• Title/Summary/Keyword: Risk based Value Index

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Estimation of Rainfall Erosivity in North Korea using Modified Institute of Agricultural Sciences (수정 IAS 지수를 이용한 북한지역의 강우침식인자 추정)

  • Lee, Joon-Hak;Heo, Jun-Haeng
    • Korean Journal of Soil Science and Fertilizer
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    • v.44 no.6
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    • pp.1004-1009
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    • 2011
  • Soil erosion in North Korea has been continued to accelerate by deterioration of topographical conditions. However, few studies have been conducted to predict the amount of soil loss in North Korea due to limited data so far. Rainfall erosivity is an important factor to predict the amount of long-term annual soil loss by USLE (universal soil loss equation). The purpose of this study is to investigate rainfall erosivity, which presented the potential risk of soil erosion by water, in North Korea. Annual rainfall erosivities for 27 stations in North Korea for 1983~2010 were calculated using regression models based on modified Institute of Agricultural Sciences (IAS) index in this study. The result showed that annual average rainfall erosivity in North Korea ranged from 2,249 to 7,526 and averaged value was $4,947MJmm\;ha^{-1}\;hr^{-1}\;yr^{-1}$, which corresponded to about 70% of annual average rainfall erosivity in South Korea. The finding was that the potential risk of soil erosion in North Korea has been accelerated by the increase of rainfall erosivity since the late 1990s.

On multivariate GARCH model selection based on risk management (리스크 관리 측면에서 살펴본 다변량 GARCH 모형 선택)

  • Park, SeRin;Baek, Changryong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1333-1343
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    • 2014
  • Hansen and Lund (2005) documented that a univariate GARCH(1,1) model is no worse than other sophisticated GARCH models in terms of prediction errors such as MSPE and MAE. Here, we extend Hansen and Lund (2005) by considering multivariate GARCH models and incorporating risk management measures such as VaR and fail percentage. Our Monte Carlo simulations study shows that multivariate GARCH(1,1) model also performs well compared to asymmetric GARCH models. However, we suggest that actual model selection should be done with care in light of risk management. It is applied to the realized volatilities of KOSPI, NASDAQ and HANG SENG index for recent 10 years.

Usefulness of Procalcitonin in the Assessing the Severity of Community-Acquired Pneumonia Patient (지역사회획득폐렴 환자의 중증도 평가에서 Procalcitonin 유용성)

  • Park, Hun-Pyo;Lee, Jung-Soo;Jang, Ye-Su;Kim, Min-Su
    • Tuberculosis and Respiratory Diseases
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    • v.67 no.5
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    • pp.430-435
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    • 2009
  • Background: Thus far, research studies on community-acquired pneumonia (CAP) have focused on its clinical severity. Recently, it has been determined that procalcitonin (PCT) level is correlated with severity of CAP. A retrospective study conducted at our hospital used risk predictability and PCT to determine whether or no PCT is useful in assessing the severity of CAP. Methods: This study covered 92 CAP cases that were admitted to the respiratory department at Changwon Fatima Hospital between July 1, 2008 and June 30, 2009. All enrolled subjects were measured for infection markers and risk predictability. Results: Based on hospital admission data, enrolled subjects had Pneumonia Severity Index (PSI) scores serving as risk predictors showed that both PCT and white blood cell (WBC) were statistically significant as infection markers (p=0.001, 0.037). Thus, this study used ROC curves in PSI for data analysis. As a result, it was determined that the area under curve (AUC) of PCT and WBC was 0.694 and 0.593 respectively, indicating that PCT has a higher test value for WBC, when PCT was higher than 0.745 ng/mL. In addition, it was found that PCT levels higher than 0.745 ng/mL had higher PSI scores than the group with PCT lower than 0.745 ng/mL (p=0.032). Conclusion: In order to predict risk of pneumonia cases admitted due to symptoms of CAP, it is important to consider PCT as well as PSI, and follow-up monitoring of PCT cases.

Influence of the CO2Concentration level on Sleep Quality (실내 CO2농도가 재실자의 수면의 질에 미치는 영향)

  • NA, LI;Han, Jin-kyu;Choi, Yoorim;Chun, Chung-yoon
    • Journal of Korean Living Environment System
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    • v.19 no.4
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    • pp.479-488
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    • 2012
  • This study investigated the influence of the indoor CO2concentration level on sleep quality by polysomnography(PSG). One healthy female subject was selected among several subjects based on RI(Risk Indicator) value and BMI(Body Mass Index) value to evaluate judging the risk level of obstructive sleep apnea hypopnea. To get the impact of the indoor carbon dioxide concentration to sleep quality, both CO2concentration levels were set up using ventilating form with 700~800 ppm and 2000~3000 ppm. Other environments were controlled in the comfortable sleep scope by previous researches. To measure the sleep quality, measurements have carried on polysomnography(PSG). In conclusion, it have shown that high carbon dioxide concentration leads arousal effect about central nervous system and to sustaining dreams and excited condition by bring about REM sleep split phenomenon.

