• Title/Summary/Keyword: probability estimation

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A Comparison of Single and Multi-matrix Models for Bird Strike Risk Assessment (단일 및 다중 매트릭스 모델의 비교를 통한 항공기-조류 충돌 위험성 평가 모델 분석)

  • Hong, Mi-Jin;Kim, Myun-Sik;Moon, Young-Min;Choi, Jin-Hwan;Lee, Who-Seung;Yoo, Jeong-Chil
    • Korean Journal of Environment and Ecology
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    • v.33 no.6
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    • pp.624-635
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    • 2019
  • Bird strike accidents, a collision between aircraft and birds, have been increasing annually due to an increasing number of aircraft operating each year to meet heavier demand for air traffic. As such, many airports have conducted studies to assess and manage bird strike risks effectively by identifying and ranking bird species that can damage aircraft based on the bird strike records. This study was intended to investigate the bird species that were likely to threaten aircraft and compare and discuss the risk of each species estimated by the single-matrix and multi-matrix risk assessment models based on the Integrated Flight Information Service (IFIS) data collected in Gimpo, Gimhae and Jeju Airports in South Korea from 2005 to 2013. We found that there was a difference in the assessment results between the two models. The single-matrix model estimated 2 species and 6 taxa in Gimpo and Gimhae Airports and 2 species and 5 taxa in Jeju Airport to have the risk score above "high," whereas the multi-matrix model estimated 3 species and 5 taxa in Gimpo Airport, 4 species and 5 taxa in Gimhae Airport, and 2 species and 3 taxa in Jeju Airport to have the risk score above "very high." Although both models estimated the similar high-risk species in Gimpo and Gimhae Airports, there was a significant difference in Jeju Airport. Gimpo and Gimhae Airports are near the estuary of a river, which is an excellent habitat for large and heavy waterbirds. On the other hand, Jeju Airport is near the coast and the city center, and small and light bird species are mostly observed. Since collisions with such species have little effect on aircraft fuselage, the impact of common variables between the two models was small, and the additional variables caused a significant difference between the estimation by the two models.

Barium Compounds through Monte Carlo Simulations Compare the Performance of Medical Radiation Shielding Analysis (몬테카를로 시뮬레이션을 통한 바륨화합물의 의료방사선 차폐능 비교 분석)

  • Kim, Seonchil;Kim, Kyotae;Park, Jikoon
    • Journal of the Korean Society of Radiology
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    • v.7 no.6
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    • pp.403-408
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    • 2013
  • This study made a tentative estimation of the shielding rate of barium compound by thickness through monte carlo simulation to apply medical radiation shielding products that can replace existing lead. Barium sulfate($BaSO_4$) was used for the shielding material, and thickness of the shielding material specimen was simulated from 0.1 mm to 5 mm by applying $15{\times}15cm^2$ of specimen area, $4.5g/cm^3$ of density of barium sulfate, and $11.34g/cm^3$ density of lead. Entered source was simulated with 10kVp Step in consecutive X-ray energy spectrum(40 kVp ~ 120 kVp). Absorption probability in 40 kVp ~ 60 kVp showed same shielding rate with lead in 3 mm ~ 5 mm of thickness, but it was identified that under 2 mm, the shielding rate was a bit lower than the existing lead shielding material. Also, the shielding rate in 70 kVp ~ 120 kVp energy band showed similar performance as the existing lead shielding material, but it was tentatively estimated as fairly low shielding rate below 0.5 mm. This study estimated the shielding rate of barium compound as the thickness function of x-ray energy band for medical radiation through monte carlo simulation, and made comparative analysis with existing lead. Also, this study intended to verify application validity of the x-ray shielding material for medical radiation of pure barium sulfate. As a result, it was estimated that the shielding effect was 95% higher than the existing lead 1.5 mm in at least 2 mm thickness of barium compound in medical radiation energy band 70 kVp ~ 120 kVp, and this result is considered valid to be provided as a base data in weight lightening production of radiation shielding product for medical radiation.

