• Environmental Analysis Health and Toxicology
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• v.11 no.1_2
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• pp.19-29
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• 1996

Human exposure to volatile compounds in tap water can occur from inhalation and dermal absorption as well as direct ingestion. The relative contribution to total human exposure from these pathways has been considered to be important especially for VOC's (volatile organic compounds). In an attempt to reduce the uncertainty of the risk assessment, it has been suggested that the exposure assessment process could be significantly improved by adopting Monte-Carlo simulation. However, there is no actual data in Korea for each exposure parameter to determine the level of exposure, and the distributional pattern. Therefore, we surveyed water use patterns and behavior related to multi-route exposure to VOC's in household tap water in Korea, and compared these values to the those in western countries. In the first survey, we calculated daily water intake using data from a sample of 1322 persons of several cities in Korea. In the second survey, we obtained questionnaire data on exposure time for showering, bathing and household activities, and tap water intake from 851households in Korea. In the last survey, we measured the exposure parameters (exposure time, water use rate etc.) related to showers, baths, toilets, dish washing, washing and cooking, and tap water intake was surveyed. Also, the subjects were measured their body weight, height and tidal volume, etc. A diary, a flow meter and a measuring cup were used to measure these values as precisely as possible. Average daily water intake was ranged 0.79-1.71 L/day for adults in three surveys. Tap water intake measured by log-sheet during one week in third survey was 1.26 (average), 1.98 L/day (90 percentlie), respectively. These results were comparable with results from EPA (1.4, 2L/day). The average amount of water used by housewives in the third survey was 515.0 $\pm$ 564.6L/day. In usual activity, the amount of water used in the bathroom, the laundry and the kitchen was 140.0 $\pm$ 538.9, 148.0 $\pm$ 174.5, 229.3 $\pm$ 205.4 L/day, respectively. Exposure parameters such as water intake rate, exposure duration, body weight, inhalation rates in surveyed data of Korean people differed from those published from western countries. This could be attributed to variations in lifestyle, dietary habits and physiological characteristics.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.139-169
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• 2009

This paper introduces the modified VaR which takes into account the asymmetry and fat-tails of financial asset distribution, and then compares its out-of-sample forecast performance with traditional VaR model such as historical simulation model and Riskmetrics. The empirical tests using stock indices of 6 countries showed that the modified VaR has the best forecast accuracy. At the test of independence, Riskmetrics and GARCH model showed best performances, but the independence was not rejected for the modified VaR. The Monte Carlo simulation using skew t distribution again proved the best forecast performance of the modified VaR. One of many advantages of the modified VaR is that it is appropriate for measuring VaR of the portfolio, because it can reflect not only the linear relationship but also the nonlinear relationship between individual assets of the portfolio through coskewness and cokurtosis. The empirical analysis about decomposing VaR of the portfolio of 6 stock indices confirmed that the component VaR is very useful for the re-allocation of component assets to achieve higher Sharpe ratio and the active risk management.

• Journal of Radiation Protection and Research
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• v.40 no.4
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• pp.211-215
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• 2015

In case of radiation emergencies, radioactive materials released into environments can cause internal exposure of members of the public. Even though whole body counters are widely used for direct measurement of internally deposited radionuclides, those are not likely to be used at the field to rapidly screen internal exposure. In this study, we estimated the counting efficiencies of portable NaI detector for different size BOMAB phantoms using Monte Carlo transport code to apply handheld gamma spectrometers for rapid screening of internal exposure following radiological accidents. As a result of comparison for two counting geometries, counting efficiencies for sitting model were about 1.1 times higher than those for standing model. We found, however, that differences of counting efficiencies according to different size are higher than those according to counting geometry. Therefore, we concluded that when we assess internal exposure of small size people compared to the reference male, the body size should be considered to estimate more accurate radioactivity in the human body because counting efficiencies of 4-year old BOMAB phantom were about 2.4~3.1 times higher than those of reference male BOMAB phantom.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.25 no.4
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• pp.355-362
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• 2012

Remaining useful life(RUL) prediction of a system is important in the prognostics field since it is directly linked with safety and maintenance scheduling. In the physics-based prognostics, accurately estimated model parameters can predict the remaining useful life exactly. It, however, is not a simple task to estimate the model parameters because most real system have multivariate model parameters, also they are correlated each other. This paper presents representative methods to estimate model parameters in the physics-based prognostics and discusses the difference between three methods; the particle filter method(PF), the overall Bayesian method(OBM), and the sequential Bayesian method(SBM). The three methods are based on the same theoretical background, the Bayesian estimation technique, but the methods are distinguished from each other in the sampling methods or uncertainty analysis process. Therefore, a simple physical model as an easy task and the Paris model for crack growth problem are used to discuss the difference between the three methods, and the performance of each method evaluated by using established prognostics metrics is compared.

• Journal of Intelligence and Information Systems
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• v.20 no.1
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• pp.1-14
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• 2014

Both researchers and practitioners are showing an increased interested in interactive exhibition services. Interactive exhibition services are designed to directly respond to visitor responses in real time, so as to fully engage visitors' interest and enhance their satisfaction. In order to install an effective interactive exhibition service, it is essential to adopt intelligent technologies that enable accurate estimation of a visitor's emotional state from responses to exhibited stimulus. Studies undertaken so far have attempted to estimate the human emotional state, most of them doing so by gauging either facial expressions or audio responses. However, the most recent research suggests that, a multimodal approach that uses people's multiple responses simultaneously may lead to better estimation. Given this context, we propose a new multimodal emotional state estimation model that uses various responses including facial expressions, gestures, and movements measured by the Microsoft Kinect Sensor. In order to effectively handle a large amount of sensory data, we propose to use stratified sampling-based MRA (multiple regression analysis) as our estimation method. To validate the usefulness of the proposed model, we collected 602,599 responses and emotional state data with 274 variables from 15 people. When we applied our model to the data set, we found that our model estimated the levels of valence and arousal in the 10~15% error range. Since our proposed model is simple and stable, we expect that it will be applied not only in intelligent exhibition services, but also in other areas such as e-learning and personalized advertising.