Principal Components Regression in Logistic Model (로지스틱모형에서의 주성분회귀)

  • Kim, Bu-Yong;Kahng, Myung-Wook
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.571-580
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    • 2008
  • The logistic regression analysis is widely used in the area of customer relationship management and credit risk management. It is well known that the maximum likelihood estimation is not appropriate when multicollinearity exists among the regressors. Thus we propose the logistic principal components regression to deal with the multicollinearity problem. In particular, new method is suggested to select proper principal components. The selection method is based on the condition index instead of the eigenvalue. When a condition index is larger than the upper limit of cutoff value, principal component corresponding to the index is removed from the estimation. And hypothesis test is sequentially employed to eliminate the principal component when a condition index is between the upper limit and the lower limit. The limits are obtained by a linear model which is constructed on the basis of the conjoint analysis. The proposed method is evaluated by means of the variance of the estimates and the correct classification rate. The results indicate that the proposed method is superior to the existing method in terms of efficiency and goodness of fit.

Assessment of health risk associated with arsenic exposure from soil, groundwater, polished rice for setting target cleanup level nearby abandoned mines

  • Lee, Ji-Ho;Kim, Won-Il;Jeong, Eun-Jung;Yoo, Ji-Hyock;Kim, Ji-Young;Lee, Je-Bong;Im, Geon-Jae;Hong, Moo-Ki
    • Korean Journal of Soil Science and Fertilizer
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    • v.44 no.1
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    • pp.38-47
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    • 2011
  • This study focused on health risk assessment via multi-routes of As exposure to establish a target cleanup level (TCL) in abandoned mines. Soil, ground water, and rice samples were collected near ten abandoned mines in November 2009. The As contaminations measured in all samples were used for determining the probabilistic health risk by Monte-Carlo simulation techniques. The human exposure to As compound was attributed to ground water ingestion. Cancer risk probability (R) via ground water and rice intake exceeded the acceptable risk range of $10^{-6}{\sim}10^{-4}$ in all selected mines. In particular, the MB mine showed the higher R value than other mines. The non-carcinogenic effects, estimated by comparing the average As exposure with corresponding reference dose were determined by hazard quotient (HQ) values, which were less than 1.0 via ground water and rice intake in SD, NS, and MB mines. This implied that the non-carcinogenic toxic effects, due to this exposure pathway had a greater possibility to occur than those in other mines. Besides, hazard index (HI) values, representing overall toxic effects by summed the HQ values were also greater than 1.0 in SD, NS, JA, and IA mines. This revealed that non-carcinogenic toxic effects were generally occurred. The As contaminants in all selected mines exceeded the TCL values for target cancer risk ($10^{-6}$) through ground water ingestion and rice intake. However, the As level in soil was greater than TCL value for target cancer risk via inadvertent soil ingestion pathway, except for KK mine. In TCL values for target hazard quotient (THQ), the As contaminants in soil did not exceed such TCL value. On the contrary, the As levels in ground water and polished rice in SD, NS, IA, and MB mines were also beyond the TCL values via ground water and rice intake. This study concluded that the health risks through ground water and rice intake were greater than those though soil inadvertent ingestion and dermal contact. In addition, it suggests that the abandoned mines to exceed the risk-based TCL values are carefully necessary to monitor for soil remediation.

Effect of Home-based Rehabilitation on Balance and Gait Function in Patient With Stroke: A Systematic Review and Meta-analysis

  • Yong-gu Han;Chung-hwi Yi
    • Physical Therapy Korea
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    • v.31 no.2
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    • pp.91-103
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    • 2024
  • Stroke is one of the most common disabilities experienced by the elderly in the community. However, stroke progresses to a chronic level, patients are discharged from medical institutions and eventually no longer receive therapeutic interventions at home. In this systematic review, we compared home-based rehabilitation (HBR) with comparison for patients with stroke. Literature published in Cumulative Index for Nursing and Allied Health Literature (CINAHL), Embase, Physiotherapy Evidence Database (PEDro), PubMed, and Google Scholar were reviewed. A total of 1,158 studies were initially retrieved. After reading the full texts, 11 articles were included in the systematic review. Quality assessment of the included studies was conducted using Risk of Bias (RoB) 2.0, and Egger's regression test was used to evaluate publication bias. Data analysis was performed using the R studio software (R Studio). According to the quality assessment using RoB 2.0, three studies were evaluated as low risk, two as of some concern, and three as high risk. The overall effect size was moderate (0.309). The value of the balance function was a small effect size (0.201), while the value of the gait function was a moderate effect size (0.353). The values were small and moderate effect (0.154, 0.411) for the chronic and subacute conditions, respectively. According to the Egger's regression test, no publication bias was observed. The findings of this study indicate that HBR resulted in the greatest improvement in gait function in patients with subacute stroke compared to those with chronic stroke. Therefore, the application of this intervention to patients with stroke in the community is recommended.

