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A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

Analysis of the Time-dependent Relation between TV Ratings and the Content of Microblogs (TV 시청률과 마이크로블로그 내용어와의 시간대별 관계 분석)

  • Choeh, Joon Yeon;Baek, Haedeuk;Choi, Jinho
    • Journal of Intelligence and Information Systems
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    • v.20 no.1
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    • pp.163-176
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    • 2014
  • Social media is becoming the platform for users to communicate their activities, status, emotions, and experiences to other people. In recent years, microblogs, such as Twitter, have gained in popularity because of its ease of use, speed, and reach. Compared to a conventional web blog, a microblog lowers users' efforts and investment for content generation by recommending shorter posts. There has been a lot research into capturing the social phenomena and analyzing the chatter of microblogs. However, measuring television ratings has been given little attention so far. Currently, the most common method to measure TV ratings uses an electronic metering device installed in a small number of sampled households. Microblogs allow users to post short messages, share daily updates, and conveniently keep in touch. In a similar way, microblog users are interacting with each other while watching television or movies, or visiting a new place. In order to measure TV ratings, some features are significant during certain hours of the day, or days of the week, whereas these same features are meaningless during other time periods. Thus, the importance of features can change during the day, and a model capturing the time sensitive relevance is required to estimate TV ratings. Therefore, modeling time-related characteristics of features should be a key when measuring the TV ratings through microblogs. We show that capturing time-dependency of features in measuring TV ratings is vitally necessary for improving their accuracy. To explore the relationship between the content of microblogs and TV ratings, we collected Twitter data using the Get Search component of the Twitter REST API from January 2013 to October 2013. There are about 300 thousand posts in our data set for the experiment. After excluding data such as adverting or promoted tweets, we selected 149 thousand tweets for analysis. The number of tweets reaches its maximum level on the broadcasting day and increases rapidly around the broadcasting time. This result is stems from the characteristics of the public channel, which broadcasts the program at the predetermined time. From our analysis, we find that count-based features such as the number of tweets or retweets have a low correlation with TV ratings. This result implies that a simple tweet rate does not reflect the satisfaction or response to the TV programs. Content-based features extracted from the content of tweets have a relatively high correlation with TV ratings. Further, some emoticons or newly coined words that are not tagged in the morpheme extraction process have a strong relationship with TV ratings. We find that there is a time-dependency in the correlation of features between the before and after broadcasting time. Since the TV program is broadcast at the predetermined time regularly, users post tweets expressing their expectation for the program or disappointment over not being able to watch the program. The highly correlated features before the broadcast are different from the features after broadcasting. This result explains that the relevance of words with TV programs can change according to the time of the tweets. Among the 336 words that fulfill the minimum requirements for candidate features, 145 words have the highest correlation before the broadcasting time, whereas 68 words reach the highest correlation after broadcasting. Interestingly, some words that express the impossibility of watching the program show a high relevance, despite containing a negative meaning. Understanding the time-dependency of features can be helpful in improving the accuracy of TV ratings measurement. This research contributes a basis to estimate the response to or satisfaction with the broadcasted programs using the time dependency of words in Twitter chatter. More research is needed to refine the methodology for predicting or measuring TV ratings.

Comparison of CT based-CTV plan and CT based-ICRU38 plan in brachytherapy planning of uterine cervix cancer (자궁경부암 강내조사 시 CT를 이용한 CTV에 근거한 치료계획과 ICRU 38에 근거할 치료계획의 비교)

