• 수산경영론집
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• 제40권2호
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• pp.49-70
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• 2009

This study proviedes GARCH model(Bollerslev, 1986) to analyze the structural characteristics of price volatility in domestic aquacultural fish market of Korea. As a case study, flatfish and rock-fish are analyzed as major species with relatively high portion in an aspect of production volume among fish captured in Korea. For analyzing, this study uses daily market data (dating from Jan 1 2000 to June 30, 2008) published by the Noryangjin Fisheries Wholesale Market which is located in Seoul of Korea. This study performs normality test on trading volume and price volatility of flatfish and rock-fish as an advanced empirical approach. The normality test adopted is Jarque-Bera test statistic. As a result, first, a null hypothesis that "an empirical distribution follows normal distribution" was rejected in both fishes. The distribution of daily market data of them were not only biased toward positive(+) direction in terms of kurtosis and skewness, but also characterized by leptokurtic distribution with long right tail. Secondly, serial correlations were found in data on market trading volume and price volatility of two species during very long period. Thirdly, the results of unit root test and ARCH-LM test showed that all data of time series were very stationary and demonstrated effects of ARCH. These statistical characteristics can be explained as a reasonable ground for supporting the fitness of GARCH model in order to estimate conditional variances that reveal price volatility in empirical analysis. From empirical data analysis above, this study drew the following conclusions. First of all, from an empirical analysis on potential effects of seasonality and the day of week on price volatility of aquacultural fish, Monday effects were found in both species and Thursday and Friday effects were also found in flatfish. This indicates that Monday is effective in expanding price volatility of aquacultural fish market and also Monday has higher effects upon the price volatility of fish than other days of week have since it has more new information for weekend. Secondly, the empirical analysis led to a common conclusion that there was very high price volatility of flatfish and rock-fish. This points out that the persistency parameter($\lambda$), an index of possibility for current volatility to sustain similarly in the future, was higher than 0.8-equivalently nearly to 1-in both flatfish and rock-fish, which presents volatility clustering. Also, this study estimated and compared and model that hypothesized normal distributions in order to determine fitness of respective models. As a result, the fitness of GARCH(1, 1)-t model was better than model where the distribution of error term was hypothesized through-distribution due to characteristics of fat-tailed distribution, was also better than model, as described in the results of basic statistic analysis. In conclusion, this study has an important mean in that it was introduced firstly in Korea to investigate in price volatility of Korean aquacultural fishery products, although there was partially a limited of official statistic data. Therefore, it is expected that the results of this study will be useful as a reference material for making and assessing governmental policies. Also, it is looked forward that the results will be helpful to build a fishery business plan as and aspect of producer, and also to take timely measures to potential price fluctuations of fishery products in market. Hence, it is advisable that further studies related to such price volatility in fishery market will extend and evolve into a wider variety of articles and issues in near future.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2002년도 하계학술대회 논문집 A
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• pp.320-326
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• 2002

Distribution system loss minimization re-configuration is 0-1 planning problem, and the number of combinations requiring searches is extremely large when dealing with typical system scales. For this reason, the application of a genetic algorithm (GA) seems attactive to solve this problem. Although Genetic algorithms are a type of random number search method, they incorporate a multi-point search feature and are therefore superior to one-point search techniques. The efficiency of GAs for solving large combinational problem has received wide attention. Further, parallel searching can be performed and the optimal solution is more easily reached. In this paper, for improving GA convergence characteristics in the distribution system loss minimization re-configeration problem, a chromosome "Limited Life" concept is intro duced. Briefly, considering the population homogenization and genetic drift problems, natural selection is achieved by providing this new concept, in addition to natural selection by fitness. This is possible because individuals in a population have an age value. Simulations were carried out using a model system to check this method's validity.

• 한국의류학회지
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• 제21권7호
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• pp.1247-1257
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• 1997

The purpose of this study was to classify size specifications of Korean adult male for the men's ready·made garments, especially jacket and dress shirts. Concept of the comfort and fitness has become a major concern in the basic function of the ready-made garments. Data were collected by the real anthropometric measurement and by the photographic sources. Sample size was 1.290 subjects as the sample and their age range was from 19 to 54 pean old by the stratified sampling method. 66 variables from the direct anthropometric data in total were applied to analyze. ANOVA in SAS package was applied to the data and the expected frequency distribution of 10.000 men was calculated by the extraction of density function. Control dimensions for jacket and dress shirts has been designated by Bcorean Apparel Sizing System (KS-K). Therefore this study was performed to classify size specifications by the control dimensions and at the same interval of KS-K. The drop values of 15, 12 and 9 has the high coverage rate of 22.1%, 21.0% and 18.8% respectively and are composed of the majority of 61.9% of the subjects. According to the drop values, size specifications and distribution of control and reference dimensions are predicted. About 65.75% of the expected frequency distribution without stature were covered by 19 size specification.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 A
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• pp.36-38
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• 2004

