• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.119-146
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• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.

• Design & Manufacturing
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• v.8 no.1
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• pp.27-30
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• 2014

Alloy tool steel such as SKD11 and SKD61 or high speed tool like SKH51 are used as materials for semiconductor dies. Cavities, curl blocks, pot blocks and housings are made from those materials. To make those parts from alloy tool steel or high speed tool, one utilizes discharge machining, and mechanical machining including machining center, milling, drilling, forming grinding and others. In the process of cutting machining and polishing, the die materials become unsuitable for machining owing to bubbles and foreign substances in them, which hinders production process. Therefore, this study focuses on die material selection criteria, and on analysis and comparison of material characteristics to help companies to solve their problems, make die manufacture less burdensome and extend die life.

• Journal of the Korean Chemical Society
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• v.63 no.1
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• pp.51-55
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• 2019

The synthesis of N-substituted POSS-imidazole in one pot typically prepared using the condensation method from diketone and aminopropylisobutyl-POSS. A wide variety of functional groups and substitution patterns were tolerated under the present procedure. The resulting compounds can be used as valuable products allowing for the elaboration to OLED, DSSC building block.

• Journal of Korea Water Resources Association
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• v.43 no.8
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• pp.733-745
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• 2010

Seasonality of hydrologic extreme variable is a significant element from a water resources managemental point of view. It is closely related with various fields such as dam operation, flood control, irrigation water management, and so on. Hydrological frequency analysis conjunction with partial duration series rather than block maxima, offers benefits that include data expansion, analysis of seasonality and occurrence. In this study, nonstationary frequency analysis based on the Bayesian model has been suggested which effectively linked with advantage of POT (peaks over threshold) analysis that contains seasonality information. A selected threshold that the value of upper 98% among the 24 hours duration rainfall was applied to extract POT series at Seoul station, and goodness-fit-test of selected GEV distribution has been examined through graphical representation. Seasonal variation of location and scale parameter ($\mu$ and $\sigma$) of GEV distribution were represented by Fourier series, and the posterior distributions were estimated by Bayesian Markov Chain Monte Carlo simulation. The design rainfall estimated by GEV quantile function and derived posterior distribution for the Fourier coefficients, were illustrated with a wide range of return periods. The nonstationary frequency analysis considering seasonality can reasonably reproduce underlying extreme distribution and simultaneously provide a full annual cycle of the design rainfall as well.

• Journal of Ocean Engineering and Technology
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• v.33 no.3
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• pp.222-228
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• 2019

An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2003.10a
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• pp.603-606
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• 2003

This study was carried out to investigate the effects of T-P concentrations in irrigation water on the growth, yield, and grain quality of rice. It acquire fundamental knowledges to set up irrigation water quality standards. The pot experiment was conducted with 5 treatments using irrigation waters. It consisted of various total phosphorus concentrations(control, 1, 2, 5, 10mg/L) and replicated four times with randomized block design. The results of this study showed that as T-P concentrations in irrigation water increases, plant height tended to increase. Dry weight of rice plant at T-P 10mg/L was significantly higher than the control. However, T-P in irrigation water did not affect plant height, tiller number, plant dry weight, yield, and quality of rice.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2003.10a
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• pp.551-554
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• 2003

This study was carried out to investigate the effects of the pH of irrigation water on the growth, yield, and grain quality of rice. It acquire fundamental knowledges to set up irrigation water quality standards. The pot experiment was conducted with 5 treatments using irrigation waters with various pH values(control, 4, 6, 8, 10) and replicated four times with randomized block design. The results of this study showed that the uptake of N, P, and K, Ripened grain ratio and yield of rice tended to be reduced at the irrigation water of pH 4 and pH 10. P uptake, Ripened grain ratio and yield of rice at pH 4 water were significantly lower than the control. K uptake at pH 10 water was significantly lower than the control. Plant height, SPAD value and protein content of rice were not affected by the pH of irrigation water.

