• Journal of Korea Technology Innovation Society
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• v.13 no.2
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• pp.231-251
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• 2010

The numbers of SCI paper or patent in science and technology are expected to be related with the number of researcher and knowledge stock (R&D stock, paper stock, patent stock). The results of the regression model showed that severe multicollinearity existed and errors were made in the estimation and testing of regression coefficients. To solve the problem of multicollinearity and estimate the effect of the independent variable properly, principal component regression model were applied for three cases with S&T knowledge production. The estimated principal component regression function was transformed into original independent variables to interpret properly its effect. The analysis indicated that the principal component regression model was useful to estimate the effect of the highly correlate production factors and showed that the number of researcher, R&D stock, paper or patent stock had all positive effect on the production of paper or patent.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.219-229
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• 2010

There have been many researches on the risk management due to rapid increase of various risk factors for financial assets. Aa a method for comprehensive risk management, Value at Risk (VaR) is developed. For estimation of VaR, it is important task to solve the problem of asymmetric distribution of the return rate with heavy tail. Most real distributions of the return rate have high positive kurtosis and low negative skewness. In this paper, some alternative distributions are used to be fitted to real distributions of the return rate of financial asset. And estimates of VaR obtained by using these fitting distributions are compared with those obtained from real distribution. It is found that normal mixture distribution is the most fitted where its skewness and kurtosis of practical distribution are close to real ones, and the VaR estimation using normal mixture distribution is more accurate than any others using other distributions including normal distribution.

• Journal of the Korea Institute of Building Construction
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• v.10 no.1
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• pp.137-145
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• 2010

The mechanical properties of stone structures are generally characterized according to the strength of the stone used. An ultrasonic velocity method that does not damage cultural heritages is used to measure the strength of stone. However, there is no correction involved for surface roughness and thickness of the stone in the ultrasonic method currently used. In addition, a contact agent such as grease can cause contamination on the surface of a cultural heritage. Accordingly, this study suggests an indirect method of strength estimation formula for stone structures based on the surface roughness of the structure, its thickness, and the type of contact agent. (1) Rock strength estimation formula using ultrasonic velocity method of dabbed finish : $f_{su}=30.51\;Vp^{0.82}(R^2=95)$ (2) Rock strength estimation formula using ultrasonic velocity method of harsh finish : $f_{su}=61.52\;Vp^{0.32}(R^2=92)$.

• Journal of Animal Science and Technology
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• v.46 no.5
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• pp.707-718
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• 2004

This study was conducted to evaluate the adequacy of an alternative a.m. - p.m. testing scheme for milk yield in comparison with the official test method based on weighing two milkings within 24 h. A total of 8,309 p.m. milking weights and 6,767 am. milking weights from 72 Holstein cows raised at N.L.R.I. were collected between October 2000 and November 2001. Seven statistical models were fitted to the data to derive formulas for estimating daily milk yields from morning or evening yields. In general, use of evening milkings less accurately estimated than did use morning rnilkings. Although the models do not differ much in the correlations between estimated and true daily milk yields, systematic under- and overestimation of daily milk yields were observed in all models with the exception of model 7, which accounted for heterogeneous variances by parity class, milking interval class, and lactation stage by fitting separate regression formulas within each combination of three factors.

• KDI Journal of Economic Policy
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• v.27 no.1
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• pp.81-122
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• 2005

The paper aims to establish the characteristics of the Korean firms' R&D investment and to estimate the private rate of return to R&D investment. For the empirical analysis, a balanced panel data is constructed with 695 firms on 8 year observations. The panel data enables to characterize R&D investment of the Korean firms, which is mostly conformed to the 'stylized facts' of R&D investment that found in the previous studies on foreign firms. Klette model was used to estimate the private rate of return on R&D investment and depreciation rate of R&D capital. The paper estimates that the rate of return on R&D investment is 10.5% on average or 16.4% on median for the whole industry whereas manufacturing firms show 10.4% on average or 16.4% on median. The depreciation rate was estimated about 32.9% for whole industry, where it ranges from the minimum 11.6% for metal industry and 49.5% for services. The median estimate of the rate of return for R&D investment of Korean firms is roughly two times higher than real interest rates for the same period, which implies that R&D investment allows sizable rent in addition to the opportunity cost of capital investment.

• Proceedings of the KSRS Conference
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• 2007.03a
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• pp.43-48
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• 2007

