• 한국세라믹학회지
• /
• 제35권6호
• /
• pp.603-609
• /
• 1998

The composites of insulating polymer filled with conducting carbon-fiber were fabricated by molding press method. To understand the fiber aspect-ratio dependence of electrical conductivity the aspect ratio was varied from 4 to 10 The percolation thresholds of transition from the insulator to the conductor de-creased as the fiber aspect ratio increased. The percolation threshold of fiber-segregated composite in this study was smaller than that of fiber-random composite shown in other study. When the electrical con-ductivity curves were fitted by general effective medium equation morphological variable(t) decreased as the fiber aspect-ratio increased.

• 대한산업공학회지
• /
• 제31권3호
• /
• pp.194-200
• /
• 2005

A stochastic dynamic lot sizing problem for multi-item is suggested in the case that the distribution of the cumulative demand is known over finite planning horizons and all unsatisfied demand is fully backlogged. Each item is produced simultaneously at a variable ratio of input resources employed whenever setup is incurred. A dynamic programming algorithm is proposed to find the optimal production policy, which resembles the Wagner-Whitin algorithm for the deterministic case problem but with some additional feasibility constraints.

• 응용통계연구
• /
• 제32권2호
• /
• pp.291-300
• /
• 2019

본 논문에서는 반응변수가 이진형인 분류모형에 대한 평가측도들의 특성을 파악하고 사용하기 적합한 평가측도인가를 살펴보았다. 고려한 측도는 정분류율, 민감도, 특이도, 정밀도, F-measure, HSS (Heidke's skill score)의 6개이다. 각 측도들은 이원분할표에서 x(실제로 1인 비율), y(1로 예측되는 비율), z(실제와 예측이 모두 1인 비율)을 사용하여 표현하였다. 본 연구는 평가측도가 사용하기 적합한 측도가 되기 위한 조건으로 두 가지를 제안하였다. 제1조건은 랜덤모형인 경우에 평가측도는 x와 y에 대해 상수이고, 제2조건은 평가측도의 식이 세 변수들(x, y, z) 모두로 이루어지고 z에 대해서 증가함수이고 x와 y에 대해서 감소함수이어야 한다는 것이다. HSS는 두 조건을 모두 만족하므로 이진형 반응변수의 분류모형에 대한 평가측도로 항상 사용이 적합하고, 다른 측도들은 제한된 범위 내에서만 사용하는 것이 좋다.

• Communications for Statistical Applications and Methods
• /
• 제7권1호
• /
• pp.55-64
• /
• 2000

We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

• The Journal of Asian Finance, Economics and Business
• /
• 제8권11호
• /
• pp.223-234
• /
• 2021

This study aims to examine whether operating cash flows influence banks' financial stability in Pakistan. The study employed annual panel data collected from annual reports of 20 commercial banks listed on the Pakistan Stock Exchange for the year 2011 to 2019. Free cash flow yield was taken as the dependent variable while cash flow ratio was selected as the independent variable, and net interest margin, income diversification, asset quality, financial leverage, the cost to income ratio, advance net of provisions to total assets ratio, capital ratio, financial performance, breakup value per share and bank size were taken as control variables. The study performed ordinary least square technique, random and fixed effects models, Hausman test, Lagrange multiplier test, descriptive and correlation analysis. Results showed that operating cash flows and net interest margin significantly and positively influenced banks' financial stability while the cost to income ratio and advances net of provisions to total assets ratio significantly and negatively associated with banks' financial stability. To improve financial stability, banks should become more cost-effective and enhance their liquidity levels by lowering lending activities. In the future, it would be useful to compare commercial and investment banks, also Islamic and conventional banks in the same research setting.

