• 한국항행학회논문지
• /
• 제22권4호
• /
• pp.271-278
• /
• 2018

단일주파수 수신기를 사용하는 저궤도위성의 전리층 보정을 수행하기 위해선 지상기반 전리층 보정 모델에 변환 계수를 적용해야 한다. 전리층 변환 계수는 3차원 전리층 분포를 제공하는 NeQuick 모델을 이용하여 계산할 수 있다. 본 연구에서는 2015년 한 해 NeQuick G 모델을 이용하여 전리층 변환 계수를 계산한 후, 저궤도위성 관측값과 IGS 지상 전리층지도의 비율로 계산된 전리층 변환계수와 비교하였다. NeQuick G의 전리층 변환 계수를 IGS 전리층지도에 적용한 후, 저궤도위성에서 관측된 전리층 지연과 비교하여 정확도를 분석하였다. 또한, NeQuick G 변환 계수를 IGS 전리층 지도에 적용하여 계산한 전리층 지연 오차와 NeQuick G 모델만을 이용하여 계산한 전리층 지연 오차를 비교분석하였다. 추가적으로 위도 및 태양활동에 따른 전리층 지연오차를 분석하였다. 2015년 한 해 NeQuick G 모델로 계산된 평균 전리층 변환 계수는 0.269로 나타났으며, IGS 전리층 지도에 NeQuick G 변환 계수를 적용한 전리층 지연 오차는 NeQuick G 모델만으로 계산된 전리층 지연 오차보다 23.7% 더 작았다.

• The Journal of Asian Finance, Economics and Business
• /
• 제7권10호
• /
• pp.513-521
• /
• 2020

In this paper, we have developed a Fama - French five factor model (FF5 model) from Fama & French (2015) by using concept of time-varying coefficient. For a data set, we have used monthly data form Kenneth R. French home page, it include Japan portfolios (classified by using size and book-to-market) and 5 factors from July 1990 to April 2020. The first analysis, we used Augmented Dickey-Fuller test (ADF test) for the stationary test, from the result, all Japan portfolios and 5 factors are stationary. Next analysis, we estimated a coefficient of Fama - French five factor model by using a generalized additive model with a thin-plate spline to create the time-varying coefficient Fama - French five factor model (TV-FF5 model). The benefit of this study is TV-FF5 model which can capture a different effect at different times of 5 factors but the traditional FF5 model can't do it. From the result, we can show a time-varying coefficient in all factors and in all portfolios, for time-varying coefficients of Rm-Rf, SMB, and HML are significant for all Japan portfolios, time-varying coefficients of RMW are positively significant for SM, and SH portfolio and time-varying coefficients of CMA are significant for SM, SH, and BM portfolio.

• 응용통계연구
• /
• 제33권4호
• /
• pp.365-377
• /
• 2020

선형모형에서 두개 이상의 설명변수들 사이에 존재하는 다중공선성 문제를 변수들 간에 내재되어 있는 공통의 구조인 인자를 구성하고, 인자들을 회귀변수로 사용하여 해결하는 인자회귀모형에 대하여 논의한다. 무한개로 가정 가능한 내재된 인자 중 유의미한 인자적재행렬을 구성하기 위하여 벌점모수의 값이 큰 LASSO 사전분포를 적용하는 베이지안 추정법을 사용한다. 결정된 인자적재행렬과 다른 모수들의 추정값을 각 설명변수의 선형모수로 역변환 하여, 새로운 관측값에 대한 예측 모형으로도 사용한다. 제안한 방법을 제품 서비스 관리 자료에 적용하여 정해진 인자의 개수에 대한 인자가 일반적인 공통인자회귀모형과 동일한 결과를 나타냄을 확인하였고, 일반적인 공통인자회귀모형과 비교를 위해 계산한 평균 제곱 오차값이 더 작다는 것을 알 수 있었다.

• 한국소성가공학회:학술대회논문집
• /
• 한국소성가공학회 2001년도 추계학술대회 논문집
• /
• pp.134-137
• /
• 2001

In this paper on-line model is derived from investigating via series of finite element process simulation. Some variables that little affect on non-dimensional parameters. ie. forward slip and torque factor. is extracted from composing on-line model Especially, this research focused on deriving on-line model which exactly predict roll force and roll power in the roughing mill process under small shape factor and small reduction ratio. The prediction accuracy of the proposed model is examined through comparison with predictions from a finite element process model

• The Journal of Asian Finance, Economics and Business
• /
• 제7권12호
• /
• pp.605-613
• /
• 2020

In unfrictionless markets, one measure of asset pricing is its height of friction. This study develops a three-factor model by loosening the assumptions about stocks without friction, without risk, and perfectly liquid. Friction is used as an indicator of transaction costs to be included in the model as a variable that will reduce individual profits. This approach is used to estimate return, beta and other variable for firms listed on the Indonesian Stock Exchange (IDX). To test the efficacy of friction-adjusted three-factor model, we use intraday data from July 2016 to October 2018. The sample includes all listed firms; intraday data chosen purposively from regular market are sorted by capitalization, which represents each tick size from the biggest to smallest. We run 3,065,835 intraday data of asking price, bid price, and trading price to get proportional quoted half-spread and proportional effective half-spread. We find evidence of adjusted friction on the three-factor model. High/low trading friction will cause a significant/insignificant return difference before and after adjustment. The difference in average beta that reflects market risk is able to explain the existence of trading friction, while the difference between SMB and HML in all observation periods cannot explain returns and the existence of trading friction.

