• 응용통계연구
• /
• 제23권5호
• /
• pp.835-844
• /
• 2010

극단값 통계 분석의 도구로는 전통적인 연간 최대값 방법과 현대적인 분계점 방법, 그리고 분계점 방법을 개선한 변형체 등으로 분류할 수 있다. 연간 최대값 방법은 시계열자료의 연간 최대값들에 대하여 일반화극단값분포를 적합시키는 것이고, 분계점 방법은 충분히 큰 하나의 분계점을 넘어서는 초과값들의 초과여분들에 대하여 일반화파레토분포를 적합시키는 것이다. 분계점 방법의 한 변형체로서 본 논문에서는 분계점 방법에 추가적으로 초과값들의 전체 개수가 포아송분포를 따른다고 가정하는 포아송-GPD 방법을 다루고, 이를 1988.01.04부터 2009.12.31까지 수집된 서부텍사스산중질유의 현물가격 자료로부터 계산된 일일 상승율과 일일 하락율에 적용한다. 이에 따르면 일일 상승율과 일일 하락율의 분포는 정규분포와 달리 두터운 꼬리를 갖는 분포로 나타났는데, 이는 오늘날의 많은 금융 자료분석에서 나타나는 일반적인 현상과 잘 부합하는 것이다.

• Bulletin of the Korean Chemical Society
• /
• 제28권10호
• /
• pp.1651-1655
• /
• 2007

Rod-like polymerizable LC molecules having two different reactive groups, i.e. acryl and diacetylene groups were prepared. 4-Hydroxyphenyldiacetylenes were synthesized by the coupling reaction of 1-bromoalkynes with 4-ethynylphenol and then reacted with 4-(6-acryloyloxyalkyloxy)benzoic acid to give polymerizable LC molecules 4a-d. The mesomorphic properties of compounds 4a-d were investigated by differential scanning calorimetry, polarized optical microscopy and X-ray diffractometry. Compounds 4a-c exhibited smectic and nematic phases, but compound 4d having a longest alkyl tail among the series formed only a smectic phase. Photopolymerizability of acryl and diacetylene groups was investigated by IR spectroscopy. An anisotropic polymer film could be prepared by selective polymerization of acryl groups with 365 nm UV light in the presence of a photoinitiator (2,2-dimethoxy-2-phenylacetophenone). The subsequent reaction of diacetylene groups with 254 nm UV light disrupted the anisotropic structure, suggesting that these LC molecules could be used for imaging on the film.

• 응용통계연구
• /
• 제23권4호
• /
• pp.651-668
• /
• 2010

금융 포트폴리오의 두 위험측도인 VaR와 ES에 대한 여러 추정방법을 1일 후와 10일 후의 경우로 나누어 각각 비교하였다. 2008년 미국발 세계 금융위기 기간을 포함한 KOSPI 자료와 해외 5개국의 종합주가지수 자료를 이용하여 실증적으로 비교하였다. 손실 분포의 두터운 꼬리와 조건부 이분산성을 동시에 고려하는 방법을 중심으로 여러 방법을 추가적으로 고려하였고, 국내 자료에 어떤 방법이 적절하며 종합적인 성능은 어떤가를 살펴보았다.

• Macromolecular Research
• /
• 제15권1호
• /
• pp.74-81
• /
• 2007

A series of photoreactive mesogens based on chalcone were prepared and their morphological behavior and reactivity were studied according to a variable number of alkyloxy tail carbons. The linear ester compounds 3a-h comprised two chalcone units connected to a benzene ring through ester linkages. All linear ester compounds showed enantiotropic liquid crystalline phases. The X-ray diffractograms for the mesophases of compounds 3a-h showed a set of reflections in the small-angle region which consisted of more than three sharp diffraction peaks with d spacings in the ratio of 1:1/2:1/3, confirming the well defined smectic A structures of the compounds. Compounds 3a-h were considered to be bifunctional monomers due to the presence of two photoreactive chalcone groups. Upon UV irradiation, its polymerization proceeded through the [2+2] addition reaction between chalcone units in a stepwise manner. An image pattern was obtained by the photopolymerization of the liquid crystal of the compound (3h) with decyloxy tails through a photomask. The irradiated part became dark while the masked part remained birefringent under polarized optical microscopy, which was ascribed to the production via the UV irradiation of a polymer or a dimer having cyclobutane rings by [2+2] addition, which thereby disrupted the alignment of the molecules.

• Ocean and Polar Research
• /
• 제26권4호
• /
• pp.685-688
• /
• 2004

The morphology of the post-larva of Liopropoma japonicum of the family serranidae is described from one specimen collected off Jeju Island ($32^{\circ}42'N,\;127^{\circ}45'E$) on May 3, 2001. The body is laterally compressed and caudal peduncle deep at 19.4 mm BL. Anus locates at a vertical through posteriormost(8th) dorsal-fin spine. Dorsal fin rays were VIII, 14; anal fin rays III, 10; pectroal fin rays 16; pelvic fin rays I, 5. A caudal fin is rounded. Length of elongate second and third dorsal-fin spines are 499% and 423% of the body length, respectively. A series of 50 sensory pores on body is elongated to caudal fin. Head spination is well developed. Melanophores are moderately large and dense in the head, and are small and rare in teh neck. Being freshly collected, the body color is yellowish-red and tail is semitransparent. The head is yellowish-red and the brain is dark-red.

