• 유통과학연구
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• 제11권10호
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• pp.55-62
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• 2013

Purpose - The purpose of this study is to suggest a risk factor that significantly explains foreign currency risk premia. In recent years, some studies have found that the performance of the simultaneous consumption risk model improves considerably when tested on foreign currency portfolios, which are constructed based on the international interest rates differentials. However, this paper focuses on the long-run consumption risk factor. In our empirical research, we found that the real excess returns of high interest rate currency portfolios depreciate on average, when the future American long-run consumption growth rate appears low. This makes the high interest rate currency portfolios have relatively high risk premia. Meanwhile, the real excess returns of low interest rate currency portfolios appreciate on average, under the same conditions, which results in relatively low risk premia for these portfolios. Therefore, this long-run consumption risk factor might explain why low interest rate currencies do not appreciate as much as the interest rate differential, and why high interest rate currencies do not depreciate as much as the interest rate differential. Research design, data, methodology - In our explanation, we provide new evidence on the success of long-run consumption risks in currency risk premia by focusing on the long-run consumption risks borne by American representative investors. To uncover the hidden link between exchange rates and long-run consumption growth, we set the eight currency portfolios as our basic assets, which have been built based on the foreign interest rates of eighty countries. As these eight currency portfolios are rebalanced every year, the first group always contains the lowest interest rate currencies, and the last group contains the highest interest rate currencies. Against these basic eight currency portfolios, we estimate the long-run consumption risk model. We use recursive utility framework and the stochastic discount factor that depends on the present value of expected future consumption growth rates. We find that our model is optimized in the two-year period of constructing the durable consumption expectation factor. Our main results surprisingly surpass the performance of the existing benchmark simultaneous consumption model in terms of R², relatively risk aversion coefficient γ, and p-value of J-test. Results - The performance of our model is superior. R², relatively risk aversion coefficient γ, and p-value of J-test of our long-run durable consumption model are 90%, 93%, and 65.5%, respectively, while those of EZ-DCAPM are 87%, 113%, and 62.8%, respectively. Thus, we can speculate that the risk premia in foreign currency markets have been determined by the long-run consumption risk. Conclusions - The aggregate long-run consumption growth risk explains a large part of the average change in the real excess returns of foreign currency portfolios. The real excess returns of high interest rate currency portfolios depreciate on average when American long-run consumption growth rate is low, and the real excess returns of low interest rate currency portfolios appreciate under the same conditions. Thus, the low interest rate currency portfolios allow investors to hedge against aggregate long-run consumption growth risk.

• Journal of Korean Biological Nursing Science
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• 제15권4호
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• pp.164-172
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• 2013

Purpose: The aim was to measure the real-time trans-mission effect of blood-pressure and blood-glucose value based on u-healthcare for saving the time and effort of nursing recording time. Methods: This study used a u-healthcare system based on the international standards for the exchange of health information. In order to verify the effectiveness of the u-healthcare, a clinical trial for the system regarding blood-pressure and blood-glucose targeting of patients with endocrine disorders at KNUH from February 7 to 9, 2012 was performed. Results: According to the analyzed results, of the 86 times the 11 patients were tested, measuring blood-pressure and blood-glucose using the u-healthcare system, we found the time differences between the real-time transfer recording method and existing hospital records that were used in the hospital. Based on the average time interval, there was a difference of 1,090.45 seconds (18.17 minutes). Conclusion: Therefore, it's cumbersome that nurses in the hospital have to record the numerical values of the measured blood-pressure and blood-glucose manually and input the recorded values directly into the electronic nursing record system. However, it was found in terms of the newly designed system, that it could save time and effort for nurses, since measured information is sent to the hospital information system on a real-time basis.

