• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.293-305
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• 2011

The volatility is one of most important parameters in the areas of pricing of financial derivatives an measuring risks arising from a sudden change of economic circumstance. We propose a Bayesian approach to estimate the volatility varying with time under a linear model with ARMA(p, q)-GARCH(r, s) errors. This Bayesian estimate of the volatility is compared with the ML estimate. We also present the probability of existence of the unit root in the GARCH model.

• The Transactions of the Korean Institute of Power Electronics
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• v.18 no.6
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• pp.523-529
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• 2013

A sensorless speed control of a permanent magnet synchronous motor(PMSM) which utilizes MRAS based scheme to estimate rotor speed and position is presented. Considering an error between real and estimated rotor position values, a state equation of PMSM in the synchronous d-q reference frame is represented. A state equation of model system which uses estimated speed and nominal parameter values is expressed. To minimize the errors between the derivatives of d-q axis currents of real and model system, MRAS based adaptation mechanisms for the estimation of rotor speed and position are derived. On the other hand, for the acceleration stage of motor just before the sensorless operation, an acceleration scheme using only d-axis current control is proposed. To show the validity of the proposed scheme, experimental works are carried out and evaluated. During acceleration stage, the acceleration scheme using only d-axis current command shows good acceleration performance and controlled current level. For the sensorless operation, at low speed (5% of rated speed), a good performance is observed.

• Wind and Structures
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• v.10 no.1
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• pp.61-82
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• 2007

This paper presents a novel finite element (FE) model for analyzing coupled flutter of long-span bridges using the commercial FE package ANSYS. This model utilizes a specific user-defined element Matrix27 in ANSYS to model the aeroelastic forces acting on the bridge, wherein the stiffness and damping matrices are expressed in terms of the reduced wind velocity and flutter derivatives. Making use of this FE model, damped complex eigenvalue analysis is carried out to determine the complex eigenvalues, of which the real part is the logarithm decay rate and the imaginary part is the damped vibration frequency. The condition for onset of flutter instability becomes that, at a certain wind velocity, the structural system incorporating fictitious Matrix27 elements has a complex eigenvalue with zero or near-zero real part, with the imaginary part of this eigenvalue being the flutter frequency. Case studies are provided to validate the developed procedure as well as to demonstrate the flutter analysis of cable-supported bridges using ANSYS. The proposed method enables the bridge designers and engineering practitioners to analyze flutter instability by using the commercial FE package ANSYS.

• Korean Journal of Environment and Ecology
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• v.28 no.5
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• pp.574-587
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• 2014

In this study, vertical distribution patterns of Quercus mongolica Fisch. ex Ledeb. and Q. serrata Murray in Korea were recognized and possibility of introgressive hybridization and gene flow between Q. mongolica and Q. serrata in Mt. Jiri was inferred by flavonoid analyses. The most critical factor on distribution patterns was the altitude in accordance with temperature condition. A zonal distribution was recognized: Quercus mongolica zone in the upper area and Q. serrata zone in the lower area. In Central Korea, the range of vertical distribution of Q. mongolica was above alt. 100m, almost everywhere, whereas that of Q. serrata was from alt. 0 m to alt. 500(-700) m, and the species is rare above that altitude. But in Southern Korea, Q. serrata is found up to above alt. 1,000 m, whereas frequency of Q. mongolica reduces as elevation in decline and the species is rare below alt. 300 m, even though pure stands being formed on higher mountain slope. Altitudinal distribution of the two species, however, overlaps, where the two species occur together. Thirty-seven individuals of Q. mongolica and Q. serrata in Mt. Jiri and other area were examined for leaf flavonoid constituents. Twenty-three flavonoid compounds were isolated and identified; they were glycosylated derivatives of the flavonols kaempferol, quercetin, isorhamnetin, myricetin, and four compounds among the flavonoid compounds were acylated. Kaempferol 3-O-glucoside, quercetin 3-O-glucoside, quercetin 3-O-galactoside and its acylated compounds were major constituents and present in all individuals. Quercus mongolica is distinguished from Q. serrata by the presence of quercetin 3-O-arabinosylglucoside and by high concentration of three acylated compounds, acylated kaempferol 3-O-glucoside, quercetin 3-O-glucoside, quercetin 3-O-galactoside, and by relatively low concentration or lacking of rhamnosyl flavonol compounds. There are intraspecific variations in flavonoid profiles for Q. mongolica and Q. serrata, the flavonoid profiles for individuals of two species in hybrid zone (sympatric zone) tend to be similar to each other, qualitatively and quantitatively. These findings strongly suggest that gene exchange or gene flow occurs through the introgressive hybridization between Q. mongolica and Q. serrata in Mt. Jiri. Therefore, Quercus crispula, occupying morphologically intermediate position between Q. mongolica and Q. serrata, is suspected of being a hybrid taxon of two putative parental species.

