• Tunnel and Underground Space
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• v.34 no.4
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• pp.374-392
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• 2024

In order to successfully select a site for deep geological disposal of high-level radioactive waste, it is important to perform the stepwise approach along with the systematic selection and survey of evaluation parameters of geological environmental characteristics suitable for the domestic geological environment. In this study, we evaluated the characteristics of hydraulic conductivity, which is considered the most important evaluation parameter in the field of hydrogeology, targeting a deep-depth rock aquifer where actual disposal facilities are expected to be located. In particular, for the first time in Korea, we obtained in-situ pressure-flow data by directly conducting hydraulic tests in boreholes at depths ranging from 500 m to 750 m in various rock types distributed in Korea (granite/volcanic rock/gneiss/mudstone). And we derived hydraulic conductivity values by rock types and depth using verified analytical methods. For this purpose, precision hydraulic testing equipment developed in-house through this study was used, and detailed investigation procedures based on standard test methods were applied to field tests. As a result of the analysis, the average hydraulic conductivity value was found to be in the range of 10^-9 m/s in all granite/volcanic rock/gneiss areas. In the mudstone area, an average hydraulic conductivity value of 10^-11 m/s was derived, which was about 100 times (2 orders of magnitude) lower than that of the fractured rock aquifers. Moreover, permeability tended to slightly decrease with depth in fractured rock aquifers (granite and volcanic rock areas) containing many rock fractures. The gneiss area tended to have large local differences in permeability according to the composition of the stratum and the development of fracture zones rather than depth. In mudstone areas with weak fracture development, there was no significant variation in rock permeability according to depth. The hydraulic conductivity results by various rock types and depth presented in this study are expected to be utilized in building a foundational database for the site selection, design, and construction of disposal facilities in Korea.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• The Korean Journal of Nuclear Medicine Technology
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• v.16 no.1
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• pp.115-118
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• 2012

Purpose: The Levey-Jennings chart controlled measurement values that deviated from the tolerance value (mean ${\pm}2SD$ or ${\pm}3SD$). On the other hand, the upgraded Westgard Multi-Rules are actively recommended as a more efficient, specialized form of hospital certification in relation to Internal Quality Control. To apply Westgard Multi-Rules in quality control, credible quality control substance and target value are required. However, as physical examinations commonly use quality control substances provided within the test kit, there are many difficulties presented in the calculation of target value in relation to frequent changes in concentration value and insufficient credibility of quality control substance. This study attempts to improve the professionalism and credibility of quality control by applying Westgard Multi-Rules and calculating credible target value by using a commercialized quality control substance. Materials and Methods : This study used Immunoassay Plus Control Level 1, 2, 3 of Company B as the quality control substance of Total T3, which is the thyroid test implemented at the relevant hospital. Target value was established as the mean value of 295 cases collected for 1 month, excluding values that deviated from ${\pm}2SD$. The hospital quality control calculation program was used to enter target value. 12s, 22s, 13s, 2 of 32s, R4s, 41s, $10\bar{x}$, 7T of Westgard Multi-Rules were applied in the Total T3 experiment, which was conducted 194 times for 20 days in August. Based on the applied rules, this study classified data into random error and systemic error for analysis. Results: Quality control substances 1, 2, and 3 were each established as 84.2 ng/$dl$, 156.7 ng/$dl$, 242.4 ng/$dl$ for target values of Total T3, with the standard deviation established as 11.22 ng/$dl$, 14.52 ng/$dl$, 14.52 ng/$dl$ respectively. According to error type analysis achieved after applying Westgard Multi-Rules based on established target values, the following results were obtained for Random error, 12s was analyzed 48 times, 13s was analyzed 13 times, R4s was analyzed 6 times, for Systemic error, 22s was analyzed 10 times, 41s was analyzed 11 times, 2 of 32s was analyzed 17 times, $10\bar{x}$ was analyzed 10 times, and 7T was not applied. For uncontrollable Random error types, the entire experimental process was rechecked and greater emphasis was placed on re-testing. For controllable Systemic error types, this study searched the cause of error, recorded the relevant cause in the action form and reported the information to the Internal Quality Control committee if necessary. Conclusions : This study applied Westgard Multi-Rules by using commercialized substance as quality control substance and establishing target values. In result, precise analysis of Random error and Systemic error was achieved through the analysis of 12s, 22s, 13s, 2 of 32s, R4s, 41s, $10\bar{x}$, 7T rules. Furthermore, ideal quality control was achieved through analysis conducted on all data presented within the range of ${\pm}3SD$. In this regard, it can be said that the quality control method formed based on the systematic application of Westgard Multi-Rules is more effective than the Levey-Jennings chart and can maximize error detection.

