Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.
Journal of the military operations research society of Korea
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v.36
no.1
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pp.77-90
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2010
Adapting commercial equipments to military operations may provide the advantage of low cost, reduced acquisition time, and technology advancement. On the other hand, it may also offer the opportunity for a reliability and logistics risk because commercial products, standards, and practices may not meet military requirements. In addition to this, commercial vendors have little experience in providing the technical data required to support military deployment logistics. As more companies are equipped with data aquisition systems for their products, considerable amount of field warranty data has been accumulated. Typically, the field data for a given product comprise with the sales volume and the number of the claims for each period. Three types of product data are considered in this study: military designed equipment operating in a military environment, commercial equipment operating in a military environment, and commercial equipment operating in a commercial environment. We construct a estimation model for each type of data and propose an reliability transform method from a commercial environment to a military environment. Parametric methods for estimating the product reliability are proposed based on maximum likelihood criteria and least square criteria. Then a reliability transform procedure for handling different types of data is proposed in a consistent fashion. A case study is investigated to characterize our model based on a real field warranty data set.
Park, Young-Su;Lee, Kang-Joon;Kim, Hyun;Chung, Young-Cho
Sleep Medicine and Psychophysiology
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v.11
no.2
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pp.100-105
/
2004
Objectives: Major depression is associated with an increased risk of cardiovascular mortality. One possible explanation for this association is that major depression influences autonomic neurocardiac regulation. However, previous studies on the relationship between heart rate variability (HRV) and major depression have revealed conflicting results. The purpose of this study is to clarify that major depressive patients compared to healthy controls show a reduction in HRV as an expression of reduced modulation of vagal activity to the heart. Methods: According to DSM-IV, the time and frequency domain HRV indices (5-min resting study) of 30 patients with major depressive disorder were compared with those of 30 healthy controls. Standardized HRV tests enable quantitative estimation of autonomic nervous system function. Results: After controlling for age and gender, subjects with major depression showed a higher heart rate and significantly lower modulation of cardiovagal activity compared to controls. The total power (TP) band, very low frequency (VLF: 0.003-0.04 Hz) band, low frequency (LF: 0.04-0.15 Hz) band, and high frequency (HF: 0.15-0.4 Hz) band were significantly reduced in subjects with major depression compared to control subjects. Conclusion: Patients with major depression may suffer from functional disturbances in the interaction between the sympathetic and parasympathetic autonomic systems.
Proceedings of the Korean Environmental Health Society Conference
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2005.12a
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pp.4-15
/
2005
Methylmercury (MeHg) is an environmental pollutant with neurotoxic effects on the central nervous system. The major exposure route of MeHg to humans is via consumption of fish and shellfish which accumulate the chemical through the food web in an aquatic environment. Hair mercury level is an excellent marker for MeHg exposure. We have been conducting a survey on hair mercury contents among general populations from 14 districts to estimate the current Japanese MeHg exposure level. Total mercury levels of all hair samples collected (12923 in total) were analyzed by the oxygen combustion-gold amalgamation method using an atomic absorption mercury detector. Multiple regression analysis revealed that mercury levels were significantly correlated with several covariates, such as sex, age, the amount of daily intake of total fish/shellfish, a preference for certain fish such as tuna or bonito, and artificial waving. The geometric means for the population without artificial waving were 2.47 and 1.65 ${\mu}g/g$ for males (n = 5623) and females (n = 3470), respectively. Hair mercury levels varied with age, and the variations were more significant in males. Since the difference between sexes was not evident at younger ages, some hormonal control might also be involved in the mercury uptake by human hair. The average mercury levels in our hair samples varied among the sampling districts. Tuna is a major carnivorous fish with high mercury accumulations that is often consumed in Japan. The amount of fish consumption and the preference rate far tuna would appear to be responsible far the regional variation in hair mercury levels in Japan. Recently, a provisional tolerable weekly intake (PTWI) of MeHg was revised by 61st JECFA to 1.6 ${\mu}g/kg/week$, which was about half that of the Japanese standard, and corresponded to a hair level of 2.2 ppm. The distribution of hair mercury levels in Japanese populations in the present study indicated that 25% of the Japanese females of child-bearing age were estimated to be exposed to MeHg over the PTWI level. This would reflect the high Japanese consumption of marine products. However, not only mercury contamination, but also the nutritional benefit may have to be considered when discussing the risk involved in the current level of fish and shellfish consumption in Japan.
