• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• The KIPS Transactions:PartD
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• v.15D no.1
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• pp.99-106
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• 2008

Recently developed compilers perform some optimizations in order to speed up the execution time of source program. These optimizations require the reordering of the sequence of program statements. This reordering does not give any problems in a single-threaded program. However, the reordering gives some significant errors in a multi-threaded program. State-of-the-art model checkers such as JavaPathfinder do not consider the reordering resulted in the optimization step in a compiler since they just consider a single memory model. In this paper, we develop a new verification tool to verify Java source program based on Java Memory Model. And our tool is capable of handling the reordering in verifying Java programs. As a result, our tool finds an error in the test program which is not revealed with the traditional model checker JavaPathFinder.

• Journal of muscle and joint health
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• v.23 no.2
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• pp.71-83
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• 2016

Purpose: The purpose of this study was to assess the effects of an exercise program developed for women of old-old age in senior citizen halls on the basis of Pender's health promotion model. Methods: A non-equivalent control group pretest-posttest design was used in this study. The experimental group participated in the exercise program for 60 minutes per day, three times a week for 12 weeks. Data were analyzed by SPSS/WIN 18.0. Results: After the program, there were significant differences in perceived barriers to exercise, exercise self-efficacy, exercise social support, exercise behavior, physical fitness, perceived health status, and depression between two groups. However, no significant difference was observed in the perceived benefits to exercise between two groups. Conclusion: The exercise program of this study was useful to enhance exercise self-efficacy, exercise social support, exercise behavior, physical fitness, and perceived health status and to reduce the perceived barriers to exercise and depression of women of old-old age. Therefore, we recommend this exercise program for the elderly care.

• Journal of Korean Academy of Nursing Administration
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• v.12 no.1
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• pp.41-51
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• 2006

Purpose: The purposed of this study was to develop and evaluate a Web-based for medical terminology educational program. Method: For the development of this program, the NBISD model was applied as a basic model and WBI ID Process Action model was applied. It was executed for 15 weeks along with off-line lectures. After the operation of this program to 210 nursing students, learners' responses were analyzed twice(at 5th week and 15th week). Result: The satisfaction with this program was slightly above the center point. But the structure of system and composition of design were high score. The results of the final evaluation were more positive than those of the interim one. This program have the advantage of easy accessibility and easy understandability with picture and testing. Conclusions: This study proved the importance of the suitability of learning contents and learning form in developing WBI programs and showed possibility for applying WBI to medical terminology. In order to enhance the effects of Web-based medical terminology educational program for, it is necessary to perform analytic comparison with the effect of WBI based on self-directed learning.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2C
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• pp.59-69
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• 2009

Based on the data obtained from field investigation and soil testing to slope hazards occurrence section and non-occurrence section in crystalline rocks like gneiss, granite, and so on, a prediction model was developed by the use of a decision tree model. The classification standard of the selected prediction model is composed of the slope angle, the coefficient of permeability and the void ratio in the order. The computer program, SHAPP ver. 1.0 for prediction of slope hazards around an important national facilities using GIS technique and the developed model. To prove the developed prediction model and the computer program, the field data surveyed from Jumunjin, Gangneung city were compared with the prediction result in the same site. As the result of comparison, the real occurrence location of slope hazards was similar to the predicted section. Through the continuous study, the accuracy about prediction result of slope hazards will be upgraded and the computer program will be commonly used in practical.

• Journal of The Korean Society of Agricultural Engineers
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• v.48 no.7
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• pp.55-63
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• 2006

Bacterial transport models were evaluated in this study to determine the suitable model at describing bacterial transport in saturated column experiments. Four models used in the evaluation were: advective-dispersive equation (ADE) + equilibrium sorption/retardation (ER) + kinetic reversible sorption (KR) (Model I), ADE + two-site sorption (Model 2), ADE + ER + kinetic irreversible sorption (KI) (Model 3), ADE + KR + KI (Model 4). Firstly, analyses were performed with the first experimental data, showing that Model 4 is appropriate for describing bacterial transport. Even if Model 1 and 2 fit well to the observed data, they have a defect of not including the irreversible sorption, which is directly related to mass loss of bacteria. Model 3 can not properly describe the tailing observed in the data. However, further analysis with the second data indicates that Model 4 can not describe retardation of bacteria, even if the sorption-related parameters are varied. Therefore, Model 4 is modified by incorporating retardation factor into the model, resulting in the improved fitting to the data. It indicates that the transport model, into which retardation, kinetic reversible sorption, and kinetic irreversible sorption are incorporated, is suitable at describing bacterial transport in saturated column experiments. It is expected that the selected transport model could be applied to properly analyze the bacterial transport in saturated porous media.

