• Title/Summary/Keyword: Weighted index

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On the Applicability of the Extreme Distributions to Korean Stock Returns (한국 주식 수익률에 대한 Extreme 분포의 적용 가능성에 관하여)

  • Kim, Myung-Suk
    • Korean Management Science Review
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    • v.24 no.2
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    • pp.115-126
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    • 2007
  • Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Parameters are estimated using the probability weighted moments. Applicability of two distributions is investigated using the Monte Carlo simulation based empirical p-values of Anderson Darling test. Our empirical results indicate that both the GLO and GEV models seem to be comparably applicable to the weekly minima. These findings are against the evidences in Gettinby et al.[7], who claimed that the GEV model was not valid in many cases, and supported the significant superiority of the GLO model.

Design of Fuzzy-Neural Networks Structure using Optimization Algorithm and an Aggregate Weighted Performance Index (최적 알고리즘과 합성 성능지수에 의한 퍼지-뉴럴네트워크구조의 설계)

  • Yoon, Ki-Chan;Oh, Sung-Kwun;Park, Jong-Jin
    • Proceedings of the KIEE Conference
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    • 1999.07g
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    • pp.2911-2913
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    • 1999
  • This paper suggest an optimal identification method to complex and nonlinear system modeling that is based on Fuzzy-Neural Network(FNN). The FNN modeling implements parameter identification using HCM algorithm and optimal identification algorithm structure combined with two types of optimization theories for nonlinear systems, we use a HCM Clustering Algorithm to find initial parameters of membership function. The parameters such as parameters of membership functions, learning rates and momentum coefficients are adjusted using optimal identification algorithm. The proposed optimal identification algorithm is carried out using both a genetic algorithm and the improved complex method. Also, an aggregate objective function(performance index) with weighted value is proposed to achieve a sound balance between approximation and generalization abilities of the model. To evaluate the performance of the proposed model, we use the time series data for gas furnace, the data of sewage treatment process and traffic route choice process.

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A new damage index for seismic fragility analysis of reinforced concrete columns

  • Kang, Jun Won;Lee, Jeeho
    • Structural Engineering and Mechanics
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    • v.60 no.5
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    • pp.875-890
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    • 2016
  • A new structural damage index for seismic fragility analysis of reinforced concrete columns is developed based on a local tensile damage variable of the Lee and Fenves plastic-damage model. The proposed damage index is formulated from the nonlinear regression of experimental column test data. In contrast to the response-based damage index, the proposed damage index is well-defined in the form of a single monotonically-increasing function of the volume weighted average of local damage distribution, and provides the necessary computability and objectivity. It is shown that the present damage index can be appropriately zoned to be used in seismic fragility analysis. An application example in the computational seismic fragility evaluation of reinforced concrete columns validates the effectiveness of the proposed damage index.

An analysis of satisfaction index on computer education of university based on Fuzzy Decision Making Method (퍼지의사결정법에 기반한 대학의 컴퓨터교육 만족도 분석)

  • Ryu, Kyung-Hyun;Hwang, Byung-Kon
    • Journal of Korea Multimedia Society
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    • v.16 no.4
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    • pp.502-509
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    • 2013
  • In Information age, The academic liberal art computer education course set up goals to promote computer literacy and develop the ability to cope with changes in information society and improve productivity and national competitiveness. In this paper, we analyze on discovering of decisive variable and satisfaction index to have a influence on computer education on university students. As a preprocessing course, the proposed method selects optimum variable using correlation based feature selection(CFS) of machine learning tool based on Java and we calculate weighted value for each variable and then, we generate the optimal variable using weighted value based on fuzzy decision making method. we proposed Fuzzy decision making method in analysis of the academic liberal art computer education satisfaction index data and checked the accuracy of the satisfaction evaluation by using recall and precision.

A Study on the Classification of Types of Han Riverside Forests -In the Case of Yangpyeng and Yeoju gun- (남한강변 강변숲 조성을 위한 유형분류연구 -경기도 양평·여주군 구간을 중심으로-)

  • Jang, Dong-Su
    • KIEAE Journal
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    • v.10 no.1
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    • pp.3-10
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    • 2010
  • Riverside forests make a river bank stable because trees of them hold together the stone and soil by roots and decrease the speed of running fluid by trunks. So they become known to have positive effects on flood prevention. So This study will be a basic study to preserve and restore of riverside forests. The goal of this study is to classify types of Han riverside forests between Yangpyeng and Yeoju gun. and find out sites of planting. Results of this study can be summarized as follows; The evaluation indicators were set up based on literature review and site survey. Two indicator categories were developed: natural environment and human environment. And they were divided into 5 sub-categories for calculating weights. As for the major indicator categories, the weighted index of natural environment is at 0.5. And the weighted index of human environment is at 0.5 followed by access at 0.15, the range of user at 0.15, cultivated land at 0.1 and legislation at 0.1. This study selected 53 sites for riverside forests planting. They were classified with types of bank(11), level-upped riverside(32), island(10). The amount of the length of 11 bank types is 23,050m, the area of 32 level-upped riverside types is $4,490,000m^2$ and the area of 10 island types is $4,590,000m^2$. After the evaluation of 53 riverside forests, this study selected 12 sites of riverside forests. They were two bank types, nine level-upped riverside types, and one island type. Rebuilding riverside forests are to accomplish the green network which links and divides region. It will be one of the best ecological methods to construct friendly environmental region.

