• East Asian Economic Review
• /
• v.20 no.2
• /
• pp.169-190
• /
• 2016

This paper tests the weak-form efficient market hypothesis for Korean industry-sorted portfolios. Based on a panel variance ratio approach, we find significant mean reversion of stock returns over long horizons in the pre Asian currency crisis period but little evidence in the post-crisis period. Our empirical findings are consistent with the fact that Korea accelerated its integration with international financial market by implementing extensive capital liberalization since the crisis.

• Journal of Korean Society for Quality Management
• /
• v.27 no.3
• /
• pp.67-78
• /
• 1999

In parameter design introduced by Taguchi, we analyze a performance measure, so called SN ratio. The SN ratio is a function of the expected loss due to the variation of quality characteristic. In this paper, an easy way for developing performance measures is presented, which can be used to control several quality characteristics simultaneously in parameter design. To develop such multivariate performance measures, the transformation method of the expected loss and combining techniques are employed. And the analysis of real empirical data for an application of the proposed method is also presented.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
• /
• 2001.11a
• /
• pp.499-503
• /
• 2001

Fatigue behavior of reinforced concrete (RC) elements has been experimentally and analytical investigated. Fatigue behavior influenced by longitudinal reinforcement ratio, strength of concrete and load ratio P／sub u／／P／sub o／. The purpose of these studies is to propose an empirical formula for fatigue behavior on basis of experimental results. Also an analytical method to predict the crack propagation of RC beams has been developed based on the relationships between bond stress and slip.

• Journal of the Korean Society for Railway
• /
• v.8 no.6 s.31
• /
• pp.495-499
• /
• 2005

Fatigue behavior of reinforced concrete(RC) elements has been experimentally and analytical investigated. Fatigue behavior is influenced by a longitudinal reinforcement ratio, strength of concrete and a load ratio Pu/Po. The purpose of this study to propose an empirical formula for the fatigue behavior on the basis of experimental results. Also an analytical method to predict the crack propagation of RC beams has been developed based on the relationships between bond stress and slip.

• Communications for Statistical Applications and Methods
• /
• v.6 no.3
• /
• pp.967-976
• /
• 1999

In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

• Journal of Korean Society for Quality Management
• /
• v.21 no.1
• /
• pp.96-107
• /
• 1993

In parameter design Taguchi analyzed a statistic which he called signal-to-noise(SN) ratio by using the experimental design technique. However he gave no justification for using SN ratios in the optimization procedure of parameter design. In this paper we discuss the validity of such SN ratios as proper statistics to be analyzed in parameter design. Moreover, using the real empirical data we examine the appropriateness of SN ratios, and we explain how transformation technique can be applied in parameter design as an alternative method of analysis.

• 한국디지털정책학회:학술대회논문집
• /
• 2006.12a
• /
• pp.327-336
• /
• 2006

The odds ratio is used for assessing the disease-exposure association, because epidemiological data for case-control of cohort studies are often summarized into 2 ${\times}$ 2 tables. In this paper we define the odds ratio function(ORF) that extends odds ratio used on discrete survival event data to continuous survival time data and propose estimation procedures with censored data. The first one is a nonparametric estimator based on the Nelson-Aalen estimator of comulative hazard function, and the others are obtained using the concept of empirical odds ratio. Asymptotic properties such as consistency and weak convergence results are also provided. The ORF provides a simple interpretation and is comparable to survival function or comulative hazard function in comparing two groups. The mean square errors are investigated via Monte Carlo simulation. The result are finally illustrated using the Melanoma data.

• Korean Journal of Chemical Engineering
• /
• v.35 no.11
• /
• pp.2150-2156
• /
• 2018

We suggest a systematic method for obtaining the optimal compression ratio in the multi-stage closed-loop compression process of carbon dioxide. Instead of adopting the compression ratio of 3 to 4 by convention, we propose a novel approach based on mathematical analysis and simulation. The mathematical analysis prescribes that the geometric mean is a better initial value than the existing empirical value in identifying the optimal compression ratio. In addition, the optimization problem considers the initial installation cost as well as the energy required for the operation. We find that it is best to use the fifth stage in the general closed-loop type carbon dioxide multi-stage compression process.

• Wind and Structures
• /
• v.22 no.2
• /
• pp.185-209
• /
• 2016

Across-wind aerodynamic damping ratios are identified from the wind-induced acceleration responses of 15 aeroelastic models of rectangular super-high-rise buildings in various simulated wind conditions by using the random decrement technique. The influences of amplitude-dependent structural damping ratio and natural frequency on the estimation of the aerodynamic damping ratio are discussed and the identifying method for aerodynamic damping is improved at first. Based on these works, effects of turbulence intensity $I_u$, aspect ratio H/B, and side ratio B/D on the across-wind aerodynamic damping ratio are investigated. The results indicate that turbulence intensity and side ratio are the most important factors that affect across-wind aerodynamic damping ratio, whereas aspect ratio indirectly affects the aerodynamic damping ratio by changing the response amplitude. Furthermore, empirical aerodynamic damping functions are proposed to estimate aerodynamic damping ratios at low and high reduced speeds for rectangular super-high-rise buildings with an aspect ratio in the range of 5 to 10, a side ratio of 1/3 to 3, and turbulence intensity varying from 1.7% to 25%.

• Advances in concrete construction
• /
• v.6 no.1
• /
• pp.1-13
• /
• 2018

An experimental investigation has been carried out on the use of an environmentally sustainable material, bamboo, in the construction of precast concrete structural wall panels. The strength and behaviour of three prototype bamboo reinforced concrete wall panel specimens under two-way in-plane action was studied. The specimens with varying aspect ratio and thinness ratio were tested to fail under a uniformly distributed in-plane load applied at an eccentricity of t/6. The aspect ratio of the specimens considered includes 1.667, 1.818 and 2 and the thinness ratio includes 12.5, 13.75 and 15. The influence of aspect ratio and thinness ratio of bamboo reinforced concrete wall panels, on its strength and behaviour was discussed. Varnished and sand blasted bamboo splints of 20 mm width and thickness varying from 8 to 15 mm were used as reinforcement in concrete. Based on the study, an empirical equation was developed considering the geometrical parameters of bamboo reinforced concrete wall panels for predicting its ultimate strength under two way in-plane action.