• 지능정보연구
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• 제22권2호
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• pp.115-125
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• 2016

현재 주가가 최근 움직임 범위 내에서 어떤 위치에 있는지를 나타내는 블린저밴드 (Bollinger Band)는 단순이동평균 (Simple Moving Average)을 중심으로 단순표준편차 (Simple Standard Deviation)를 가감하여 만들어진다. 본 논문에서는 먼저 단순이동평균과 지수이동평균 (Exponential Moving Average)의 특성을 연산자 (Operator)의 관점에서 살펴보고, 각 연산자들의 임펄스응답 (Impulse Response) 1차 모멘텀의 중심값을 동일하게 하는 조건으로부터 단순이동평균 구간크기 N과 지수이동평균의 가중치 ${\rho}$ 사이의 관계를 구한다. 다음으로 이산시간 프리어변환 (Discrete Time Fourier Transform)을 통해 1차 모멘텀의 중심값이 동일하다는 조건하에서의 각 연산자의 주파수 응답 (Frequency Response)의 특성을 비교한다. 단순이동평균연산자는 지수이동평균연산자에 비해 고주파성분을 더 많이 포함시키므로 주가의 움직임에 과도하게 반응하게 된다는 사실에 기초하여, 지수이동평균을 중심으로 하는 새로운 ESD밴드 (Exponential Standard Deviation Band, 지수표준편차밴드)를 제안하고 자기회귀 (Auto Recursive) 형태의 계산공식을 유도하고 동일조건하에서 블린저밴드와 ESD밴드를 실제의 예를 통해 비교한다. 제안한 ESD밴드는 주가 움직임 범위를 보다 부드럽게 표현하는 특징이 있으며, 날짜 변경 시 갭이 발생할 경우에도 이러한 장점을 살리기 위해 갭보정된 차트에 대한 ESD밴드와 블린저밴드의 비교도 함께 살펴본다. 기존의 블린저밴드를 이용하여 개발된 거래법들은 ESD밴드에 그대로 적용가능하다.

• 설비공학논문집
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• 제29권10호
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• pp.515-529
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• 2017

EnergyPlus, which is widely used in various fields, provides Simple Window Model, a window model that can be used practically. However, the results of building load using the model are different from those of the standard model. The main cause of the deviation by Simple Window Model was analyzed to be due to the assumption that all windows were considered as single layer. The purpose of this study is to propose a window model that improves the cause of deviation by Simple Window Model and can be easily calculated from the algebraic relations. The proposed window model solved the heat balance equation algebraically by using seven window characteristic coefficients. The coefficient relationships consisted of the heat transmission coefficient and solar heat gain coefficient as input parameters make practical use and calculation possible. As a result of comparing the deviation between each window model by implementing the dynamic analysis method, the proposed window model showed that the deviation of the total heating/cooling energy consumption was reduced to 1/3 compared to Simple Window Model for one year. Although the maximum energy consumption did not show any significant improvement, the indoor temperature evaluation showed significantly reduced deviation.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제17권5호
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• pp.1356-1376
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• 2023

Software effort estimation is one of the most difficult tasks in software development whereas predictability is also of equal importance for strategic management. Accurate prediction of the actual cost that will be incurred in software development can be very beneficial for the strategic management. This study discusses the latest trends in software estimation focusing on analogy-based techniques to show how they have improved the accuracy for software effort estimation. It applies the standard deviation technique to the expected value of analogy-based estimates to improve accuracy. In more than 60 percent cases the applied technique of this study helped in improving the accuracy of software estimation by reducing the Magnitude of Relative Error (MRE). The technique is simple and it calculates the expected value of cost or time and then uses different confidence levels which help in making more accurate commitments to the customers.

• 한국가시화정보학회지
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• 제16권2호
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• pp.23-30
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• 2018

The present study compares flow fields reconstructed by data assimilation method with different combinations of parameters. As a data assimilation method, Vortex-in-Cell-sharp (VIC#), which supplements additional constraints and multigrid approximation to Vortex-in-Cell-plus (VIC+), is used to reconstruct flow fields from scattered particle tracks. Two parameters, standard deviation of Gaussian radial basis function (RBF) and grid spacing, are mainly tested using artificial data sets which contain few particle tracks. Consequent flow fields are analyzed in terms of flow structure sizes. It is demonstrated that sizes of the flow structures are proportional to an actual scale of the standard deviation of RBF. It implies that a combination of larger grid spacing and smaller standard deviation which preserves the actual standard deviation is able to save computational resources in case of a low track density. In addition, a simple comparison using an experimental data filled with dense particle tracks is conducted.