• 한국융합학회논문지
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• 제9권7호
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• pp.9-16
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• 2018

본 연구의 목적은 악의적인 사용자가 내부 출입을 위해 물리적인 충격으로 Door-Lock을 파손하는 경우가 있다. Door-Lock 시스템에 설정되어 있는 아날로그 변위 값과 일치하면 관리자 스마트폰에 실시간으로 파손 정보를 전송함으로써 신체 및 재산을 보호한다. 연구방법은 Door-Lock이 물리적인 충격으로 파손될 경우 등록된 사용자들에게 실시간으로 파손 정보를 전송하는 시스템을 제안한다. 그리고 Door-Lock에서 감지한 충격 정보와 감도조절부의 데이터를 비교한다. 제안한 시스템의 웹 서버에서는 Door-Lock에서 전송한 충격 정보를 DB에 저장한 후 충격 정보가 DB에 저장된 충격 감지 전송 기준 값보다 크면 SMS 모듈로 관리자에게 실시간으로 전송해서 악의적인 사용자의 불법적인 출입 정보를 확인한다.

• 자원ㆍ환경경제연구
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• 제12권2호
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• pp.217-244
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• 2003

에너지산업의 여건 변화에 따라 투자사업 혹은 프로젝트의 경제성을 평가할 경우 기존 현금흐름할인법은 에너지사업의 여건 변화에 유연적으로 대처할 수 있는 운영상의 대안들을 제대로 고려하지 못하는 한계가 있다. 이에 따라, 새로운 대안으로서 수익성 분석에서 최근 널리 활용되고 있는 실물옵션가격결정법(real option pricing method : ROPM)을 제시하고, 에너지 분야에서 ROPM의 적용 타당성을 논의하였다. 이와 함께, ROPM의 유용성을 검증하기 위하여, 본 연구에서는 특정 열병합발전소 건설 및 운영 관련 투자사업에 대한 경제성 평가를 통해 기존 가치평가방식에 의한 결과와의 차이를 게시하였다. 시뮬레이션분석에서는 ROPM에 근거한 해당 프로젝트 내에 존재하는 투자기회의 가치와 총 프로젝트 가치를 시산하였다. 분석 결과에 의하면, 기존의 현금흐름할인법에 비해 ROPM을 적용할 경우 투자기회의 가치가 상당 수준 향상되는 것으로 나타났다. 이로써, 기존 방식에 근거할 경우 경제성이 없다고 판단된 프로젝트가 ROPM을 적용할 경우 운영상의 유연성을 가치평가에 제대로 반영하여 경제성이 있는 프로젝트로 재평가 될 수 있음을 확인할 수 있다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권4호
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• pp.1824-1845
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• 2016

The GMM is a conventional approach which has been recently applied in many face recognition studies. However, the question about how to deal with illumination changes while ensuring high performance is still a challenge, especially with real-world databases. In this paper, we propose a Visual Observation Confidence (VOC) measure for robust face recognition for illumination changes. Our VOC value is a combined confidence value of three measurements: Flatness Measure (FM), Centrality Measure (CM), and Illumination Normality Measure (IM). While FM measures the discrimination ability of one face, IM represents the degree of illumination impact on that face. In addition, we introduce CM as a centrality measure to help FM to reduce some of the errors from unnecessary areas such as the hair, neck or background. The VOC then accompanies the feature vectors in the EM process to estimate the optimal models by modified-GMM training. In the experiments, we introduce a real-world database, called KoFace, besides applying some public databases such as the Yale and the ORL database. The KoFace database is composed of 106 face subjects under diverse illumination effects including shadows and highlights. The results show that our proposed approach gives a higher Face Recognition Rate (FRR) than the GMM baseline for indoor and outdoor datasets in the real-world KoFace database (94% and 85%, respectively) and in ORL, Yale databases (97% and 100% respectively).