This paper presents an application of parallel hybrid Genetic Algorithm-Tabu Search (GA-TS) algorithm to search an optimal solution of a recokiguration in distribution system. In parallel hybrid CA-TS, after CA operations, stings which are not emerged in the past population are selected in the reproduction procedure. After reproduction operation, if there are many strings which are in the past population, we add new random strings into the population, if there's no improvement for the predetermined iteration, local search procedure is executed by TS for the strings with high fitness function value. To show the usefulness of the proposed method, developed algorithm has been tested and compared on a distribution system in the reference paper.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 A
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• pp.446-448
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• 2004

This paper presents an application of parallel hybrid Genetic Algorithm-Tabu Search (GA-TS) algorithm to search an optimal solution of a service restoration in distribution system. In parallel hybrid GA-TS, after GA operations, strings which are not emerged in the past population are selected in the reproduction procedure. After reproduction operation, if there are many strings which are in the past population, we add new random strings into the population. If there's no improvement for the predetermined iteration, local search procedure is executed by f for the strings with high fitness function value. To show the usefulness of the proposed method, developed algorithm has been tested and compared on a practical distribution system in Korea.

• 한국수자원학회논문집
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• 제46권6호
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• pp.643-653
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• 2013

적절한 확률분포형을 결정하고 그에 따른 확률수문량을 산정하는 것은 빈도해석에서 가장 중요한 절차이며, 이를 수행하기 위해서는 경험적 확률분포에서 얻어지는 자료와 가정한 확률분포에서 얻어지는 자료의 일치 정도를 판별하는 적합도 검정을 거쳐야 한다. 지금까지 일반적으로 적용된 적합도 검정 방법은 분포형의 전체적인 적합정도를 판별하여 최근의 기상이변으로 인한 극치 사상에 대하여는 충분히 고려하지 못하고 있다. 따라서 본 연구에서는 분포형의 극치 사상에 가중치를 주는 modified Anderson-Darling(AD) 검정 방법을 3변수 Weibull 분포형에 적용하여 검정통계량 한계값과 기각력을 살펴보았으며 이를 실제자료에 적용한 결과, modified AD 검정 방법이 다른 기존의 적합도 검정보다 더 우수한 기각력을 가지고 있음을 확인하였다. 이는 앞으로 3변수 Weibull 분포형을 이용한 극치 수문량 선정에 있어 modified AD 방법이 하나의 기준으로 작용할 수 있을 것이라 판단된다.

• KIEE International Transactions on Power Engineering
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• 제5A권3호
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• pp.269-279
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• 2005

This paper presents an application of the parallel Adaptive Evolutionary Algorithm (AEA) to search an optimal solution of a reconfiguration in distribution systems. The aim of the reconfiguration is to determine the appropriate switch position to be opened for loss minimization in radial distribution systems, which is a discrete optimization problem. This problem has many constraints and it is very difficult to find the optimal switch position because of its numerous local minima. In this investigation, a parallel AEA was developed for the reconfiguration of the distribution system. In parallel AEA, a genetic algorithm (GA) and an evolution strategy (ES) in an adaptive manner are used in order to combine the merits of two different evolutionary algorithms: the global search capability of GA and the local search capability of ES. In the reproduction procedure, proportions of the population by GA and ES are adaptively modulated according to the fitness. After AEA operations, the best solutions of AEA processors are transferred to the neighboring processors. For parallel computing, a PC-cluster system consisting of 8 PCs·was developed. Each PC employs the 2 GHz Pentium IV CPU, and is connected with others through switch based fast Ethernet. The new developed algorithm has been tested and is compared to distribution systems in the reference paper to verify the usefulness of the proposed method. From the simulation results, it is found that the proposed algorithm is efficient and robust for distribution system reconfiguration in terms of the solution quality, speedup, efficiency, and computation time.

