• Title/Summary/Keyword: performance-measure

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Building a Traffic Accident Frequency Prediction Model at Unsignalized Intersections in Urban Areas by Using Adaptive Neuro-Fuzzy Inference System (적응 뉴로-퍼지를 이용한 도시부 비신호교차로 교통사고예측모형 구축)

  • Kim, Kyung Whan;Kang, Jung Hyun;Kang, Jong Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.2D
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    • pp.137-145
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    • 2012
  • According to the National Police Agency, the total number of traffic accidents which occurred in 2010 was 226,878. Intersection accidents accounts for 44.8%, the largest portion of the entire traffic accidents. An research on the signalized intersection is constantly made, while an research on the unsignalized intersection is yet insufficient. This study selected traffic volume, road width, and sight distance as the input variables which affect unsignalized intersection accidents, and number of accidents as the output variable to build a model using ANFIS(Adaptive Neuro-Fuzzy Inference System). The forecast performance of this model is evaluated by comparing the actual measurement value with the forecasted value. The compatibility is evaluated by R2, the coefficient of determination, along with Mean Absolute Error (MAE) and Mean Square Error (MSE), the indicators which represent the degree of error and distribution. The result shows that the $R^2$ is 0.9817, while MAE and MSE are 0.4773 and 0.3037 respectively, which means that the explanatory power of the model is quite decent. This study is expected to provide the basic data for establishment of safety measure for unsignalized intersection and the improvement of traffic accidents.

Information in the Implied Volatility Curve of Option Prices and Implications for Financial Distribution Industry (옵션 내재 변동성곡선의 정보효과와 금융 유통산업에의 시사점)

  • Kim, Sang-Su;Liu, Won-Suk;Son, Sam-Ho
    • Journal of Distribution Science
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    • v.13 no.5
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    • pp.53-60
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    • 2015
  • Purpose - The purpose of this paper is to shed light on the importance of the slope and curvature of the volatility curve implied in option prices in the KOSPI 200 options index. A number of studies examine the implied volatility curve, however, these usually focus on cross-sectional characteristics such as the volatility smile. Contrary to previous studies, we focus on time-series characteristics; we investigate correlation dynamics among slope, curvature, and level of the implied volatility curve to capture market information embodied therein. Our study may provide useful implications for investors to utilize current market expectations in managing portfolios dynamically and efficiently. Research design, data, and methodology - For our empirical purpose, we gathered daily KOSPI200 index option prices executed at 2:50 pm in the Korean Exchange distribution market during the period of January 2, 2004 and January 31, 2012. In order to measure slope and curvature of the volatility curve, we use approximated delta distance; the slope is defined as the difference of implied volatilities between 15 delta call options and 15 delta put options; the curvature is defined as the difference between out-of-the-money (OTM) options and at-the-money (ATM) options. We use generalized method of moments (GMM) and the seemingly unrelated regression (SUR) method to verify correlations among level, slope, and curvature of the implied volatility curve with statistical support. Results - We find that slope as well as curvature is positively correlated with volatility level, implying that put option prices increase in a downward market. Further, we find that curvature and slope are positively correlated; however, the relation is weakened at deep moneyness. The results lead us to examine whether slope decreases monotonically as the delta increases, and it is verified with statistical significance that the deeper the moneyness, the lower the slope. It enables us to infer that when volatility surges above a certain level due to any tail risk, investors would rather take long positions in OTM call options, expecting market recovery in the near future. Conclusions - Our results are the evidence of the investor's increasing hedging demand for put options when downside market risks are expected. Adding to this, the slope and curvature of the volatility curve may provide important information regarding the timing of market recovery from a nosedive. For financial product distributors, using the dynamic relation among the three key indicators of the implied volatility curve might be helpful in enhancing profit and gaining trust and loyalty. However, it should be noted that our implications are limited since we do not provide rigorous evidence for the predictability power of volatility curves. Meaning, we need to verify whether the slope and curvature of the volatility curve have statistical significance in predicting the market trough. As one of the verifications, for instance, the performance of trading strategy based on information of slope and curvature could be tested. We reserve this for the future research.

