• Management & Information Systems Review
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• v.27
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• pp.131-147
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• 2008

The study examines common component existing in five Asian countries from 1991 to 2007. To do this, the daily stock market indices of Korea, Malaysia, Thailand, Indonesia, and the Philippines were used. Using a Vector Autoregressive Model this paper analyzes causal relations and dynamic interactions between five Asian stock markets. The findings in this study indicate that level of five Asian stock markets' stock return linkages are low. First, from the statistics for pair-wise Granger causality tests, I find Granger-causal relationship between Korea and Indonesia and between Malaysia and and Indonesia. Second, from the results of response function and the statistics of variance decomposition, I find that week shocks to Korean stock market return on Malaysia, Indonesia, Thailand, and the Philippines stock market returns. The results indicate increased Asian stock market linkages but the level is very low. This implies that the benefits of diversification within the five Asian stock markets are still existed.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 1999.11a
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• pp.169-172
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• 1999

Matched field processing technique is performed by considering complex underwater environments. Specially, tile performance of minimum variance processor is greatly degraded by eigenvalue problem. In this paper, we .propose the minimum valiance matched field processor using shaping matrix. This shaping matrix makes that the input covariance matrix is invertible and enhances the desired acoustic source component. It was proved effectively range/depth localization of the proposed method with vertical array data collected by NATO SACLANT Center north of the island of Elba off the Italian west coast.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.145-151
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• 2004

PROC MIXED fits a variety of mixed models to data and enables one to use these fitted models to make statistical inferences about the data. However, the simulation study in this article shows that PROC MIXED using REML estimators provides one with a confidence interval, that does not keep the stated confidence coefficients, on sums of two variance components in the simple regression model with unbalanced nested error structure which is a mixed model.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2004.05a
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• pp.593-596
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• 2004

Hub bearings not only sustain the body of a car, but permit wheels to rotate freely. Excessive radial or axial load and many other reasons can cause defects to be created and grown in each component. Therefore, vibration and noise from unwanted defects in outer-race, inner-race or ball elements of a Hub bearing are what we want to detect as early as possible. How early we can detect the faults has to do with how the detection algorithm finds the fault information from measured signal. Fortunately, the bearing signal has periodic impulse train. This information allows us to find the faults regardless how much noise contaminates the signal. This paper shows the basic signal processing idea and experimental results that demonstrate how good the method is.

• Journal of Korean Society of Transportation
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• v.21 no.2
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• pp.119-130
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• 2003

SP data have been widely used in assessing new transport policies and transport related plans. However, one of criticisms of using SP is that respondents may show different reaction between hypothetical experiments and real life. In order to overcome the problem, combination of SP and RP data has been suggested and the combined methods have been being developed. The purpose of this paper is to suggest a new SP and RP combined method using error component method and to verify the method. The error component method decomposes IID extreme value error into non-IID error component(s) and an IID error component. The method estimates both of component parameters and utility parameters in order to obtain relative variance of SP data and RP data. The artificial SP and RP data was created by using simulation and used for the analysis, and the estimation results of the error component method were compared with those of existing SP and RP combined methods. The results show that regardless of data size, the parameters of the error component method models are similar to those assumed parameters much more than those of the existing SP and RP combined models, indicating usefulness of the error component method. Also the values of time for error component method are more similar to those assumed values than those of the existing combined models. Therefore, we can conclude that the error component method is useful in combining SP and RP data and more efficient than the existing methods.

• Journal of Korean Society of Forest Science
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• v.102 no.1
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• pp.1-6
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• 2013

This study was conducted to investigate the variation of fruit and seed morphology among populations and among individuals within population of Sorbus commixta Hedl. distributed in Korea. Fruits collected from 42 trees in six natural populations and their six fruit and four seed characteristics were analyzed. In all characteristics, there were significant differences among populations and among individuals within populations. Especially, number of fruits per fruit-bearing branch and number of seeds per fruit showed higher values among populations in total variance component. Coefficients of variation in the number of fruits per fruit-bearing branch and seed weight are relatively high (42.0~75.3%) compared to other traits (11.9~32.1%). As a result of simple correlation analysis, the number of fruits per fruit-bearing branch showed a significant positive correlation with latitude but showed a negative correlation with longitude. According to cluster analysis, geographically close populations showed the tendency of clustering into the same group. Three principal components (PC) were deduced from principal component analysis, which explain the 87% of total variance of fruit and seed characteristics. The highest contribution was seed length and seed weight in PC1, fruit width and seed index in PC2 and fruit length and number of fruits per fruit-bearing branch in PC3.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.395-407
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• 2016

This study aims to apply the G-theory for estimation of reliability of evaluation scores between raters on Taekwondo Poomsae rating categories. Selecting a number of game days and raters as multiple error sources, we analyzed the error sources caused by relative magnitude of error variances of interaction between the factors and proceeded with D-study based on the results of G-study for optimal determination of measurement condition. The results showed below. The estimated outcomes of variance component for accuracy among the Taekwondo Poomsae categories with G-theory showed that impact of error was the biggest influence factor in raters conditions and in order of interaction in subjects and between subjects, also impact of variance component estimation error on expression category was the major influence factor in interaction and in order of the between subjects and raters. Finally, the result of generalizability coefficient estimation via D-study showed that measurement condition of optimal level depend on the number of raters was 8 persons of raters on accuracy category, and stable reliability on expression category was gained when the raters were 7 persons.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.54 no.1
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• pp.24-28
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• 2009

This study was conducted to evaluate the growth characters and yield components of 18 collected sesame cultivars to get basic information on the variation for the sesame breeding using principal component analysis. All characters except days to flowering, days to maturity and 1,000 seed weight showed significantly different. Seed weight per 10 are showed higher coefficient of variance. Capsule bearing stem length and liter weight showed positive correlation with seed yield per 10 are. The principal components analysis grouped the estimated sesame cultivars into four main components which accounted for 83.7% of the total variation at the eigenvalue and its contribution to total variation obtained from principal component analysis. The first principal component ($Z_1$) was applicable to increase plant height, capsule bearing stem length and 1,000-seed weight. The second principal component ($Z_2$) negatively correlated with days to flowering and maturity by which it was applicable to shorten flowering and maturity date of sesame. At the scatter diagram, Yangbaek, Ansan, M1, M2, M4, M7 and M9 were classified as same group, but M10, Yanghuk, Kanghuk, M5, M6, M12 and M13 were classified as different group. This results would be helpful for sesame breeder to understand genetic relationship of some agronomic characters and select promising cross lines for the development of new sesame variety.

• Earthquakes and Structures
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• v.5 no.3
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• pp.359-378
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• 2013

The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

• Journal of Environmental Health Sciences
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• v.28 no.3
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• pp.34-38
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• 2002

Statistical analysis between sewage plant operating parameters and the effluent quality was performed. We extracted two factors from principal component analysis of operating parameters and effluent quality from each plant. The total variance of 84.7%, 79.2% was explained by the two factors at SB plant and SC plant, respectively. The factors were identified at SB plant in the following order 1) the oxidation of organic material by aeration basin microbe,2) biomass in aeration basin and at SC plant 1) the oxidation of organic material by aeration basin microbe, 2) thickening of acti-vated sludge. These results suggested that the control of microbial composition might be critical on the improvement of the effluent quality and plant operating efficiency because most of the factors were related with microbes.