  • Shim JinSup;Jo JungKun;Si ChangKeun;Lee KiHo;Lee DuHyun;Choi KyeSuk
    • The Journal of Korean Society for Radiation Therapy
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    • v.16 no.2
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    • pp.9-17
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    • 2004
  • Purpose : Although Improve of CT, MRI Radio-diagnosis and Radiation Therapy Planing, but we still use ICRU38 Planning system(2D film-based) broadly. 3-Dimensional ICR plan(CT image based) is not only offer tumor and normal tissue dose but also support DVH information. On this study, we plan irradiation-goal dose on CTV(CTV plan) and irradiation-goal dose on ICRU 38 point(ICRU38 plan) by use CT image. And compare with tumor-dose, rectal-dose, bladder-dose on both planning, and analysis DVH Method and Material : Sample 11 patients who treated by Ir-192 HDR. After 40Gy external radiation therapy, ICR plan established. All the patients carry out CT-image scanned by CT-simulator. And we use PLATO(Nucletron) v.14.2 planing system. We draw CTV, rectum, bladder on the CT image. And establish plan irradiation-$100\%$ dose on CTV(CTV plan) and irradiation-$100\%$ dose on A-point(ICRU38 plan) Result : CTV volume($average{\pm}SD$) is $21.8{\pm}26.6cm^3$, rectum volume($average{\pm}SD$) is $60.9{\pm}25.0cm^3$, bladder volume($average{\pm}SD$) is $116.1{\pm}40.1cm^3$ sampled 11 patients. The volume including $100\%$ dose is $126.7{\pm}18.9cm^3$ on ICRU plan and $98.2{\pm}74.5cm^3$ on CTV plan. On ICRU planning, the other one's $22.0cm^3$ CTV volume who residual tumor size excess 4cm is not including $100\%$ isodose. 8 patient's $12.9{\pm}5.9cm^3$ tumor volume who residual tumor size belows 4cm irradiated $100\%$ dose. Bladder dose(recommended by ICRU 38) is $90.1{\pm}21.3\%$ on ICRU plan, $68.7{\pm}26.6\%$ on CTV plan, and rectal dose is $86.4{\pm}18.3\%,\;76.9{\pm}15.6\%$. Bladder and Rectum maximum dose is $137.2{\pm}50.1\%,\;101.1{\pm}41.8\%$ on ICRU plan, $107.6{\pm}47.9\%,\;86.9{\pm}30.8\%$ on CTV plan. Therefore CTV plan more less normal issue-irradiated dose than ICRU plan. But one patient case who residual tumor size excess 4cm, Normal tissue dose more higher than critical dose remarkably on CTV plan. $80\%$over-Irradiated rectal dose(V80rec) is $1.8{\pm}2.4cm^3$ on ICRU plan, $0.7{\pm}1.0cm^3$ on CTV plan. $80\%$over-Irradiated bladder dose(V80bla) is $12.2{\pm}8.9cm^3$ on ICRU plan, $3.5{\pm}4.1cm^3$ on CTV plan. Likewise, CTV plan more less irradiated normal tissue than ICRU38 plan. Conclusion : Although, prove effect and stability about previous ICRU plan, if we use CTV plan by CT image, we will reduce normal tissue dose and irradiated goal-dose at residual tumor on small residual tumor case. But bigger residual tumor case, we need more research about effective 3D-planning.

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A Thermal Time-Driven Dormancy Index as a Complementary Criterion for Grape Vine Freeze Risk Evaluation (포도 동해위험 판정기준으로서 온도시간 기반의 휴면심도 이용)

  • Kwon, Eun-Young;Jung, Jea-Eun;Chung, U-Ran;Lee, Seung-Jong;Song, Gi-Cheol;Choi, Dong-Geun;Yun, Jin-I.
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.8 no.1
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    • pp.1-9
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    • 2006
  • Regardless of the recent observed warmer winters in Korea, more freeze injuries and associated economic losses are reported in fruit industry than ever before. Existing freeze-frost forecasting systems employ only daily minimum temperature for judging the potential damage on dormant flowering buds but cannot accommodate potential biological responses such as short-term acclimation of plants to severe weather episodes as well as annual variation in climate. We introduce 'dormancy depth', in addition to daily minimum temperature, as a complementary criterion for judging the potential damage of freezing temperatures on dormant flowering buds of grape vines. Dormancy depth can be estimated by a phonology model driven by daily maximum and minimum temperature and is expected to make a reasonable proxy for physiological tolerance of buds to low temperature. Dormancy depth at a selected site was estimated for a climatological normal year by this model, and we found a close similarity in time course change pattern between the estimated dormancy depth and the known cold tolerance of fruit trees. Inter-annual and spatial variation in dormancy depth were identified by this method, showing the feasibility of using dormancy depth as a proxy indicator for tolerance to low temperature during the winter season. The model was applied to 10 vineyards which were recently damaged by a cold spell, and a temperature-dormancy depth-freeze injury relationship was formulated into an exponential-saturation model which can be used for judging freeze risk under a given set of temperature and dormancy depth. Based on this model and the expected lowest temperature with a 10-year recurrence interval, a freeze risk probability map was produced for Hwaseong County, Korea. The results seemed to explain why the vineyards in the warmer part of Hwaseong County have been hit by more freeBe damage than those in the cooler part of the county. A dormancy depth-minimum temperature dual engine freeze warning system was designed for vineyards in major production counties in Korea by combining the site-specific dormancy depth and minimum temperature forecasts with the freeze risk model. In this system, daily accumulation of thermal time since last fall leads to the dormancy state (depth) for today. The regional minimum temperature forecast for tomorrow by the Korea Meteorological Administration is converted to the site specific forecast at a 30m resolution. These data are input to the freeze risk model and the percent damage probability is calculated for each grid cell and mapped for the entire county. Similar approaches may be used to develop freeze warning systems for other deciduous fruit trees.