• Communications for Statistical Applications and Methods
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• v.15 no.3
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• pp.451-464
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• 2008

Six sigma is the rating that signifies "best in clas", with only 3.4 defects per million units or operations. Higher sigma quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The process capability indices and the sigma level $Z_{st}$ have been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on point estimates, which may result in unreliable assessments of process performance. In this paper, we consider statistical inference for process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. Also, we study better testing procedure on assessing sigma level $Z_{st}$ and capability index $C_{pm}$, for practitioners to use in determining whether a given process is capable. The proposed method is easy to use and the decision making is more reliable. Whether a process is clearly normal or nonnormal, our bootstrap testing procedure could be applied effectively without the complexity of calculation. A numerical result based on our proposed method is illustrated.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.29 no.11
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• pp.828-833
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• 2018

It is well known that reflected waves and resonance affect phase distortion. In addition, phase delay can be distorted by antenna impedance. In this study, we analyze the phase delay variation caused by the antenna impedance, considering mutual coupling effects. In addition, we confirm the beam steering characteristics. When was -10 dB and -7 dB, the maximum phase delay error was $18.5^{\circ}$ and $26.5^{\circ}$, respectively. The Monte Carlo simulation with an eight-element linear array antenna demonstrated that the RMS error of the beam steering angle ranged from $0.19^{\circ}$ to $0.4^{\circ}$, and the standard deviation ranged from $0.14^{\circ}$ to $0.33^{\circ}$ when the beam steering angle was in the range of $0^{\circ}$ to $30^{\circ}$, with the uniformly distributed phase error of $18.5^{\circ}$ and $26.5^{\circ}$. The side lobe level increased from 0.74 dB to 1.21 dB by the phase error from the theoretical value of -12.8 dB, with a standard deviation of 0.31 dB to 0.51 dB. This is verified by designing an eight-element spiral array antenna.

• The Journal of the Acoustical Society of Korea
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• v.29 no.4
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• pp.223-228
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• 2010

High-frequency bottom loss measurements for grazing angle of $82^{\circ}$ in frequency range 17-40 kHz were made in Jinhae bay in the southern part of Korea. Observations of bottom loss showed the strong variation as a function of frequency, which were compared to the predicted values using two-layered sediment reflection model. The geoacoustic parameters including sound speed, density and attenuation coefficient for the second sediment layer were predicted from the empirical relations with the mean grain size obtained from sediment core analysis. The geoacoustic parameters for the surficial sediment layer were inverted using Monte Carlo inversion algorithm. A sensitivity study for the geoacoustic parameters showed that the thickness of surficial sediment layer was most sensitive to the variation of the bottom loss.

• Journal of Radiation Protection and Research
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• v.41 no.1
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• pp.41-47
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• 2016

Background: For the accurate dose assessment in radiation therapy, energy spectrum of the photon beam generated from the linac head is essential. The aim of this study is to develop the technique to accurately unfolding the energy spectrum with the transmission analysis method. Materials and Methods: Clinical linear accelerator and Monet Carlo method was employed to evaluate the transmission signals according to the thickness of the observer material, and then the response function of the ion chamber response was determined with the mono energy beam. Finally the energy spectrum was unfolded with HEPROW program. Elekta Synergy Flatform and Geant4 tool kits was used in this study. Results and Discussion: In the comparison between calculated and measured transmission signals using aluminum alloy as an attenuator, root mean squared error was 0.43%. In the comparison between unfolded spectrum using HEPROW program and calculated spectrum using Geant4, the difference of peak and mean energy were 0.066 and 0.03 MeV, respectively. However, for the accurate prediction of the energy spectrum, additional experiment with various type of material and improvement of the unfolding program is required. Conclusion: In this research, it is demonstrated that unfolding spectra technique could be used in megavoltage photon beam with aluminum alloy and HEPROW program.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.8 no.6
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• pp.1634-1647
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• 2007

"To invest or not to invest?" Most business leaders are frequently faced with this question on new and ongoing projects. The challenge lies in deciding what projects to choose, expand, contract, defer, or abandon. The project valuation tools used in this process are vital to making the right decisions. Traditional tools such as discounted cash flow (DCF)/net present value (NPV) assume a "fixed" path ahead, but real world projects face uncertainties, forcing us to change the path often. Comparing to other traditional valuation methods, the real options approach captures the flexibility inherent to investment decisions. The use of real options has gained wide acceptance among practitioners in a number of several industries during the last few decades. Even though the options are present in all types of business decisions, it is still not considered as a proper method of valuation in some industries. Mining has been comparably slow to adopt new valuation techniques over the years. The reason fur this is not entirely clear. One possible reason is the level and types of risks in mining. Not only are these risks high, but they are also more numerous and involve natural risks compared with other industries. That is why the purpose of this study is to deal with a more practical approach to project valuation, known as real options analysis in mining industry. This paper provides a case study approach to the copper mining industry using a real options analysis. It shows how companies can minimize investment risks, exercise flexibility in decision making and maximize returns.