• 제목/요약/키워드: OU processes

검색결과 10건 처리시간 0.02초

단순 확산과정들에 대한 확률효과 모형 (Random effect models for simple diffusions)

  • 이은경;이인석;이윤동
    • 응용통계연구
    • /
    • 제31권6호
    • /
    • pp.801-810
    • /
    • 2018
  • 확산은 금융이나 물리적 현상의 모형화에 이용되는 확률과정이다. 반복적으로 관측된 확산과정에 대하여 통계적인 모형을 구축할 때, 확률효과를 고려할 필요가 있다. 이 연구에서는 Ornstein-Uhlenbeck 확산모형과 geometric Brownian motion 확산모형에 대하여 확률효과를 도입한다. 모형모수에 대한 최도우도추정법을 적용하기 위하여, 확률효과에 대한 적절한 분포를 가정하여 닫힌 형태로 우도함수를 얻는 방법을 탐색하였다. 1991년부터 2017년까지 27년간 일일 단위로 기록된 다우존스 산업지수에 대하여 확률효과 모형을 적용하였다.

단일항 안장점근사법에 의한 확산모형의 추정 (A Brief Review of a Term Saddlepoint Approximation Method for Estimating Diffusion Processes)

  • 이은경;이윤동;최영수
    • Communications for Statistical Applications and Methods
    • /
    • 제17권3호
    • /
    • pp.367-376
    • /
    • 2010
  • 최근 확산모형의 추정을 위한 매우 다양한 방법론들이 제시되고 연구 되어 왔다. 본 연구에서는 제안된 확산모형의 추정 방법 중에서, 안장점근사법을 이용한 확산모형의 모수 추정방법에 대하여 살펴보게 되고, 가장 단순한 형태의 안장점근사법인 단일항 안장점근사법의 사용을 제안하게 된다. 단일항 안장점근사법은 오일러근사법과 마찬가지로 계산속도가 빠르고, 다양한 모형에 적용이 가능하면서도 최대우도추정량과 마찬가지로 성능이 우수한 특성을 갖고 있음을 살펴보게 된다. OU 확산모형을 대상으로 한 시뮬레이션 연구를 통하여 단일항 안장점근사를 이용한 추정량과 다른 추정량들과의 성질을 비교한다.

추세계수 국소선형근사법의 특성과 해석 (Mathematical Review on the Local Linearizing Method of Drift Coefficient)

  • 윤민;최영수;이윤동
    • 응용통계연구
    • /
    • 제21권5호
    • /
    • pp.801-811
    • /
    • 2008
  • 확산모형은 금융현상을 모형화하기 위한 방법으로 자주 사용된다. 특히 최근에 제안된 다양한 확산모형들은 정교한 추론방법을 필요로 하게 되고, 이러한 필요성에 따라 정밀도가 높은 여러 가지 추론 방법에 대한 연구가 진행되고 있다. 본 논문에서는 확률편미분방정식에 의하여 표현되는 확산과정의 추론을 위하여 사용되는 여러 가지 방법 중 우도추론법에 대하여 살펴보게 된다. 다양한 우도추론법 중에서도, 근사적 우도추론법의 일종인 추세계수 국소선형근사법을 중심으로 그 수리적 성질을 검토한다.

Low pH stress responsive transcriptome of seedling roots in wheat (Triticum aestivum L.)

  • Hu, Haiyan;He, Jie;Zhao, Junjie;Ou, Xingqi;Li, Hongmin;Ru, Zhengang
    • Genes and Genomics
    • /
    • 제40권11호
    • /
    • pp.1199-1211
    • /
    • 2018
  • Soil acidification is one of major problems limiting crop growth and especially becoming increasingly serious in China owing to excessive use of nitrogen fertilizer. Only the STOP1 of Arabidopsis was identified clearly sensitive to proton rhizotoxicity and the molecular mechanism for proton toxicity tolerance of plants is still poorly understood. The main objective of this study was to investigate the transcriptomic change in plants under the low pH stress. The low pH as a single factor was employed to induce the response of the wheat seedling roots. Wheat cDNA microarray was used to identify differentially expressed genes (DEGs). A total of 1057 DEGs were identified, of which 761 genes were up-regulated and 296 were down-regulated. The greater percentage of up-regulated genes involved in developmental processes, immune system processes, multi-organism processes, positive regulation of biological processes and metabolic processes of the biological processes. The more proportion of down-regulation genes belong to the molecular function category including transporter activity, antioxidant activity and molecular transducer activity and to the extracellular region of the cellular components category. Moreover, most genes among 41 genes involved in ion binding, 17 WAKY transcription factor genes and 17 genes related to transport activity were up-regulated. KEGG analysis showed that the jasmonate signal transduction and flavonoid biosynthesis might play important roles in response to the low pH stress in wheat seedling roots. Based on the data, it is can be deduced that WRKY transcription factors might play a critical role in the transcriptional regulation, and the alkalifying of the rhizosphere might be the earliest response process to low pH stress in wheat seedling roots. These results provide a basis to reveal the molecular mechanism of proton toxicity tolerance in plants.