본 연구는 벼 군락의 분광반사율 지표를 측정할 수 있는 인공광원을 사용하는 능동형 광학 센서인 GNDVI 를 활용하여 생육시기별 식생지수와 엽 질소함량과의 관계를 구명하여 벼 군락의 엽 질소함량을 추정하고자 하였다. 농업과학기술원 답작 포장에서 공시품 종인 추청벼를 이용하여 난괴법 3반복으로 시험구 배치를 하고 질소 4수준 3반복으로 실험을 수행하였다. 벼 생육시기별 GNDVI 와 엽 질소함량과의 관계를 2년 간 (2005, 2006)의 자료를 통하여 분석해 보았다. 2005년의 경우 벼 생육시기동안 9시기의 GNDVI값과 그 당시 시료를 샘플링하여 분석한 엽 질소함량과의 관계를 벼 출수전과 출수후로 구분하여 분석해 본 결과 GNDVI 값은 출수전 ($r=0.78^{***}$ n=60) 보다 출수후 ($r=0.89^{***}$, n=59) 가 엽 질소함량과의 상관계수가 높았다. 2006년은 20시기동 안 생육시기별 식생지수와 엽 질소함량과의 상관 분석한 결과 착근기 (6월 5일) $r=0.84^{***}$, 유수분화기 (7월 11일) $r=0.95^{***}$, 출수기 (8 월 16일) $r=0.87^{***}$, 수확기 (10월 13일) $r=0.90^{***}$ 으로 출수전의 경우 7월 11일이 상관계수가 가장 높았고， 이 결과는 2005년 동일시기 (7월 11일) 식생지수와 벼 엽 질소함량과의 상관계수가 가장 높았던 ($r=0.91^{***}$) 것과 일치하였다. 벼 생육시기 변화에 따른 식생지수와 엽 질소 흡수량과의 관계를 살펴보았는데 벼 출수전의 경우 GNDVI는 7월 11일 에 엽 질소 흡수량과의 상관계수 ($r=93^{***}$)가 가장 높은 결과를 보였고 출수후의 경우에는 시기에 따라 상관계수가 고르게 높게 나타났다. 엽 질소함량과의 상관관계가 높았던 2005년，2006년 7월 11일 식생지수 데이터를 함께 이용하여 엽 질소함량과의 관계를 추정식으로 작성하였다. GNDVI를 이용하여 2005년과 2006년 실측한 엽 질소함량 값과 추정 값을 비교해 본 결과 2005년과 2006년의 결정계수가 각각 0.88, 0.94로 2006년이 더 예측률이 높게 나타났다. GNDVI 값을 이용하여 엽 질소함량 추정값과 실측값을 비교해 본 결과 결정계수가 0.86으로 추정값과 실측값이 근접하게 분포하였다.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2008.04a
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• pp.909-915
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• 2008

Researches for time delay estimation had been studied broadly. However studies about factors for time delay estimation are insufficient, especially in case of real environment application. In 1997, Brandstein and Siverman announced that performance of time delay estimation deteriorates as reverberant time of room increases. Even though reverberant time of room is same, performance of estimation is different as the specific part of signals. In order to know that reason, we studied and analyzed the factors for time delay estimation using speech signal and room impulse response. In result, we can know that performance of time delay estimation is changed by different R/D ratio and signal characteristics in spite of same reverberant time.

• Journal of Advanced Navigation Technology
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• v.23 no.6
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• pp.526-534
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• 2019

Localization methods using radio signals should obtain range measurements from three or more anchors. However, a typical building consists of narrow, long hallways and corners, making it difficult to secure more than three light of sight anchors. The result is a multi-modal solution that makes it difficult to estimate the user's location. In order to overcome this problem, this paper proposes a method for estimating the location using artificial neural networks. Using the artificial neural network, even if a multi-modal solution occurs, the position can be estimated by acquiring user movement pattern information based on accumulated range measurements. The method does not require any additional equipment or sensors, and only anchor-based range measurements can estimate the user's location. In order to verify the proposed method, location estimation tests were performed in situations where the multi-modal solution occurred by installing an insufficient number of anchors in a building. As a result, it was confirmed that the location can be estimated even when the number of anchors is insufficient.

• The Korean Journal of Financial Studies
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• v.10 no.1
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• pp.191-214
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• 2004

VaR에 의한 금융위험의 측정은 국제결제은행 바젤위원회의 내부모델 허용에 힘입어 금융산업에서 표준방식으로 확고한 입지를 차지하고 있다. 본 연구에서는 한국주식시장포트폴리오를 거래투자자산으로 보유한 경우의 VaR를 극단치이론에 입각하여 측정하고 이의 성과를 RiskMetrics의 성과와 비교하여 검토하였다. GPD의 모수적 추정에 의한 VaR의 사후검정결과는 표본내 사후검정이나 표본외 사후검정에서 어떤 신뢰수준에서도 기대되는 범위와 크게 벗어나지 않은 안정된 결과를 보였다. RiskMetrics의 EWMA방식도 역시 표본내와 표본외 사후검정 어느 경우에나 기대되는 범위에서 크게 벗어나지 않았지만 높은 신뢰수준에서는 그 성과가 GPD VaR에 비하여 상대적으로 불안정하였으며 위험의 과소평가 성향을 확인할 수 있었다. 비모수적 GEV추정에 입각한 VaR의 경우에는 위험을 과대평가하고 지나치게 보수적인 성향을 나타내었다. GPD의 모수적 접근에 의한 VaR 측정은 다양한 신뢰수준에서 정확한 검정결과를 보여주고 있으며, 시간적 흐름에 따르는 VaR의 행태도 지나친 변동성을 보이지 않아 외부규제 및 내부통제를 위한 금융위험의 측정지표로서 실용적인 가치가 있음을 확인할 수 있다.

• Journal of Korea Water Resources Association
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• v.54 no.12
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• pp.1305-1316
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• 2021

In this study, a new empirical formula for 2D transverse dispersion coefficient was developed using the results of previous tracer test studies, and the performance of the formula was evaluated. Since many tracer test studies have been conducted under the conditions where the width-to-depth ratio is less than 50, the existing empirical formulas developed using these imbalanced tracer test results have limitations in applying to rivers with a width-to-depth ratio greater than 50. Therefore, in order to develop an empirical formula for transverse dispersion coefficient using the imbalanced tracer test data, the Synthetic Minority Oversampling TEchnique (SMOTE) was used to oversample new data representing the properties of the existing tracer test data. The hydraulic data and the transverse dispersion coefficients in conditions of width-to-depth ratio greater than 50 were oversampled using the SMOTE. The reliability of the oversampled data was evaluated using the ROC (Receiver Operating Characteristic) curve. The empirical formula of transverse dispersion coefficient was developed including the oversampled data, and the performance of the results were compared with the empirical formulas suggested in previous studies using R². From the comparison results, the value of R² was 0.81 for the range of W/H < 50 and 0.92 for 50 < W/H, which were improved accuracy compared to the previous studies.