• Title/Summary/Keyword: Return distribution

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The Characteristics of Indoor Temperature and Airflow Distribution for Air Supply and Return System in Dome Stadium (돔경기장의 급배기방식에 따른 기류분포 및 실내온도 특성)

  • Chae, Mun-Byoung;Yang, Jeong-Hoon;Seok, Ho-Tae
    • Proceedings of the SAREK Conference
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    • 2008.11a
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    • pp.434-439
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    • 2008
  • Dome stadiums give thermal unpleasant feeling to occupants because of the radiant heat and the indoor and outdoor haet exchange from roogs or lightweight building envelopes of sidewalls. This study analyzed the indoor temperature and velocity distribution according to various air supply and return sustems in dome stadiums in summer.

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Hydrological Studies on the flood and Risk of failure of the Hydraulic Structures(Ⅰ) -On the annual maximum series- (水利構造物의 破壞危險度와 設計洪水量에 관한 水文學的 硏究(Ⅰ) -年最高値 系列을 中心으로-)

  • Lee, Soon-Hyuk;Park, Myeong-Keun
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.27 no.2
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    • pp.23-37
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    • 1985
  • This studies were carried out to get characteristics of frequency distribution, probable flood flows according to the return periods, and the correlation between return periods and those length of records affect the Risk of failure in the annual maximum series of the main river systems in Korea. Especially, Risk analysis according to the levels were emphasized in relation to the design frequency factors for the different watersheds. Twelve watersheds along Han, Geum, Nak Dong, Yeong San and Seom Jin river basin were selected as studying basins. The results were analyzed and summarized as follows. 1. Type 1 extremal distribution was newly confirmed as a good fitted distribution at selected watersheds along Geum and Yeong San river basin. Three parameter lognormal Seom Jin river basin. Consequently, characteristics of frequency distribution for the extreme value series could be changed in connection with the watershed location even the same river system judging from the results so far obtained by author. 2. Evaluation of parameters for Type 1 extremal and three parameter lognormal distribution based on the method of moment by using an electronic computer. 3. Formulas for the probable flood flows were derived for the three parameter lognormal and Type 1 extremal distribution. 4. Equations for the risk to failure could be simplified as $\frac{n}{N+n}$ and $\frac{n}{T}$ under the condition of non-parametric method and the longer return period than the life of project, respectively. 5. Formulas for the return periods in relation to frequency factors were derived by the least square method for the three parameter lognormal and Type 1 extremal distribution. 6. The more the length of records, the lesser the risk of failure, and it was appeared that the risk of failure was increasing in propotion to the length of return periods even same length of records. 7. Empirical formulas for design frequency factors were derived from under the condition of the return periods identify with the life of Hydraulic structure in relation to the risk level. 8. Design frequency factor was appeared to be increased in propotion to the return periods while it is in inverse proportion to the levels of the risk of failure. 9. Derivation of design flood including the risk of failure could be accomplished by using of emprical formulas for the design frequency factor for each watershed.

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A NEW VERSION OF FIRST RETURN TIME TEST OF PSEUDORANDOMNESS

  • Kim, Dong-Han
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.12 no.2
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    • pp.109-118
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    • 2008
  • We present a new version of the first return time test for pseudorandomness. Let $R_n$ be the first return time of initial n-block with overlapping. An algorithm to calculate the probability distribution of the first return time $R_n$ for each starting block is presented and used to test pseudorandom number generators. The standard Z-test for log $R_n$ is applied to test the pseudorandom number generators.

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Analysis of Generalized Extreme Value Distribution to Estimate Storm Sewer Capacity Under Climate Change (기후변화에 따른 하수관거시설의 계획우수량 산정을 위한 일반극치분포 분석)

  • Lee, Hak-Pyo;Ryu, Jae-Na;Yu, Soon-Yu;Park, Kyoo-Hong
    • Journal of Korean Society of Water and Wastewater
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    • v.26 no.2
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    • pp.321-329
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    • 2012
  • In this study, statistical analysis under both stationary and non-stationary climate was conducted for rainfall data measured in Seoul. Generalised Extreme Value (GEV) distribution and Gumbel distribution were used for the analysis. Rainfall changes under the non-stationary climate were estimated by applying time variable (t) to location parameter (${\xi}$). Rainfall depths calculated in non-stationary climate increased by 1.1 to 6.2mm and 1.0 to 4.6mm for the GEV distribution and gumbel distribution respectively from those stationary forms. Changes in annual maximum rainfall were estimated with rate of change in the location parameter (${\xi}1{\cdot}t$), and temporal changes of return period were predicted. This was also available for re-evaluating the current sewer design return period. Design criteria of sewer system was newly suggested considering life expectance of the system as well as temporal changes in the return period.

The Impact of COVID-19, Day-of-the-Week Effect, and Information Flows on Bitcoin's Return and Volatility

  • LIU, Ying Sing;LEE, Liza
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.45-53
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    • 2020
  • Past literatures have not studied the impact of real-world events or information on the return and volatility of virtual currencies, particularly on the COVID-19 event, day-of-the-week effect, daily high-low price spreads and information flow rate. The study uses the ARMA-GARCH model to capture Bitcoin's return and conditional volatility, and explores the impact of information flow rate on conditional volatility in the Bitcoin market based on the Mixture Distribution Hypothesis (Clark, 1973). There were 3,064 samples collected during the period from 1st of January 2012 to 20th April, 2020. Empirical results show that in the Bitcoin market, a daily high-low price spread has a significant inverse relationship for daily return, and information flow rate has a significant positive relationship for condition volatility. The study supports a significant negative relationship between information asymmetry and daily return, and there is a significant positive relationship between daily trading volume and condition volatility. When Bitcoin trades on Saturday & Sunday, there is a significant reverse relationship for conditional volatility and there exists a day-of-the-week volatility effect. Under the impact of COVID-19 event, Bitcoin's condition volatility has increased significantly, indicating the risk of price changes. Finally, the Bitcoin's return has no impact on COVID-19 events and holidays (Saturday & Sunday).