• 한국산업보건학회지
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• 제20권4호
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• pp.217-224
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• 2010

The purity methods to determine LOD/LOQ using standard deviation of the residual, intercept and blank by IUPAC and ACS describe many of the pitfalls and pose significant challenges to analytical chemists. Therefore, the aim of this study is the development of the simple, easy, convenient and statistically significant method to determine LOD in quantitative analysis of organic solvents by GC. The new approaching method by linearization in the given concentration range used coefficient of variation ; ${\sigma}_{n-1}$/S(standard deviation, ${\sigma}_{n-1}$ and average, S) of sensitivity(Response/concentration). The comparison of results among the purity methods(IUPAC and ACS) and the linearization have been fulfilled the F-test for standard deviations and t-test for LOD range values. The results of F-test and t-test are satisfied within 95 % confidence level, respectably. The LOD values determined by the new procedure are n-Hexane 0.0116 mg/$m^3$, Toluene 0.0807 mg/$m^3$, and o-Xylene 0.0494 mg/$m^3$. Because the standard deviation of the residual, intercept and blank and the slope of calibration curve are not calculated and the new approaching method use the coefficient of variation of sensitivity by linearization, this new method is simple, easy, convenient and statistically significant. In future, many chemical analysts will expect to applicate and routinely use this method in the all quantitative analysis.

• Journal of the Korean Statistical Society
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• 제27권1호
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• pp.101-112
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• 1998

This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2001년도 가을 학술발표회 논문집
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• pp.231-237
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• 2001

This paper presents some proposed methods for discontinuum analysis with rock discontinuities data acquisited in tunnel design stage. The limit equilibrium method for rock block sliding and falling proposed in this paper can consider the tunnel excavation and support stage, and, to the extent, the standard deviations and means of joint set orientation. Simple Distinct Elemet modelling methods are recommended in estimating the stability of tunnels in jointed rock masses. Because, the simple models are likely to show more consistent and clear than very complex model with finite joint length and joint deviation parameters.

• 대한치과교정학회지
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• 제9권1호
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• pp.125-131
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• 1979

The templates for male and female were constructed respectively by use of 36 male and 52 female cephalometric roentgenograms in Hellman Dental Age IV A with normal occlusion. The grids were drawn to show 1 standard deviation and 2 standard deviation on every reference point. 1. When the template is used for cephalometric analysis, w e can obtain comparatively accurate diagnosis even one or two refernces are distorted, because several references are used for analysis. 2. The method of using the template is simple enough to perform cephalometric analysis easily. 3. If the templates are constructed for every age and sex, we can predict the growth patterns of the patients in the period of growth.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.609-621
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• 2007

Diagnostic test results, which are approximately normal with a few number of outliers, but non-normal probability distribution, are frequently observed in practice. In the evaluation of two diagnostic tests, Greenhouse and Mantel (1950) proposed a parametric test under the assumption of normality but this test is inappropriate for the above non-normal case. In this paper, we propose a computationally simple nonparametric test that is based on quantile estimators of mean and standard deviation, instead of the moment-based mean and standard deviation as in some parametric tests. Parametric and nonparametric tests are compared with simulations under the assumption of, respectively, normality and non-normality, and under various combinations of the probability distributions for the normal and diseased groups.

• 한국시뮬레이션학회논문지
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• 제6권1호
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• pp.53-60
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• 1997

Results from a nonequilibrium molecular dynamics (NEMD) simulation are presented for an argon liquid subject to a shear flow. The segmented molecular dynamics method and the subtraction technique used in NEMD program to reduce the thermal fluctuation noise in data are studied with different shear rates. The standard deviation in the shear stress reduced from 0.030 to 0.004 by the segmented molecular dynamics method for 50 repeated segments. On the other hand, the standard deviation of the data remained the same when the subtraction technique was applied, where as the results of shear stress by constant value in a random way.