The Change of The Effect on The Subcutaneous Fat Area and Visceral Fat Area by The Functional Electrical Stimulation and Aerobic Exercise (기능적 전기 자극과 유산소 운동이 복부비만의 피하지방과 내장지방에 미치는 효과)

  • Oh Sung-tae;Lee Mun-hwan;Park Rae-Joon
    • The Journal of Korean Physical Therapy
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    • v.16 no.1
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    • pp.85-123
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    • 2004
  • Back ground : Subcutaneous fat area is the main factor involved in replacement disease and arteriosclerosis. Simple weight control is the appropriate medical treatment. It's understood that weight reduction does not only reduce the fat concentrations in blood but also reduces blood pressure, improves glucose levels in diabetes patients and reduces incidents of heart disease. there are several methods for reducing fat in the abdominal region but their effectiveness is not folly understood. one method is electrical stimulation of the problem areas. Method : From May 1st 2002 to October 31st. The 15 subjects who received medical examination were aged between 25 and 53 and were of mixed gender. The subjects were divided into two groups one to received functional electrical stimulation and the other a control group. Using Broca's criterion for judging fat grades. I analysed the differences between the two groups before and after the treatment. Subjects received functional electrical stimulation on the abdominal muscle intensity 50Hz. They received this treatment 4 days a week for 40 minutes a day. In the case of aerobic exercise, at the Treadmill, we used it with the intensity of $75\%$ maximum heart rate (220-age). Result 1)After functional electrical stimulation in the case of male subjects, the weight was reduced 1.93kg, obesity $2.60\%$, fat mass 2.73kg, Percent body fat $4.40\%$, waist circumference 6.53cm, circumference of hips 5.53cm. On the other side, the quality of muscle was increased at the rate of 1.03kg, but it's not attentional level. The subcutaneous fat area was reduced by $26.63cm^2$, the visceral fat area was reduced by $43.00cm^2$, In the female subjects, we can see the reduction of fat grade by $26.63cm^2$, the quantity of body fat by 1.5kg, percent body fat by $1.77\%$, circumference of waist by 4.02cm, circumference of hips by 3.67cm, weight by 1.40kg but was increased 0.72kg at the quantity of muscles. We can see the reduction also in the subcutaneous fat area $24.03cm^2$, the visceral fat area by $25.36cm^2$. 2)After aerobic exercise, on the male subjects, we can see reduction of weight by 3.36kg, obesity by $4.00\%$, fat mass by 2.83kg and we can see increase at the soft lean mass by 2.96kg, but we can see reduction, the percent body fat by $3.03\%$, fat distribution by $0.023\%$, circumference of waist by 3.10cm, circumference of hips by 2.23cm. The female subjects show a reduction in the weight by 2.48kg, percent body fat by $2.20\%$, show an increase in the soft lean mass by 1.54kg. We can see a reduction in the quantity of fat mass by 2.32kg, the percent body fat by $2.80\%$, the circumference of waist by 2.16cm, the circumference of hips by 2.68cm, the fat distribution by $0.016\%$, the subcutaneous fat area by $15.25cm^2$ the visceral fat area by $11.52cm^2$. After aerobic exercise, we can't see the attentional change at the total cholesterol, triglyceride, high density lipoprotein cholesterol, low density lipoprotein cholesterol. 3)After the application of functional electrical stimulation and aerobic exercise, in result of measurement on the body ingredient, we could see the weight reduction and increase the quantity of muscle with the male group who exercised aerobic. We can see the attentional rate on the electrical stimulation about abdominal fat rate, circumference of waist, circumference of hips. The other hand, I couldn't see the attentional differences between the two groups in the rate of fatness and quantity of body fat and the rate of body fat. There isn't any attentional difference in the area of fat under skin, on the contrary, There is attentional difference in the fat in the internal organs area at the electrical stimulation site. We can't see the attentional change of total cholesterol, triglyceride, high density lipoprotein cholesterol, low density lipoprotein cholesterol between electrical stimulation and aerobic exercise. 4)After execution of functional electrical stimulation and aerobic exercise, in result of measurement on change of body ingredient among female objects, We could see weight reduction, increase at muscle quantity in the aerobic exercise group. We could see the attentional differences in the rate of fatness, the rate of abdominal region, the circumference which received electrical stimulation. But, we couldn't see the attentional differences between two groups in the quantity of body fatness, the circumference of hips. The subcutaneous fat area doesn't show the attentional differences. On the Contrary, we could see lots of differences in the visceral fat area of the electrical stimulation group. Conclusion The results show that functional electrical stimulation and aerobic exercise have insignificant differences when if comes to total cholesterol, triglyceride, high density lipoprotein cholesterol, low density lipoprotein cholesterol. Though there is affirmative change in body ingredient after both electrical stimulation and aerobic exercise. Functional electrical stimulation is more effective on the subcutaneous fat area and in changing visceral fat area. There fore. It is concluded that the physical therapy is more effective in the treatment of abdominal fatness.