Development of the Performance Indicator for the Mitigation of Greenhouse Gas Emissions from Products - Estimation of Social Cost for Global Warming Impact using the Conjoint Analysis - (제품의 온실가스 배출저감에 대한 성과지표 개발 - 컨조인트 분석(conjoint analysis)을 이용한 지구온난화 영향의 사회적 비용 추정 -)

  • Jeong, In-Tae;Lee, Kun-Mo;Song, Jong-Sung
    • Journal of Korean Society of Environmental Engineers
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    • v.30 no.12
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    • pp.1245-1254
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    • 2008
  • Proposing a method for the estimation of the social cost for global warming impact (external cost) is the aim of this paper. Both the endpoint approach and conjoint analysis were applied to estimating the social cost for global warming. The endpoint approach was used to assess the damage on the safeguard subjects by global warming due to the emission of greenhouse gases into the atmosphere. The conjoint analysis was used to estimate the economic values for safeguard subjects which measure the social preferences and willingness to pay (WTP) on safeguard subjects. The economic values of human health and social asset were estimated at 62,261,700 Won / DALY (yr) and 10,000 Won / 10,000 Won, respectively. Moreover, cost factors of GHGs were calculated by multiplying the damage factor which is quantified the unit damage on safeguard subject and the economic value. In the case of CO$_2$, the cost factor was calculated at 13.52 Won / kg (13,520 Won / ton). External cost of products or services can be calculated by multiplying the GHG inventory result of products or services by the cost factor of each GHG. inventory.

Study on Performance Evaluation of Dental X-ray Equipment (치과 방사선 발생기의 성능평가에 관한 연구)

  • Jung, Jae-Eun;Jung, Jae-Ho;Kang, Hee-Doo;Lee, Jong-Woong;Ra, Keuk-Hwan
    • Korean Journal of Digital Imaging in Medicine
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    • v.11 no.2
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    • pp.115-119
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    • 2009
  • I think this will be valuable reference for assuring consistency and homogeneity of clarity and managing dental radiation equipment by experimentation of dental radiation equipment permanent which based on KS C IEC 61223-3-4 standard and KS C IEC 61223-2-7. Put a dental radiation generator and experiment equipment as source and film(sensor) length within 30 em, place the step-wedge above the film(sensor). Tie up tube voltage 60 kVp, tube current 7 mA and then get an each image through CCD sensor and film by changing the exposure time as 0.12sec, 0.25sec, 0.4sec. Repeat the test 5times as a same method. Measure the concentration of each stage of film image, which gained by experiment, using photometer. And the image that gained by CCD sensor, analyze the pixel value's change by using image J, which is analyzing image program provided by NIH(National Institutes of Health). In case of film, while 0.12sec and 0.25sec show regular rising pattern of density gap as exposure time's increase, 0.4sec shows low rather than 0.12sec and 0.25sec. In case of CCD sensor density test, the result shows opposite pattern of film. This makes me think that pixels of CCD's sensor can have 0~255 value but it becomes saturation if the value is over 255. The way that getting clear reception during decreasing human's exposed radiation is one of maintaining an equipment as a best condition. So we should keeping a dental radiation equipment's condition steadily through cyclic permanent test after factor examination. Even digital equipment doesn't maintain a permanent, it can maintain a clarity by post processing of image so that hard to set it as standard of permanent test. Therefore it would be more increase the accuracy that compare a film as standard image. Thus I consider it will be an important measurement to care for dental radiation equipment and warrant homogeneity, consistency of dental image's clarity through comparing pattern which is the result from factor test against cyclic permanent test.

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Active Control of Harmonic Signal Based on On-line Fundamental Frequency Tracking Method (실시간 기본주파수 추종방법에 근간한 조화 신호의 능동제어)

  • 김선민;박영진
    • Journal of KSNVE
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    • v.10 no.6
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    • pp.1059-1066
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    • 2000
  • In this paper. a new indirect feedback active noise control (ANC) scheme barred on the fundamental frequency estimation is proposed for systems with a harmonic noise. When reference signals necessary for feedforward ANC configuration are difficult to obtain, the conventional ANC algorithms for multi-tonal noise do not measure the reference signals but generate them with the estimated frequencies.$^{(4)}$ However, the beating phenomena, in which certain frequency components of the noise vanish intermittently, may make the adaptive frequency estimation difficult. The confusion in the estimated frequencies due to the beating phenomena makes the generated reference signals worthless. The proposed algorithm consists of two parts. The first part is a reference generator using the fundamental frequency estimation and the second one is the conventional feedforward control. We propose the fundamental frequency estimation algorithm using decision rules. which is insensitive to the beating phenomena. In addition, the proposed fundamental frequency estimation algorithm has good tracking capability and lower variance of frequency estimation error than that of the conventional cascade ANF method.$^{(4)}$ We are also able to control all interested modes of the noise, even which cannot be estimated by the conventional frequency estimation method because of the poor S/N ratio. We verify the performance of the proposed ANC method through simulations for the measured cabin noise of a passenger ship and the measured time-varying engine booming noise of a passenger vehicle.