Investigations on the contaminated lands due to heavy metals from mining activities or hydrocarbons from oil spillage for example, should be planned based on specific fitness-for-purpose criteria(FFP criteria). A FFP criterion is site specific or varies with situation, based on which not only the data quality but also the decision quality can be determined. The limiting factors on the qualities can be, for example, the total budget for the investigation, regulatory guidance or expert's subjective fitness-for-purpose criterion. This paper deals with planning of investigation methods that can satisfy each suggested FFP criterion based on economic factors and the data quality. To this aim, a probabilistic loss function was applied to derive the cost effective investigation method that balances the measurement uncertainty, which estimates the degree of the data quality, with the decision quality. In addition, investigation planning methods when the objectives of investigations do not lie in the classification of the land but simply in producing the estimation of the mean concentration of the contaminant at the site(e.g. for the use in risk assessment), were also suggested. Furthermore, the efficient allocation of resources between sampling and analysis was also devised. These methods were applied to the two contaminated sites in the UK to test the validity of each method.
Polyclonal antiserum R101 against aflatoxin $B_1$ ($AFB_1$) was raised in New Zealand white rabbits after injection of bovine serum albumin-$AFB_1$ conjugate. Competitive ELISA (enzyme linked immuno-sorbent assay) demonstrated that antiserum R101 has the highest binding for $AFB_1$ (50% inhibition at 170 fmol) and aflatoxicol II (50% inhibition at 112 fmol). It also reacts with other aflatoxins such as $AFB_2$, $AFG_1$, $AFG_2$, and aflatoxin metabolites ($AFM_1$, $AFM_2$, $AFP_1$, and $AFQ_1$), but it does not cross-react with $AFG_2a$. Using this antiserum, aflatoxins were quantitated in 100 urine samples of undergraduate students at the College of Pharmacy, Sung Kyun Kwan University, Republic of Korea. By ELISA, $AFB_1$ and its metabolites were detected in human urine samples (N=100, male=89, female=11, ages=20~31 yrs) with a range of 1.4~200.6 ng/kg/day (mean$\pm$SD=$18.11{\pm}33.01\;ng\;AFB_1/kg/day$ in males, $3.82{\pm}2.65\;ng/kg/day$ in females). Assuming that urinary excretion is about 7.6% of $AFB_1$ intake (Groopman et al., 1992), we estimated that Koreans were daily exposed to a total dietary $AFB_1$ of $240.20{\pm}438.67\;ng/kg/day$ in males and $50.35{\pm}29.88\;ng/kg/day$ in females, respectively. When the human monitoring data was applied to a linear regression model of Y=21.67X-10.04 {Y=liver cancer incidence per 100,000, X=Log $AFB_1$ intake (ng/kg/day), r=0.99} developed from previously reported epidemiological data, calculated liver cancer incidences attributed to $AFB_1$ exposure were 41.56/100,000 in males and 26.84/100,000 in females. The incidences were similarly correlated with liver cancer mortality rates of 43.43/100,000 in males and 11.23/100,000 in females in Korea. These results suggest that aflatoxin exposure may be an important risk factor for the high incidence of liver cancer in Korea.
In the wireless communication systems, the power consumption of a mobile device is very important issue due to its battery limitations. Hence most of the standards for wireless networks including a mobile WiMAX system are supporting their own power saving mode in way that a mobile device is able to reduce its energy usage while in the mode. However, those standards just define the arrangement of special time intervals, called a paging listening interval, during which the device needs to receive the paging-related control messages, and they do not specify how to effectively reduce the power in many different network environments. This means the amount of power spent by the device is very dependent on the implementations of individual device-vendors, and undesirable paging loss may happen according to the channel conditions. To reduce unnecessary power usage and the risk of paging loss, this paper proposes the effective frequency/BS selection algorithm applicable to a mobile device operating in the power saving mode, which serves the device with better BS based on the tracking for channel variation. This algorithm consists of the channel estimation phase during each paging listening interval, the tracking phase for the measured results, the frequency reselection phase based on the tracking activity, and the preferred BS reselection phase. Thus the proposed method can improve the paging performance while the device is moving in the network. Also the simulation result shows that the presented scheme is superior to other candidates in energy efficiency due to the channel-adaptive frequency/BS selection.