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Low Temperature Growth of MCN(M=Ti, Hf) Coating Layers by Plasma Enhanced MOCVD and Study on Their Characteristics (플라즈마 보조 유기금속 화학기상 증착법에 의한 MCN(M=Ti, Hf) 코팅막의 저온성장과 그들의 특성연구)

  • Boo, Jin-Hyo;Heo, Cheol-Ho;Cho, Yong-Ki;Yoon, Joo-Sun;Han, Jeon-G.
    • Journal of the Korean Vacuum Society
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    • v.15 no.6
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    • pp.563-575
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    • 2006
  • Ti(C,N) films are synthesized by pulsed DC plasma enhanced chemical vapor deposition (PEMOCVD) using metal-organic compounds of tetrakis diethylamide titanium at $200-300^{\circ}C$. To compare plasma parameter, in this study, $H_2$ and $He/H_2$ gases are used as carrier gas. The effect of $N_2\;and\;NH_3$ gases as reactive gas is also evaluated in reduction of C content of the films. Radical formation and ionization behaviors in plasma are analyzed in-situ by optical emission spectroscopy (OES) at various pulsed bias voltages and gas species. He and $H_2$ mixture is very effective in enhancing ionization of radicals, especially for the $N_2$. Ammonia $(NH_3)$ gas also highly reduces the formation of CN radical, thereby decreasing C content of Ti(C, N) films in a great deal. The microhardness of film is obtained to be $1,250\;Hk_{0.01}\;to\;1,760\;Hk_{0.01}$ depending on gas species and bias voltage. Higher hardness can be obtained under the conditions of $H_2\;and\;N_2$ gases as well as bias voltage of 600 V. Hf(C, N) films were also obtained by pulsed DC PEMOCYB from tetrakis diethyl-amide hafnium and $N_2/He-H_2$ mixture. The depositions were carried out at temperature of below $300^{\circ}C$, total chamber pressure of 1 Torr and varying the deposition parameters. Influences of the nitrogen contents in the plasma decreased the growth rate and attributed to amorphous components, to the high carbon content of the film. In XRD analysis the domain lattice plain was (111) direction and the maximum microhardness was observed to be $2,460\;Hk_{0.025}$ for a Hf(C,N) film grown under -600 V and 0.1 flow rate of nitrogen. The optical emission spectra measured during PEMOCVD processes of Hf(C, N) film growth were also discussed. $N_2,\;N_2^+$, H, He, CH, CN radicals and metal species(Hf) were detected and CH, CN radicals that make an important role of total PEMOCVD process increased carbon content.