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A Study on ASET Elongation & Notification Time to Fire Stations for the Escape Safety of Aged Bedridden Patients in Elderly Long-term Medical Care (노인의료복지시설 화재 시 와상노인의 피난안전성 제고를 위한 피난허용시간 연장과 소방기관으로의 통보시간 연구)

  • Park, Hyung-Joo;Lee, Young-Jae
    • Fire Science and Engineering
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    • v.32 no.4
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    • pp.50-59
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    • 2018
  • Recently, huge life losses occurred in the elderly long-term medical care fires due to lack of escape safety. As part of the measures to enhance the effectiveness of fire escape safety, while they prolong the available safe egress time (ASET) of non fire compartments, a measure to shorten fire-fighter's arrival time by fire alarm notifying device should be implemented in these facilities. The four categories from the aspects of fire prevention/protection engineering were provided with the necessary component technologies for carrying out these helper-guided evacuations. Fire prevention engineered technology was presented by two provisions; one for ensuring small compartment sections by installing the fire rated wall between bed rooms and another for ensuring the fire retardant or/and non-flammable performance of finishing materials. Also fire protection engineered technology was presented by two items; one for imposing cooling effects by sprinklers and another for providing automatic fire alarm notifying functions to fire stations. In order to improve the escape safety of these facilities in Korea, alternative revisions may presented by considering insufficient provisions in the architectural/fire law provisions by analyzing the provisions of Japanese and domestic laws in detail.

Experimental and Numerical Studies on the Failure of Curtain Wall Double Glazed for Radiation Effect (커튼월 이중 유리 외장재 파단에 대한 실험 및 수치해석 연구)

  • Nam, Jiwoo;Ryou, Hong-Sun;Kim, Dong-Joon;Kim, Sung-Won;Nam, Jun-Seok;Cho, Seongwook
    • Fire Science and Engineering
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    • v.29 no.6
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    • pp.40-44
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    • 2015
  • National and international standards for curtain wall glass are focused on wind pressure and insulation performance, but disasters such as fires and earthquakes are not considered. Failure of curtain wall glass during a fire in a skyscraper increases the loss of lives and property due to the spread of fire. Therefore, the fire resistance of curtain wall glass should be investigated, and technology to prevent glass failure should be developed to prevent fire damage due to spreading fire. It is important to predict the starting point of cracks and the cause of glass failure to prevent it effectively using the limited water in a skyscraper. In this study, double glazed glass was exposed to a radiator in an experiment performed to analyze the thermal characteristics. The results show that glass that was not directly exposed to high temperature and pressure was broken. To identify this failure case, numerical analysis was performed. Three glass specimens were installed in an ISO 9705 room and exposed to radiation using a radiator, and a thermocouple was used to measure the temperature on the surface of the glass. Widely used double glazed glass was analyzed for weakness to fire.

Correlates of Self-rated Fatigue in Korean Employees (우리나라 직장인 피로의 역학적 특성)

  • Chang, Sei-Jin;Kang, Myung-Gun;Hyun, Sook-Jung;Cha, Bong-Suk;Park, Jong-Ku;Park, Jun-Ho;Kim, Seong-Ah;Kang, Dong-Mug;Chang, Seong-Sil;Lee, Kyung-Jae;Ha, Eun-Hee;Ha, Mi-Na;Koh, Sang-Baek
    • Journal of Preventive Medicine and Public Health
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    • v.38 no.1
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    • pp.71-81
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    • 2005
  • Objective : To elucidate the correlates of self-rated fatigue in Korean employees. Methods : The data for 10,176 (men, 7,984; women, 2,192; mean age, 34.2; SD: 8.8) employees recruited from a nationwide sample were examined. A structured questionnaire was used to measure the participants' fatigue, sociodemographics (sex, age, education, and marital status), job-related characteristics (work duration, grade at work, work hours, shiftwork, employment type, and magnitude of workplace), and health-related habits (smoking, drinking, coffee intake, and exercise). Two types of measurement for fatigue were used to evaluate the magnitude of fatigue: self-rated question and a standardized measurement tool (Multidimensional Fatigue Scale: MFS). Results : According to the self-rated fatigue, 32% of employees reported that they felt fatigue for the past two weeks, and 9.6% of males and 8.7% of females had experienced excessive fatigue (6 months or more). Hierarchical multiple regression analysis showed that fatigue measured by MFS was more common in women, younger, college or more graduated, single, and employees who do not regularly exercise. Fatigue was also associated with long work hours, and the size of the workplace (<1,000 employees). Conclusions : These results suggest that fatigue has been considered as a common complaint, and that it is affected by job-related factors like work hours and the workplace size as well as sociodemographics or health-related behaviors. Further research is needed to clarify the effects of fatigue on adverse health outcomes, work performance, work disability, sick absence and medical utilization, and to examine the relationship of job characteristics (e.g.: work demand, decision latitude) to fatigue.

