• 재무관리연구
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• 제24권2호
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• pp.183-206
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• 2007

The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

• 품질경영학회지
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• 제40권4호
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• pp.431-440
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• 2012

Purpose: In this paper we propose modified Notz designs which are useful to experimenters who want to adopt the sequential experimentation strategy and to estimate second-order regression model with as few experimental points as possible. Methods: We first present the design matrices and design points in two or three dimensional spaces for such small sized second-order designs as small composite, hybrid, and Notz designs. Modified Notz designs are proposed and compared with some response surface designs in terms of the total number of experimental points, the estimation capability criteria such as D- and A-optimality. Results: When sequential experimentation is necessary, the modified Notz designs are recommendable. Conclusion: The result of this paper will be beneficial to experimenters who need to do experiments more efficiently, especially for those who want to reduce the time of experimentation as much as possible to develop cutting-edge products.

• 한국구조물진단유지관리공학회 논문집
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• 제6권3호
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• pp.167-175
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• 2002

In this paper, an analytical model is proposed for analyzing the hysteretic behavior of RC beam with relocated plastic hinge region under load reversals. The plastic hinge is modeled not to be concentrated on a point but to be distributed on a finite size in beam. This is based on the assumption that the plastic hinge is formed over a certain region, in which the curvature varies. Tangential matrix is reformed using stiffness coefficients including variales such as the length and location of plastic hinge region. In order to construct the hysteretic rule of hinge, modified Takeda rule is also proposed on the base of regression analysis for the previous test results. Previous specimens are analyzed using the proposed model and the result is compared with test result. On the result of the comparison, it was shown that the hysteretic behavior of beams with different location of plastic hinge region could be prediced using the proposed analytical process.

• 한국농공학회지
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• 제30권1호
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• pp.50-62
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• 1988

This study refers to the development of a hydrologic model simulating daily inflow and release rates for irrigation reservoirs. A daily - based model is needed for adequate operation of an irrigation reservoir sufficing the water demand for paddy fields which is closely related to meteorological conditions. Inflow rates to a reservoir need to be accurately described, which may be simulated using a hydrologic model from daily rainfall data. And the objective of this paper is to develop, test, and apply a hydrologic model for daily runoff simmulation. A well - known tank model was selected and modified to simulate daily inflow rates. The model parameters were calibrated using observed runoff data from twelve watersheds, Relationships between the parameters and the watershed characteristics were derived by a multiple regression analysis. The simulation results were in agreement with the data. The inflow model was found to simulate low flow conditions more accurately than high flow conditions, which may be adequate for water resources utilization.

• 지질공학
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• 제29권4호
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• pp.417-425
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• 2019

농업용 지하수 이용은 국내 지하수 이용량의 51.8%를 차지하고 있어 정확한 이용량 산정은 지하수의 효율적 정책 추진을 위하여 중요하다. 본 연구에서는 370개 관정의 이용량 실측 자료를 토대로 회귀나무 모형을 적용한 농업용(전작 및 답작용) 관정의 지하수 이용량의 산정 기법을 개발하고자 하였다. 모델의 입력 변수는 우물의 심도, 토출관 구경, 양수능력 등 3개가 유의한 것으로 평가되었으며, 모델에서의 각 변수의 중요도는 우물의 심도가 75%, 토출관 구경이 17%, 양수능력이 8%로 나타났다. 회귀나무 모형에 의한 농업용(전작 및 답작용) 관정의 일 이용량은 실측 이용량과 매우 유사한 것으로 평가되었으며, 기존의 국토교통부에서 제시한 추정식에 비하여 실측 이용량에 보다 근사한 것으로 나타났다. 향후 추가적인 실측 표본 자료를 확보하여 본 방법을 보완, 적용한다면 지하수 이용량 통계의 신뢰도가 크게 향상될 것으로 기대된다.

• 대한기계학회논문집
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• 제16권9호
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• pp.1605-1614
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• 1992

본 연구에서는 고장력 7075-T73 알루미늄합금에 대하여 변동하중의 기보파형 인 단일과대하중과 고-저(high-low) 블럭하중하의 지연거동에 미치는 과대하중비 %O.L., 기준응력확대계수범위 .DELTA. $K_{b}$ 및 무차원 균열깊이 a/W의 영향을 규명하였 으며, 또한 Wheeler모델의 수정에 의한 예측피로수명을 실험치와 함께 검토하였다.다.