Long Memory Properties in the Volatility of Australian Financial Markets: A VaR Approach (호주 금융시장 변동성의 장기기억 특성: VaR 접근법)

  • Kang, Sang-Hoon;Yoon, Seong-Min
    • International Area Studies Review
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    • v.12 no.2
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    • pp.3-26
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    • 2008
  • This article investigates the usefulness of the skewed Student-t distribution in modeling the long memory volatility property that might be present in the daily returns of two Australian financial series; the ASX200 stock index and AUD/USD exchange rate. For this purpose we assess the performance of FIGARCH and FIAPARCH Value-at-Risk (VaR) models based on the normal, Student-t, and skewed Student-t distribution innovations. Our results support the argument that the skewed Student-t distribution models produce more accurate VaR estimates of Australian financial markets than the normal and Student-t distribution models. Thus, consideration of skewness and excess kurtosis in asset return distributions provides appropriate criteria for model selection in the context of long memory volatility models in Australian stock and foreign exchange markets.

Seismic vulnerability of old confined masonry buildings in Osijek, Croatia

  • Hadzima-Nyarko, Marijana;Pavica, Gordana;Lesic, Marija
    • Earthquakes and Structures
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    • v.11 no.4
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    • pp.629-648
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    • 2016
  • This paper deals with 111 buildings built between 1962 and 1987, from various parts of the city of Osijek, for which, through the collection of documentation, a database is created. The aim of this paper is to provide the first steps in assessing seismic risk in Osijek applying method based on vulnerability index. This index uses collected information of parameters of the building: the structural system, the construction year, plan, the height, i.e., the number of stories, the type of foundation, the structural and non-structural elements, the type and the quality of main construction material, the position in the block and built-up area. According to this method defining five damage states, the action is expressed in terms of the macroseismic intensity and the seismic quality of the buildings by means of a vulnerability index. The value of the vulnerability index can be changed depending on the structural systems, quality of construction, etc., by introducing behavior and regional modifiers based on expert judgments. Since there is no available data of damaged buildings under earthquake loading in our country, we will propose behavior modifiers based on values suggested by earlier works and on judgment based on available project documentation of the considered buildings. Depending on the proposed modifiers, the seismic vulnerability of existing buildings in the city of Osijek will be assessed. The resulting vulnerability of the considered residential buildings provides necessary insight for emergency planning and for identification of critical objects vulnerable to seismic loading.

Trend of Occupational Injuries/Diseases in Pakistan: Index Value Analysis of Injured Employed Persons from 2001-02 to 2012-13

  • Abbas, Mohsin
    • Safety and Health at Work
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    • v.6 no.3
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    • pp.218-226
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    • 2015
  • Background: The present study aimed to analyze the index value trends of injured employed persons (IEPs) covered in Pakistan Labour Force Surveys from 2001-02 to 2012-13. Methods: The index value method based on reference years and reference groups was used to analyze the IEP trends in terms of different criteria such as gender, area, employment status, industry types, occupational groups, types of injury, injured body parts, and treatment received. The Pearson correlation coefficient analysis was also performed to investigate the inter-relationship of different occupational variables. Results: The values of IEP increased at the end of the studied year in industry divisions such as agriculture, forestry, hunting, and fishing, followed by in manufacturing and construction industry divisions. People associated with major occupations (such as skilled agricultural and fishery workers) and elementary (unskilled) occupations were found to be at an increasing risk of occupational injuries/diseases with an increasing IEP trend. Types of occupational injuries such as sprain or strain, superficial injury, and dislocation increased during the studied years. Major injured parts of body such as upper limb and lower limb found with increasing trend. Types of treatment received, including hospitalization and no treatment, were found to decrease. Increased IEP can be justified due to inadequate health care facilities, especially in rural areas by increased IEP in terms of gender, areas, received treatment, occupational groups and employment status as results found after Pearson correlation coefficient analysis. Conclusion: The increasing trend in the IEP% of the total employed persons due to agrarian activities shows that there is a need to improve health care setups in rural areas of Pakistan.