• Women's Health Nursing
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• v.2 no.2
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• pp.298-331
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• 1996

Recent improvements in living standard and development in medical care led to an increased interest in life expectancy and personal health, and also led to a more demand for higher quality of life. Thus, the problem of women's health draw a fresh interest nowadays. Since late-middle aged women experience various physical and socio-psychological changes and tend to have chronic illnesses, these women have to take initiatives for their health control by realizing their own responsibility. The basic elements for a healthy life of these women are understanding of their physical and psychological changes and acceptance of these changes. Health promoting behaviors of an individual or a group are actions toward increasing the level of well-being and self-actualization, and are affected by various variables. In Pender's health promoting model, variables are categorized into cognitive factors(individual perceptions), modifying factors, and variables affecting the likelihood for actions, and the model assumes the health promoting behaviors are affected by cognitive factors which are again affected by demographic factors. Since Pender's model was proposed based on a tool broad conceptual frame, many studies done afterwards have included only a limited number of variables of Pender's model. Furthermore, Pender's model did not precisely explain the possibilities of direct and indirect paths effects. The objectives of this study are to evaluate Pender's model and thus propose a model that explains health promoting behaviors among late-middle aged women in order to facilitate nursing intervention for this group of population. The hypothetical model was developed based on the Pender's health promoting model and the findings from past studies on women's health. Data were collected by self-reported questionnaires from 417 women living in Seoul, between July and November 1994. Questionnaires were developed based on instruments of Walker and others' health promotion lifestyle profile, Wallston and others' multidimensional health locus of control, Maoz's menopausal symptom check list and Speake and others' health self-rating scale. IN addition, items measuring self-efficacy were made by the present author based on past studies. In a pretest, the questionnaire items were reliable with Cronbach's alpha ranging from .786 to .934. The models for health promoting behaviors were tested by using structural equation modelling technique with LISREL 7.20. The results were summarized as follows : 1. The overall fit of the hypothetical model to the data was good (chi-square=4.42, df=5, p=.490, GFI=.995, AGFI=.962, RMSR=.024). 2. Paths of the model were modified by considering both its theoretical implication and statistical significance of the parameter estimates. Compared to the hypothetical model, the revised model has become parsimonious and had a better fit to the data (chi-square =4.55, df=6, p=.602, GFI=.995, AGFI=.967, RMSR=.024). 3. The results of statistical testing were as follows : 1) Family function internal health locus of control, self-efficacy, and education level exerted significant effects on health promoting behaviors(${\gamma}_{43}$=.272, T=3.714; ${\beta}_[41}$=.211, T=2.797; ${\beta}_{42}$=.199, T=2.717; ${\gamma}_{41}$=.136, T=1.986). The effect of economic status, physical menopausal symptoms, and perceived health status on health promoting behavior were insignificant(${\gamma}_{42}$=.095, T=1.456; ${\gamma}_{44}$=.101, T=1.143; ${\gamma}_{43}$=.082, T=.967). 2) Family function had a significance direct effect on internal health locus of control (${\gamma}_{13}$=.307, T=3.784). The direct effect of education level on internal health locus of control was insignificant(${\gamma}_{11}$=-.006, T=-.081). 3) The directs effects of family functions & internal health locus of control on self-efficacy were significant(${\gamma}_{23}$=.208, T=2.607; ${\beta}_{21}$=.191, T=2.2693). But education level and economic status did not exert a significant effect on self-efficacy(${\gamma}_{21}$=.137, T=1.814; ${\beta}_{22}$=.137, T=1.814; ${\gamma}_{22}$=.112, T=1.499). 4) Education level had a direct and positive effect on perceived health status, but physical menopausal symptoms had a negative effect on perceived health status and these effects were all significant(${\gamma}_{31}$=.171, T=2.496; ${\gamma}_{34}$=.524, T=-7.120). Internal health locus and self-efficacy had an insignificant direct effect on perceived health status(${\beta}_{31}$=.028, T=.363; ${\beta}_{32}$=.041, T=.557). 5) All predictive variables of health promoting behaviors explained 51.8% of the total variance in the model. The above findings show that health promoting behaviors are explained by personal, environmental and perceptual factors : family function, internal health locus of control, self-efficacy, and education level had stronger effects on health promoting behaviors than predictors in the model. A significant effect of family function on health promoting behaviors reflects an important role of the Korean late-middle aged women in family relationships. Therefore, health professionals first need to have a proper evaluation of family function in order to reflect the family function style into nursing interventions and development of strategies. These interventions and strategies will enhance internal health locus of control and self-efficacy for promoting health behaviors. Possible strategies include management of health promoting programs, use of a health information booklets, and individual health counseling, which will enhance internal health locus of control and self-efficacy of the late-middle aged women by making them aware of health responsibilities and value for oneself. In this study, an insignificant effect of physical menopausal symptoms and perceived health status on health promoting behaviors implies that they are not motive factors for health promoting behaviors. Further analytic researches are required to clarify the influence of physical menopausal symptoms and perceived health status on health promoting behaviors with-middle aged women.

