• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.85-98
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• 2016

This study makes an empirical comparison of various realized volatilities (RVs) in terms of overnight returns. In financial asset markets, during overnight or holidays, no or few trading data are available causing a difficulty in computing RVs for a whole span of a day. A review will be made on several RVs reflecting overnight return variations. The comparison is made for forecast accuracies of several RVs for some financial assets: the US S&P500 index, the US NASDAQ index, the KOSPI (Korean Stock Price Index), and the foreign exchange rate of the Korea won relative to the US dollar. The RV of a day is compared with the square of the next day log-return, which is a proxy for the integrated volatility of the day. The comparison is made by investigating the Mean Absolute Error (MAE) and the Root Mean Square Error (RMSE). Statistical inference of MAE and RMSE is made by applying the model confidence set (MCS) approach and the Diebold-Mariano test. For the three index data, a specific RV emerges as the best one, which addresses overnight return variations by inflating daytime RV.

• Journal of Korea Water Resources Association
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• v.51 no.10
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• pp.875-886
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• 2018

This study evaluated drought severity by bivariate frequency analysis using drought magnitude and precipitation deficit. A drought event was defined by Standardized Precipitation Index (SPI) and the precipitation deficit was estimated using reference precipitation corresponding to the SPI -1. In previous studies, drought magnitude and duration were used for bivariate frequency analysis. However, since these two variables have a largely linear relationship, extensibility of drought information is not great compared to the univariate frequency analysis for each variable. In the case of drought in 2015, return periods of 'drought magnitude-precipitation deficit' in the Seoul, Yangpyeong, and Chungju indicated severe drought over 300 years. However, the result of 'drought magnitude-duration' showed a significant difference by evaluating the return period of about 10, 50, and 50 years. Although a drought including the rainy season was seriously lacking in precipitation, drought magnitude did not adequately represent the severity of the absolute lack of precipitation. This showed that there is a limit to expressing the actual severity of drought. The results of frequency analysis for 'drought magnitude-precipitation deficit' include the absolute deficit of precipitation information, so which could consider being a useful indicator to cope with drought.

• Journal of Korea Water Resources Association
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• v.37 no.7
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• pp.553-567
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• 2004

This study proposes a modified standardized precipitation index (MSPI) which was developed to make up for the weakness of the SPI. Both MSPI and SPI are applied to the monthly rainfall at the Seoul station for the drought analysis. The MSPI proposed is nothing but the SPI for the normalized monthly rainfall, that is, an extra step for normalizing the monthly rainfall is included before driving the SPI. Thus, the MSPI has a structure to transfer the relative amount of rainfall to the next months, but the SPI the absolute amount of rainfall. The monthly rainfall data at the Seoul station used in this study are those collected from 1777 to 1996. The rainfall data collected before and after the long dry period around 1900 were also analyzed separately for the comparison. The results derived are as follows. (1) The MSPI was found to be more practical compared to the SPI. This was assured by comparing the analysis results of the data including and excluding the long dry period around 1900. (2) The MSPI is found to be less sensitive than the SPI to the extreme rainfall events. For the MSPI, the occurrence probabilities of moderate drought before and after the long dry period are similar, but those for the extreme drought becomes slightly decreased after the long dry period (from about 18 years of return period before the long dry period to the 16 years after the long dry period). However, the duration becomes longer after the long dry period (the duration for the extreme drought has been increased from 2 to 2.5 months after the long dry period). This results can also be compared with a rather unreasonable result derived by applying the SPI (for the extreme drought the return period has been decreased to be from 25 to 10 years after the long dry period, on the other hand the duration has been increased from 1.5 months to 3.5 months). So, we man conclude that the MSPI is more practical for the drought analysis that the SPI.

• Korean Business Review
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• v.16
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• pp.43-60
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• 2003

There are several stylized facts concerning stock return volatility. First, it is persistent, so an increase in current volatility lasts for many periods. Second, stock volatility increases after stock prices fall. Third, stock volatility is related to macroeconomic volatility, recessions, and banking crises. On the other hand, there are many competing parametric models to represent conditional heteroskedasticity of stock returns. For this article, I adopt the strategy followed by French, Schwert, and Stambaugh(1987) and Schwert(l989, 1990). The models in this article provide a more structured analysis of the time-series properties of stock market volatility. Briefly, these models remove autoregressive and seasonal effects from daily returns to estimate unexpected returns. Then the absolute values of the unexpected returns are used in an autoregressive model to predict stock volatility.