• Journal of radiological science and technology
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• v.33 no.3
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• pp.193-201
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• 2010

This study aimed to develop an open clinical training program to improve radiology graduates' clinical competency in the hospital setting to raise quality of patient-centered medical service. Development of the training program is similar to that of an instructional system design model. The program was developed according to the ADDIE model. Elements of each phase were collected. Draft of the program was constructed from literature review and clinical demands. Preliminary training program was implemented to sample students with the draft. After consultation with related professionals, the program was modified and completed. Professional groups assessed content validity of the program. Five continuous phases of the program - analysis, design, development, implementation, and evaluation - accommodate changes in clinical environment and demands. They also provide adequate learning needs. Effectiveness of the program and appropriateness of contents in each phase achieved a satisfactory level of significance. This program reflected demands from medical fields and effective learning programs. The purpose of the open clinical training program is to train radiological technologists in clinical setting to actively engage in patient-centered medical service and to help utilize their professional knowledge.

• Journal of the military operations research society of Korea
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• v.28 no.1
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• pp.67-82
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• 2002

In this paper, we consider a rule of application of PRICE(Parametric Review of Information for Costing and Evaluation) model to the environment of Korean defense industry. The PRICE model which is a computer model to estimate the cost of an acquisition program, was developed for the regulation of defense acquisition program in the United States. Therefore, it is essential for us to figure out how we can adopt it under our defense acquisition regulations. We will give an alternative method to apply the PRICE model to the mapping problem between two regulations.

• Transactions of the Korean Society of Pressure Vessels and Piping
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• v.8 no.1
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• pp.25-32
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• 2012

Korea Hydro & Nuclear Power Co. (KHNP) has developed and implemented the maintenance effectiveness monitoring (MR) programs for the operating nuclear power plants. The MR program is developed by reflecting design characteristics of the operating nuclear power plants to monitor the plant performance for improving the safety and reliability. Recently, KHNP has built a new nuclear power plant, and developed the MR program to establish the advanced maintenance system by reflecting unique design characteristics based on the OPR1000 standard model. So, the MR program developed in this study has another characteristics in comparison with the OPR1000 standard model, and we will verify the suitability of the MR program through evaluating initial performance of the plant. The safety and reliability of the new plant will be improved by developing and implementing the MR program.

• Korea Journal of Hospital Management
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• v.25 no.4
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• pp.60-75
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• 2020

Purpose: This study aims to develop a cost model for NRP (Nursing Residency Program) operation and ultimately provide evidence for financial factors for NRP operation in the future by simulating a cost model. Methodology: This study developed a model for the NRP education cost calculation model based on the review of Hansen's model, which has systematically reported on the development and operation of NRP, and discussions with nursing education experts at a university-affiliated hospital. With the simulation, it was intended to predict nurses' supply and demand in the long term and to calculate changes in long-term education costs. Findings: Firstly, turnover model, term model, cost model necessary for calculating a model for the NRP education cost calculation model was set up. Secondly, the simulation showed the following results; 1) the proportion of newly graduated nurses less than 5 years of working decreases gradually over time, which will make the composition of nurses more balanced. 2) In the first year of the partial introduction of NRP, the cost of training new nurses was about 2.1 times higher than before. After the introduction, the training cost in the 13th year began to be lesser than before the introduction, and in the 25th year, it decreased by 28.1% compared to before the introduction. Practical Implications: Firstly, NRP would be an effective way to solve the higher turnover and frequent departure of new nurses and the imbalance of nurses' composition. Secondly, although the costs of NRP are incurred in the early stages, in the end, NRP training costs are reduced compared to before the introduction of NRP. It is necessary to systematically understand the contribution effect of NRP by analyzing the economic value of NRP considering financial and non-monetary returns in the future and providing a basis for decision-making related to NRP implementation.