• KDI Journal of Economic Policy
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• 제32권3호
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• pp.71-99
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• 2010

Adrian and Brunnermeier(2009)가 제안한 CoVaR는 위기의 파급효과를 측정하는 데 유용한 도구이다. 특히 어떤 금융기관이 금융시스템에 대해 어느 정도의 잠재적 리스크를 갖고 있는지를 측정할 수 있다. 본 연구는 CoVaR를 추정하는데 있어서 Adrian and Brunnermeier(2009)가 사용한 분위수 회귀방식이 아니라 이변량 정규분포 및 $S_U$-정규분포 등 모수적 분포함수를 이용하여 CoVaR를 추정하는 방법을 제안한다. 이들 모형을 이용하여 국내 은행산업을 대상으로 CoVaR를 추정하고, 이를 통해 CoVaR의 현실적 유용성을 점검함과 동시에 각 모형들의 추정 성과를 비교한다. 추정 결과, 은행들이 시스템리스크에 양(+)의 기여를 하고 있는 것으로 나타났다. 모형별로는 $S_U$-정규분포모형에 비해 분위수 회귀와 정규분포모형이 CoVaR를 (절댓값에서) 크게 과소평가하며, 위기수준을 높일수록 그 정도가 심해지는 것으로 나타났다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제3권1호
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• pp.119-133
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• 2009

The purpose of this research is to accurately estimate the location of a device using the received signal strength indicator (RSSI) of IEEE 802.11 WLAN for location tracking in indoor environments. For the location estimation method, we adopted the calibration model. By applying the Adaptive Zone Based K-NNSS (AZ-NNSS) algorithm, which considers the velocity of devices, this paper presents a 9% improvement of accuracy compared to the existing K-NNSS-based research, with 37% of the K-NNSS computation load. The accuracy is further enhanced by using a Kalman filter; the improvement was about 24%. This research also shows the level of accuracy that can be achieved by replacing a subset of the calibration data with values computed by a numerical equation, and suggests a reasonable number of calibration points. In addition, we use both the mean error distance (MED) and hit ratio to evaluate the accuracy of location estimation, while avoiding a biased comparison.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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• pp.49-52
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• 2007

This study uses empirical method to estimate absorption coefficient of colored dissolved organic matter $(a_{dom})$ from GOCI satellite data with the relationship between band ratio of remote sensing reflectance $(R_{rs})$ and $a_{dom}$. For development of $a_{dom}$ estimation algorithm, the used data is in-situ data about ocean optical properties in the around seawater area of the Korean Peninsula during 1998 - 2005. The relationship of $R_{rs}$(412)/$R_{rs}$(555), $R_{rs}$(443)/$R_{rs}$(555), $R_{rs}$(490)/$R_{rs}$(555), $R_{rs}$(510)/$R_{rs}$(555) and $a_{dom}$(412) showed $R^2$ values of 0.707, 0.707, 0.597 and 0.552, respectively. The spectrum of $a_{dom}({\lambda})$ is shape of exponential function $a_{dom}({\lambda})$ value decreases with increasing wavelength. For estimation of $a_{dom}$ from satellite data, we developed an algorithm from the relationship of $a_{dom}$(412) and $R_{rs}$(412)/$R_{rs}$(555). This algorithm was employed on SeaWiFS imagery to estimate $R_{rs}$(412) in the South Sea, East Sea, Yellow Sea and northern East China Sea areas. Also, SeaDAS-derived $a_{dg}$(412) from same SeaWiFS imagery, These $a_{dg}$(412) was then compared with in-situ and empirical-algorithm-derived $a_{dom}$(412), but these values were different. We think two points that such different values are caused by discrepancy related to failure of standard atmospheric correction scheme, the other are caused by error related to definition of $a_{dom}$(412) and $a_{dg}$(412).

