• Journal of the Korean Mathematical Society
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• v.38 no.5
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• pp.1047-1059
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• 2001

The classical Geometric Brownian motion (GBM) model for the price of a risky asset, from which the huge financial derivatives industry has developed, stipulates that the log returns are iid Gaussian. however, typical log returns data show a distribution with much higher peaks and heavier tails than the Gaussian as well as evidence of strong and persistent dependence. In this paper we describe a simple replacement for GBM, a fractal activity time Geometric Brownian motion (FATGBM) model based on fractal activity time which readily explains these observed features in the data. Consequences of the model are explained, and examples are given to illustrate how the self-similar scaling properties of the activity time check out in practice.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.44 no.7
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• pp.901-907
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• 1995

The switching characteristics of As$_{10}$ Ge$_{15}$ Te$_{75}$ thin film were investigated under d.c. bias. And the frequency dependence of the conductivity was analysed with regard to the temperature dependence, in order to find the physical properties of the As$_{10}$ Ge$_{15}$ Te$_{75}$ thin film ; a characteristic relaxation time (.tau.$_{0}$ ), the spatial density of defect states (N), and the localized wavefunction (.alpha.$^{-1}$ ). It was formed that the threshold voltage depends on thickness, electrode distance, annealing time and temperature, respectively. The threshold voltage is increased as the thickness and the electrode distance is increased, while the threshold voltage is decreased in proportion to the increased annealing time and temperature.

• Journal of the Korean Ceramic Society
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• v.26 no.1
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• pp.1-6
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• 1989

The phenomena that the electrical conductivity of rutile single crystal changes with time were investigated along the a and c crystallographic axes, at 85$0^{\circ}C$ and Po2 in the range of 1~10-18.5atm. The D.C. conductivity decreased with and saturated some value after ca. 100 hours. But the A.C. conductivity showed no time dependence in the whole Po2 range. These experimental results suggest that the time dependence of D.C. conductivity of rutile single crystal is due to space charge polarization effect; the electrode was Pt which is complete electronic conductor, while the sample was TiO2 which is mixed conductor.

• Journal of Korea Multimedia Society
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• v.2 no.3
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• pp.289-296
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• 1999

In this paper, an improved fractal color image decoding method using the data dependence parts and the vector distortion measure is proposed. The vector distortion measure exploits the correlation between different color components. The pixel in RGB color space can be considered as a 30dimensional vector with elements of RGB components. The root mean square error(rms) in RGB color for similarity measure of two blocks R and R' was used. We assume that various parameter necessary in image decoding are stored in the transform table. If the parameter is referenced in decoding image, then decoding is performed by the recursive decoding method. If the parameter is not referenced in decoding image, then the parameters recognize as the data dependence parts and store its in the memory. Non-referenced parts can be decoded only one time, because its domain informations exist in the decoded parts by the recursive decoding method. Non-referenced parts are defined the data dependence parts. Image decoding method using data dependence classifies referenced parts and non-referenced parts using information of transform table. And the proposed method can be decoded only one time for R region decoding speed than Zhang & Po's method, since it is decreased the computational numbers by execution iterated contractive transformations for the referenced range only.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.215-231
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• 2017

The US presidential primaries take place sequentially in different places with a time lag. However, they have not attracted as much attention in terms of modelling as the US presidential election has. This study applied several autologistic models to find the relation between the outcome of the primary election for a Democrat candidate with socioeconomic attributes in consideration of spatial and temporal dependence. According to the result applied to the 2016 election data at the county level, Hillary Clinton was supported by people in counties with high population rates of old age, Black, female and Hispanic. In addition, spatial dependence was observed, representing that people were likely to support the same candidate who was supported from neighboring counties. Positive auto-correlation was also observed in the time-series of the election outcome. Among several autologistic models of this study, the model specifying the effect of Super Tuesday had the best fit.

• Tuberculosis and Respiratory Diseases
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• v.85 no.4
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• pp.349-357
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• 2022