Availability of the Time and Change Test in Screening for Dementia in the Elderly (노인에서 치매 조기선별을 위한 시각.금전계산 검사의 유용성)

  • Chung, Eun-Kyung;Shin, Min-Ho;Rhee, Jung-Ae
    • Journal of Preventive Medicine and Public Health
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    • v.36 no.2
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    • pp.101-107
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    • 2003
  • Objectives : Dementia has emerged as a leading public health problem in elderly persons, and its early detection is important for the treatment of curable cases, and in the educational support for other family members. Although dementia screening tests are available, they have not gained widespread use in community or primary care settings. Our goal was to validate the Tine and Change (T&C) Test, -including its validity and reliability in patients, and to assess it as a simple, standardized method for the screening of dementia in the rural elderly. Methods : The participants in this study comprised of 59 patients from an urban hospital and 405 persons from a rural community aged 65 years or older. The time test evaluated the understanding of clock hands indicating 11:10, and the change test the ability to make 1,000 Won from a group of coins, consisting of one 500, seven 100, and seven 50 Won coins. The T&C ratings were validated against a reference standard based on the physician's diagnosis of the patients. The convergent validity in relation to other cognitive measure, test-retest agreement, and inter-observer reliability were assessed. To assess the relationship between the Korean Mini-Mental State Exam (K-MMSE) and the T&C Test, the mean K-MMSE scores were compared with the results of the T&C Test in the elderly from a rural community. Results The T&C Test had a sensitivity and specificity of 73.0, and 90.9%, and positive and negative predictive values of 93.1, and 66.7%, respectively. The test-retest and inter-observer agreement rates were both 95%. The K-MMSE scores and T&C Test were significantly related in the elderly from a rural community (p<0.01), The T&C Test was not influenced by the educational status. The Time and Change Tests took a mean of 6.3 and 12.7 seconds, respectively, to complete Conclusion : The T&C Test is a simple, accurate and reliable, performance-based tool in the screening for dementia. Because it is quick, and easy-to-use, it is hoped the T&C Test will be used for the widespread cognitive screening of aging populations.

A Study on the Relation between IRI and PrI (평탄성 지수 IRI와 PrI의 상관관계에 관한 연구)

  • Kim, Kook-Han;Lee, Byung-Duck;Choi, Go-Il;Yang, Sung-Cheol
    • International Journal of Highway Engineering
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    • v.5 no.1 s.15
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    • pp.11-18
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    • 2003
  • Road roughness, as the key factor influencing not only drivers' ride quality and safety but also pavement deterioration, is one of the most important pavement performance indicator to be evaluated by users' subjective assessment. For this reason, a specific number of the pavement roughness has been adopted to monitor the condition of a road for pavement management systems and to evaluate the quality of newly constructed sections, however, none of the unified methodology was internationally accepted. In Korea highway network, road roughness has been used mainly to evaluate newly placed pavement by using 7.6m CP (California Profile meter) to calculate PrI (Profile Index). But this instrument is manually operated to measure road profiles by traffic closure and their interpretation depends on personal bias. Therefore, problems arisen from the manually operated instrument will be overcome by using the APL (Longitudinal Profile Analyzer) which can be operated in the speed of 80km per hour. A study was conducted to correlate the relation from both concrete and asphalt pavement between IRI (measured by APL) and PrI (measured by 7.6m CP). Test results showed that there was a good correlation between IRI and PrI.

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