Role of Postoperative Conventional Radiation Therapy in the Management of Supratentorial Malignant Glioma - with respect to survival outcome and prognostic factors - (천막상부 악성 신경교종에서 수술 후 방사선 치료의 역할 - 생존율과 예후인자 분석 -)

  • Nam Taek Keun;Chung Woong Ki;Ahn Sung Ja;Nah Byung Sik
    • Radiation Oncology Journal
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    • v.16 no.4
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    • pp.389-398
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    • 1998
  • Purpose : To evaluate the role of conventional postoperative adjuvant radiotherapy in the management of supratentorial malignant glioma and to determine favorable prognostic factors affecting survival. Materials and Methods : From Sep. 1985 to Mar. 1997, the number of eligible patients who received postoperative radiotherapy completely was 69. They ranged in age from 7 to 66 years (median, 47). Forty-two (61$\%$) patients were glioblastoma multiforme and the other 27 (39$\%$) were anaplastic astrocytoma. Twenty patients (29$\%$) had Karnofsky score equal or more than 80 preoperatively. Forty-three patients (62$\%$) had symptom duration equal or less than 3 months. Twenty-four patients (35$\%$) had gross total resection and forty patients(58$\%$) had partial resection, the remaining five patients (7$\%$) had biopsy only. Radiotherapy dose ranged from 50.4 Gy to 61.2 Gy (median, 55.8; mode, 59.4) with fraction size of 1 8 Gy-2.0 Gy for 33-83 days(median, 48) except three patients delivered 33, 36, 39 Gr, respectively with fraction size of 3.0 Gy due to poor postoperative performance status. Follow-up rate was 93$\%$ and median follow-up period was 14 months. Results : Overall survival rate at 2 and 3 years and median survival were 38$\%$, 20$\%$, and 16 months for entire patients; 67$\%$, 44$\%$, and 34 months for anaplastic astrocytoma; 18$\%$, 4$\%$, and 14 months for glioblastoma multiforme, respectively (p=0.0001). According to the extent of surgery, 3-year overall survival for gross total resection, partial resection, and biopsy only was 38$\%$, 11$\%$, and 0$\%$, respectively (p=0.02) The 3-year overall survival rates for patients age 40>, 40-59, and 60< were 52$\%$, 8$\%$, and 0$\%$, respectively (p=0.0007). For the variate of performance score 80< vs 80>, the 3-year survival rates were 53$\%$ and 9$\%$, respectively (p=0.008). On multivariate analysis including covariates of three surgical and age subgroups as above, pathology, extent of surgery and age were significant prognostic factors affecting overall survival. On another multivariate analysis with covariates of two surgical (total resection vs others) and two a9e (50> vs 50<) subgroups, then, pathology, extent of surgery and performance status were significant factors instead of age and 3-year cumulative survival rate for the five patients with these three favorable factors was 100$\%$ without serious sequela. Conclusion : We confirmed the role of postoperative conventional radiotherapy in the management of supratentorial malignant glioma by improving survival as compared with historical data of surgery only. Patients with anaplastic astrocytoma, good performance score, gross total resection and/or young age survived longest. Maximum surgical resection with acceptable preservation of neurologic function should be attempted in glioblastoma patients, especially in younger patients. But the survival of most globlastoma patients without favorable factors is still poor, so other active adjuvant treatment modalities should be tried or added rather than conventional radiation treatment alone in this subgroup.

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Interlaboratory Comparison of Blood Lead Determination in Some Occupational Health Laboratories in Korea (일부 산업보건기관들의 혈중연 분석치 비교)