• The Journal of Asian Finance, Economics and Business
• /
• 제8권7호
• /
• pp.195-201
• /
• 2021

This study aims to assess the impact of ownership structure of commercial banks on bank credit risk in Vietnam. The authors used the unbalanced table data of 28 commercial banks in the period from 2004 to 2020 with 439 observations. The ratio of loan loss provisioning to loans (CR) is selected as a dependent variable representing credit risk at commercial banks. The regression methods used include: least squares method (OLS), fixed-effect model (FEM), random-effect model (REM) and general least squares method (GLS). The results reveal that, with interaction variable between the ratio of equity to total assets and foreign ownership, the national GDP annual growth rate is negatively associated with credit risk. With the ratio of equity to total assets, the interaction variable between equity and state ownership, and bank size have a significant positive impact on credit risk. In addition, inflation has negligible impact on the credit risk of commercial banks in Vietnam over the research period. The findings of this study suggest that, if foreign-owned banks increase equity capital, there will be a stronger impact on reducing credit risk than other banks. On the other hand, when state-owned commercial banks in Vietnam increase equity, they will have higher credit risk.

• 한국환경과학회지
• /
• 제7권5호
• /
• pp.679-685
• /
• 1998

The Soysauce wastewater removal characteristics of submerged biofilters filled with two filter media respectively were experimentally examined with constant temperature, pH value and variable BOD loading and recirculation ratio. The decreasing order of BOD removal is Netring(random plastic media), cubic wire meshes(plastic module). This is mainly due to the media characteristics such as void ratio, specific surface area and media shapes. The BOD removal ratio decreases with increasing $BOD_5$/ volumetric loading rate, and the loading rate for the BOD removal over 85% is lower than 1.5kg$BOD_5$ 5/$m^3$d for the plastic media of Netring and cubic wire meshes. The $BOD_5$ removal rate increases with the recirculation ratio, but the rate of increase become smaller as the recirculation ratio increases over 20. When $BOD_5$ volumetric loading is 1.5kg$BOD_5$/$m^3$d, the required recirculation ratio to obtain 85% BOD$_{5}$ removal is about 20 for Netring and it was about 30 for cubic wire meshes.s.

• 대한산업공학회지
• /
• 제40권1호
• /
• pp.8-17
• /
• 2014

In this research, we employed various data mining techniques to build predictive models for win-loss prediction in Korean professional baseball games. The historical data containing information about players and teams was obtained from the official materials that are provided by the KBO website. Using the collected raw data, we additionally prepared two more types of dataset, which are in ratio and binary format respectively. Dividing away-team's records by the records of the corresponding home-team generated the ratio dataset, while the binary dataset was obtained by comparing the record values. We applied seven classification techniques to three (raw, ratio, and binary) datasets. The employed data mining techniques are decision tree, random forest, logistic regression, neural network, support vector machine, linear discriminant analysis, and quadratic discriminant analysis. Among 21(= 3 datasets${\times}$7 techniques) prediction scenarios, the most accurate model was obtained from the random forest technique based on the binary dataset, which prediction accuracy was 84.14%. It was also observed that using the ratio and the binary dataset helped to build better prediction models than using the raw data. From the capability of variable selection in decision tree, random forest, and stepwise logistic regression, we found that annual salary, earned run, strikeout, pitcher's winning percentage, and four balls are important winning factors of a game. This research is distinct from existing studies in that we used three different types of data and various data mining techniques for win-loss prediction in Korean professional baseball games.

• 한국통신학회논문지
• /
• 제24권6A호
• /
• pp.775-781
• /
• 1999

이 논문에서는 다매체(Multi-Media)를 지원하는 변환 확산 이득을 가지는 직접수열 다중접속 시스템(Variable Processing Gain DS/CMA System)에 대해 생각한다. 서로 다른 전송율과 서로 다른 전송 전력을 가지는 두 가지 유형의 정보원이 같은 채널로 전송된다고 가정한다. 각 유형의 정보원에 대한 상관 수신기에서의 평균 신호 대 잡음비를 확산 부호간의 부분 상관함수들의 함수로 유도하였다. 매체간의 전송율의 차이가 클수록 랜덤 확산부호를 가정에 의한 평균 신호 대 잡음비가 실제값과 큰 차이(최대 1dB 이상)를 나타냄을 확인하였다. 본 연구의 결과는 다매체 직접수열 대역확산 다중접속 시스템 설계에 필요한 분석적인 도구로 이용될 수 있다.

• Communications for Statistical Applications and Methods
• /
• 제21권3호
• /
• pp.201-212
• /
• 2014

We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.