Development of an Index Model on the Information and Communication Ethics (정보통신윤리지수 모델 개발)

  • Lee, Jae-Woon;Han, Keun-Woo;Lee, YoungJun;Kim, Seong-Sik
    • The Journal of Korean Association of Computer Education
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    • v.10 no.3
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    • pp.19-29
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    • 2007
  • The informationization policies undertaken in concentration only on the national economic growth invited the unbalance between technology and social culture, displayed the serious reverse function phenomena, and these problems threatened the personal identity of individual in the cyber space. In this study, we developed an index model on the information and communication ethics where the national level of information and communication ethics can be examined. For this purpose, based on diverse previous research data, the areas of the ethical indicators in information and communication has been developed through the brain storming of the research staff. Through the consultation with experts, the feasibility and representation as index was heightened, and the weighted values to the each index was provided by the AHP method. The outcome of questionnaires from the information users and information providers (great portals) was also reflected in simple average method into the calculation of the weighted value to the each index element.

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Health-related quality of life assessment according to socio-demographic characteristics and health behavior among Gyeonggi-do citizens: focused on gender difference (경기도 지역주민의 사회경제적 특성과 건강습관에 따른 건강관련 삶의 질: 남녀의 차이를 중심으로)

  • Joung, Sun-Hee;Hong, YeogSeon;Sohn, AeRee
    • Korean Journal of Health Education and Promotion
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    • v.32 no.3
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    • pp.33-42
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    • 2015
  • Objectives: This study was conducted to investigate the correlation between the health-related quality of life assessment according to socio-demographic characteristics, health behavior, and BMI for Gyeonggi-do community population. Methods: The 2012 Community Health Survey data was used. The data were collected by using a cross-sectional study with face-to-face interview. The variables of smoking, AUDIT, exercise, BMI, and Euroqol EQ-5D instrument were selected for analyses. The Difference on the EQ-5D index among groups were tested with Mann-Whitney U test and Kruskal Wallis test. Results: The EQ-5D index for Gyeonggi-do community was 0.951(${\pm}0.104$). The index were significantly different by sex, age, marital status, education level, and occupation. The health-related quality of life showed lower EQ-5D index in women than men, older than young, and less educated. The index were significantly different by health behavior (smoking, drinking, moderate physical activity and exercise) for both men and women). For BMIs, the index was lower to under-weighted male and over-weighted female. Conclusions: The findings suggest that the future intervention of health promotion programs should be carefully designed and tailored by health behavior and obese groups.

Multivariate Process Capability Indices for Skewed Populations with Weighted Standard Deviations (가중표준편차를 이용한 비대칭 모집단에 대한 다변량 공정능력지수)

  • Jang, Young Soon;Bai, Do Sun
    • Journal of Korean Institute of Industrial Engineers
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    • v.29 no.2
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    • pp.114-125
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    • 2003
  • This paper proposes multivariate process capability indices (PCIs) for skewed populations using $T^2$rand modified process region approaches. The proposed methods are based on the multivariate version of a weighted standard deviation method which adjusts the variance-covariance matrix of quality characteristics and approximates the probability density function using several multivariate Journal distributions with the adjusted variance-covariance matrix. Performance of the proposed PCIs is investigated using Monte Carlo simulation, and finite sample properties of the estimators are studied by means of relative bias and mean square error.

A Comparative Analysis of Landslide Susceptibility Assessment by Using Global and Spatial Regression Methods in Inje Area, Korea

  • Park, Soyoung;Kim, Jinsoo
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.33 no.6
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    • pp.579-587
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    • 2015
  • Landslides are major natural geological hazards that result in a large amount of property damage each year, with both direct and indirect costs. Many researchers have produced landslide susceptibility maps using various techniques over the last few decades. This paper presents the landslide susceptibility results from the geographically weighted regression model using remote sensing and geographic information system data for landslide susceptibility in the Inje area of South Korea. Landslide locations were identified from aerial photographs. The eleven landslide-related factors were calculated and extracted from the spatial database and used to analyze landslide susceptibility. Compared with the global logistic regression model, the Akaike Information Criteria was improved by 109.12, the adjusted R-squared was improved from 0.165 to 0.304, and the Moran’s I index of this analysis was improved from 0.4258 to 0.0553. The comparisons of susceptibility obtained from the models show that geographically weighted regression has higher predictive performance.

Development of Balanced Performance Measurement Index for B2B e-Marketplace (B2B e-Marketplace의 성과측정지표 개발에 관한 연구 -재무적 성과 및 지식자산 성과관점에서-)

  • Kim, Hyo-gun;Lee, Jaeyeon;Kang, Sora
    • Knowledge Management Research
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    • v.3 no.1
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    • pp.41-60
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    • 2002
  • This paper defines measurement index items and weight of the index for the purpose of developing a performance measurement index that balancedly measures performance of B2B electronic commerce. The deductive research is used for the development of measurement index items and Analytic Hierarchy Process(AHP) method for the development of weight of the index. This paper has four performance measurement perspectives-finance, partners, business process and human resources, which based the existing researches of balanced performance measurement. This researchers developed eleven second level criteria and twenty-six indexes under four perspectives through the deductive method and expert interviews, weighted on the perspectives, criteria and indexes in accordance with the forms of e-marketplace-vertical and horizontal. As a result, the most important indexes are the maintenance of partners and the efficiency of operation process in the vertical e-marketplace. In the horizontal e-marketplace, the collection of partners, development and prediction processes are more important than other indexes.

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