wind turbine are important step both fur the evaluation of a specific wind turbine design and for a certification process. A common method for a mechanical load measurement is using a strain gauge sensing. Two main problems ought to be answered in order for this method to be applied to the wind turbine project. These are strain gauge calibration and non-contact signal transmission from the strain gauge output to a load monitoring system. This paper suggests reliable solutions fer these two problems. A Bluetooth, a short range wireless data communication technology, is used to solve the second problem. The first one, the strain gauge calibration methodology for a load measurement in a wind turbine application, is fully explained in this paper. Various mechanical loadings for a strain gauge calibration in a wind turbine load measurement are introduced and analyzed. Initial experimental results which are obtained from a 1 kW small size wind turbine are analyzed, and the uncertainty problem in estimating mechanical loads using a calibration matrix is fully covered in this paper.

Construction of a Student-Generated Algorithm for Fraction Measurement Division (분수나눗셈을 해결하기 위한 학생들의 자기-생성 알고리듬 구성에 관한 연구)

  • Shin, Jae-Hong
    • School Mathematics
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    • v.12 no.3
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    • pp.439-454
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    • 2010
  • This study presents how two eighth grade students generated their own algorithms in the context of fraction measurement division situations by modifications of unit-segmenting schemes. Teaching experiment was adopted as a research methodology and part of data from a year-long teaching experiment were used for this report. The present study indicates that the two participating students' construction of reciprocal relationship between the referent whole [one] and the divisor by using their unit- segmenting schemes and its strategic use finally led the students to establish an algorithm for fraction measurement division problems, which was on par with the traditional invert-and-multi- ply algorithm for fraction division. The results of the study imply that teachers' instruction based on understanding student-generated algorithms needs to be accounted as one of the crucial characteristics of good mathematics teaching.

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Design of Automatic Monitoring Network for the Water Quality Management of River Basin (하천 및 호소수 수질관리를 위한 자동측정망의 설계)

  • Choi, Ji-Yong;Park, Won-Kqyu;Lee, Sang-Il
    • Water for future
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    • v.29 no.2
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    • pp.167-178
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    • 1996
  • In designing automatic water quality monitoring networks for a river basin, determination of measurement locations and items is critical to the effectiveness of the total system. In this paper we studied how to decide these two design factors when a monitoring network is designed for the purposse of water quality surveillance and emergency alarm. For measurement locations, candidate sites are chosen based on the intake amount for water supply and the point sources of contamination. Then, detailed locations are decided according to the contaminant flow distance. As for measurement items, characteristics and the accident history of water pollution in the basin must be taken into account. Considering economic aspects, we proposed a two-stage measurement plan: basic components for all locations and selective ones variable for different locations. Proposed methodology is demonstrated through a case study for Nak-dong River Basin.

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