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.519-531
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• 2017

We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

• 한국농공학회지
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• 제41권5호
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• pp.86-92
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• 1999

Effluent concentration estimation equations for wetland system were developed throught statistical analysis of treatment wetland experimental data. Existin g empirical equations were reviewed for thier accuracy with experimental data, and compared with the estimatin equations. About 70 experimental data sets were used for multiple regression, and variables include influent concentration, hydraulic loading rate, average daily air temperature , and plant coverage. The estimatin equations developed for BOD5 , SS ,T-P, and T-N predicted effluent concentrations moderately well, and coefficient fo determination ($R^2$) for them was 0.74 , 0.60, 0.59 and 0.58 respectively. The equations obtained from same data but excluding plant coverage showed relatively lower $R^2$ than the former case, and it was 0.66, 0.52, 0.41 and 0.57 respectively. The EPA, WPCF , and Kadlec and Knight equations worked poorly and $R^2$ for them was significantly lower than the estimation equation developed in the study. The reason might be that the existing equations were oversimplified that they did ot include important parameters such as air temperature and plant coverage. Therefore, developing reasonable estimation equations from experiment under realistic condition is highly recommended rather than using exiting estimation equations.

• 품질경영학회지
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• 제23권2호
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• pp.91-102
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• 1995

For two independent random variables X and Y, the functional R=Pr[X>Y] is of practical importance in reliability. X can be interpreted as the strength of a component subjected to a stress Y, and R is the component's reliability. In this paper nonparametric approach to estimation of R based on censored observations in the strength variables is analyzed and compared by simulations in the moderate sample sizes.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.825-835
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• 2004

In this paper, we investigate the estimation of the value at risk(VaR) when stock prices are subjected to price limits. The mixture of probability mass functions and beta density functions is proposed to derive the distribution of asset returns. The analyses of real data show that the proposed distribution is appropriate to explain the VaR when the price limits exist in the data.

• 한국산업융합학회 논문집
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• 제22권6호
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• pp.785-795
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• 2019

This paper is a study on the modeling of the quantity estimation model for offshore plant Material handling equipment in FEED(Front End Engineering Design) verification stage using system engineering approach which is an engineering design methods. The relevant engineering execution procedure is not systemized although the operation method and Material handling equipment selection with weight and space constraints is a key part of the FEED. Using the system engineering process, the stakeholder requirements analysis process, the system requirements analysis, and the final system architecture design were sequentially performed, and the process developed through the functional development diagram and Requirement traceability matrix (RTM) was verified. In addition, based on the established process, we propose a Material handling quantity estimation model and Quantity calculation verification Table that can be applied at the FEED verification stage and we verify the applicability through case studies.

• 터널과지하공간
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• 제29권3호
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• pp.135-147
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• 2019

본 논문은 기계시스템의 하중추정 기법 및 적용사례 소개가 목적이다. 이를 위해 진동기반 하중추정 기법의 이론적 배경 및 하중정량화 절차를 구체적으로 설명하였다. 또한 충격하중 및 진동이 발생하는 천공장비에 적용하여 진동기반 하중추정 기법의 적용성과 한계점을 분석하고 이에 대한 대응책에 대해 논의하였다. 마지막으로, 하중추정 기술의 추가 연구의 필요성을 토의하고, 새로운 충격하중 측정기술 개발을 위한 방법론을 제안하였다.

• 방송공학회논문지
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• 제18권6호
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• pp.808-815
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• 2013

본 논문은 초고화질 영상처리를 위한 HEVC 표준에 적합한 고속 및 저복잡도 움직임 예측기 알고리즘을 제안하였다. 움직임 예측기는 HEVC 내의 연산양의 77~81%를 차지하고 있다. 결국 비디오 코덱 구현의 핵심은 이러한 움직임 예측기의 고속 및 저복잡도 알고리즘을 찾는 것이다. 본 논문에서는 기존의 움직임 예측기 알고리즘을 분석하였고 일반적인 움직임 탐색 점을 줄이는 방식이 아닌 움직임 벡터 예측과 선택적으로 움직임 탐색 점 개수를 조정하는 등의 HEVC 표준에 적합한 3가지 방식을 제안하였다. 이 제안된 알고리즘은 full search 알고리즘에 비교하여 0.36%의 연산양만을 사용하면서도 그 성능 열화는 1.1%에 불과하였다.