Developing Fire-Danger Rating Model (산림화재예측(山林火災豫測) Model의 개발(開發)을 위(爲)한 연구(硏究))

  • Han, Sang Yeol;Choi, Kwan
    • Journal of Korean Society of Forest Science
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    • v.80 no.3
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    • pp.257-264
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    • 1991
  • Korea has accomplished the afforestation of its forest land in the early 1980's. To meet the increasing demand for forest products and forest recreation, a development of scientific forest management system is needed as a whole. For this purpose the development of efficient forestfire management system is essential. In this context, the purpose of this study is to develop a theoretical foundation of forestfire danger rating system. In this study, it is hypothesized that the degree of forestfire risk is affected by Weather Factor and Man-Caused Risk Factor. (1) To accommodate the Weather Factor, a statistical model was estimated in which weather variables such as humidity, temperature, precipitation, wind velocity, duration of sunshine were included as independent variables and the probability of forestfire occurrence as dependent variable. (2) To account man-caused risk, historical data of forestfire occurrence was investigated. The contribution of man's activities make to risk was evaluated from three inputs. The first, potential risk class is a semipermanent number which ranks the man-caused fire potential of the individual protection unit relative to that of the other protection units. The second, the risk sources ratio, is that portion of the potential man-caused fire problem which can be charged to a specific cause. The third, daily activity level is that the fire control officer's estimate of how active each of these sources is, For each risk sources, evaluate its daily activity level ; the resulting number is the partial risk factor. Sum up the partial risk factors, one for each source, to get the unnormalized Man-Caused Risk. To make up the Man-Caused Risk, the partial risk factor and the unit's potential risk class were considered together. (3) At last, Fire occurrence index was formed fire danger rating estimation by the Weather Factors and the Man-Caused Risk Index were integrated to form the final Fire Occurrence Index.

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Estimation of Heading Date using Mean Temperature and the Effect of Sowing Date on the Yield of Sweet Sorghum in Jellabuk Province (평균온도를 이용한 전북지역 단수수의 출수기 추정 및 파종시기별 수량 변화)

  • Choi, Young Min;Choi, Kyu-Hwan;Shin, So-Hee;Han, Hyun-Ah;Heo, Byong Soo;Kwon, Suk-Ju
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.64 no.2
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    • pp.127-136
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    • 2019
  • Sweet sorghum (Sorghum bicolor L. Moench), compared to traditional crops, has been evaluated as a useful crop with high adaptability to the environment and various uses, but cultivation has not expanded owing to a lack of related research and information in Korea. This study was conducted to estimate heading date in 'Chorong' sweet sorghum based on climate data of the last 30 years (1989 - 2018) from six regions (Jeonju, Buan, Jeongup, Imsil, Namwon, and Jangsu) in Jellabuk Province. In addition, we compared the growth and quality factors by sowing date (April 10, April 25, May 10, May 25, June 10, June 25, and July 10) in 2018. Days from sowing to heading (DSH) increased to 107, 96, 83, 70, 59, 64, and 65 days in order of the sowing dates, respectively, and the average was 77.7 days. The effective accumulated temperature for heading date was $1,120.3^{\circ}C$. The mean annual temperature was the highest in Jeonju, followed in descending order by Jeongup, Buan, Namwon, Imsil, and Jangsu. The DSH based on effective accumulated temperature gradually decreased in all sowing date treatments in the six regions during the last 30 years. DSH of the six regions showed a negative relationship with mean temperature (sowing date to heading date) and predicted DSH ($R^2=0.9987**$) calculated by mean temperature was explained with a probability of 89% of observed DSH in 2017 and 2018. At harvest, fresh stem weight and soluble solids content were higher in the April and July sowings, but sugar content was higher in the May 10 ($3.4Mg{\cdot}ha^{-1}$) and May 25 ($3.1Mg{\cdot}ha^{-1}$) sowings. Overall, the April and July sowings were of low quality and yield, and there is a risk of frost damage; thus, we found May sowings to be the most effective. Additionally, sowing dates must be considered in terms of proper harvest stage, harvesting target (juice or grain), cultivation altitude, and microclimate.

Feasibility of Tax Increase in Korean Welfare State via Estimation of Optimal Tax burden Ratio (적정조세부담률 추정을 통한 한국 복지국가 증세가능성에 관한 연구)

