• Journal of Animal Science and Technology
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• v.45 no.5
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• pp.739-748
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• 2003

The objective of this study was to estimate genetic parameters for test-day milk production and somatic cell score using field data collected by dairy herd improvement program in Korea. Random regression animal models were applied to estimate genetic variances for milk production and somatic cell score. Heritabilities for milk yields, fat percentage, protein percentage, solid-not-fat percentage, and somatic cell score from test day records of 5,796 first lactation Holstein cows were estimated by REML algorithm in single trait random regression test-day animal models. For these analyses, Legendre polynomial covariate function was applied to model the fixed effect of age-season, the additive genetic effect and the permanent environment effect as random. Homogeneous residual variance was assumed to be equal throughout lactation. Heritabilities as a function of time were calculated from the estimated curve parameters from univariate analyses. Heritability estimates for milk yields were in range of 0.13 to 0.29 throughout first lactation. Heritability estimates for fat percentage, protein percentage and solid-not-fat percentage were within 0.09 to 0.11, 0.12 to 0.19 and 0.17 to 0.23, respectively. For somatic cell score, heritabilities were within 0.02 to 0.04. Heritabilities for milk productions and somatic cell score were fluctuated by days in milk with comparing 305d milk production.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• Journal of Food Hygiene and Safety
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• v.26 no.1
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• pp.25-30
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• 2011

In this study, predictive mathematical models were developed to predict the kinetics of Listeria monocytogenes growth in the mixed fresh-cut vegetables, which is the most popular ready-to-eat food in the world, as a function of temperature (4, 10, 20 and $30^{\circ}C$). At the specified storage temperatures, the primary growth curve fit well ($r^2$=0.916~0.981) with a Gompertz and Baranyi equation to determine the specific growth rate (SGR). The Polynomial model for natural logarithm transformation of the SGR as a function of temperature was obtained by nonlinear regression (Prism, version 4.0, GraphPad Software). As the storage temperature decreased from $30^{\circ}C$ to $4^{\circ}C$, the SGR decreased, respectively. Polynomial model was identified as appropriate secondary model for SGR on the basis of most statistical indices such as mean square error (MSE=0.002718 by Gompertz, 0.055186 by Baranyi), bias factor (Bf=1.050084 by Gompertz, 1.931472 by Baranyi) and accuracy factor (Af=1.160767 by Gompertz, 2.137181 by Baranyi). Results indicate L. monocytogenes growth was affected by temperature mainly, and equation was developed by Gompertz model (-0.1606+$0.0574^*Temp$+$0.0009^*Temp^*Temp$) was more effective than equation was developed by Baranyi model (0.3502-$0.0496^*Temp$+$0.0022^*Temp^*Temp$) for specific growth rate prediction of L.monocytogenes in the mixed fresh-cut vegetables.

• Transactions of the Korean hydrogen and new energy society
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• v.22 no.3
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• pp.326-332
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• 2011

The authors examined the effects of operating parameters on the $H_2$ production by dark fermentation of the wastewater generated from food waste recycling facilities, in short "food waste wastewater (FWW)". Central composite design based response surface methodology was applied to analyze the effect of initial pH (5.5-8.5) and substrate concentration (2-20 g Carbo. COD/L) on $H_2$ production. The experiment was conducted under mesophilic ($35^{\circ}C$) condition and a heat-treated ($90^{\circ}C$ for 20min)anaerobic digester sludge was used as a seeding source. Although there was a little difference in carbohydrate removal, $H_2$ yield was largely affected by the experimental conditions, from 0.38 to 1.77 mol $H_2$/mol $hexose_{added}$. By applying regression analysis, $H_2$ yield was well fitted based on the coded value to a second order polynomial equation (p = 0.0243): Y = $1.78-0.17X_1+0.30X_2+0.37X_1X_2-0.29X_1{^2}-0.35X_2{^2}$, where $X_1$, $X_2$, and Y are pH, substrate concentration (g Carbo. COD/L), and hydrogen yield (mol $H_2$/mol $hexose_{added}$), respectively. The 2-D response surface clearly showed a high inter-dependency between initial pH and substrate concentration, and the role of these two factors was to control the pH during fermentation. According to the statistical optimization, the optimum condition of initial pH and substrate concentration were 7.0 and 13.4 g Carbo. COD/L, respectively, under which predicted $H_2$ yield was 1.84 mol $H_2$/mol $hexose_{added}$. Microbial analysis using 16S rRNA PCR-DGGE showed that $Clostridium$ sp. such as $Clostridium$ $perfringens$, $Clostridium$ $sticklandii$, and $Clostridium$ $bifermentans$ were main $H_2$-producers.

