• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• Journal of Korean Society for Quality Management
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• v.17 no.2
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• pp.70-80
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• 1989

A nonparametric test for testing the parallelism of regression lines against ordered alternatives is proposed. The proposed test statistic is based on a linear combination of robust slope estimators. It is a modified version of the Adichie's test statistics based on scores. A snail-sample Monte Carlo study shows that the proposed test is compatible with the Adichie's test.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.12 no.5
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• pp.1-12
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• 2009

This research was initiated to investigate the revegetation characteristics under the seeding amount treatments of cool-season turfgrasses on the disturbed slope. 4 different seeding amounts of cool-season turfgrasses (0.0 $g/m^2$, 1.5 $g/m^2$, 3.0 $g/m^2$, 6.0 $g/m^2$) with the same seeding amounts of native woody (Rhus chinensis, Albizzia julibrissin) and herbaceous plants (Lotus corniculatus var. japonicus, Dianthus sinensis, Aster yomena) were treated with 3 replications on the experimental disturbed slope. Data such as soil hardness (mm), moisture content (%), surface coverage rate (%), the number of each germinating plant and plant height were analyzed. There were no statistic differences observed in the soil hardness and the soil moisture content while a significant difference was observed in the surface coverage rates. The surface coverage rates were higher in 3.0 $g/m^2$ and 6.0 $g/m^2$ plots compared to the rest two plots of cool-season turfgrasses. However, the emergence of native woody and herbaceous plants was relatively low in 3.0 $g/m^2$ and 6.0 $g/m^2$ plots of high seeding amounts of cool-season turfgrasses. This result indicated that high seeding amounts of cool-season turfgrasses could decrease the emergence of native woody and herbaceous plants. We concluded that 1.5 g~3.0 $g/m^2$ seeding amounts of cool-season turfgrasses was optimum level for the balanced emergence of cool-season turfgrasses, native woody and herbaceous plants in the viewpoint of the ecological disturbed slope revegetation.

• The Journal of Engineering Geology
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• v.21 no.4
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• pp.281-293
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• 2011

We investigated the causes and characteristics of a landslide at Hwangryeong Mountain, Busan, based on aerial photos, annual precipitation data, rock fracture patterns, and geomorphic features using GIS Software, and a statistical analysis of tilted trees. The analyzed slope shows evidence of a previous slope failure event and the possibility of future failures. Although the NW-SE trending slope was relatively stable until 1975, a large-scale slope failure occurred between 1975 and 1985 due to complex factors, including favorably oriented geologic structures, human activity, and heavy rain. This indicates that a detailed study of geologic structures, slope stability, and rainfall characteristics is important for slope cuttings that could be a major factor and cause of urban landsliding events. The statistic analysis of tilted trees shows a slow progressive creeping type of mass wasting with rock falls oblique to the dip of the slope, with the slope having moved towards the west since 1985. A concentration of tree tilting has developed on the northwestern part of the slope, which could reach critical levels in the future. The analysis of deformed trees is a useful tool for understanding landslides and for predicting and preventing future landslide events.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.12 no.1
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• pp.82-91
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• 2009

Research was initiated to investigate vegetation characteristics of native ('Pureundle' and 'Sewon') and introduced ('Brilliant' and 'Midnight') Kentucky bluegrass (KB, Poa pratensis L.) varieties by soil-seed applying system on a cut-slope in May 17, 2008. There were no statistic differences observed in soil hardness and soil moisture content while significant differences were observed in surface coverage rate, height and disease occurrence in native and introduced KB varieties. The introduced 'Brilliant' KB was highest in the surface coverage rate from the early period of seeding to August 11, 2008. The surface coverage rate of introduced varieties were high when compared to native varieties in their early growth stage. But native varieties reached to equal surface coverage rate with the introduced varieties when three months after seeding. The height of 'Pureundle' and 'Brilliant' KBs were high compared with Midnight and Sewon KBs. 'Pureundle' and 'Brilliant' KBs were damaged by disease whereas there were no disease occurrence in 'Midnight' and 'Sewon' KBs. Probably, the disease occurrence was close related with the height of KBs not with native and introduced KB varieties. These results indicate that the growth of KB on a cut-slope are statistically affected by varieties in early growth stage of this experiment but reach equal rate between native and introduced KB varieties in three months after seeding. This growth characteristics implies the huge potential of native KB varieties seeding for cut-slope vegetation. Considering that native KB varieties are adapted to a environment and have no risk of causing disturbance to the ecosystem compared to the introduced KB varieties, the use of them as native varieties for a cut-slope vegetation can be increased.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.18 no.3
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• pp.97-107
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• 2015