• Communications for Statistical Applications and Methods
• /
• 제15권6호
• /
• pp.825-835
• /
• 2008

계량경제학 분야에서 널리 쓰이는 MGARCH(multivariate GARCH)모형은 여러개의 시계열자료들의 변동성을 함께 모형화한다. 그러나 변수가 많아질수록 추정해야 할 모수의 수가 급격하게 늘어나는 문제점이 있다. 본 연구에서는 인자 모형을 통해 자료의 차원을 축소시킴로써 이러한 문제를 해결하고자 하였다. 국내의 주가수익률 자료에 통계적 인자 모형과 fundamental factor model을 적용하여 각각의 의미 있는 인자들을 얻은 후 이를 MGARCH모형에 적합시켰다. 또한 두 인자모형을 바탕으로 얻어진 최종 모형들의 MSE, MAD와 VaR(Value at Risk)를 계산하여 예측력을 비교하고자 한다.

• 한국항만학회지
• /
• 제14권1호
• /
• pp.57-64
• /
• 2000

For composing the structure model of national maritime power system by system structural modeling, in this study, the 50 basic factors are selected by survey of the extensive and through literatures on maritime, sea, maritime power and sea power. And the basic factors are classified into 36 component factors by cluster method. The 9 attributes are extracted by the application of the principle component analysis method, one of the factor analysis method in system engineering, to component factors. In this study, we define the attributes composing the national maritime power system by integrating the result of this study and existed our studies relating to this topic. Which are showed in Table 2. and we show the structure model of national maritime power system in Fig. 3. In Table 2, the 9 attributes are as follows : the fundamental power of maritime, shipping and port power, naval power, fishing power, shipbuilding power, the power of ocean research and development, dependency on seaborne trade, the protection power of ocean environment and the will and inclination of govemment. Also, in the case of evaluating this system, we conform the importance of considering the interactions among the attributes which have strong interactions in structure model of national maritime power system.

• 한국도로학회논문집
• /
• 제17권3호
• /
• pp.117-124
• /
• 2015

PURPOSES : The purpose of this study is to verify traffic accident injury severity factors for elderly drivers and the relative relationship of these factors. METHODS : To verify the complicated relationship among traffic accident injury severity factors, this study employed a structural equation model (SEM). To develop the SEM structure, only the severity of human injuries was considered; moreover, the observed variables were selected through confirmatory factor analysis (CFA). The number of fatalities, serious injuries, moderate injuries, and minor injuries were selected for observed variables of severity. For latent variables, the accident situation, environment, and vehicle and driver factors were respectively defined. Seven observed variables were selected among the latent variables. RESULTS : This study showed that the vehicle and driver factor was the most influential factor for accident severity among the latent factors. For the observed variable, the type of vehicle, type of accident, and status of day or night for each latent variable were the most relative observed variables for the accident severity factor. To verify the validity of the SEM, several model fitting methods, including ${\chi}^2/df$, GFI, AGFI, CFI, and others, were applied, and the model produced meaningful results. CONCLUSIONS : Based on an analysis of results of traffic accident injury severity for elderly drivers, the vehicle and driver factor was the most influential one for injury severity. Therefore, education tailored to elderly drivers is needed to improve driving behavior of elderly driver.

• Journal of Information Technology Applications and Management
• /
• 제19권4호
• /
• pp.227-242
• /
• 2012

It is a daunting task to theorize the process effectiveness of IT convergence based service model. Despite the criticalness of investigating process enhancement impact of IT-convergence based service model, the theoretical research in this field is relatively scarce, possibly due to the too wide and comprehensiveness of research scope. In this vein, we conducted exploratory study to understand the contributional impact of IT convergence based service model on resolving service process limitations. We first identified five IT convergence based service models in the area of typical service industry, which include entertainment, learning, location based services, tourism, and healthcare. Our research model classified value creation factors of the IT convergence model in twofold. The one is defined as basic value creation factor of the IT convergence, which is treated as the second-order factor that consists of two first-order factors of mobile functionality and Internet with digital contents merging functionality. The other is defined as service process limitations resolving factor which are comprised with the two first-order factors of simultaneousity and perishability. Both the second-order factors are modeled, each respectively, with the two first-order factors in formative manner. Using PLS, empirical validation is executed to analyze each value creating factor's contribution impact on the relative advantage, as well as the mediating effect of basic value creation factor on resolving service process limitations. On the basis of the insights revealed from this paper, further theory building research could be elaborated in the area of IT convergence applications for service industry.

• 응용통계연구
• /
• 제13권2호
• /
• pp.427-436
• /
• 2000

이 논문에서는 신뢰수명자료의 분석에 많이 사용되는 지수분포, 와이블분포, 로그정규분포에 대해, 현재의 자료가 어느 분포에 가장 적합한가를 알아보기 위한 베이자안 모형 선택방법을 제안한다. 일반적으로, 모수에 대한 사전분포가 부적절 분포인 경우, 베이즈 요인(Bayes factor)은 미지의 상수를 포함한다. 이러한 문제점을 해결하기 위하여 O’Hagan(1995)에 의해 제안된 fractional Bayes factor를 이용하여 자료를 가장 적합시키는 모형을 찾는다. 특히, 제2종 중도절단자료가 주어진 경우. 이 자료를 이용한 베이지안 모형선택에 대한 연구는 거의 이루어진 바가 없다. 실제 자료와 인위적인 자료를 이용하여 로그정규분포, 지수분포, 와이블모형중 어느 모형에 가장 잘 적합한지를 검정하는 예를 보인다.