• Journal of Electrical Engineering and Technology
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• v.8 no.3
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• pp.421-427
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• 2013

The dependence between wind speeds in multiple wind sites has a considerable impact on the reliability of power systems containing wind energy. This paper presents a new method to generate dependent wind speed time series (WSTS) based on copulas theory. The basic feature of the method lies in separating multivariate WSTS into dependence structure and univariate time series. The dependence structure is modeled through the use of copulas, which, unlike the cross-correlation matrix, give a complete description of the joint distribution. An autoregressive moving average (ARMA) model is applied to represent univariate time series of wind speed. The proposed model is illustrated using wind data from two sites in Canada. The IEEE Reliability Test System (IEEE-RTS) is used to examine the proposed model and the impact of wind speed dependence between different wind regimes on the generation system reliability. The results confirm that the wind speed dependence has a negative effect on the generation system reliability.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.2
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• pp.141-154
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• 2014

It is widely confirmed that online retailers can obtain crucial resources and greater growth potential by depending on the external web portal sites as it is explained in resource dependence theory. Nevertheless, recent studies show that the effect of dependence may not always be beneficial for firms and stress the importance of finding relevant contingent factors. In this study, we identify and suggest that firms' age and niche width strategy, whether generalist or specialist, are contributing factors on moderating the positive relationship between resource dependence and firm growth. To test our hypotheses based on the theory, we have collected monthly web traffic data of online retailers and portals from March 2000 and July 2008. The empirical results lend support to our theory of the firm age having a negative interaction effect on web traffic dependence. Moreover, results verified that positive effect of depending on the portals may become greater if the online retailer is a specialist in terms of niche width.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.245-254
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• 2014

The traditional methods of simulating daily precipitation have paid little attention to the inherent dependence structure between the total precipitation amount and the precipitation frequency for a fixed period of time. To address this issue, we propose a new simulation algorithm using copula in order to incorporate the dependence into the traditional methods. The algorithm consists of two parts: First, while reflecting the observed dependence, we generate the total precipitation amount (S) and the frequency (N) during the period of interest; then we simulate the daily precipitation whose aggregation matches the pair of (N; S) generated in the first part. Our result shows that the proposed method substantially improves the traditional methods.

• Journal of the Korean Society of Safety
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• v.24 no.5
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• pp.28-33
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• 2009

The thermochemical parameters for safe handling, storage, transport, operation and process design of flammable substances are explosion limit, flash point, autoignition temperatures(AITs), minimum oxygen concentration(MOC), heat of combustion etc.. Also it is necessary to know explosion limit at high temperature and pressure. For the safe handling of benzene, lower explosion limit(LEL) at $25^{\circ}C$, the temperature dependence of the explosion limits and flash point were investigated. And the AITs for benzene were experimented. By using the literatures data, the lower and upper explosion limits of benzene recommended 1.3 vol% and 8.0 vol%, respectively. This study measured relationship between the AITs and the ignition delay times by using ASTM E659-78 apparatus for benzene, and the experimental AIT of benzene was $583^{\circ}C$. The new equations for predicting the temperature dependence of the explosion limits of benzene is proposed. The values calculated by the proposed equations were a good agreement with the literature data.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.565-584
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• 1999

the covariance process of two martingales provides a useful tool to capture the dependence structure for paired censored data. in this paper it is applied to modify the variances of weighted logrank tests in order to take account of dependence between paired subjects. In the process of modification a 'variance correction term' is introduced. Some variance estimators based on separate samples are considered together. Performance of the estimators are compared through simulation studies. Several independence tests for bivariate sruvival date are also proposed which are naturally reduced from the weighted logrank tests accomodating dependence structure. Simulation studies are carried out to compare the independence tests. Both the weighted logrank tests and the independence tests are illustrated by an example.

