• Journal of the Korean Data and Information Science Society
• /
• v.22 no.6
• /
• pp.1065-1074
• /
• 2011

During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.38B no.9
• /
• pp.728-735
• /
• 2013

In this paper, we present a method of transmitting ECG signals in real-time mobile environment to be possible to implement the ubiquitous healthcare system. Because of the excessive amount of data transmission of ECG signals, it is necessary to propose a limitation to the real-time transmission. We propose a real-time electrocardiographic monitoring system based on the proposal of unusual waveform detection algorithm which detects the R-wave distortions from the arrhythmia ECG signals having unusual waveform of about 10% on average. It is very effective in terms of time and cost for medical staffs to monitor and analyze ECG signals for a long period of time. Monitoring unusual waveform by gradually adjusting the threshold values of potential and kurtosis makes the amount of data transmitted decrease and significance level of waveform to be enhanced. The unusual waveform detection algorithm is implemented with ubiquitous environment inter-working device client. It is applicable to ubiquitous healthcare system capable of real-time monitoring the ECG signal. While ensuring the mobility, it allows for real-time continuous monitoring of ECG signals.

• Journal of the Korean Society of Food Science and Nutrition
• /
• v.19 no.3
• /
• pp.248-262
• /
• 1990

General purpose of the study was to understend nutritional status of the Korean farmers and thus provide rural nutrition intervention programs with more useful in formation and data. The data for the study was collected two times from the 603 sample farm households in 1982 and 1987. The main results of the study were as follows ; 1) Food intake of the Korean farmers was highly dependent upon vegetable foods especially on cereals and gains. However the unbalanced food intake pattern was gradually improved as consumption of vegetable foods was decreased from 992.8 grams per person per day in 1982 to 946.4g in 1987 and that of animal foods increased from 54.2g to 91.4g . 2) In mean value analysis on nutrient intake of the farmeres intakes of energy and protein were nearly reached to Recommended Dietary Allowances(RDA) level; intakes of calcium vitamin A and riboflavin were quite deficient whereas iron thiamin niacin and ascorbic acid were well over. From 1982 to 1987 intakes of all nutrients except energy were increased. 3) In distribution analysis on nutrient intake coefficient of variation(CV) of all nutrients except iron was increased. skewness(SK) the coefficients of calcium iron vitamin A riboflavin and ascorbic acid were decreased Kurtosis (Ku) of iron and vitamin A was increased. On the whole distributions of nutrient intake of the farmers were changed in undesirable ways although the mean values of the nutrient intake were improved 4) In relationship analysis among 115 relationships 76 relationships were consistent between 1982 and 1987. Of 76 consistent relationships only 10 relationship were significant at 5% level such as the protein intake level and the balance of food intake calcium intake level and the age etc.

• Journal of Periodontal and Implant Science
• /
• v.49 no.5
• /
• pp.310-318
• /
• 2019

Purpose: Surface alterations of titanium discs following instrumentation with either a nylon brush or a metal brush were evaluated. Methods: A total of 27 titanium discs with 3 surface types (9 discs for each type), including machined (M) surfaces, sandblasted and acid-etched (SA) surfaces, and surfaces treated by resorbable blast media (RBM), were used. Three discs were instrumented with a nylon brush, another 3 discs were instrumented with a metal brush, and the remaining 3 discs were used as controls for each surface type. Surface properties including the arithmetic mean value of a linear profile (Ra), maximum height of a linear profile (Rz), skewness of the assessed linear profile (Rsk), arithmetic mean height of a surface (Sa), maximum height of a surface (Sz), developed interfacial area ratio (Sdr), skewness of a surface profile (Ssk), and kurtosis of a surface profile (Sku) were measured using confocal microscopy. Results: Instrumentation with the nylon brush increased the Ra, Sa, and Sdr of the M surfaces. On the SA surfaces, Ra, Sa and Sdr decreased after nylon brush use. Meanwhile, the roughness of the RBM surface was not affected by the nylon brush. The use of the metal brush also increased the Ra, Sa, and Sdr of the M surface; however, the increase in Sdr was not statistically significant (P=0.119). The decreases in the Rz, Sz, Ra, Sa, and Sdr of the SA surfaces were remarkable. On the RBM surfaces, the use of the metal brush did not cause changes in Ra and Sa, whereas Rz, Sz, and Sdr were reduced. Conclusions: Titanium surfaces were altered when instrumented either with a nylon brush or a metal brush. Hence, it is recommended that nylon or metal brushes be used with caution in order to avoid damaging the implant fixture/abutment surface.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2017.05a
• /
• pp.334-334
• /
• 2017

Representative particle sizes(RPS) are commonly used for particle size distribution of heterogeneous sediment such as bed material. RPS can provide not only information of mean characteristics of sediment, but also other properties like sorting, skewness, kurtosis. For sediment including sand and clay material, RPS is estimated through two steps. The first is experimental step for calculating weight of each size class, the next is interpolation step to get RPS by using the graph plot. At the second step, graph method known as direct reading of value along the interpolation line in the graph plot is commonly used. This method is often time-consuming job. In this study we developed a new program to get RPS by using MS Excel. Simple linear and semi-log interpolation are used. When compared with conventional graph method(direct reading), simple linear shows 5.31%, while semi-log 1.29% of relative difference. We developed MS Excel program for estimation of RPS automatically.

