• 한국지리정보학회지
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• 제10권2호
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• pp.164-171
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• 2007

본 연구는 GIS공간분석기법과 Huff의 확률모형을 이용하여 근린생활권중심의 상권분석을 수행하였다. 연구에 사용된 기본도는 청주시 복대동을 대상으로 하여 업종, 세대수 등을 현장 조사하여 구축하였으며, 기 구축된 LMIS에 있는 연속지적도를 활용하였다. 분석에서는 커널밀도함수(Kernel Density Function)와 최근린지수(Nearest Neighbor Index)를 활용하여 근린생활권내 점포분포 중심권역을 설정하였다. 상권분석을 수행하기 위하여 설정된 중심권역에 따라 중심지(점)와 규모를 산출한 후 상권분석의 모형인 Huff 확률모형에 적용하여 중심권역별 상권을 추출하였으며, 추출된 상권을 지도로 도식하였다. 따라서 본 연구에서는 GIS 공간분석기법 중 커널밀도함수와 최근린지수를 통해 Huff 확률모형에 적용할 수 있는 방법을 제시하였다. 이러한 방법들을 이용함으로써 보다 정확하게 상권분석을 할 수 있으며, 향후 창업하고자 하는 소상공인들에 도움이 될 수 있으리라 사료된다.

• 한국수자원학회논문집
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• 제41권3호
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• pp.265-276
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• 2008

수공구조물의 설계를 위해서는 충분한 기간의 관측자료가 필요하지만, 우리나라의 수문자료는 대부분 충분한 수의 관측자료를 보유하고 있지 못하는 실정이다. 따라서 본 연구에서는 핵밀도함수를 이용한 비동질성 Markov 모형을 통해 시간강수량 자료를 모의하였다. 첫 번째로 시간강수량 자료에 변동핵밀도함수를 이용하여 천이확률을 산정하였으며, 두 번째로 난수와 천이확률을 통해 강수가 발생하는 시간을 결정하였다. 세 번째로 강수가 발생한 시간의 강수량의 크기를 핵밀도함수를 통해 추정하였다. 분석결과에서 모의된 시간강수량은 관측시간강수량과 비슷한 통계적 특성을 보이고 있는 것으로 나타났다. 또한, 시간강수량의 모의발생을 위하여 산정한 천이확률을 이용해 강수의 무차원시간분포곡선을 유도하였다.

• 유통과학연구
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• 제13권5호
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• pp.71-82
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• 2015

Purpose - The purpose of this study is to investigate risk price implied from the pricing kernel of Korean stock distribution market. Recently, it is considered that the quantitative easing programs of major developed countries are contributing to a reduction in global uncertainty caused by the 2007~2009 financial crisis. If true, the risk premium as compensation for global systemic risk or economic uncertainty should show a decrease. We examine whether the risk price in the Korean stock distribution market has declined in recent years, and attempt to provide practical implications for investors to manage their portfolios more efficiently, as well as academic implications. Research design, data and methodology - To estimate the risk price, we adopt a non-parametric method; the minimum norm pricing kernel method under the LOP (Law of One Price) constraint. For the estimation, we use 17 industry sorted portfolios provided by the KRX (Korea Exchange). Additionally, the monthly returns of the 17 industry sorted portfolios, from July 2000 to June 2014, are utilized as data samples. We set 120 months (10 years) as the estimation window, and estimate the risk prices from July 2010 to June 2014 by month. Moreover, we analyze correlation between any of the two industry portfolios within the 17 industry portfolios to suggest further economic implications of the risk price we estimate. Results - According to our results, the risk price in the Korean stock distribution market shows a decline over the period of July 2010 to June 2014 with statistical significance. During the period of the declining risk price, the average correlation level between any of the two industry portfolios also shows a decrease, whereas the standard deviation of the average correlation shows an increase. The results imply that the amount of systematic risk in the Korea stock distribution market has decreased, whereas the amount of industry-specific risk has increased. It is one of the well known empirical results that correlation and uncertainty are positively correlated, therefore, the declining correlation may be the result of decreased global economic uncertainty. Meanwhile, less asset correlation enables investors to build portfolios with less systematic risk, therefore the investors require lower risk premiums for the efficient portfolio, resulting in the declining risk price. Conclusions - Our results may provide evidence of reduction in global systemic risk or economic uncertainty in the Korean stock distribution market. However, to defend the argument, further analysis should be done. For instance, the change of global uncertainty could be measured with funding costs in the global money market; subsequently, the relation between global uncertainty and the price of risk might be directly observable. In addition, as time goes by, observations of the risk price could be extended, enabling us to confirm the relation between the global uncertainty and the effect of quantitative easing. These topics are beyond our scope here, therefore we reserve them for future research.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.21-30
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• 2001