  • Kim, SeongWook
    • 한국사회정책
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    • v.20 no.3
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    • pp.77-115
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    • 2013
  • The purpose of this study is to present empirical evidence for discussion of financing social welfare via estimating optimal tax burden in the main member countries of the OECD by using Hausman-Taylor method considering endogeneity of explanatory variables. Also, the author produced an international tax comparison index reflecting theoretical hypotheses on revenue-expenditure nexus within a model to compare real tax burden by countries and to examine feasibility of tax increase in Korea. As a result of the analysis, the higher the level of tax burden was, the higher the level of welfare expenditure was, indicating the connection between high burden and high welfare from the aspect of scale. The results also indicated that the subject countries recently entered into the state of low tax burden. Meanwhile, Korea had maintained low burden until the late 1990s but the tax burden soared up since the financial crisis related to the IMF. However, due to the impact of foreign economy and the tax reduction policy, it reentered into the low-burden state after 2009. On the other hand, the degree of social welfare expenditure's reducing tax burden has been gradually enhanced since the crisis. In this context, the current optimal tax burden ratio of Korea as of 2010 may be 25.8%~26.5% of GDP based on input of welfare expenditure variables, a percent that Korea was investigated to be a 'high tax burden-low ITC' country whose tax increase of 0.7~1.4%p may be feasible and that the success of tax system reform for tax increase might be higher probability when compare to others. However, measures of increasing social security contributions and consumption tax were analyzed to be improper from the aspect of managing finance when compared to increase in other tax items, considering the relatively higher ITC. Tax increase is not necessarily required though there may be room for tax increase; the optimal tax burden ratio can be understood as the level that may be achieved on average when compared to other nations, not as the "proper" level. Thus, discussion of tax increase should be accompanied with comprehensive understanding of models of economic developmental difference from nations and institutional & historical attributes included in specific tax mix.

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.

Assessment Study on Educational Programs for the Gifted Students in Mathematics (영재학급에서의 수학영재프로그램 평가에 관한 연구)

  • Kim, Jung-Hyun;Whang, Woo-Hyung
    • Communications of Mathematical Education
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    • v.24 no.1
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    • pp.235-257
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    • 2010
  • Contemporary belief is that the creative talented can create new knowledge and lead national development, so lots of countries in the world have interest in Gifted Education. As we well know, U.S.A., England, Russia, Germany, Australia, Israel, and Singapore enforce related laws in Gifted Education to offer Gifted Classes, and our government has also created an Improvement Act in January, 2000 and Enforcement Ordinance for Gifted Improvement Act was also announced in April, 2002. Through this initiation Gifted Education can be possible. Enforcement Ordinance was revised in October, 2008. The main purpose of this revision was to expand the opportunity of Gifted Education to students with special education needs. One of these programs is, the opportunity of Gifted Education to be offered to lots of the Gifted by establishing Special Classes at each school. Also, it is important that the quality of Gifted Education should be combined with the expansion of opportunity for the Gifted. Social opinion is that it will be reckless only to expand the opportunity for the Gifted Education, therefore, assessment on the Teaching and Learning Program for the Gifted is indispensible. In this study, 3 middle schools were selected for the Teaching and Learning Programs in mathematics. Each 1st Grade was reviewed and analyzed through comparative tables between Regular and Gifted Education Programs. Also reviewed was the content of what should be taught, and programs were evaluated on assessment standards which were revised and modified from the present teaching and learning programs in mathematics. Below, research issues were set up to assess the formation of content areas and appropriateness for Teaching and Learning Programs for the Gifted in mathematics. A. Is the formation of special class content areas complying with the 7th national curriculum? 1. Which content areas of regular curriculum is applied in this program? 2. Among Enrichment and Selection in Curriculum for the Gifted, which one is applied in this programs? 3. Are the content areas organized and performed properly? B. Are the Programs for the Gifted appropriate? 1. Are the Educational goals of the Programs aligned with that of Gifted Education in mathematics? 2. Does the content of each program reflect characteristics of mathematical Gifted students and express their mathematical talents? 3. Are Teaching and Learning models and methods diverse enough to express their talents? 4. Can the assessment on each program reflect the Learning goals and content, and enhance Gifted students' thinking ability? The conclusions are as follows: First, the best contents to be taught to the mathematical Gifted were found to be the Numeration, Arithmetic, Geometry, Measurement, Probability, Statistics, Letter and Expression. Also, Enrichment area and Selection area within the curriculum for the Gifted were offered in many ways so that their Giftedness could be fully enhanced. Second, the educational goals of Teaching and Learning Programs for the mathematical Gifted students were in accordance with the directions of mathematical education and philosophy. Also, it reflected that their research ability was successful in reaching the educational goals of improving creativity, thinking ability, problem-solving ability, all of which are required in the set curriculum. In order to accomplish the goals, visualization, symbolization, phasing and exploring strategies were used effectively. Many different of lecturing types, cooperative learning, discovery learning were applied to accomplish the Teaching and Learning model goals. For Teaching and Learning activities, various strategies and models were used to express the students' talents. These activities included experiments, exploration, application, estimation, guess, discussion (conjecture and refutation) reconsideration and so on. There were no mention to the students about evaluation and paper exams. While the program activities were being performed, educational goals and assessment methods were reflected, that is, products, performance assessment, and portfolio were mainly used rather than just paper assessment.