• Communications for Statistical Applications and Methods
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• v.30 no.5
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• pp.467-483
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• 2023

In this research, a conversion function and a distortion associated with the conversion function are defined and used to derive a unit power Gompertz distortion. A new family of copulas is built using the global distorted function. Four base copulas, namely Clayton, Gumbel, Frank, and Gaussian, are distorted into the family. Some properties including tail dependence coefficients and tail order are examined. Kendall's tau formula is derived for new copulas when the base copula is Clayton, Gumbel, or Frank. The maximum pseudo-likelihood estimation method is employed, and a simulation study was performed. The log-likelihood and AIC are reported to compare the performance of the fitted copulas. According to the applied data, the results indicate that new distorted copulas with additional parameters improve the fit.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.59-79
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• 2021

Value at Risk (VaR) is one of the most common risk management tools in finance. Since a portfolio of several assets, rather than one asset portfolio, is advantageous in the risk diversification for investment, VaR for a portfolio of two or more assets is often used. In such cases, multivariate distributions of asset returns are considered to calculate VaR of the corresponding portfolio. Copulas are one way of generating a multivariate distribution by identifying the dependence structure of asset returns while allowing many different marginal distributions. However, they are used mainly for bivariate distributions and are not widely used in modeling joint distributions for many variables in finance. In this study, we would like to examine the performance of various copulas for high dimensional data and several different dependence structures. This paper compares copulas such as elliptical, vine, and hierarchical copulas in computing the VaR of portfolios to find appropriate copula functions in various dependence structures among asset return distributions. In the simulation studies under various dependence structures and real data analysis, the hierarchical Clayton copula shows the best performance in the VaR calculation using four assets. For marginal distributions of single asset returns, normal inverse Gaussian distribution was used to model asset return distributions, which are generally high-peaked and heavy-tailed.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.8
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• pp.195-204
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• 2020

The purpose of this study was to explore factors associated with smartphone dependence among adults in their 20s. The data were derived from the 2017 Survey on Smartphone Over-dependence conducted by the Ministry of Science and ICT and the National Information Society Agency. There were 3,684 participants. The data were analyzed by frequency, percentage, mean, standard deviation, independent t-test, Pearson's correlation coefficient, and weighted hierarchical multiple regression analysis. For the results, factors related with higher smartphone dependence of participants were duration (β=.18, p=.000) and frequency (β=.04, p=.000) of usage, gaming (β=.15, p=.000), watching videos (β=.09, p=.000), mobile shopping (β=.05, p=.000), working (β=.05, p=.010), e-mailing (β=.13, p=.000), and sports betting (β=.07, p=.000). Music (β=-.07, p=.000) and adult content (β=-.07, p=.000) significantly reduced their smartphone dependence. SNS (Social Networking Services) (β=.01, p=.358) and instant messengers (β=-.02, p=.330) were not factors related to smartphone dependence. However, instant messengers were the most used by participants and had a strong correlation with working (r=.55, p=.000). This study shows that smartphone usage patterns related with smartphone dependence among adults in their 20s are different from those of children and adolescents. These results could be used to more deeply understand smartphone dependence among adults in their 20s and plan early detection and prevention and care of dependence.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 2002.10b
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• pp.355-356
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• 2002

The dielectric permittance and the dielectric loss factor of several lubricating oils were measured at frequencies from 100 Hz to 1.5 MHz. The measurements were carried out under atmospheric pressure as a function of temperature and under fixed temperature as a function of pressure. Temperature and pressure dependence of dielectric relaxation time were investigated. The temperature dependence of relaxation time obeyed the Vogel-Fulcher-Tammann (VFT) law. We modified the VFT equation in order to express the dielectric relaxation time as a function of temperature and pressure. Furthermore. by taking into consideration the similarity of the temperature and pressure dependence between dielectric relaxation and mechanical relaxation. the prediction of high-pressure viscosity were conducted. The predicted results were compared with the viscosity data obtained from the falling-sphere type viscometer.

• Korean Journal of Child Studies
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• v.16 no.1
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• pp.49-64
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• 1995

The purpose of this study was to investigate differences in social play, cognitive play, and social-cognitive play patterns as related to young children's field independence-dependence cognitive styles. Sixteen field independent and sixteen field dependent children were selected from a group of 79 young children with the use of Preschool Embedded Figures Test(PEFT). Their social play, cognitive play, and social-cognitive play patterns were observed. The data collected for this study were analyzed by using SPSS/$PC^+$; frequency, percentage and ${\chi}^2$ test. The results of this study were that (1) difference of social play patterns as related to young children's field independence-dependence cognitive styles was not found, (2) differences were found in cognitive play patterns as related to young children's field independence-dependence cognitive styles, and (3) differences were found in social-cognitive play pattern as related to young children's field independence-dependence cognitive styles.