  • Ahn, Kyu Dong;Lee, Byung Kook
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.5 no.1
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    • pp.8-15
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    • 1995
  • The reliable measurement of metal in biological media in human body is one of critical indicators for the proper evaluation of its toxic effect on human health. Recently in Korea the necessity of quality assurance of measurement in occupational health and occupational hygiene fields brought out regulatory quality control program. Lead is often used as a standard metal for the program in both fields of occupational health and hygiene. During last 20 years lead poisoning was prevalent in Korea and still is one of main heavy metal poisoning and the capability of the measurement of blood lead is one of prerequisites for institute of specialized occupational health in Korea. Furthermore blood lead is most important indicator to evaluate lead burden of human exposure to lead and the reliable and accurate analysis is most needed whenever possible. To evaluate the extent of the interlaboratory differences of blood lead measurement in several well-known institute specialized in occupational health in Korea, authors prepared 68 blood samples from two storage battery industries and all samples were divided into samples with 2 ml. One set of 68 samples were analyzed by authors's laboratory(Soonchunhyang University Institute of Industrial Medicine: SIIM) and 40 samples of other set were analyzed by C University Institute of Industrial Medicine(CIIM) and the rest 28 samples of other set were analyzed by Japanese institute(K Occupational Health Center:KOHC). Authors also prepared test bovine samples which were obtained from Japanese Federation of Occupational Health Organization (JFOHO) for quality control. Authors selected 2 other well-known occupational health laboratories and one laboratory specialized for instrumental analysis. A total of 6 laboratories joined the interlaboratory comparison of blood lead measurement and the results obtained were as follows: 1. There was no significant difference in average blood lead between SIIM and CIIM in different group of blood lead concentration, and the relative standard deviation of two laboratories was less than 3.0%. On the other hand, there was also no significant difference of average blood lead between SIIM and KOHC with relative standard deviation of 6.84% as maximum. 2. Taking less than 15% difference of mean or less than 6 ug/dl difference in below 40 ug/dl in whole blood as a criteria of agreement of measurement between two laboratories, agreement rates were 87.5%(35/40) and 78.6%(22/28) between SIIM and CIIM, SIIM and KOHC respectively. 3. The correlation of blood lead between SIIM and CIIM was 0.975 (p=0.0001) and the regression equation was SIIM = 2.19 + 0.9243 ClIM, whereas the correlation between SUM and KOHC was O.965(p=0.0001) with the equation of SIIM = 1.91 + 0.9794 KOHC. 4. Taking the reference value as a dependent variable and each of 6 laboratories's measurement value as a independent variable, the determination coefficient($R^2$) of simple regression equations of blood lead measurement for bovine test samples were very high($R^2>0.99$), and the regression coefficient(${\beta}$) was between 0.972 and 1.15 which indicated fairly good agreement of measurement results.

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Evaluation of Radiation Exposure to Nurse on Nuclear Medicine Examination by Use Radioisotope (방사성 동위원소를 이용한 핵의학과 검사에서 병동 간호사의 방사선 피폭선량 평가)

  • Jeong, Jae Hoon;Lee, Chung Wun;You, Yeon Wook;Seo, Yeong Deok;Choi, Ho Yong;Kim, Yun Cheol;Kim, Yong Geun;Won, Woo Jae
    • The Korean Journal of Nuclear Medicine Technology
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    • v.21 no.1
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    • pp.44-49
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    • 2017
  • Purpose Radiation exposure management has been strictly regulated for the radiation workers, but there are only a few studies on potential risk of radiation exposure to non-radiation workers, especially nurses in a general ward. The present study aimed to estimate the exact total exposure of the nurse in a general ward by close contact with the patient undergoing nuclear medicine examinations. Materials and Methods Radiation exposure rate was determined by using thermoluminescent dosimeter (TLD) and optical simulated luminescence (OSL) in 14 nurses in a general ward from October 2015 to June 2016. External radiation rate was measured immediately after injection and examination at skin surface, and 50 cm and 1 m distance from 50 patients (PET/CT 20 pts; Bone scan 20 pts; Myocardial SPECT 10 pts). After measurement, effective half-life, and total radiation exposure expected in nurses were calculated. Then, expected total exposure was compared with total exposures actually measured in nurses by TLD and OSL. Results Mean and maximum amount of radiation exposure of 14 nurses in a general ward were 0.01 and 0.02 mSv, respectively in each measuring period. External radiation rate after injection at skin surface, 0.5 m and 1 m distance from patients was as following; $376.0{\pm}25.2$, $88.1{\pm}8.2$ and $29.0{\pm}5.8{\mu}Sv/hr$, respectively in PET/CT; $206.7{\pm}56.6$, $23.1{\pm}4.4$ and $10.1{\pm}1.4{\mu}Sv/hr$, respectively in bone scan; $22.5{\pm}2.6$, $2.4{\pm}0.7$ and $0.9{\pm}0.2{\mu}Sv/hr$, respectively in myocardial SPECT. After examination, external radiation rate at skin surface, 0.5 m and 1 m distance from patients was decreased as following; $165.3{\pm}22.1$, $38.7{\pm}5.9$ and $12.4{\pm}2.5{\mu}Sv/hr$, respectively in PET/CT; $32.1{\pm}8.7$, $6.2{\pm}1.1$, $2.8{\pm}0.6$, respectively in bone scan; $14.0{\pm}1.2$, $2.1{\pm}0.3$, $0.8{\pm}0.2{\mu}Sv/hr$, respectively in myocardial SPECT. Based upon the results, an effective half-life was calculated, and at 30 minutes after examination the time to reach normal dose limit in 'Nuclear Safety Act' was calculated conservatively without considering a half-life. In oder of distance (at skin surface, 0.5 m and 1 m distance from patients), it was 7.9, 34.1 and 106.8 hr, respectively in PET/CT; 40.4, 199.5 and 451.1 hr, respectively in bone scan, 62.5, 519.3 and 1313.6 hr, respectively in myocardial SPECT. Conclusion Radiation exposure rate may differ slightly depending on the work process and the environment in a general ward. Exposure rate was measured at step in the general examination procedure and it made our results more reliable. Our results clearly showed that total amount of radiation exposure caused by residual radioactive isotope in the patient body was neglectable, even comparing with the natural radiation exposure. In conclusion, nurses in a general ward were much less exposed than the normal dose limit, and the effects of exposure by contacting patients undergoing nuclear medicine examination was ignorable.