Suppose we observe a set of data (X$_1$,Y$_1$(, …, (X$_{n}$,Y$_{n}$) and use the Nadaraya-Watson regression estimator to estimate m(x)=E(Y│X=x). in this article bandwidth selection problem for the Nadaraya-Watson regression estimator is investigated. In particular cross validation method based on average square error(ASE) is considered. Theoretical results here include a central limit theorem that quantifies convergence rates of the bandwidth selector.tor.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.327-336
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• 2001

This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

• East Asian mathematical journal
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• 제21권2호
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• pp.191-203
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• 2005

In the present paper we first establish some basic results for a substantially more general class of functions defined below. The results include simple differentiation and fractional calculus operators(integration and differentiation of arbitrary orders) for this class of functions. These results are then invoked in determining similar properties for the generalized Wright's hypergeometric functions. Further, norm estimate of a certain class of integral operators whose kernel involves the generalized Wright's hypergeometric function, and its composition(and other related properties) with the fractional calculus operators are also investigated.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.111-118
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• 1999

We treat the problem of estimating reliability R(t) = P[Y(t) < X(t)] in the time dependent strength-stress model in which a unit of strength X(t) is subjected to environmental stress Y(t) at time t. In this paper two nonparametric approaches to estimate of R(t) are analyzed and compared with parametric method by simulation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제7권2호
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• pp.65-73
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• 2003

In this work, we use a numerical method to solve the nonlinear integral equation of the second kind when the kernel of the integral equation in the logarithmic function form or in Carleman function form. The solution has a computing time requirement of $0(N^2)$, where (2N +1) is the number of discretization points used. Also, the error estimate is computed.

• 한국콘텐츠학회논문지
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• 제22권7호
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• pp.55-62
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• 2022

페로브스카이트 태양전지는 4차 산업혁명으로 사물인터넷, 가상환경 등의 증가에 따른 전력 수요가 급증하면서 점진적으로 고갈되어가는 석유, 석탄, 천연가스 등의 화석연료를 대체할 태양에너지, 풍력, 수력, 해양에너지, 바이오에너지, 수소에너지 등의 신재생 에너지 분야에서 연구가 활발한 부분이다. 페로브스카이트 태양전지는 페로브스카이트 구조를 가진 유-무기 하이브리드 물질을 사용하는 태양전지 소자로 고효율, 저가의 용액 및 저온 공정으로 기존의 실리콘 태양전지를 대체할 수 있는 장점들이 있다. 기존의 경험적 방법으로 예측한 광흡수층 박막을 최적화하기 위해서 소자 특성 평가를 통해 신뢰도를 검증해야 한다. 그러나 광흡수층 박막 소자 특성 평가 비용이 많이 소요되므로 시험 횟수에 제약이 따른다. 이러한 문제점을 해결하기 위하여 광흡수층 박막 최적화의 보조 수단으로 머신러닝이나 인공지능 모델을 이용하여 명확하고 타당한 모델의 개발과 적용 가능성이 무한하다고 본다. 이 연구에서는 페로브스카이트 태양전지의 광 흡수층 박막 최적화를 추정하기 위하여 서포트 벡터 머신의 선형 커널, 가우시안 커널, 비선형 다항식 커널, 시그모이드 커널의 회귀분석 모델을 비교하여 커널 함수별 정확도 차이를 검증하였다.

• 한국군사과학기술학회지
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• 제6권4호
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• pp.89-99
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• 2003

Smoothed particle hydrodynamics, SPH, is a gridless Lagrangian technique which is a useful alternative numerical analysis method to simulate high velocity deformation problems as well as astrophysical and cosmological problems. The SPH method brings about some difficulties such as tensile Instability and stress oscillation. A new SPH method, so called normalized algorithm, was introduced to overcome these difficulties. In this paper we aimed to estimate this method and have developed an one-dimensional normalized SPH program. The high velocity impact model of an aluminum bar has been analysed by using the developed program and a commercial hydrocode, LS-DYNA. The obtained numerical results showed good agreement with the results of the same model in reference. The program also showed more stable results than those of LS-DYNA in stress oscillation. We hopefully expect that the developed one-dimensional normalized SPH program can be used to solve hydrodynamic problems especially for explosive detonation analysis.