• Korean Chemical Engineering Research
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• v.56 no.4
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• pp.568-576
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• 2018

In order to investigate the adsorption characteristics of the antibiotics trimethoprim (TMP) by activated carbon (WCAC) prepared from waste citrus peel, the effects of operating parameters on the TMP adsorption were investigated by using a response surface methodology (RSM). Batch experiments were carried out according to a four-factor Box-Behnken experimental design with four input parameters : concentration ($X_1$: 50-150 mg/L), pH ($X_2$: 4-10), temperature ($X_3$: 293-323 K), adsorbent dose ($X_4$: 0.05-0.15 g). The experimental data were fitted to a second-order polynomial equation by the multiple regression analysis and examined using statistical methods. The significance of the independent variables and their interactions was assessed by ANOVA and t-test statistical techniques. Statistical results showed that concentration of TMP was the most effective parameter in comparison with others. The adsorption process can be well described by the pseudo-second order kinetic model. The experimental data of isotherm followed the Langmuir isotherm model. The maximum adsorption amount of TMP by WCAC calculated from the Langmuir isotherm model was 144.9 mg/g at 293 K.

• Korean Journal of Remote Sensing
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• v.30 no.1
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• pp.47-59
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• 2014

Volcanic ash (VA) can be estimated by remote sensing sensors through their spectral signatures determined by the inherent optical property (IOP) including complex refractive index and the scattering properties. Until now, a very limited range of VA refractive indices has been reported and the VA from each volcanic eruption has a different composition. To improve the robustness of VA remote sensing, there is a need to understanding of VA - radiation interactions. In this study, we calculated extinction coefficient, scattering phase function, asymmetry factor, and single scattering albedo which show different values between andesite and pumice. Then, IOPs were used to analyze the relationship between theoretical remote sensed radiation calculated by radiative transfer model under various aerosol optical thickness (${\tau}$) and sun-sensor geometries and characteristics of VA. It was found that the mean rate of change of radiance at top of atmosphere versus ${\tau}$ is six times larger than in radiance values at 0.55 ${\mu}m$. At the surface, positive correlation dominates when ${\tau}$ <1, but negative correlation dominates when ${\tau}$ >1. However, radiance differences between andesite and pumice at 11 ${\mu}m$ are very small. These differences between two VA types are expressed as the polynomial regression functions and that increase as VA optical thickness increases. Finally, these results would allow VA to be better characterized by remote sensing sensors.

• Fisheries and Aquatic Sciences
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• v.23 no.1
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• pp.1.1-1.14
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• 2020

Background: Dietary protein requirements are dependent on a variety of factors and water temperature is one of the most important abiotic factors affecting protein requirement of fish. This study was, therefore, conducted to investigate effects of water temperature on dietary protein requirement of fry Heteropneustes fossilis which has high demand in most of the Asian markets. Methods: Quadruplicate groups of 30 fish per treatment (2.97 ± 0.65 cm; 5.11 ± 0.34 g) were fed seven isoenergetic diets (17.9 kJ g^-1 gross energy; 14.99 kJ g^-1 digestible energy) containing dietary protein levels ranging from 28 to 52% at two water temperatures (18 and 26 ℃). Experimental diets were fed to apparent satiation as semi-moist cakes thrice daily at 17:00, 12:00, and 17:30 h for 12 weeks. For precise information, various growth parameters, protein deposition, hematological parameters, metabolic enzymes, and stress response were analyzed, and effects of water temperature on dietary protein requirement was recommended on the basis of response from above parameters. Results: Groups held at 26 ℃ attained best growth, feed conversion, and protein deposition at 44% dietary protein indicating that temperature affected dietary protein requirement for optimum growth of H. fossilis fry and protein requirement seems to be satisfied with 44% dietary protein. Interestingly, interactive effects of both dietary protein levels and temperature were not found (P > 0.05). Fish reared at 18 ℃ had comparatively higher values for aspartate and alanine transferases than those reared at 26 ℃ water temperature which exhibited normal physiological value for these enzymes indicating that body metabolism was normal at this temperature. Hematological parameters also followed same pattern. Furthermore, fish reared at 26 ℃ water temperature exhibited more resistant to thermal stress (P < 0.05). The 95% maximum plateau of protein deposition data using second-degree polynomial regression analyses exhibited dietary protein requirement of fry H. fossilis between 40.8 and 41.8% of diet at 26 ℃ water temperature. The recommended range of dietary protein level and protein/digestible energy ratio for fry H. fossilis is 40.8-41.8% and 27.21-27.88 mg protein kJ^-1 digestible energy, respectively. Conclusions: Information developed is of high significance for optimizing growth potential by making better utilization of nutrient at 26 ℃ and, to develop effective management strategies for mass culture of this highly preferred fish species.