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Comparison of Activity Capacity Change and GFR Value Change According to Matrix Size during 99mTc-DTPA Renal Dynamic Scan (99mTc-DTPA 신장 동적 검사(Renal Dynamic Scan) 시 동위원소 용량 변화와 Matrix Size 변경에 따른 사구체 여과율(Glomerular Filtration Rate, GFR) 수치 변화 비교)

  • Kim, Hyeon;Do, Yong-Ho;Kim, Jae-Il;Choi, Hyeon-Jun;Woo, Jae-Ryong;Bak, Chan-Rok;Ha, Tae-Hwan
    • The Korean Journal of Nuclear Medicine Technology
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    • v.24 no.1
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    • pp.27-32
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    • 2020
  • Purpose Glomerular Filtration Rate(GFR) is an important indicator for evaluating renal function and monitoring the progress of renal disease. Currently, the method of measuring GFR in clinical trials by using serum creatinine value and 99mTc-DTPA(diethylenetriamine pentaacetic acid) renal dynamic scan is still useful. After the Gates method of formula was announced, when 99mTc-DTPA Renal dynamic scan is taken, it is applied the GFR is measured using a gamma camera. The purpose of this paper is to measure the GFR by applying the Gates method of formula. It is according to effect activity and matrix size that is related in the GFR. Materials and Methods Data from 5 adult patients (patient age = 62 ± 5, 3 males, 2 females) who had been examined 99mTc-DTPA Renal dynamic scan were analyzed. A dynamic image was obtained for 21 minutes after instantaneous injection of 99mTc-DTPA 15 mCi into the patient's vein. To evaluate the glomerular filtration rate according to changes in activity and matrix size, total counts were measured after setting regions of interest in both kidneys and tissues in 2-3 minutes. The distance from detector to the table was maintained at 30cm, and the capacity of the pre-syringe (PR) was set to 15, 20, 25, 30 mCi, and each the capacity of post-syringe (PO) was 1, 5, 10, 15 mCi is set to evaluate the activity change. And then, each matrix size was changed to 32 × 32, 64 × 64, 128 × 128, 256 × 256, 512 × 512, and 1024 × 1024 to compare and to evaluate the values. Results As the activity increased in matrix size, the difference in GFR gradually decreased from 52.95% at the maximum to 16.67% at the minimum. The GFR value according to the change of matrix size was similar to 2.4%, 0.2%, 0.2% of difference when changing from 128 to 256, 256 to 512, and 512 to 1024, but 54.3% of difference when changing from 32 to 64 and 39.43% of difference when changing from 64 to 128. Finally, based on the presently used protocol, 256 × 256, PR 15 mCi and PO 1 mCi, the GFR value was the largest difference with 82% in PR 15 mCi and PO 1 mCi. conditions, and at the least difference is 0.2% in the conditions of PR 30 mCi and PO 15 mCi. Conclusion Through this paper, it was confirmed that when measuring the GFR using the gate method in the 99mTc-DTPA renal dynamic scan. The GFR was affected by activity and matrix size changes. Therefore, it is considered that when taking the 99mTc-DTPA renal dynamic scan, is should be careful by applying appropriate parameters when calculating GFR in the every hospital.