Influence of JD Platform Return Reverse Logistics Service Quality on Customers' Repurchase Intention

  • Jiali PENG;Xinyu CHANG;Han ZHANG;Aocheng WU
    • The Journal of Industrial Distribution & Business
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    • v.15 no.7
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    • pp.1-9
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    • 2024
  • Purpose: This research adopts the SERVQUAL and LSQ frameworks to examine the correlation between return reverse logistics service quality of the JD platform and customer satisfaction, as well as the linkage between consumer satisfaction and repurchase intention. Research design, data and methodology: A comprehensive literature review on both domestic and international logistics service quality has been conducted. Considering the unique aspects of JD's return reverse logistics services, an evaluation framework with 5 dimensions and 21 indicators is formulated, including communication, information, return process, empathy, and convenience. A conceptual model exploring the influence of JD's reverse logistics service quality on customer repurchase intention is developed, proposing six hypotheses. For this investigation, 358 valid questionnaires were collected, processed, and analyzed using SPSS 22.0. The structural equation modeling was conducted and validated through AMOS 21.0 software. Results: Following a thorough analysis of data, it reveals that: (1) Information quality, return process quality, and empathy significantly enhance customer satisfaction. (2) Customer satisfaction positively impacts repurchase intention. Conclusion: Based on these findings, three strategic recommendations are offered for e-commerce platforms with in-house logistics systems. The research also discusses limitations and future research directions.

A Study on Reversals after Stock Price Shock in the Korean Distribution Industry

  • Jeong-Hwan, LEE;Su-Kyu, PARK;Sam-Ho, SON
    • Journal of Distribution Science
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    • v.21 no.3
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    • pp.93-100
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    • 2023
  • Purpose: The purpose of this paper is to confirm whether stocks belonging to the distribution industry in Korea have reversals, following large daily stock price changes accompanied by large trading volumes. Research design, data, and methodology: We examined whether there were reversals after the event date when large-scale stock price changes appeared for the entire sample of distribution-related companies listed on the Korea Composite Stock Price Index from January 2004 to July 2022. In addition, we reviewed whether the reversals differed depending on abnormal trading volume on the event date. Using multiple regression analysis, we tested whether high trading volume had a significant effect on the cumulative rate of return after the event date. Results: Reversals were confirmed after the stock price shock in the Korean distribution industry and the return after the event date varied depending on the size of the trading volume on the event day. In addition, even after considering both company-specific and event-specific factors, the trading volume on the event day was found to have significant explanatory power on the cumulative rate of return after the event date. Conclusions: Reversals identified in this paper can be used as a useful tool for establishing a trading strategy.

Estimation of Wind Speeds for Return Period in Cellularized District of Basan by the Recent Meteorological Data (최근 기상 자료에 의한 부산의 세분화된 지역별 재현기대 풍속 산정)

  • An, Jae-Hyeok
    • Journal of the Korean Society of Safety
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    • v.27 no.5
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    • pp.158-163
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    • 2012
  • This study is concerned with the estimation of wind speeds for return period in cellularized district of Busan by the recent meteorological data. Recently standard of the wind load in Busan area is determined by using meteorological wind speed data which is observed on Automated Synoptic Observing System(ASOS) only. Applying the existing basic wind speed that is 40m/s to the construction design of Busan area is inefficient. Because the wind speeds of Busan area show different amounts depend on the location of cellularized district. This research analyze the observed data of wind speeds of cellularized district in Busan based on Automate Weather System(AWA). In addition that we compute regional wind speeds for return period by using Gumbel distribution and study and compare with the existing basic wind speeds after evaluating appropriateness by Hazen's plot method.

A Bayesian Analysis of Return Level for Extreme Precipitation in Korea (한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석)

  • Lee, Jeong Jin;Kim, Nam Hee;Kwon, Hye Ji;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.947-958
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    • 2014
  • Understanding extreme precipitation events is very important for flood planning purposes. Especially, the r-year return level is a common measure of extreme events. In this paper, we present a spatial analysis of precipitation return level using hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitations and daily precipitation above a high threshold at 62 stations in Korea with generalized extreme value(GEV) and generalized Pareto distribution(GPD), respectively. The spatial dependence among return levels is incorporated to the model through a latent Gaussian process of the GEV and GPD model parameters. We apply the proposed model to precipitation data collected at 62 stations in Korea from 1973 to 2011.

Comparison of log-logistic and generalized extreme value distributions for predicted return level of earthquake (지진 재현수준 예측에 대한 로그-로지스틱 분포와 일반화 극단값 분포의 비교)

  • Ko, Nak Gyeong;Ha, Il Do;Jang, Dae Heung
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.107-114
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    • 2020
  • Extreme value distributions have often been used for the analysis (e.g., prediction of return level) of data which are observed from natural disaster. By the extreme value theory, the block maxima asymptotically follow the generalized extreme value distribution as sample size increases; however, this may not hold in a small sample case. For solving this problem, this paper proposes the use of a log-logistic (LLG) distribution whose validity is evaluated through goodness-of-fit test and model selection. The proposed method is illustrated with data from annual maximum earthquake magnitudes of China. Here, we present the predicted return level and confidence interval according to each return period using LLG distribution.