• Journal of Positioning, Navigation, and Timing
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• 제4권1호
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• pp.25-31
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• 2015

In this paper, we described the timing-offset comparison results between various daily jump compensation methods for GPS carrier phase (CP) measurement data. For the performance comparison, we used about 70 days GPS measurement data obtained from two GPS geodetic receivers which share the reference 1 PPS and RF signals and closely located in each other within a few meters. From the experiment results, the followings were observed. First, daily jumps existed in CP measurements depend on not only the environment but also the receiver which will make a full compensation be very hard or impossible. Second, clock bias can be occurred in the case of using a simple compensation with accumulation of daily jumps but it could be used in a short-period frequency comparison campaign (less than about 7 days) despite of its drawback.

• Communications for Statistical Applications and Methods
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• 제23권2호
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Journal of Korea Trade
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• 제23권2호
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• pp.110-126
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• 2019

Purpose - This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns using the frequency of five minute returns spanning the period from February 2010 through February 2018with periodicity filters. Design/Methodology - This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns occurred from 2010 through 2018, and the very exceptionally large and irregular jumps occurred around 2010-2011, after the EU financial crisis, and 2015-2016. The outliers occurred somewhat frequently around the years of 2015 and 2016. Originality/value - When we include periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro exchange rates have smaller daily jump probabilities by 20-30% than when we do not include the periodicity filters of volatility. Thus, when we consider the periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro have considerably smaller jump probabilities.

• 응용통계연구
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• 제29권1호
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• pp.99-112
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• 2016

비대칭 점프확산 모형은 자산 가격의 비대칭적 변동을 효과적으로 설명하는 모형으로 활용되어 왔다. 그러나 다변량 모형으로 확장한 다변량 비대칭 라플라스 점프확산 모형은 가능도함수가 닫힌 해로 존재하지 않아 모형의 추론에 한계가 존재하였다. 본 논문에서는 이러한 한계점을 극복하기 위해 자료 확장 기법을 제안하고 새로운 베이지안 추론 방법을 개발한다. 본 논문에서 제안된 모형은 단일 점프와 공통 점프 뿐만 아니라 모든 가능한 조합으로 발생하는 점프를 반영한 확장된 다변량 비대칭 라플라스 점프확산 모형이다. 이러한 모형을 분석하기 위해 붕괴된 깁스 샘플러를 고안한 베이지안 방법을 개발하였다. 본 논문에서 제안된 모형과 방법을 모의실험 자료 및 2005년 1월 3일부터 2015년 9월 30일까지 관찰된 일별 KOSPI, S&P500, 그리고 Nikkei225에 적용하여 효율성을 검증하였다.

• 한국가정과교육학회지
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• 제28권4호
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• pp.159-167
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• 2016

본 연구는 청소년의 우유 섭취, 영양 섭취 및 체력 간의 관계를 알아보고자 실시되었다. 시도교육청과 학교의 협조를 받아 선정한 중소도시에 거주하는 298명의 청소년을 대상으로 평소 식사 및 체력장 기록을 조사하였다. 우유 유제품 섭취는 식사조사를 이용해 파악하였고, 우유 유제품으로 섭취한 1일 평균 칼슘 섭취량을 우유 200 mL 중의 칼슘 함량과 비교해 1일 평균 우유칼슘당량을 구하였다. 식사조사는 식사기록법에 의해 주중 2일과 주말 1일을 포함하는 3일간 실시하였고, 식사조사지의 식사 내용을 CAN-Pro 3.0에 입력해 영양소 섭취량을 구한 후 1일 평균 영양소 섭취량을 산출하였다. 체력장 기록은 학교에서 정규적으로 실시하는 자료에 따랐다. 조사 대상 청소년의 1일 평균 우유칼슘당량은 우유칼슘당량을 기준으로 분류한 저섭취군(${\leq}0.29$/일), 중섭취군(0.30-0.78/일), 고섭취군(0.79-5.66/일)에서 모두 권장 수준인 '2'보다 낮아 조사대상자의 우유 섭취가 전반적으로 부족하였다. 1일 평균 우유칼슘당량이 높을수록 50 m 달리기와 제자리멀리뛰기 기록이 유의적으로 높았다. 그리고 대부분의 에너지 영양소, 비타민, 무기질의 1일 평균 섭취량과 50 m 달리기, 제자리멀기뛰기, 오래달리기 기록이 높은 방향으로 유의적인 상관관계가 있었다(p<0.05). 따라서 청소년기에 우유 섭취와 함께 균형잡힌 영양 섭취를 하면 체력 향상에 도움이 되므로 중등학교 가정교과의 식생활교육에서 청소년기에 1일 2컵의 우유 섭취를 실천하도록 지도해야 하며 아울러 중등학교의 학교우유급식 활성화를 위한 제도적 뒷받침도 이루어질 필요가 있다고 하겠다.