• 한국철도학회:학술대회논문집
• /
• 한국철도학회 2004년도 춘계학술대회 논문집
• /
• pp.889-896
• /
• 2004

A series of filed tests have been performed to investigate the aerodynamic effects on platform of the railway station during the passage of train that can be unpleasant and even dangerous to the pedestrians. To assess the aerodynamic effects on the platform, two aerodynamic properties has been measured; one is the wind gust induced by the train and the other is the pressure pulses generated when the nose and the tail of train passes. To measure these aerodynamic properties during the train passage, an array of hot-wire type anemometers and several sets of pressure transducers have been used, respectively. This paper deals with the filed test on conventional railway at about l00km/h operational speed, in which total 34 measurements has been made at the Bugok station in Seoul-Busan line for Saemaul and Mugungwha train. The results showed dramatic differences in the aerodynamic features between the two trains that are supposed to originate from the contrasting nose shapes of the trains.

• Journal of the Korean Data and Information Science Society
• /
• 제21권3호
• /
• pp.419-425
• /
• 2010

커널기계 기법은 최근 대용량 또는 고차원 비선형 자료를 분석하는 방법으로 인기를 많이 얻고 있다. 본 논문에서는 주식시장 수익률의 조건부 변동성을 예측하기 위한 일반화 이분산자기회귀모형을 추정하기 위해 커널기계 기법을 사용한다. 일반화 이분산자기회귀모형은 자료가 정규분포를 따른다고 가정한 후 주로 최대우도법을 사용하여 추정된다. 본 논문에서는 꼬리가 두꺼운 분포를 갖는 금융시계열자료의 변동성을 추정할 때 커널기계 기법이 최대우도법과 서포트벡터기계 보다 더 정확한 예측능력을 가진다는 것을 보이고자 한다.

• 한국철도학회논문집
• /
• 제7권2호
• /
• pp.137-141
• /
• 2004

A series of filed tests have been performed to investigate the aerodynamic effects on platform of the railway station during the passage of train that can be unpleasant and even dangerous to the pedestrians. To assess the aerodynamic effects on the platform, two aerodynamic properties has been measured; one is the wind gust induced by the train and the other is the pressure pulses generated when the nose and the tail of train passes. To measure these aerodynamic properties during the train passage, an array of hot-wire type anemometers and several sets of pressure transducers have been used, respectively. This paper deals with the filed test on conventional railway at about 100km/h operational speed, in which total 34 measurements has been made at the Bugok station in Seoul-Busan line for Saemaul-ho and Mugungwha-ho train. The results showed dramatic differences in the aerodynamic features between the two trains that are supposed to originate from the contrasting nose shapes of the trains.

• Management Science and Financial Engineering
• /
• 제14권1호
• /
• pp.23-34
• /
• 2008

In this study, we consider stationary waiting times in a Poisson driven single-server m-node queues in series. We assume that service times at nodes are independent, and are either deterministic or non-overlapped. Each node excluding the first node has a finite waiting line and every node is operated under a FIFO service discipline and a communication blocking policy (blocking before service). By applying (max, +)-algebra to a corresponding stochastic event graph, a special case of timed Petri nets, we derive the explicit expressions for stationary waiting times at all areas, which are functions of finite buffer capacities. These expressions allow us to compute the performance measures of interest such as mean, higher moments, or tail probability of waiting time. Moreover, as applications of these results, we introduce optimization problems which determine either the biggest arrival rate or the smallest buffer capacities satisfying probabilistic constraints on waiting times. These results can be also applied to bounds of waiting times in more general systems. Numerical examples are also provided.

• 한국산학기술학회논문지
• /
• 제18권8호
• /
• pp.25-33
• /
• 2017

본 연구에서는 간편하고 빠른 사출성형을 위하여 한쪽이 평면인 비구면 형상을 갖는 단일 fly-eye 렌즈형태의 2차 렌즈를 사용하는 MR-16 램프 시리즈의 설계를 보고하고자 한다. 인테리어 조명용 할로겐 램프를 대체하기 위해 효율이 높고 좁은 배광각을 갖도록 MR-16 램프용 광학계를 설계하여 이를 제작하고 성능을 확인하였다. 광학설계용 소프트웨어는 ORA사의 CODE V와 LightTools를 사용하였다. 그 결과, 제작된 MR-16 램프의 배광각은 $22.4^{\circ}$, $31.1^{\circ}$, $37.3^{\circ}$, $59.9^{\circ}$였으며, 광효율은 각각 76.5 lm/W, 75.2 lm/W, 72.0 lm/W, 77.8 lm/W 이고, 복사 균제도 81%에서 발산각은 $3^{\circ}$, $15^{\circ}$, $22^{\circ}$, $49^{\circ}$이다. 그리고 제작된 MR-16 램프에 확산시트를 2차 렌즈와 LED사이에 확산 시트를 적용하여 황색 띠를 제거한 후의 배광각은 각각 $20.8^{\circ}$, $31.5^{\circ}$, $37.8^{\circ}$, $68.7^{\circ}$로 측정되었다. 실험적으로 2차 렌즈를 같은 렌즈 4개를 붙이는 형식으로 fly-eye 형태로 함으로써 설계 및 제작이 용이하며 배광각과 균일한 조도 분포를 갖는데 있어서 문제가 없다는 것을 알 수 있었다.