• Journal of the Korean Institute of Intelligent Systems
• /
• v.19 no.3
• /
• pp.421-424
• /
• 2009

In this paper, we introduce the concept of fuzzy semi-weakly r-semicontinuous mappings on a fuzzy topological space and study characterizations for such mappings. And we investigate the relationships among fuzzy r-semicontinuity, fuzzy semi-weakly r-semicontinuity and fuzzy weakly r-semicontinuity.

• The Korean Journal of Applied Statistics
• /
• v.24 no.3
• /
• pp.523-533
• /
• 2011

Most nancial preference methods for market risk management are to estimate VaR. In many real cases, it happens to obtain the VaRs of the univariate as well as multivariate distributions based on multivariate data. Copula functions are used to explore the dependence of non-normal random variables and generate the corresponding multivariate distribution functions in this work. We estimate Archimedian Copula functions including Clayton Copula, Gumbel Copula, Frank Copula that are tted to the multivariate earning rate distribution, and then obtain their VaRs. With these Copula functions, we estimate the VaRs of both a certain integrated industry and individual industries. The parameters of three kinds of Copula functions are estimated for an illustrated stock data of two Korean industries to obtain the VaR of the bivariate distribution and those of the corresponding univariate distributions. These VaRs are compared with those obtained from other methods to discuss the accuracy of the estimations.

• Proceedings of the Korean Statistical Society Conference
• /
• 2005.11a
• /
• pp.1-3
• /
• 2005

통계 소프트웨어 R은 여러 가지 특징을 가진 도구이다. S라는 전산언어를 기반으로 하고 이에 수학함수와 통계함수, 그리고 그래픽함수들이 결합되어 편리한 계산 작업 환경을 제공하고 있다. R이 기반으로 하고 있는 S언어에는 문법적, 의미론적 특징이 잘 어울려 있다. S언어의 주요 특징 중 하나는 객체지향성이다. 본 연구에서는 R의 특징인 객체지향성과 그 의미에 대하여 살펴보게 된다.

• The Korean Journal of Applied Statistics
• /
• v.33 no.6
• /
• pp.805-812
• /
• 2020

High-frequency data are now prevalent in financial time series. As a functional data arising from high-frequency financial time series, we are concerned with the intraday volatility to which functional principal component analysis (FPCA) is applied in order to achieve a dimension reduction. A review on FPCA and R function is made and high-frequency KOSPI volatility is analysed as an application.

• The Korean Journal of Applied Statistics
• /
• v.24 no.5
• /
• pp.809-820
• /
• 2011

VaR(Value at risk) is a measure of market risk management and needs to be estimated for multiple distributions. In this paper, Copula functions are used to generate distributions of multivariate random variables. The dependence structure of random variables is classified by the exchangeable Copula, fully nested Copula, partially nested Copula. For the earning rate data of four Korean industries, the parameters of the Archimedean Copula functions including Clayton, Gumbel and Frank Copula are estimated by using three kinds of dependence structure. These Copula functions are then fitted to to the data so that corresponding VaR are obtained and explored.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.21 no.1
• /
• pp.128-131
• /
• 2011

In this paper, we introduce and study the concept of fuzzy r-$M^*$ preopen mappings between fuzzy r-minimal spaces. We also investigate the relationships among fuzzy r-M precontinuous mappings, fuzzy r-$M^*$-preopen mappings and several types of fuzzy r-minimal compactness.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.19 no.5
• /
• pp.695-698
• /
• 2009

In this paper, we introduce the concept of fuzzy r-generalized open sets which are generalizations of fuzzy r-open sets defined by Lee and Lee [2] and obtain some basic properties of their structures. Also we introduce and study the concepts of fuzzy r-generalized continuous mapping, fuzzy r-generalized open mapping and fuzzy r-generalized closed mapping.

• Journal of the Korean Chemical Society
• /
• v.37 no.3
• /
• pp.279-286
• /
• 1993

The effect of pressure on solvation of potassium chloride was studied by the density and viscosity measurements of water-methanol systems and the conductance measurements of KCl in this systems. These were used to calculate the r-function of KCl. It was found that the r-function of KCl which is 0.613 at 25$^{\circ}C$ and 1 bar in water was continuously decreased to the minimum point and enhanced with increasing the composition of methanol. At high pressure, the r-function of KCl was similar to that of normal pressure. But r-function decreased with increasing pressure at the specific component of methanol.

• The Korean Journal of Applied Statistics
• /
• v.35 no.5
• /
• pp.645-655
• /
• 2022

In this paper, we investigate automatic functions for time series forecasting in R system and compare their performances. For the exponential smoothing models and ARIMA (autoregressive integrated moving average) models, we focus on the representative time series forecasting functions in R: forecast::ets(), forecast::auto.arima(), smooth::es() and smooth::auto.ssarima(). In order to compare their forecast performances, we use M3-Competiti on data consisting of 3,003 time series and adopt 3 accuracy measures. It is confirmed that each of the four automatic forecasting functions has strengths and weaknesses in the flexibility and convenience for time series modeling, forecasting accuracy, and execution time.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.19 no.2
• /
• pp.254-258
• /
• 2009

In this paper, we introduce the concepts of fuzzy strongly (r,s)-irresolute mappings and fuzzy strongly (r,s)-irresolute semiopen mappings and investigate some properties of such mappings.