• Journal of East-West Nursing Research
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• v.12 no.1
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• pp.5-13
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• 2006

Purpose: This research has been conducted in order to confirm the major factors that prediction organizational commitment in registered nurses. Method: The subjects were 350 registered nurses from 3 hospitals in Seoul. The sample for data collection consisted of 329 useable questionnaires (94% overall return rate) for 2 weeks. The Instrument tools utilized in this study were organizational commitment scale, empowerment scale, job stress scale and job satisfaction scale and thoroughly modified to verify validity and reliability. The collected data have been analyzed using SPSS 11.0 program. Three outliers which were bigger than 3 in absolute value were found, so after taking them off, Multiple Regression was used for further analysis. Result: The major factors that prediction organizational commitment in registered nurses were job satisfaction, empowerment, age and unit experience, which explained 51.9% of organizational commitment. Conclusion: It has been confirmed that the regression equation model of this research may serve as a organizational commitment prediction factors in Registered Nurses.

• English & American cultural studies
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• v.18 no.4
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• pp.139-162
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• 2018

In "Adventure" Alice Hindman tries to express her repressed sexual instinct with impulsive adventures but becomes a grotesque through her own self-deception and extreme loneliness. She has a passionate relationship with Ned Currie at 16, which defines her identity and molds her entire life. She does believe that Ned may return and stick to his disingenuous word and promises, and holds on to it as the only and absolute truth in her life. Her distortion of reality is in fact based on her self-deception and falsehood she creates. Seized by a strange urge, her second adventure indicates that she wants to feel closer to another grotesque that can understand her loneliness, and that her desire for communication transcends her sexual desire. At the end of the story, she seems to realize that she will die in her bed alone, misunderstood and unloved. But this conclusion shows that, despite the opportunity and potential of another choice, she never makes positive choices and refuses to accept responsibility for her actions. She rather creates an excuse with empty words and shows the limits so as not to get out of her own self-deception. Instead of focusing on Alice's strange behavior and blaming her, Anderson emphasizes the importance of understanding and communication while exploring the sorrow and loneliness of a woman who wants to be loved but is obsessed with self-deception in Winesburg.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.5
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• pp.1690-1707
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• 2021

Precipitation prediction during flood season has been a key task of climate prediction for a long time. This type of prediction is linked with the national economy and people's livelihood, and is also one of the difficult problems in climatology. At present, there are some precipitation forecast models for the flood season, but there are also some deviations from these models, which makes it difficult to forecast accurately. In this paper, based on the measured precipitation data from the flood season from 1993 to 2019 and the precipitation return data of CWRF, ANN cycle modeling and a weighted integration method is used to correct the CWRF used in today's operational systems. The MAE and TCC of the precipitation forecast in the flood season are used to check the prediction performance of the proposed algorithm model. The results demonstrate a good correction effect for the proposed algorithm. In particular, the MAE error of the new algorithm is reduced by about 50%, while the time correlation TCC is improved by about 40%. Therefore, both the generalization of the correction results and the prediction performance are improved.

• Journal of Korean Academy of Nursing
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• v.25 no.3
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• pp.510-537
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• 1995