Background: The most consistently identified mortality determinants for the new coronavirus 2019 (COVID-19) infection are aging, male sex, cardiovascular/respiratory diseases, and cancer. They were determined from heterogeneous cohorts that included patients with different disease severity and previous conditions. The main goal of this study was to determine if activities of daily living (ADL) dependence measured by Barthel's index could be a predictor for COVID-19 mortality. Methods: A prospective cohort study was performed with a consecutive sample of 340 COVID-19 patients representing patients from all over the northern region of Portugal from October 2020 to March 2021. Mortality risk factors were determined after controlling for demographics, ADL dependence, admission time, comorbidities, clinical manifestations, and delay-time for diagnosis. Central tendency measures were used to analyze continuous variables and absolute numbers (proportions) for categorical variables. For univariable analysis, we used t test, chi-square test, or Fisher exact test as appropriate (α=0.05). Multivariable analysis was performed using logistic regression. IBM SPSS version 27 statistical software was used for data analysis. Results: The cohort included 340 patients (55.3% females) with a mean age of 80.6±11.0 years. The mortality rate was 19.7%. Univariate analysis revealed that aging, ADL dependence, pneumonia, and dementia were associated with mortality and that dyslipidemia and obesity were associated with survival. In multivariable analysis, dyslipidemia (odds ratio [OR], 0.35; 95% confidence interval [CI], 0.17-0.71) was independently associated with survival. Age ≥86 years (pooled OR, 2.239; 95% CI, 1.100-4.559), pneumonia (pooled OR, 3.00; 95% CI, 1.362-6.606), and ADL dependence (pooled OR, 6.296; 95% CI, 1.795-22.088) were significantly related to mortality (receiver operating characteristic area under the curve, 82.1%; p<0.001). Conclusion: ADL dependence, aging, and pneumonia are three main predictors for COVID-19 mortality in an elderly population.

• Journal of radiological science and technology
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• v.11 no.1
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• pp.33-41
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• 1988

This study was measured the radiation-induced current - X-ray dose, dose rate, X-ray quality, time, temperature, electric field characteristics and the dependence of gap length in insulating oil under of D.C. Voltage before, during and after X-ray irradiation. The obtained results can be summarized as following. 1. The radiation - induced current is more the dependence of X-ray quality (tube voltage) than quantity (tube current), the dependence of quantity is appeared at the high than low X-.ay tube voltage. 2. The dependence of dose rate is appeared at the more dose rate, and ${\triangle}\;=\;0.64{\sim}0.74$. 3. The higher temperature of insulating oil and X-ray tube voltage (X-ray quality) is increased, at the low electric field, the more radiation-induced current. 4. $G_{eq}-G_{o}(={\triangle}G)$ is increased at the low than high temperature, high than low X-ray quality. 5. The dependence of temperature is appeared before than during X-ray irradiation. 6. The RIC saturation region is appeared at the high than low insulating oil temperature during (1000 V/cm above) than before (4000 V/cm above) X-ray irradiation.

• Journal of rehabilitation welfare engineering & assistive technology
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• v.11 no.2
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• pp.107-114
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• 2017

Results of the analysis have revealed that the students were basically divided into three groups depending on goodness-of-fit index and latent class division factor. Type 1 was regarded as a low dependence group (50.1%) with all low indexes while Type 2 was classified as a high dependence group (10.7%) with all high indexes. As for Type 3, it was titled intermediate dependence group (39.2%) for the indexes showed a low-to-moderate movement. A multinomial logistic regression analysis was carried out to forecast smart phone dependence characteristics and as a consequence, when the high dependence group was compared to the intermediate dependence group, as self-esteem and peer attachment increased and deceased respectively, a chance of one being classified into the intermediate dependence group rose. In an investigation to compare the high dependence group with the low dependence group, it was confirmed that the greater the self-esteem, the shorter the peer socializing time, the lower the neglect degree and the lower the peer attachment, a chance for one belonging to the low dependence group increased. This study also offered implications, limits and directions in follow-up research.

• Korean Journal of Social Welfare
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• v.63 no.4
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• pp.83-107
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• 2011

This study examines the duration dependence in the exit rate from National Basic Livelihood Protection Program(NBLP). If the length of time on welfare is negatively correlated with the exit rate after controlling for 'unobserved heterogeneity', the observed declining exit rates would provide evidence of true duration dependence. Data are drawn from Korean Welfare Panel study 2005~2008. A variety of discrete-time hazard models are estimated, including parametric/nonparametric hazard model, gamma frailty hazard model/mass point technique model. It is found that welfare dynamics in Korea does not show strong evidence of duration dependence after controlling for unobserved heterogeneity. All the models estimated show that this finding is quite robust. The observed declining exit rate is largely due to differences in the unobservable characteristics of recipients. Thus, the detrimental effect of the welfare on the preference and attitude among recipients is not likely to be strengthened as time on welfare increases.

• Journal of the Korean housing association
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• v.6 no.1
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• pp.19-29
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• 1995

This study is to analyze the effect of neighborhood commercial facilities on the homeproduction activities and the family expenditure(or household work time). For this purpose. data are collected by using questionnaires distributed to 522 housewives in Seoul. The results shows that in the highly goods-intensive environment. the way of homeproduction is goods-intensive. Market dependence of the family is affected by homeproduction predisposition. income. and husband's job. Household work dependence of the .family is affected by neighborhood facility environment. family type. income. and house value. Low home production supportability is apparent in the high family income. full-time housewives and low job status of housewife. On the other hand. high homeproduction supportability is apparent in the moderate income and high job status of housewife. As a result. housewives have much time and money resourses are not well supported by the neighborhood facility environment.