• Journal of Intelligence and Information Systems
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• v.19 no.4
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• pp.123-132
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• 2013

As the smartphones are equipped with various sensors such as the accelerometer, GPS, gravity sensor, gyros, ambient light sensor, proximity sensor, and so on, there have been many research works on making use of these sensors to create valuable applications. Human activity recognition is one such application that is motivated by various welfare applications such as the support for the elderly, measurement of calorie consumption, analysis of lifestyles, analysis of exercise patterns, and so on. One of the challenges faced when using the smartphone sensors for activity recognition is that the number of sensors used should be minimized to save the battery power. When the number of sensors used are restricted, it is difficult to realize a highly accurate activity recognizer or a classifier because it is hard to distinguish between subtly different activities relying on only limited information. The difficulty gets especially severe when the number of different activity classes to be distinguished is very large. In this paper, we show that a fairly accurate classifier can be built that can distinguish ten different activities by using only a single sensor data, i.e., the smartphone accelerometer data. The approach that we take to dealing with this ten-class problem is to use the ensemble of nested dichotomy (END) method that transforms a multi-class problem into multiple two-class problems. END builds a committee of binary classifiers in a nested fashion using a binary tree. At the root of the binary tree, the set of all the classes are split into two subsets of classes by using a binary classifier. At a child node of the tree, a subset of classes is again split into two smaller subsets by using another binary classifier. Continuing in this way, we can obtain a binary tree where each leaf node contains a single class. This binary tree can be viewed as a nested dichotomy that can make multi-class predictions. Depending on how a set of classes are split into two subsets at each node, the final tree that we obtain can be different. Since there can be some classes that are correlated, a particular tree may perform better than the others. However, we can hardly identify the best tree without deep domain knowledge. The END method copes with this problem by building multiple dichotomy trees randomly during learning, and then combining the predictions made by each tree during classification. The END method is generally known to perform well even when the base learner is unable to model complex decision boundaries As the base classifier at each node of the dichotomy, we have used another ensemble classifier called the random forest. A random forest is built by repeatedly generating a decision tree each time with a different random subset of features using a bootstrap sample. By combining bagging with random feature subset selection, a random forest enjoys the advantage of having more diverse ensemble members than a simple bagging. As an overall result, our ensemble of nested dichotomy can actually be seen as a committee of committees of decision trees that can deal with a multi-class problem with high accuracy. The ten classes of activities that we distinguish in this paper are 'Sitting', 'Standing', 'Walking', 'Running', 'Walking Uphill', 'Walking Downhill', 'Running Uphill', 'Running Downhill', 'Falling', and 'Hobbling'. The features used for classifying these activities include not only the magnitude of acceleration vector at each time point but also the maximum, the minimum, and the standard deviation of vector magnitude within a time window of the last 2 seconds, etc. For experiments to compare the performance of END with those of other methods, the accelerometer data has been collected at every 0.1 second for 2 minutes for each activity from 5 volunteers. Among these 5,900 ($=5{\times}(60{\times}2-2)/0.1$) data collected for each activity (the data for the first 2 seconds are trashed because they do not have time window data), 4,700 have been used for training and the rest for testing. Although 'Walking Uphill' is often confused with some other similar activities, END has been found to classify all of the ten activities with a fairly high accuracy of 98.4%. On the other hand, the accuracies achieved by a decision tree, a k-nearest neighbor, and a one-versus-rest support vector machine have been observed as 97.6%, 96.5%, and 97.6%, respectively.