• Journal of The Korean Association For Science Education
• /
• v.41 no.6
• /
• pp.533-542
• /
• 2021

This study aims to develop an instrument for measuring high school students' action competence on climate change (ACoCC). The instrument is defined as the construct comprised of seven factors and thirty-five items and takes approximately 15 minutes to fill out. A panel of experts and students' content validation were undertaken to modify the items. Five hundred and twenty-eight first and second graders in Korean high schools participated in the instrument survey. To assess the reliability and validity of ACoCC instrument, item analysis (mean, skewness, kurtosis, item-total correlation), internal consistency estimate, and confirmatory factor analysis were used. It was appropriate to use the 7-dimensional ACoCC instrument (knowledge about climate change, climate change sensibility, reflection, communication, integrated thinking, willingness, decision making), with 35 items for high school students. The following instrument was self-report given in the 5-point Likert scale (1=strongly disagree, 2=disagree, 3=neutral, 4=agree, 5=strongly agree). The internal consistency coefficient was shown as a whole was shown as 0.953, and the subscale's internal consistency coefficient ranged from 0.786 to 0.862.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.18 no.6
• /
• pp.181-186
• /
• 2018

With progress in industrialization, facilities for generating, delivering, and receiving high levels of electric power are in great demand. The scale of electric power equipment is increasing in both size and complexity. This has contributed to the development of our modern, high-tech and information-based society. However, if the generation of electric power is suspended due to unexpected accidents at power facilities or power stations, a range of equipment the operations of which are dependent on electric power can be damaged, causing substantial socioeconomic losses in an industrial society. A great deal of time and money would be expended to repair damaged facilities at a power station, causing enormous economic loss. In order to detect the deterioration processes of power cables, and to prevent the destruction of power cables, the operation status of power cables should be monitored on a regular basis. We studied the method in order to improve accuracy and reliability for diagnosising the junction where accident occurs frequently. We present the method of data acquisition and statistical processing.

• International Area Studies Review
• /
• v.12 no.2
• /
• pp.3-26
• /
• 2008

This article investigates the usefulness of the skewed Student-t distribution in modeling the long memory volatility property that might be present in the daily returns of two Australian financial series; the ASX200 stock index and AUD/USD exchange rate. For this purpose we assess the performance of FIGARCH and FIAPARCH Value-at-Risk (VaR) models based on the normal, Student-t, and skewed Student-t distribution innovations. Our results support the argument that the skewed Student-t distribution models produce more accurate VaR estimates of Australian financial markets than the normal and Student-t distribution models. Thus, consideration of skewness and excess kurtosis in asset return distributions provides appropriate criteria for model selection in the context of long memory volatility models in Australian stock and foreign exchange markets.

• Wind and Structures
• /
• v.34 no.5
• /
• pp.421-435
• /
• 2022

To investigate the non-Gaussian properties of fluctuating wind pressures and the error margin of extreme wind loads on a long-span curved roof with matching and mismatching ratios of turbulence integral scales to depth (L_u^x/D), a series of synchronized pressure tests on the rigid model of the complex curved roof were conducted. The regions of Gaussian distribution and non-Gaussian distribution were identified by two criteria, which were based on the cumulative probabilities of higher-order statistical moments (skewness and kurtosis coefficients, S_k and K_u) and spatial correlation of fluctuating wind pressures, respectively. Then the characteristics of fluctuating wind-loads in the non-Gaussian region were analyzed in detail in order to understand the effects of turbulence integral-scale. Results showed that the fluctuating pressures with obvious negative-skewness appear in the area near the leading edge, which is categorized as the non-Gaussian region by both two identification criteria. Comparing with those in the wind field with matching L_u^x/D, the range of non-Gaussian region almost unchanged with a smaller L_u^x/D, while the non-Gaussian features become more evident, leading to higher values of S_k, Ku and peak factor. On contrary, the values of fluctuating pressures become lower in the wind field with a smaller L_u^x/D, eventually resulting in underestimation of extreme wind loads. Hence, the matching relationship of turbulence integral scale to depth should be carefully considered as estimating the extreme wind loads of long-span roof by wind tunnel tests.

• Wind and Structures
• /
• v.35 no.6
• /
• pp.419-430
• /
• 2022

In wind-resistant designs, wind velocity is assumed to be a Gaussian process; however, local complex topography may result in strong non-Gaussian wind features. This study investigates the non-Gaussian wind features over complex terrain under atmospheric turbulent boundary layers by the large eddy simulation (LES) model, and the turbulent inlet of LES is generated by the consistent discretizing random flow generation (CDRFG) method. The performance of LES is validated by two different complex terrains in Changsha and Mianyang, China, and the results are compared with wind tunnel tests and onsite measurements, respectively. Furthermore, the non-Gaussian parameters, such as skewness, kurtosis, probability curves, and gust factors, are analyzed in-depth. The results show that the LES method is in good agreement with both mean and turbulent wind fields from wind tunnel tests and onsite measurements. Wind fields in complex terrain mostly exhibit a left-skewed Gaussian process, and it changes from a softening Gaussian process to a hardening Gaussian process as the height increases. A reduction in the gust factors of about 2.0%-15.0% can be found by taking into account the non-Gaussian features, except for a 4.4% increase near the ground in steep terrain. This study can provide a reference for the assessment of extreme wind loads on structures in complex terrain.