Human health is an integral part of experience in the process of Human Becoming. Through continual interaction with the environment human beings freely choose experience and develop as responsible beings. The process of the health experience of patient with terminal cancer is a unique. he objective of this study is to understand the lived experience of patients with terminal cancer in order to provide basic information for nursing care in the clinical setting and to develop a theoretical background for clinical practice. This study is to de-scribe and define the lived experience of patients with terminal cancer in order to provide a foundation for nursing research and education. Data collection has been done between December 1993 and November 1994. The subjects included five persons -four females and one male : one who was in her sixties, one in his fifties, two in their forties, and one who was in her thirties. The researcher has met with these patients 35 times, but at eight times the patient was in a stuporous condition and not able to participate, so these were not included in the data analysis. Parse's "Human Becoming Methodology", an existential phenomenological research methodology is used for this study. Data has been collected using he dialogical engagement process of "I and You", the participant researcher and the participant subject. Dialogical engagement was discontinued when the data was theoretically saturated. Data was analyzed using the extraction - synthesis and heuristic interpretation. The criteria of Guba and Lincoln(1985). and Sandelo wski(1986) : credibility, auditability, fitness and objectivity were used to test the validity and reliability of the data. The following is a description of the structure of the lived experience of patients with terminal cancer as defined by this study : 1. Structure : 1) Suffering through the reminiscence of past experience 2) The appearance of complex emotions related to life and connectedness 3) The increasing importance of significant people and of the Absolute Being 4) The increasing realization of the importance of health and belief 5) Desire for a return to health and a peaceful life or for acceptance of dying and a comfortable death In summary the structure of the lived experience of these patients can be said to be : suffering comes through reminiscence of past experience, and there are complex emotions related to life and connectedness. Significant people and the Absolute Being become increasingly important along with a realization of the importance of health and faith. And finally there is a desire for either a return to health and a peaceful life or for the acceptance of dying and a comfortable death. 2. Heuristic Interpretation : Using Parse's Human Becoming Methodology, the structure of the lived experience of patients with terminal cancer identified in this research is interpreted as. The lived experience of patients with terminal cancer involves the solving of past conflicts, and the experience of the healing and valuing of sorrow and pain. Through the relation of life and health, and the complex emotions that arise, the lived experience of revealing - concealing is of paradoxical emotions. The increasing importance of significant others and of the Absolute Being shows Connecting and Separating an on- going process of nearness and farness. Revision of thoughts about health and faith is interpreted as transforming and desire for restoration to health and a peaceful life or acceptance of dying and a cowfortable death, as powering. In summary, it is possible to see, in the lived experience of patients with terminal cancer, the relationship of the five concepts of Parse's theory : valuing, revealing -concealing, connecting-separating, transforming, and powering. From Parse's theory, the results of this study show that meaning is related to valuing, rhythmicity to revealing-concealing and connect-ing-separating, and cotranscendence to transforming and powering.

• Journal of the Earthquake Engineering Society of Korea
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• v.5 no.3
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• pp.65-71
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• 2001

The nuclear power plant(NPP) should be shut down for inspection and tests prior to a return to power if the earthquake exceeds the operating basis earthquake(OBE). The OBE at the plant is considered to have been exceeded if the computed cumulative absolute velocity(CAV) from the earthquake record is greater than 0.16g-sec. However, the CAV criterion should be determined considering the seismic and structural characteristics of the plant. An experimental study using shaking table is conducted in this study to evaluate intensity of CAV criterion. Appropriate level of CAV is evaluated based on the test results using the developed seismic damage indicator(SDI) model. The model consists of stacked acrylic cylinders and is developed to behave consistently for each directional seismic load. The result of the experimental study in dicates that the CAV criterion of 0.16g-sec is conservative enough to be applied to Korean NPPs since the CAV value of the seismic input motion of the Korean standard NPPs ranges from 0.3 to 0.5 g-sec. The developed SDI is expected to be useful not only in easily determining OBE exceedance but also in evaluating earthquake damage quantitatively to provide guidelines for better post-shutdown inspection and test.

• Journal of Korea Water Resources Association
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• v.41 no.9
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• pp.873-884
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• 2008

In this study, rainfall quantile was estimated using scale invariance property of rainfall data with different durations and the applicability of such property was evaluated for the rainfall data of South Korea. For this purpose, maximum annual rainfall at 22 recording sites of Korea Meteorological Administration (KMA) having relatively long records were used to compare rainfall quantiles between at-site frequency analysis and scale invariance property. As the results, the absolute relative errors of rainfall quantiles between two methods show at most 10 % for hourly rainfall data. The estimated quantiles by scale invariance property can be generally applied in the 8 of 14 return periods used in this study. As an example of down-scaling method, rainfall quantiles of $10{\sim}50$ minutes duration were estimated by scale invariance property based on index duration of 1 hour. These results show less than 10 % of absolute relative errors except 10 minutes duration. It is found that scale invariance property can be applied to estimate rainfall quantile for unmeasured rainfall durations.