Research was initiated to investigate a vegetation characteristics of the species of ground cover plants mixed with herbeceous and woody plants on a cut slope. 4 different ground cover plants (Miscanthus sinensis var. purpurascens, Pennisetum alopecuroides, Festuca arundinacea and Zoysia japonica) were seeded at the same rate of $10.0g/m^2$ with herbaceous plants (Lotus corniculatus var. japonicus, Dianthus sinensis, Aster yomena, Chrysanthemum zawadskii and Coreopsis drummondii L) at the total seeding rate of $7.5g/m^2$ and native woody plants (Lespedeza bicolor Turcz, Indigofera pseudo-tinctoria and Albizzia julibrissin) at the total seeding rate of $7.5g/m^2$, respectively. This experiment was treated with 3 replications on a randomized block design. Data such as surface coverage rate(%), the germinating number, plant height and visual quality were analyzed. There were no statistic differences observed in the soil hardness and the soil moisture content while a significant difference was observed in the surface coverage rate and the germinating number. The surface coverage rate and the germinating number were significantly high in the Pennisetum alopecuroides plot when compared with the Miscanthus sinensis var. purpurascens plot, the Festuca arundinacea plot and the Zoysia japonica plot, respectively from the viewpoint of ground covers. Especially, the surface coverage rate was considerably low in the Festuca arundinacea plot. However, the surface coverage rate and the germinating number were no statistic differences observed in this treatment from the viewpoint of herbaceous and woody plants. Also, both of the plant height and visual quality were high in the Pennisetum alopecuroides plot when compared with the Miscanthus sinensis var. purpurascens plot, the Festuca arundinacea plot and the Zoysia japonica plot, respectively. We concluded that Pennisetum alopecuroides was the optimum plant from the treated ground covers mixed with native woody and herbaceous plants for the balanced emergence from the viewpoint of the ecological slope vegetation.

• Geomechanics and Engineering
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• v.6 no.1
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• pp.1-15
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• 2014

In this study, artificial neural network (ANN) and multiple regression (MR) models were developed to predict the critical factor of safety ($F_s$) of the homogeneous finite slopes subjected to earthquake forces. To achieve this, the values of $F_s$ in 5184 nos. of homogeneous finite slopes having different slope, soil and earthquake parameters were calculated by using the Simplified Bishop method and the minimum (critical) $F_s$ for each of the case was determined and used in the development of the ANN and MR models. The results obtained from both the models were compared with those obtained from the calculations. It is found that the ANN model exhibits more reliable predictions than the MR model. Moreover, several performance indices such as the determination coefficient, variance account for, mean absolute error, root mean square error, and the scaled percent error were computed. Also, the receiver operating curves were drawn, and the areas under the curves (AUC) were calculated to assess the prediction capacity of the ANN and MR models developed. The performance level attained in the ANN model shows that the ANN model developed can be used for predicting the critical $F_s$ of the homogeneous finite slopes subjected to earthquake forces.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.305-315
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• 2014

In a simple linear regression, a linear relationship between an explanatory variable and a response variable can be easily recognized in the scatter plot of them. The lack of fit test for the replicated data is commonly used for testing the linearity but it is not easy to test the linearity when the explanatory variable is not replicated. In this paper, we propose three new test statistics for testing the linearity regardless of replication using the principle of average slope and validate them through several simulations and empirical studies.

• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.77-86
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• 1995

For the problem of testing the parallelism of two regression lines, a robust procedure is proposed and examined. The proposed test statistic is based on the one-step GM-estimators of slope parameters proposed by Song et al. (1994b). These GM-estimators used the Least Trimmed Squares estimates as an initial values so as to obtain high breakdown point. Through a small-sample Monte Carlo simulation the empirical levels and powers of the proposed test are compared with other tests under various error distributions.

• Journal of Korean Academy of Nursing
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• v.50 no.4
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• pp.621-630
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• 2020

Purpose: This study was aimed to evaluate the external validity of a carbapenem-resistant Enterobacteriaceae (CRE) acquisition risk prediction model (the CREP-model) in a medium-sized hospital. Methods: This retrospective cohort study included 613 patients (CRE group: 69, no-CRE group: 544) admitted to the intensive care units of a 453-beds secondary referral general hospital from March 1, 2017 to September 30, 2019 in South Korea. The performance of the CREP-model was analyzed with calibration, discrimination, and clinical usefulness. Results: The results showed that those higher in age had lower presence of multidrug resistant organisms (MDROs), cephalosporin use ≥ 15 days, Acute Physiology and Chronic Health Evaluation II (APACHE II) score ≥ 21 points, and lower CRE acquisition rates than those of CREP-model development subjects. The calibration-in-the-large was 0.12 (95% CI: - 0.16~0.39), while the calibration slope was 0.87 (95% CI: 0.63~1.12), and the concordance statistic was .71 (95% CI: .63~.78). At the predicted risk of .10, the sensitivity, specificity, and correct classification rates were 43.5%, 84.2%, and 79.6%, respectively. The net true positive according to the CREP-model were 3 per 100 subjects. After adjusting the predictors' cutting points, the concordance statistic increased to .84 (95% CI: .79~.89), and the sensitivity and net true positive was improved to 75.4%. and 6 per 100 subjects, respectively. Conclusion: The CREP-model's discrimination and clinical usefulness are low in a medium sized general hospital but are improved after adjusting for the predictors. Therefore, we suggest that institutions should only use the CREP-model after assessing the distribution of the predictors and adjusting their cutting points.