• Microbiology and Biotechnology Letters
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• v.31 no.1
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• pp.83-89
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• 2003

2,4-Dichlorophenoxyacetic acid (2,4-D) as a widely used herbicide has caused serious environmental problems because of its difficult decomposition in nature. We isolated the strain capable of metabolizing 2,4-D as sole carbon and energy source by an enrichment culture technique from the 2,4-D contaminated soil collected at orchard in Gwangju, Korea. This strain was identified tentatively as Aeromonas sp. NOH2. With this strain, we established the response surface methodology (Box-Behnken Design) to optimize the principle parameters for maximizing biodegradation of 2,4-D such as culture pH, temperature, and nutrient concentration in liquid batch culture. The ranges of parameters were obtained from preliminary works done at our laboratory and chosen as 5.5, 6.5, and 7.5 for pH, 25, 30, and $35^{\circ}C$ for temperature, and 5, 20, and 35 g/1 nutrient concentration. Initial concentration of 2,4-D was 500 ppm and nutrient source was tryptic soy broth. The experimental data were significantly fitted to a second order polynomial equation using multiple regression. The most important parameter influencing 2,4-D degradation and biomass production was nutrient concentration. For 2,4-D degradation, the optimum values of pH and temperature, and nutrient concentration were obtained at pH (6.5), temperature (31.8 to $32.1^{\circ}C$), and nutrient concentration (29.6 to 30.1.0 g/1).

• Korean Journal of Veterinary Research
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• v.26 no.1
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• pp.187-194
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• 1986

The purpose of this study is to develop a new method which enables the goat ESR to be used as an effective clinical test. Blood samples were taken from 61 Korean native goats aged above one year old and the effect of tube inclinations, tube bores, tube lengths, environmental temperatures during tests and packed erythrocyte volumes (PCV) on the ESR were observed. The results were summarized as follows. 1. The ESR/hr using capillary hematocrit tube (Micro-Ht-tube) was gradually increased as the tube angle inclined from 90 (vertical) to 15 degrees and the best angle in view of both security and fast sedimentation rate was found to be an angle of 45 degrees. 2. The 45-degree angled ESR ($45^{\circ}$-ESR) increased as the diameter of tube bore decreased. 3. The tube length did not affect the $45^{\circ}$-ESR in percent. 4. The $45^{\circ}$-ESR increased with the increased environmental temperature during the ESR test. 5. The heparinized Micro-Ht tubes did not affect the $45^{\circ}$-ESR of EDTA-blood in healthy group but in anemic group. In the anemic group, the ESRs by the heparinized Micro-Ht-tubes were slightly higher than those by non-heparinized Micro-Ht-tubes. 6. By using the autologous plasma, PCV of the blood was adjusted to be 10, 20, 30, 40 and 50ml/100ml and $45^{\circ}$-ESRs were determined in the Micro-Ht-tubes. The $45^{\circ}$-ESRs increased as the values of PCV decreased. The regression of the $45^{\circ}ESR$ to PCV was curvilinear with the second degree polynomial, $Y=42.1838-1.7355X+0.0180X^2$(r=0.9997). 7. The $45^{\circ}$-ESR/hr, using non-heparinized Micro-Ht-tubes at $20^{\circ}C$, was determined in 35 healthy Korean native goats. The average PCV was $30.6{\pm}1.4ml/100ml$. The observed ESR values averaged $6.8{\pm}1.7%$ and the corrected ESR values to the standard PCV of 31ml/100ml averaged $6.5{\pm}1.2%$. From these results, the angled capillary tube method was found to be desirable ESR test of goat blood in which EDTA-blood is filled in nonheparinized Micro-Ht-tubes held at an angle of 45 degrees for an hour at $20^{\circ}C$.

• The Korean Journal of Malacology
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• v.31 no.3
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• pp.203-212
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• 2015

This study was performed to describe the influence of temperature on the clearance rate and ingestion rate of the blue mussel, Mytilus galloprovincialis with three food organisms and habitat location (shell size) of mussel. Food organisms used in this experiments were Isochrysis galbana, Chaetoceros didymus and Prorocentrum dentatum. The size of mussels inhabiting higher midlittoral zone was smaller than those of lower midlittoral zone. Regardless of the kind of food organisms, filtration rates and ingestion rates of higher midlittoral mussels were higher than those of lower midlittoral mussels in experiment temperature conditions. The variation of filtration rate and ingestion rate showed same tendency with temperature. Filtration rates and ingestion rates increased with temperature, and recorded maximum values at $20-25^{\circ}C$ of temperature, and thereafter decreased gradually. Theoretical optimum temperatures showing maximum filtration rates and ingestion rates estimated from polynomial regression curves were also in the range of $20-25^{\circ}C$. Blue mussels showed different variation of filtration rate and ingestion rate with the kind of food organisms. Filtration rates and ingestion rate based on cell number were similar regardless of habitat location(tidal elevation) and food organisms. Ingestion rates based on carbon content showed very high values in case of P. dentatum beside I. galbana and C. didymus as food organism.