• Journal of Electrical Engineering and Technology
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• 제1권4호
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• pp.435-447
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• 2006

This paper presents an application of the parallel Adaptive Evolutionary Algorithm (AEA) to search an optimal solution of the service restoration in electric power distribution systems, which is a discrete optimization problem. The main objective of service restoration is, when a fault or overload occurs, to restore as much load as possible by transferring the de-energized load in the out of service area via network reconfiguration to the appropriate adjacent feeders at minimum operational cost without violating operating constraints. This problem has many constraints and it is very difficult to find the optimal solution because of its numerous local minima. In this investigation, a parallel AEA was developed for the service restoration of the distribution systems. In parallel AEA, a genetic algorithm (GA) and an evolution strategy (ES) in an adaptive manner are used in order to combine the merits of two different evolutionary algorithms: the global search capability of the GA and the local search capability of the ES. In the reproduction procedure, proportions of the population by GA and ES are adaptively modulated according to the fitness. After AEA operations, the best solutions of AEA processors are transferred to the neighboring processors. For parallel computing, a PC cluster system consisting of 8 PCs was developed. Each PC employs the 2 GHz Pentium IV CPU and is connected with others through switch based fast Ethernet. To show the validity of the proposed method, the developed algorithm has been tested with a practical distribution system in Korea. From the simulation results, the proposed method found the optimal service restoration strategy. The obtained results were the same as that of the explicit exhaustive search method. Also, it is found that the proposed algorithm is efficient and robust for service restoration of distribution systems in terms of solution quality, speedup, efficiency, and computation time.

• 한국산림과학회지
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• 제111권2호
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• pp.311-318
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• 2022

본 연구는 꿀샘식물인 아까시나무의 적지적수 조림을 위해 판정기준인 지위지수를 도출하고, 도출된 지위지수별 경급별 분포 변화를 알아보기 위하여 수행되었다. 아까시나무 임분의 지위지수를 추정하기 위하여 적용한 모델은 Chapman-Richards식이었다. 도출된 식에 따르면, 우리나라 아까시나무의 지위지수는 기준임령이 30년 일 때 16~22 범위 내에 분포하는 것으로 나타났다. 그리고 지위지수 추정 모델의 적합성은 약 37%정도로 낮았으나, 식의 잔차분포가 한쪽으로 치우지지 않아(bias -0.0030) 활용에는 문제가 없는 것으로 판단된다. 아까시나무 생장에 따른 지위별 직경분포를 구명하기 위해서는 Weibull 직경분포함수를 이용하였다. 직경의 분포를 나타내는 인자로 평균직경과 우세목 수고를 설명변수로 하였으며, 이들은 Weibull 직경분포함수의 모수를 추정하고 복구하는 단계를 거쳤다. 최종적으로는 아까시나무 임분의 평균직경과 우세목 수고로서 직경급별 분포를 나타낼 수 있었으며, 분포 추정에 대한 설명력은 약 80.5%인 것으로 나타났다. 지위지수별 직경분포를 30년생 기준으로 도식화한 결과, 지위지수가 높을수록 직경분포 곡선이 오른쪽으로 이동함을 알 수 있었다. 즉 적지적수를 고려하여 지위지수가 높은 곳에 조림한다면 아까시나무의 생장이 왕성해져 용재생산 뿐만아니라 꿀 생산도 많아질 것임을 유추할 수 있었다. 따라서 본 아까시나무 지위지수분류표와 곡선이 꿀샘식물인 아까시나무를 조성 및 관리함에 있어 의사결정의 기준이 되기를 기대한다.

• 품질경영학회지
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• 제47권1호
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• pp.47-57
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• 2019

Purpose: This paper aims to investigate the concentration of fine particulate matter (PM2.5) in the Seoul area by predicting unhealthy days due to PM2.5 and comparing the regional differences. Methods: The extreme value theory is adopted to model and compare the PM2.5 concentration in each region, and each best model is selected through the goodness of fitness test. The maximum likelihood estimation technique is applied to estimate the parameters of each distribution, and the fitness of each model is measured by the mean absolute deviation. The selected model is used to estimate the number of unhealthy days (above $75{\mu}g/m^3$ PM2.5 concentrations) in each region, with which the actual number of unhealthy days are compared. In addition, the level of PM2.5 concentration in each region is analyzed by calculating the return levels for periods of 6 months, 1 year, 3 years, and 5 years. Results: The Mapo (MP) area revealed the most unhealthy days, followed by Gwanak (GW) and Yangcheon (YC). On the contrary, the number of unhealthy days was low in Seodaemun (SDM), Songpa (SP) and Gangbuk (GB) areas. The return level of PM2.5 was high in Gangnam (GN), Dongjak (DJ) and YC. It will be necessary to prepare for PM2.5 than other regions. On the contrary, Gangbuk (GB), Nowon (NW) and Seodaemun (SDM) showed relatively low return levels for PM2.5. However, in most of the regions of Seoul, PM25 is generated at a very poor level ($75{\mu}g/m^3$) every 6months period, and more than $100{\mu}g/m^3$ PM2.5 occur every 3 years period. Most areas in Seoul require more systematic management of PM2.5. Conclusion: In this paper, accurate prediction and analysis of high concentration of PM2.5 were attempted. The results of this research could provide the basis for the Seoul Metropolitan Government to establish policies for reducing PM2.5 and measuring its effects.