• Korean Journal of Plant Resources
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• v.20 no.1
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• pp.86-88
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• 2007

This experiment was carried out to find out proper soil acidity (pH) that can enhanced ornamental worth and marketability on flowerpot cultivation of Saxifraga stolonifera. It was treated 3 replications of randomized complete block design to pH 4.5, 5.0, 5.5 and 6.0. Soil was used peatmoss and young plant of Saxifraga stolonifera planted at 10cm pot of diameter. It was investigated to growth characteristics at intervals of twenty days after planting. On the growth characteristics at different soil acdity (pH) of Saxifraga stolonifera, It was many growth increment of plant width, plant height, leaf length and leaf width on pH 4.5, but was remarkably reduced growth increment on a higher soil acidity (pH). Therefore, Saxifraga stolonifera was showed the best growth when planted at soil of $pH4.5{\sim}5.0$.

• Journal of Environmental Science International
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• v.24 no.11
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• pp.1363-1370
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• 2015

This study was aimed to determine effects of soil organic amendment as plant growing media component on restoration of planting ground. The changes of soil physical and chemical properties and germination and growth of kentucky bluegrass (Poa pratensis L.) were investigated. For treatments, soil was excavated at depth of 0-50 cm (referred as $S_1$) and at depth of 50-100 cm (referred as $S_2$). Then the half amount of $S_1$ soil was mixed with the soil organic amendment (coir dust 40% (v/v), bottom ash 25%, leaf mold 25%, vermiculite 5%, carbonized rice hull 5%) at a rate of 6% (v/v) (referred as $S_1CC$) and also the half amount of $S_2$ soil was mixed with the soil organic amendment at a rate of 6% (v/v) (referred as $S_2CC$) on pot in a 16 cm diameter and 14 cm height. The experiment was replicated 3 times with 3 pots per replication in randomized block design, and 100 seeds were planted per pot. In results, there was no significant difference in soil pH among the treatments with a slight decrease in soil hydraulic conductivity. However, in the $S_1CC$ treatment, positive increases in soil chemical properties, including electrical conductivity, organic matter, phosphoric acid, total nitrogen, exchangeable cation, and cation exchange capacity. Also, the germination rate, plant height, and number of leaves were higher in the $S_1CC$ treatment than those in other treatments. These results suggest that the addition of organic amendment to the soil at depth of 0-50 cm might be proper for restoring planting ground.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1434-1438
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• 2010

수문자료의 계절성은 수자원관리의 관점에서 매우 중요한 요소로서 계절성의 변동은 댐의 운영, 홍수조절, 관계용수 관리 등 다양한 분야와 밀접한 관계를 가지고 있다. 그러나 지금까지의 수문 자료의 계절성 평가는 주로 이수과점에서 이루어지고 있으며 치수관점에서 극치수문량의 계절성을 평가하는 연구는 미진한 실정이다. 이는 극치수문량을 해석하는 방법론으로서 연최대치계열(annual maxima) 즉, Block Maxima가 이용됨에 따라 나타나는 문제점이다. 그러나 부분기간치계열(partial duration series)을 활용하게 되면 자료의 확충뿐만 아니라 자연적으로 극치수문량의 계절성에 대한 평가 또한 가능하다. 이러한 분석과정을 POT(peak over threshold)분석이라 하며 일정 기준값(threshold) 이상의 자료를 모두 취하여 빈도해석에 이용하는 방법으로서 기존 방법의 경우 연최대값이 일반적으로 7월과 8월에만 존재하게 되지만 POT 분석의 경우 여러 달에 걸쳐 빈도해석을 위한 자료가 구성되게 된다. 이를 빈도해석으로 연계시키기 위해서는 계절성을 비정상성으로 고려하여 모형화 할 수 있는 방법론의 개발이 필요하다. 본 연구에서는 이러한 목적을 위해서 계절성을 고려할 수 있는 비정상성빈도해석 기법의 개념을 제시하고 모형으로 개발하고자 한다. GEV 또는 Gumbel 분포의 매개변수와 계절성을 연계시키기 위해서 Fourier 급수가 활용되며 매개변수는 Bayesian 기법을 통해 최적화 된다. 이를 통하여 설계강수량의 계절적 분포를 정량적으로 해석할 수 있으며 미래의 극치강수량에 대한 분포특성 또한 확률적으로 해석이 가능하다. 본 연구에서 제안된 방법은 국내외 시간강수량자료에 적용되어 적합성과 적용성이 평가된다.