Journal of the Korean association of regional geographers
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v.14
no.6
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pp.736-751
/
2008
Although a growing number of studies have commonly used a simple areal weighting interpolation method to quantify demographic characteristics of impacted areas in environmental equity analysis, the results obtained are inevitably imprecise because of the method's unrealistic assumption that population is evenly distributed within a census enumeration unit. Two alternative areal interpolation methods such as intelligent areal weighting and regression methods can account for the distributional biases in the estimation of impacted populations by making use of additional information about the geographic distribution of population. This research explores five areal interpolation methods for estimating the population characteristics of impacted areas in environmental equity analysis and evaluates the sensitivity of the outcomes of environmental equity analysis to areal interpolation methods. This study used GIS techniques to allow areal interpolation to be informed by the distribution of land cover types, as inferred from a satellite image. in both the source and target units. Independent samples t-test statistics were measured to verify the environmental equity hypothesis while coefficients of variation were calculated to compare the relative variability and consistency in the socioeconomic characteristics of populations at risk over different areal interpolation methods. Results show that the outcomes of environmental equity analysis in the study area are not sensitive to the areal interpolation methods used in estimating affected populations, but the population estimates within the impacted areas are largely variable as different areal interpolation methods are used. This implies that the use of different areal interpolation methods may to some degree alter the statistical results of environmental equity analysis.
Korean Journal of Agricultural and Forest Meteorology
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v.17
no.4
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pp.317-325
/
2015
An adequate downscaling of synoptic forecasts is a prerequisite for improved agrometeorological service to rural areas in South Korea where complex terrains and small farms are common. In this study, geospatial schemes based on topoclimatology were used to scale down the Korea Meteorological Administration (KMA) temperature forecasts to the local scale (~30 m) across a rural catchment. Then, using these schemes, local temperatures were estimated at 14 validation sites at 0600 and 1500 LST in 2013/2014 and were compared with the observations. The estimation errors were substantially reduced for both 0600 and 1500 LST temperatures when compared against the uncorrected KMA products. The improvement was most notable at low lying locations for the 0600 temperature and at the locations on west- and south-facing slopes for the 1500 LST temperature. Using the downscaled real-time temperature data, a pilot service has started to provide the field-specific weather information tailored to meet the requirements of small-scale farms. For example, the service system makes a daily outlook on the phenology of crop species grown in a given field using the field-specific temperature data. When the temperature forecast is given for next morning, a frost risk index is calculated according to a known relationship of phenology and frost injury. If the calculated index is higher than a pre-defined threshold, a warning is issued and delivered to the grower's cellular phone with relevant countermeasures to help protect crops against frost damage.
Kim, Mi-Kyoung;Bae, Hee-Kyung;Song, Sang-Hwan;Koo, Hyun-Ju;Kim, Hyun-Mi;Choi, Kwang-Soo;Jeon, Sung-Hwan;Lee, Moon-Soon
Journal of Korean Society of Environmental Engineers
/
v.27
no.10
/
pp.1090-1098
/
2005
Benzoyl peroxide is very toxic to aquatic organisms but environmental concentration or exposure effects were not studied. Distribution of the chemical among multimedia environment was estimated using EQC(Equilibrium Criterion) model based on the physical-chemical properties to evaluate the risk of benzoyl peroxide in environment. Level I describes a situation that 100,000 kg of benzoyl peroxide is emitted into the environment which is equilibrium and steady-state without degradation and advection condition. Level II describes a situation that a constant rate of 1,000kg/h of benzoyl peroxide is continuously discharged into the environment which is equilibrium and steady-state with degradation and advection condition. Level III describes a situation that 1,000 kg/h of benzoyl peroxide is continuously introduced in each air, water, soil, and sediment compartment which are non-equilibrium and steady-state with degradation, advection, and inter-media transfer condition. In Level I and II calculations the chemical was distributed to soil(68.3%) and water(28.7%). In Level III calculation it was primarily distributed to soil(99.9%) and overall residence time was estimated to be 3.4 years. Benzoyl peroxide can be persistent in environment.
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