• Journal of Korea Port Economic Association
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• v.36 no.4
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• pp.93-106
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• 2020

Trade is an important economic activity. In particular, since the establishment of the World Trade Organization (WTO), the scope of trade has been expanding due to events such as the entry of China into the WTO in 2001, the establishment of a multilateral trading system, mitigation and integration of trade barriers, and the establishment of the free trade agreement (FTA). Despite the expansion of the trade market, however, extreme events such as the 2008 global financial crisis, the 2016 Brexit, and the 2018 US-China trade war have had a direct negative impact on the trade market. Therefore, the present this study analyzed the dependence structure between the international shipping freight rate index, a variable representing trade activities, and the trade uncertainty between the US and China. The following is a summary of the analysis results. First, the US-Chinese trade policy uncertainty and international shipping freight rate index presented a Frank copula and rotated Clayton copula 270° distribution, respectively, showing the same distribution structure for each country. Second, the Kendall's tau correlation revealed a negative dependence between the international shipping freight rate index and US-Chinese trade policy uncertainty. The degree of dependence was greater in the combination of uncertainty in China's trade policy and international shipping freight rates. In other words, the dependence of global demand and trade policy uncertainty confirmed that China was stronger than the US. Finally, the tail dependence results revealed that the US-Chinese trade policy uncertainty and international shipping freight rates were independent of each other. This means that extreme events related to the trade policy uncertainty or international shipping rate index were not affected by each other.

• Language and Information
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• v.19 no.2
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• pp.109-125
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• 2015

In this study, I attempt to show two points about Korean sluicing. First, the semantic source of the null subject of the copula phrase in Korean sluicing is a null pronoun. This null subject pronoun may refer to either the antecedent indefinite individual or the antecedent event of the preceding clause. Second, depending on the presence/absence of postpositions in the remant wh-phrase, sluicing constructions are classified into two different semantic types: i) an equative clause and ii) a predicational clause.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.305-305
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• 2022

A better approach for assessing meteorological drought occurrences is increasingly important in mitigating and adapting to the impacts of climate change, as well as strategies for developing early warning systems. The present study defines meteorological droughts as a period with an abnormal precipitation deficit based on monthly precipitation data of 18 gauging stations for the Han River watershed in the past (1974-2015). This study utilizes a Bayesian parameter estimation approach to analyze the effects of climate change on future drought (2025-2065) in the Han River Basin using the Coupled Model Intercomparison Project Phase 6 (CMIP6) with four bias-corrected general circulation models (GCMs) under the Shared Socioeconomic Pathway (SSP)2-4.5 scenario. Given that drought is defined by several dependent variables, the evaluation of this phenomenon should be based on multivariate analysis. Two main characteristics of drought (severity and duration) were extracted from precipitation anomalies in the past and near-future periods using the copula function. Three parameters of the Archimedean family copulas, Frank, Clayton, and Gumbel copula, were selected to fit with drought severity and duration. The results reveal that the lower parts and middle of the Han River basin have faced severe drought conditions in the near future. Also, the bivariate analysis using copula showed that, according to both indicators, the study area would experience droughts with greater severity and duration in the future as compared with the historical period.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.14 no.2
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• pp.25-30
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• 2015

This study involved the fabrication of precision machine tools using a polycrystalline diamond tip [sintered PCD and cemented carbide (WC-Co) tip] and WC-Co shanks via diffusion bonding with a paste-type nickel alloy filler metal. Diffusion bonding is a process whereby two materials are pressed together at high temperature and high pressure for a sufficient period of time to allow significant atomic diffusion to occur. For smooth progress, a filler metal of nickel alloy was used at the interface. Optical microscopy images were used to observe the copula of the bonded layer. It was confirmed that cracks occurred near the junction in all cases. The tensile strength of the bond was measured using a universal testing machine (UTM) with WC-Co proportional test specimens.

• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.217-234
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• 2018

Copulas are a tool for constructing multivariate distributions and formalizing the dependence structure between random variables. From copula literature review, there are a few asymmetric copulas available so far while data collected from the real world often exhibit asymmetric nature. This necessitates developing asymmetric copulas. In this study, we discuss a method to construct a new class of bivariate asymmetric copulas based on products of symmetric (sometimes asymmetric) copulas with powered arguments in order to determine if the proposed construction can offer an added value for modeling asymmetric bivariate data. With these newly constructed copulas, we investigate dependence properties and measure of association between random variables. In addition, the test of symmetry of data and the estimation of hyper-parameters by the maximum likelihood method are discussed. With two real example such as car rental data and economic indicators data, we perform the goodness-of-fit test of our proposed asymmetric copulas. For these data, some of the proposed models turned out to be successful whereas the existing copulas were mostly unsuccessful. The method of presented here can be useful in fields such as finance, climate and social science.