• Asia pacific journal of information systems
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• 제7권1호
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• pp.67-83
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• 1997

The utility of learning techniques in investment analysis has been demonstrated in many areas, ranging from forecasting individual stocks to entire market indexes. To date, however, the application of artificial intelligence to financial forecasting has focused largely on short predictive horizons. Usually the forecast window is a single period ahead; if the input data involve daily observations, the forecast is for one day ahead; if monthly observations, then a month ahead; and so on. Thus far little work has been conducted on the efficacy of long-term prediction involving multiperiod forecasting. This paper examines the impact of alternative procedures for extended prediction using knowledge discovery techniques. One dimension in the study involves temporal granularity: a single jump from the present period to the end of the forecast window versus a web of short-term forecasts involving a sequence of single-period predictions. Another parameter relates to the numerosity of input variables: a technical approach involving only lagged observations of the target variable versus a fundamental approach involving multiple variables. The dual possibilities along each of the granularity and numerosity dimensions entail a total of 4 models. These models are first evaluated using neural networks, then compared against a multi-input jump model using case based reasoning. The computational models are examined in the context of forecasting the S&P 500 index.

• 응용통계연구
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• 제27권6호
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• pp.959-973
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• 2014

자산가격의 비대칭적 변동을 설명하기 위해 최근 비대칭적 점프확산 모형이 제안되었다. 본 논문에서는 이러한 자산가격 모형을 분석하는데 사용되는 효율적인 베이지안 방법을 제안한다. 본 논문에서 제안되는 방법은 모형 요소가 쉽게 추출되는 편의성을 희생하지 않으면서도 조건부 분포들간의 함수적 비호환성을 통해 효율성을 향상시킬 수 있는 부분붕괴 깁스 샘플러를 고안함으로써 개발되었다. 제안된 방법은 모의실험 자료에 적용되어 그 효율성을 검증하였고 1980년 9월부터 2014년 8월까지 관찰된 일별 S&P 500 자료에 적용되었다.

• 한국의류학회지
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• 제41권2호
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• pp.326-340
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• 2017

This study explores the daily life of Korean designers in New York. We use in-depth interviews within the daily lives of participants to first reveal the time structure and meaning of everyday life. In this everyday time frame, this study reveals the content and meaning of life in New York, which is especially useful for fashion majors. Participants were 11 single Korean women around 30 years old working as designers in New York. Data was collected from Manhattan, New York, from November 2013 to February 2014 through the use of in-depth interviews and participant observation. Data collected daily life information on time usage, money, and energy that is first summarized into 229 meaning units. In the following, 55 central meanings were derived from stories common to behaviors for study participants and 19 subcategories were compressed into academic language. Finally, the generalized categories are divided into six categories of study life, work life, future life, family life, leisure life and fashion life. As a result of the first study, the daily time structure consisted of customary public time and personal repeat time. Second, the customary public time categories included the studying for 'Beginning to jump again to the best', 'Now working as a designer in New York', and future life expecting 'Future growing as a career woman'. Repeated personal time categories include family life: 'A single life of a lonely and poor gentile', leisure life: 'Healing life that is supported by abundant advanced culture', and fashion life: 'New York fashion life coexist with harmony'. Third, work was the center of everyday life for study participants versus fashion and leisure that were central to everyday life when not working.

• 한국식품영양학회지
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• 제6권4호
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• pp.255-267
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• 1993

This study was performed to investigate the correlations among physical anthropometric measurement, diet intakes, physical fitness test, and serum lipids in eight sedentary women(control group), and twenty seven exercising women(aerobic groups), aged 35~45 years. The results of the study are as follows : 1) systolic blood pressure(SBP) and diastolic blood pressure(DBP) of aerobic groups were lower than serf entary. Pulse rate was decreased according to the length of aerobic periods. Muscular endurance and jump power of all subjects were stronger than standard range, and those of aerobic exercising groups were stronger than control group. Muscular power of the upper half of the body In all subjects were lower than standard range. 2) Daily calorie intakes of all subjects were in the ring: of recommended dietary allowances (RDA) for Koreans. But daily protein Intakes were higher than RDA. daily cholestrol intakes of all subjects were slightly less than 200~300 mg: which is normal consumption of Koreans. 3) There was a significant positive correlation between serum 7G and daily protein intakes. It was considered that excessive protein intake converted to serum 7G. There was not a significant correlation between serum TC and dietary TC. Therefore, dietary TC seemed to have not much effect on serum TC. Physical fitness was negatively related to serum TG, TC, LDL-C, but positively related to HDL-C, HDL-C /TC. It was found that the serum lipids could be changed better according to improving the physical fitness. There were significant positive correlations between SBP and serum TC, LDL-C. (According to this results), the higher SBP, the higher serum TC, LDL-C tended to be. There was a significant positive correlations between sit up and weightloss nth exercise r=0.7(p<0.001), push ups and weightless with exercise r=0.5(p<0.001). It was considered that muscle strength could be improved according to the weightloss. 4) The purpose of exercise in aerobic groups was rather promoting health than reducing body fatness. Most of al1 subjects (83.2%) drank caffeine-contained beverage therefore, we should concern about that absorption of Fe could be Interrupted and blood pressure could be elevated by caffeine.

• Communications for Statistical Applications and Methods
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• 제29권1호
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• pp.127-150
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• 2022

We discuss multiple change-point estimation as edge detection in piecewise smooth functions with finitely many jump discontinuities. In this paper we propose change-point estimators using concentration kernels with Fourier coefficients. The change-points can be located via the signal based on Fourier transformation system. This method yields location and amplitude of the change-points with refinement via concentration kernels. We prove that, in an appropriate asymptotic framework, this method provides consistent estimators of change-points with an almost optimal rate. In a simulation study the proposed change-point estimators are compared and discussed. Applications of the proposed methods are provided with Nile flow data and daily won-dollar exchange rate data.