• Journal of Intelligence and Information Systems
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• v.20 no.3
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• pp.109-131
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• 2014

As the demand of nuclear power plant equipment is continuously growing worldwide, the importance of handling nuclear strategic materials is also increasing. While the number of cases submitted for the exports of nuclear-power commodity and technology is dramatically increasing, preadjudication (or prescreening to be simple) of strategic materials has been done so far by experts of a long-time experience and extensive field knowledge. However, there is severe shortage of experts in this domain, not to mention that it takes a long time to develop an expert. Because human experts must manually evaluate all the documents submitted for export permission, the current practice of nuclear material export is neither time-efficient nor cost-effective. Toward alleviating the problem of relying on costly human experts only, our research proposes a new system designed to help field experts make their decisions more effectively and efficiently. The proposed system is built upon case-based reasoning, which in essence extracts key features from the existing cases, compares the features with the features of a new case, and derives a solution for the new case by referencing similar cases and their solutions. Our research proposes a framework of case-based reasoning system, designs a case-based reasoning system for the control of nuclear material exports, and evaluates the performance of alternative keyword extraction methods (full automatic, full manual, and semi-automatic). A keyword extraction method is an essential component of the case-based reasoning system as it is used to extract key features of the cases. The full automatic method was conducted using TF-IDF, which is a widely used de facto standard method for representative keyword extraction in text mining. TF (Term Frequency) is based on the frequency count of the term within a document, showing how important the term is within a document while IDF (Inverted Document Frequency) is based on the infrequency of the term within a document set, showing how uniquely the term represents the document. The results show that the semi-automatic approach, which is based on the collaboration of machine and human, is the most effective solution regardless of whether the human is a field expert or a student who majors in nuclear engineering. Moreover, we propose a new approach of computing nuclear document similarity along with a new framework of document analysis. The proposed algorithm of nuclear document similarity considers both document-to-document similarity (${\alpha}$) and document-to-nuclear system similarity (${\beta}$), in order to derive the final score (${\gamma}$) for the decision of whether the presented case is of strategic material or not. The final score (${\gamma}$) represents a document similarity between the past cases and the new case. The score is induced by not only exploiting conventional TF-IDF, but utilizing a nuclear system similarity score, which takes the context of nuclear system domain into account. Finally, the system retrieves top-3 documents stored in the case base that are considered as the most similar cases with regard to the new case, and provides them with the degree of credibility. With this final score and the credibility score, it becomes easier for a user to see which documents in the case base are more worthy of looking up so that the user can make a proper decision with relatively lower cost. The evaluation of the system has been conducted by developing a prototype and testing with field data. The system workflows and outcomes have been verified by the field experts. This research is expected to contribute the growth of knowledge service industry by proposing a new system that can effectively reduce the burden of relying on costly human experts for the export control of nuclear materials and that can be considered as a meaningful example of knowledge service application.