• Wind and Structures
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• v.30 no.2
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• pp.141-153
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• 2020

Probabilistic information regarding directional extreme wind speeds is important for the precise estimation of the design wind loads on structures. A joint probability distribution model of directional extreme typhoon wind speeds is established using Monte Carlo simulation and empirical copula function to fully consider the correlations of extreme typhoon wind speeds among the different directions. With this model, a procedure for estimating directional extreme wind speeds for given return periods, which ensures that the overall risk is distributed uniformly by direction, is established. Taking 5 typhoon-prone cities in China as examples, the directional extreme typhoon wind speeds for given return periods estimated by the present method are compared with those estimated by the method proposed by Cook and Miller (1999). Two types of directional factors are obtained based on Cook and Miller (1999) and the UK standard's drafting committee (Standard B, 1997), and the directional risks for the given overall risks are discussed. The influences of the extreme wind speed correlations in the different directions and the simulated typhoon wind speed sample sizes on the estimated extreme wind speeds for a given return period are also discussed.

• The Pure and Applied Mathematics
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• v.27 no.3
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• pp.137-155
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• 2020

Redundancy is commonly employed to improve system reliability. In most situations, components in the standby configurations are assumed statistically similar but independent. In many realistic models, all parts in standby are not treated as identical as they have different failure possibilities. The operational structure of the system has subsystem-1 with five identical components working under 2-out-of-5: G; policy, and the subsystem-2 has two units and functioning under 1-out-of-2: G; policy. Failure rates of units of subsystems are constant and assumed to follow an exponential distribution. Computed results give a new aspect to the scientific community to adopt multi-dimension repair in the form of the copula.

• International Journal of Reliability and Applications
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• v.11 no.2
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• pp.107-122
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• 2010

This paper deals with the reliability analysis of a complex system, which consists of two subsystems A and B connected in series. Subsystem A has only one unit and B has two units $B_1$ and $B_2$. Marked process has been applied to model the complex system. Present reliability model incorporated two repairmen: supervisor and novice to repair the failed units. Supervisor is always there and the novice remains in vacation and is called for repair as per demand. The repair rates for supervisor and novice follow general and exponential distributions respectively and the failure time for both the subsystems follows exponential distribution. The model is analyzed under "Head of line repair discipline". By employing supplementary variable technique, Laplace transformation and Gumbel-Hougaard family of copula various transition state probabilities, reliability, availability and cost analysis have been obtained along with the steady state behaviour of the system. At the end some special cases of the system have been taken.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.46-46
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• 2017

지역가뭄빈도분석의 분위산정에 대한 신뢰성은 수문학적으로 균일한 지역으로 구분하기 위해 사용된 장기간의 과거 자료와 분석절차에 의해 결정된다. 그러나 극심한 가뭄은 매우 드물게 발생하며 신뢰 할 수 있는 지역빈도분석을 위한 지속기간이 충분치 않는 경우가 많이 발생한다. 이 외에도 우리나라의 복잡한 지형적 및 기후적 특징은 동질한 지역으로 구분하기 위한 통계적인 처리방법이 필요하였다. 본 연구에서 적용한 지역빈도분석은 여러 지역의 다양한 변수인 수문기상 특성을 분석하여 동질한 지역을 확인하고, 주요 가뭄변수(지속 시간 및 심각도)를 통합 적용하여 각각의 동질한 지역 분위를 추정함으로써 동질한 지역을 구분하는 해결책을 제시하였다. 본 연구에서는 가우시안 혼합 모형(Gaussian Mixture Model)을 기반으로 기반 군집분석 방법을 적용하여 최적의 동질한 지역을 구분하고 그 결과를 우도비검정 및 다른 유효성 검사 지수를 이용해서 확인하였다. 가우시안 혼합 모델에서 산정했던 매개변수를 방향저감 공간으로 표현하기 위해서 가우시안 혼합 모델방향 저감(GMMDR)방법을 적용하였다. 이 변수는 가뭄빈도분석을 위해 다양한 분포와 코풀라(copula) 적합도를 이용하여 추정 비교하였다. 그 결과 우리나라를 4개의 동질한 지역으로 나누게 되었다. 가우시안과 Frank copula를 이용한 Pearson type III(PE3) 분포는 우리나라의 가뭄 기간과 심각도의 공동 분포를 추정하는데 적합한 것으로 나타났다.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.41-41
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• 2016

최근 다변량 확률모형을 이용한 빈도해석이 수문자료 등에 적용되면서 다양하게 연구되고 있으며 다변량 확률모형 중 copula 모형은 주변분포형에 대한 제약이 없어 여러 분야에 걸쳐 활발히 연구되고 있다. 강우자료는 기존 일변량 빈도해석을 수행하기 위하여 사용하던 block maxima 방법 대신 최소무강우시간(inter event time)을 통하여 강우사상을 추출하여 표본으로 사용한다. 또한 기후변화로 인한 강우량의 변화등에 대응하기 위하여 비정상성 Generalized Extreme Value(GEV)와 Gumbel 등의 확률분포형에 대한 연구도 많은 부분 이루어져 있다. 본 연구에서는, Archimedean copula 모형을 이용하여 이변량 확률모형을 구축하면서 여기에 사용되는 주변분포형에 정상성/비정상성 분포형을 적용하였다. 모형의 매개변수는 inference function for margin 방법을 이용하였으며 주변분포형으로는 정상성/비정상성 GEV, Gumbel 모형을 적용하였다. 결과로 정상성/비정상성 경향을 나타내는 지점을 구분하고 각 지점에 대한 정상성/비정상성 주변분포형을 적용한 이변량 확률분포형을 구하였다.