• Journal of Korean Society of Forest Science
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• v.106 no.2
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• pp.213-218
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• 2017

The purpose of this study was to develop age-biomass model in Chungnam region containing random effect. To develop the biomass model by species and tree component, data for Pinus densiflora in central region is collected to 30 plots (150 trees). The mixed model were used to fixed effect in the age-biomass relation for Pinus densiflora, with random effect representing correlation of survey area were obtained. To verify the evaluation of the model for random effect, the akaike information criterion (abbreviated as, AIC) was used to calculate the variance-covariance matrix, and residual of repeated data. The estimated variance-covariance matrix, and residual were -1.0022, 0.6240, respectively. The model with random effect (AIC=377.2) has low AIC value, comparison with other study relating to random effects. It is for this reason that random effect associated with categorical data were used in the data fitting process, the model can be calibrated to fit the Chungnam region by obtaining measurements. Therefore, the results of this study could be useful method for developing biomass model using random effects by region.

• Structural Engineering and Mechanics
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• v.28 no.2
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• pp.129-152
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• 2008

This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.34 no.1
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• pp.91-98
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• 2016

In order to apply Kriging methods for geostatistics of spatial data, an estimation of spatial coherency functions is required priorly based on the spatial distance between measurement points. In the study, the typical coherency functions, such as semi-variogram, homeogram, and covariance function, were estimated using the national geoid model. The test area consisting of 2°×2° and the Unified Control Points (UCPs) within the area were chosen as sampling measurements of the geoid. Based on the distance between the control points, a total of 100 sampling points were grouped into distinct pairs and assigned into a bin. Empirical values, which were calculated with each of the spatial coherency functions, resulted out as a wave model of a semi-variogram for the best quality of fit. Both of homeogram and covariance functions were better fitted into the exponential model. In the future, the methods of various Kriging and the functions of estimated spatial coherency need to be studied to verify the prediction accuracy and to calculate the Mean Squared Prediction Error (MSPE).

• Journal of the Korea Safety Management & Science
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• v.2 no.1
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• pp.59-75
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• 2000

최근의 추세를 볼 때 위험관리에 관한 중요성이 점점 증대하고 있다. 그럼에도 불구하고 우리나라 은행들의 위험관리 실태는 아직 미흡한 실정이다. 그리고 대부분의 은행들이 현재 위험관리에 대응하기 위하여 ALM의 갭관리, 듀레이션관리 등을 행하고 있지만 BIS에서 중요시하고 있는 VaR의 개발과 운용은 아직 초보단계에 있다. 한국 주식포트폴리오에서 몬테카를로 시뮬레이션과 Full Variance Covariance Model의 VaR값은 비슷한 수준으로 Diagonal Model 의 VaR값 보다 작음을 알 수 있다. 이는 좀 더 정교한 계산이 요구되는 Full Variance Covariance Model의 VaR값이 보다 단순한 Diagonal Model의 VaR값 보다 정확성면에서 우수하다는 것을 보여주고 있다. 한편 이자율포트폴리오 의 경우에는 델타-감마 분석법과 몬테카를로 시뮬레이션의 경우 95% 신뢰구간의 VaR는 델타-감마 분석법이 작지만 99% 신뢰구간에서의 VaR는 몬테카를로 시뮬레이션방법이 작다는 것을 알 수 있다. 그래서 어느 한 가지 방법에 의한 VaR추정치가 가장 좋은 것이라고 단정하기 어려움을 알 수 있었다.

• Asian-Australasian Journal of Animal Sciences
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• v.21 no.9
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• pp.1227-1232
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• 2008

Carcass characteristics data of Hanwoo (N = 1,084) were collected from two stations of the National Livestock Institute of Animal Science (NIAS), Korea and records from thirteen individual cow-calf operators were analyzed to estimate variance and covariance components and the effect of different slaughter endpoints. Carcass traits analyzed were cold carcass weight (CWT, kg), REA (rib eye area, cm2), back fat thickness (mm) and marbling score (1-7). Four different models were examined. All models included sex and contemporary group as fixed effects and the animal's direct genetic potential and environment as random effects. The first model fitted a linear covariate of age at slaughter. The second model fitted both linear and quadratic covariates of age at slaughter. The third model fitted a linear covariate of body weight at slaughter. The fourth model fitted both linear covariates of age at slaughter and body weight at slaughter. Variance components were estimated using the REML procedure with Gibb's sampler. Heritability estimate of CWT was in the range of 0.08-0.11 depending on the model applied. Heritability estimates of BF, REA and MS were in the ranges of 0.23-0.28, 0.19-0.26, and 0.44-0.45, respectively. Genetic correlations between CWT and BF, between CWT and REA, and between CWT and MS were in the ranges of -0.33 - -0.14, 0.73-0.84, and -0.01- 0.11, respectively. Genetic correlations between REA and BF, between MS and BF and between REA and MS were in the ranges of -0.82 ~ -0.72, 0.04~0.28 and -0.08 ~ -0.02, respectively. Variance and covariance components estimated varied by model with different slaughter endpoints. Body weight endpoint was more effective for direct selection in favor of yield traits and body weight endpoints affected more of the correlated response to selection for the traits of yield and quality of edible portion of beef.

• Women's Health Nursing
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• v.7 no.2
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• pp.141-156
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• 2001

The purpose of this study was to develop and test the structural model of a contraceptive behavior in Married Korean women. A hypothesis model was constructed on the basis of the health belief model, the theory of planned behavior and extensive literature review of contraception. The model was built by seven constructs. Four exogeneous variables included in the model were consisted of the contraceptive knowledges, the perceived threats, the sexual autonomy and the communication within a couple. Four endogenous variables were consisted of the attitudes toward contraception, the perceived control, the ability to plan a intercourse and the contraceptive behaviors. Empirical data for testing the hypothetical model were collected by the self report questionnaires from 243 Korean married women. The questionnaires used in this study were developed by this researcher and their Cronbach's alpha scores were ranged from .60 to .88. The collected data were analyzed by SPSS program(ver. 8.0) for descriptive statistical analysis and LISREL program(ver. 8.12a) for covariance structural analysis. On the basis of this results, it could be suggested that contraceptive behaviors be greatly affected by the perceived threats, the communications within couple, the attitudes toward contraception and the perceived control. Finally this model would be useful for the practice, theory and research of nursing.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.49
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• pp.43-57
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• 1999

The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.

• Korean Management Science Review
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• v.11 no.2
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• pp.29-41
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• 1994

This paper analyses the stochastic nature of the Permanent Income Hypothesis (PIH) by specifying the variance-covariance structure of PIH based on Hall and Mishkin[3]. Maximum likelihood is employed to estimate the model by explicitely incorporating the heteroscedastic nature of the data into the likelihood. The data used are individual Korean household consumption and income data. The results indicate that the data are generally consistent with the Permanent Income Hypothesis, and about 11 percent of the total variation in consumption may be attributable to the excess sensitivity of consumption to income.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.117-120
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• 1996

The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2010.10a
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• pp.705-708
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• 2010

In the paper, we have studied on algorithms for two-dimensional positioning based on GPS pseudorange Technique. First, the linearized state equation was mathematically derived based on GPS pseudorange technique. Second, the geometry model with respect to triangles formed using unit-vectors were proposed for investigation of land-based radio positioning. Finally, the corresponding mathematical formulations for DOP values and covariance matrix were designed for two-dimensional positioning.