• Journal of Integrative Natural Science
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• v.9 no.2
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• pp.121-127
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• 2016

CXC chemokine receptor 2 (CXCR2) is a prominent chemokine receptor on neutrophils. The neutrophilic inflammation in the lung diseases is found to be largely regulated through CXCR2 receptor. Antagonist of CXCR2 may reduce the neutrophil chemotaxis and alter the inflammatory response. Hence, in the present study, ligand based Comparative molecular field analysis (CoMFA) was performed on a series of CXCR2 antagonist named pyrimidine-5-carbonitrile-6-alkyl derivatives. The optimum CoMFA model was obtained with statistically significant cross-validated coefficients ($q^2$) of 0.568 and conventional coefficients ($r^2$) of 0.975. The contour maps suggest the important structural modifications and this study can be used to guide the development of potent CXCR2 antagonist.

• The Korean Journal of Physiology and Pharmacology
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• v.13 no.1
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• pp.55-59
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• 2009

Three dimensional quantitative structure activity relationship between diazabicyclo[4.2.0]octanes and nicotinic acetylcholine receptor($h{\alpha}4{\beta}2$ and $h{\alpha}3{\beta}4$) agonists was studied using comparative molecular field analysis(CoMFA) and comparative molecular similarity indices analysis(CoMSIA). From 11 CoMFA and CoMSIA models, CoMSIA with steric and electrostatic fields gave the best predictive models($q^2=0.926$ and 0.945, ${r^2}_{ncv}=0.983$ and 0.988). This study can be used to develop potent $h{\alpha}4{\beta}2$ receptor agonists with low activity on $h{\alpha}3{\beta}4$ subtype.

• Proceedings of the PSK Conference
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• 2003.04a
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• pp.247.2-248
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• 2003

The three-dimensional quantitative structure-activity relationship (3D-QSAR) approach using comparative molecular field analysis (CoMFA) and comparative molecular similarity analysis (CoMSIA) was applied to 62 derivatives known as COX-2 selective inhibitors. Partial least square (PLS) analyses produced good predicted models with q2 value of 0.803 (s=0.285, F=215.401, r2=0.951) and 0.769 (s=0.192, F=245.364, r2=0.980) for CoMFA and CoMSIA, respectively. (omitted)

• Journal of Integrative Natural Science
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• v.10 no.4
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• pp.202-208
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• 2017

Xanthine Oxidase is an enzyme, which oxidizes hypoxanthine to xanthine, and xanthine to uric acid. It is widely distributed throughout various organs including the liver, gut, lungs, kidney, heart, brain and plasma. It is involved in gout pathogenesis. Hence, in the present study, Hologram based Quantitative Structure Activity Relationship Study was performed on a series of Xanthine Oxidase antagonist named 2-(indol-5-yl) thiazole derivatives. The best HQSAR model was obtained using Atoms, Bonds, Connection, Hydrogen, Chirality and Donor Acceptor as fragment distinction parameter using hologram length 71 and 4 components with fragment size of minimum 2 and maximum 5. Significant cross-validated correlation coefficient ($q^2$= 0.563) and non cross-validated correlation coefficients ($r^2$= 0.967) were obtained. The model was then used to evaluate the six external test compounds and its $r^2{_{pred}}$ was found to be 0.798. Contribution map show that presence of propyl ring in indole thiazole makes big contributions for improving the biological activities of the compounds. We hope that our HQSAR model and analysis will be helpful for future design of xanthine oxidase antagonists.

• Journal of Integrative Natural Science
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• v.10 no.4
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• pp.209-215
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• 2017

CXC chemokine receptor 2 (CXCR2) is a prominent chemokine receptor on neutrophils. CXCR2 antagonist may reduce the neutrophil chemotaxis and alter the inflammatory response because the neutrophilic inflammation in the lung diseases is found to be largely regulated through CXCR2 receptor. Hence, in the present study, Topomer based Comparative Molecular Field Analysis (Topomer CoMFA) was performed on a series of CXCR2 antagonist named pyrimidine-5-carbonitrile-6-alkyl derivatives. The best Topomer COMFA model was obtained with significant cross-validated correlation coefficient ($q^2$ = 0.487) and non cross-validated correlation coefficients ($r^2$ = 0.980). The model was evaluated with six external test compounds and its $r^2{_{pred}}$ was found to be 0.616. The steric and electrostatic contribution map show that presence of bulkier and electropositive group around cyclopropyl ring may contribute more for improving the biological activities of these compounds. The generated Topomer CoMFA model could be helpful for future design of novel and structurally related CXCR2 antagonists.

• Journal of Integrative Natural Science
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• v.10 no.4
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• pp.192-196
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• 2017

Xanthine Oxidase is an enzyme, which oxidizes hypoxanthine to xanthine, and xanthine to uric acid. It is widely distributed throughout various organs including the liver, gut, lungs, kidney, heart, brain and plasma. It is involved in gout pathogenesis. Hence, in the present study, topomer based Comparative Molecular Field Analysis (topomer CoMFA) was performed on a series of Xanthine oxidase antagonist named 2-(indol-5-yl) thiazole derivatives. The best topomer CoMFA model was obtained with significant cross-validated correlation coefficient ($q^2$ = 0.572) and non cross-validated correlation coefficients ($r^2$ = 0.937). The model was evaluated with six external test compounds and its $r^2{_{pred}}$ was found to be 0.553. The steric and electrostatic contribution map show that presence of bulky and electropositive group in indole thiazole ring is necessary for improving the biological activities of the compounds. The generated topomer CoMFA model could be helpful for future design of novel and structurally related xanthine oxidase antagonists.