• 대한토목학회논문집
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• 제32권6B호
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• pp.399-406
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• 2012

본 연구의 목적은 폐기물매립지에서의 온실가스 발생량 예측모델 및 모델에 적용된 변수들의 산정방법을 개발하는 것이다. 본 연구에서는 온실가스 발생예측 모델 중 1차 반응모델의 변수인 메탄잠재발생량과 메탄발생속도상수를 평가하기 위하여 수정 Gompertz 식과 Logistic 식을 미분한 2개의 식을 적용하였다. 변수들은 실제 폐기물매립지에서의 매립가스 발생량에 대한 실측값과 예측값과의 통계학적 비교를 통해 산정하였다. 매립가스 발생량에 대한 실측값과 수정 Gompertz 식 및 Logistic 식을 미분하여 나타낸 2개의 식을 이용한 매립가스 발생량 예측값에 대한 회귀분석결과 결정계수는 각각 0.92와 0.94로 나타나, 폐기물매립지에서의 매립가스 발생량에 대한 측정값이 있을 경우 회귀분석을 통해 변수를 산정할 수 있는 것으로 나타났다. 또한 실측값이 없는 폐기물매립지에서의 온실가스 발생량을 예측할 수 있도록 하기 위하여 수정 Gompertz 식과 Logistic 식을 미분한 2개의 식을 기초로 하여 예측모델을 개발하였으며, 이 모델들의 정확성을 평가하기 위하여 Qcs(실측값):Q(예측값)의 비에 대한 빈도분포를 평가한 결과 LandGEM 모델보다 높은 정확성을 나타내었다. 따라서 본 연구에서 개발한 모델들은 폐기물매립지에서의 온실가스 발생량 예측에 적합한 것으로 사료된다.

• 수산해양기술연구
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• 제56권4호
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• pp.374-383
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• 2020

At ship design stage, the maneuverability is generally estimated based on the empirical formula or the computational fluid dynamic (CFD), which is one of the numerical simulation methods. Using the hydrodynamic derivatives derived through these methods can quantitatively estimate the maneuverability of target vessels and evaluate indirect maneuverability. Nevertheless, research on estimating maneuverability is insufficient for ships not subject to IMO maneuverability standard, especially fishing vessels, and even at the design stage, the empirical formula developed for merchant ships is applied without modification. An estimation error may occur due to the empirical formula derived from the regression analysis results of a model test if the empirical formula developed for merchant ships with different hull shapes is applied to fishing vessels without any modification. In this study, the modified empirical formula that can more accurately estimate the fishing vessel's maneuverability was derived by including the hull shape parameter of target fishing trawlers in the regression analysis process that derives Kijima et al. (1990) formula. As a result, the modified empirical formula showed an average estimation error of 6%, and the result improved the average error of 49% of Kijima et al. (1990) formula developed for merchant ships.

• 환경위생공학
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• 제14권1호
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• pp.97-102
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• 1999

This study was carried out view that reuse of sludge of adsorbent for benzene in carbonized cast compare with activated carbon. Not only the carbonized cast is good than carbonized carbon in cation exchange capacity and 12 adsorption capacity, but also benzene adsorption capacity is no differences compare to activated carbon. As results, benzene adsorption capacity of carbonized cast and activated carbon are decreased as temperature increase($25~70^{\circ}C$).It is compatible in Lamgmuir model. Therefore, carbonized cast is applied general adsorbent. From experimental results and data regression, in model concerning effect of temperature, relative errors between the experimental data and those calculated by the model are within the range of 1.2~7.8%. In relative humidity effect (RH 0.25~0.50) of benzene adsorption, modified Freundlich model : $QB_{enzene}{;\}QB_{enzene},{\}_{RH=0}=1-kRH^{IN}$, relative errors between the experimental data and those calculated by the model are within are range of 0.5-5.1%. The constants k and l/n in equation were found to be 1.25, 1.89 in carbonized cast.

• 한국정보시스템학회:학술대회논문집
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• 한국정보시스템학회 1997년도 춘계학술대회논문집 지역정보단지 조성과정보기술의 활용
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• pp.271-285
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• 1997

This paper address the issues of satisfaction factors to measure the service quality in computer communication service users. In order to develope a satisfaction factors' model, we study appropriate quality factors of the service through the focus group interviews with service users, and surveys the quality levels that users have felt in services. It also analyzes the relationship between the user's quality level and the quality factors by the statistical analyses. Based on the optimal regression model, we suggest an appropriate satisfaction model in PC communication service areas. That model shows that most users are interested in the fare for use. Use-fare factor is the most powerful one to the satisfaction model. Second one is usefulness, next is correctness. But connect-status factor is the only negative one. Most users think that its factor is in the way of fluent communication. So to keep the competitiveness in the PC communication service, the sixth negative factor should be modified as soon as possible.