Comparative Studies on Soot Oxidation by Nitrogen Dioxide and Ozone

  • Purushothama, C.;Chen, Xin-Hong;Li, Ming-Wei;Chae, Jae-Ou;Sim, Ju-Hyen
    • 한국연소학회:학술대회논문집
    • /
    • 한국연소학회 2006년도 제33회 KOSCO SYMPOSIUM 논문집
    • /
    • pp.117-121
    • /
    • 2006
  • Non-thermal plasma technology has many applications in various areas. One of the applications is regenerating diesel particulate filter (DPF). DPF is a widely applied device to control the particulate emission of diesel engines. But it needs periodic removal of clogged soot for the smooth running of engine. Conventional high-temperature removal processes easily leads to the breakage of DPF. Herein, low-temperature plasma formed in a dielectric barrier discharge (DBD) reactor was used to form active oxidants such as ozone and nitrogen dioxide. Experimentally, the effects of discharge power and frequency on the performance of DBD reactor were studied. Two oxidants, $O_3$ and $NO_2$, were synthesized and used for incinerating soot in the used DPF. Performances of the two oxidants on the reduction of soot were compared, and it was found that $NO_2$ is more effective than $O_3$ for getting rid of soot

  • PDF

Stable Microbial Community and Specific Beneficial Taxa Associated with Natural Healthy Banana Rhizosphere

  • Fu, Lin;Ou, Yannan;Shen, Zongzhuan;Wang, Beibei;Li, Rong;Shen, Qirong
    • Journal of Microbiology and Biotechnology
    • /
    • 제29권10호
    • /
    • pp.1624-1628
    • /
    • 2019
  • Banana planting altered microbial communities and induced the enrichment of Fusarium oxysporum in rhizosphere compared with that of forest soil. Diseased plant rhizosphere soil (WR) harbored increased pathogen abundance and showed distinct microbial structures from healthy plant rhizosphere soil (HR). The enriched taxon of Bordetella and key taxon of Chaetomium together with some other taxa showed negative associations with pathogen in HR, indicating their importance in pathogen inhibition. Furthermore, a more stable microbiota was observed in HR than in WR. Taken together, the lower pathogen abundance, specific beneficial microbial taxa and stable microbiota contributed to disease suppression.

폐플라스틱 열분해 유화 공정의 화재·폭발 위험성 및 안전관리 방안 (Fire and Explosion Hazards and Safety Management Measures of Waste Plastic-to-Pyrolysis Oil Conversion Process)

  • 서동현;최이락;임진호;한우섭
    • 신재생에너지
    • /
    • 제19권3호
    • /
    • pp.22-33
    • /
    • 2023
  • The number of fire and explosion accidents caused by pyrolysis oil and gas at waste plastic pyrolysis plants is increasing, but accident status and safety conditions have not been clearly identified. Therefore, the aim of the study was to identify the risks of the waste plastic pyrolysis process and suggest appropriate safety management measures. We collected information on 19 cases of fire and explosion accidents that occurred between 2010 and 2021 at 26 waste plastic pyrolysis plants using the Korea Occupational Safety and Health Agency (KOSHA) database and media reports. The mechanical, managerial, personnel-related, and environmental problems within a plant and problems related to government agencies and the design, manufacturing, and installation companies involved with pyrolysis equipment were analyzed using the 4Ms of Machines, Management, Man, and Media, as well as the System-Theoretic Accident Model and Processes (STAMP) methodology for seven accident cases with accident investigation reports. Study findings indicate the need for establishing legal and institutional support measures for waste plastic pyrolysis plants in order to prevent fire and explosion accidents in the pyrolysis process. In addition, ensuring safety from the design and manufacturing stages of facilities is essential, as are measures that ensure systematic operations after the installation of safety devices.

Potential Mechanisms of Benzyl Isothiocyanate Suppression of Invasion and Angiogenesis by the U87MG Human Glioma Cell Line

  • Zhu, Yu;Zhang, Ling;Zhang, Guo-Dong;Wang, Hong-Ou;Liu, Ming-Yan;Jiang, Yuan;Qi, Li-Sha;Li, Qi;Yang, Ping
    • Asian Pacific Journal of Cancer Prevention
    • /
    • 제15권19호
    • /
    • pp.8225-8228
    • /
    • 2014
  • Glioma is one of the most common tumors in China and chemotherapy is critical for its treatment. Recent studies showed that benzyl isothiocyanate (BITC) could inhibit the growth of glioma cells, but the mechanisms are not fully understood. This study explored the inhibitory effect of BITC on invasion and angiogenesis of U87MG human glioma cells in vitro and in vivo, as well as potential mechanisms. It was found that BITC could inhibit invasion and angiogenesis of human glioma U87MG cells by inducing cell cycle arrest at phase G2/M. It also was demonstrated that BITC decreased expression of cyclin B1, p21, MMP-2/9, VE-cadherin, CD44, CXCR4 and MTH1, the activity of the telomerase and $PKC{\zeta}$ pathway. Microarray analysis was thus useful to explore the potential target genes related to tumorigenic processes. BITC may play important roles in the inhibition of invasion and angiogenesis of human glioma cells.