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.219-229
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• 2010

자산을 운용할 때 다양한 위험요인의 증가로 인해 위험관리에 대한 많은 연구가 진행되어왔으며, 통합적인 위험관리기법의 필요성이 대두됨에 따라 개발된 많은 방법 중의 하나가 리스크값이다. 현재까지 연구된 많은 리스크값의 추정과정에서 중요한 과제는 수익률분포의 비대칭성 및 두꺼운 꼬리와 같은 비정규성과 관련된 문제들을 해결하는 것이다. 대부분의 수익률 분포는 첨도가 매우 큰 양수값을 가지며 약한 음수값의 왜도를 갖는다. 본 연구에서는 실제 금융자산 수익률분포에 여러 종류의 대체분포들을 이용하여 실제의 수익률 분포에 적합한 분포를 선정하여 리스크값를 추정한다. 정규분포를 포함한 대체분포들을 이용하여 추정한 리스크값들이 실제 분포로부터 추정한 리스크값에 얼마나 일치하는지를 비교 연구한다. 다양한 대체분포 중에서 실제 분포에 정규혼합분포가 가장 적합하였으며, 이 정규혼합분포를 이용하여 추정한 리스크값과 다른 대체분포를 이용하여 구한 리스크값보다 정확함을 실증 자료를 통해 보였다.

• 한국지하수토양환경학회지:지하수토양환경
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• 제20권2호
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• pp.10-21
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• 2015

The present study introduces a novel numerical approach for solving dispersion dominated problems with Cauchy boundary condition in an Eulerian-Lagrangian scheme. The study reveals the incapability of traditional Neuman approach to address the dispersion dominated problems with Cauchy boundary condition, even though it can produce reliable solution in the advection dominated regime. Also, the proposed numerical approach is applied to a real field problem of radioactive contaminant migration from radioactive waste repository which is a major current waste management issue. The performance of the proposed numerical approach is evaluated by comparing the results with numerical solutions of traditional FDM (Finite Difference Method), Neuman approach, and the analytical solution. The results show that the proposed numerical approach yields better and reliable solution for dispersion dominated regime, specifically for Peclet Numbers of less than 0.1. The proposed numerical approach is validated by applying to a real field problem of radioactive contaminant migration from radioactive waste repository of varying Peclet Number from 0.003 to 34.5. The numerical results of Neuman approach overestimates the concentration value with an order of 100 than the proposed approach during the assessment of radioactive contaminant transport from nuclear waste repository. The overestimation of concentration value could be due to the assumption that dispersion is negligible. Also our application problem confirms the existence of real field situation with advection dominated condition and dispersion dominated condition simultaneously as well as the significance or advantage of the proposed approach in the real field problem.

• Design & Manufacturing
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• 제16권4호
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• pp.52-59
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• 2022

Currently, Korea is an aging society and is expected to become a super-aged society in about four years. X-ray devices are widely used for early diagnosis in hospitals, and many X-ray technologies are being developed. The development of X-ray device technology is important, but it is also important to increase the reliability of the device through accurate data management. Sensor nodes such as temperature, voltage, and current of the diagnosis device may malfunction or transmit inaccurate data due to various causes such as failure or power outage. Therefore, in this study, the temperature, tube voltage, and tube current data related to each sensor and detection circuit of the diagnostic X-ray imaging device were measured and analyzed. Based on QC data, device failure prediction and diagnosis algorithms were designed and performed. The fault diagnosis algorithm can configure a simulator capable of setting user parameter values, displaying sensor output graphs, and displaying signs of sensor abnormalities, and can check the detection results when each sensor is operating normally and when the sensor is abnormal. It is judged that efficient device management and diagnosis is possible because it monitors abnormal data values (temperature, voltage, current) in real time and automatically diagnoses failures by feeding back the abnormal values detected at each stage. Although this algorithm cannot predict all failures related to temperature, voltage, and current of diagnostic X-ray imaging devices, it can detect temperature rise, bouncing values, device physical limits, input/output values, and radiation-related anomalies. exposure. If a value exceeding the maximum variation value of each data occurs, it is judged that it will be possible to check and respond in preparation for device failure. If a device's sensor fails, unexpected accidents may occur, increasing costs and risks, and regular maintenance cannot cope with all errors or failures. Therefore, since real-time maintenance through continuous data monitoring is possible, reliability improvement, maintenance cost reduction, and efficient management of equipment are expected to be possible.

• 대한토목학회논문집
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• 제26권5D호
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• pp.739-746
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• 2006

Transit GPS Probe를 이용하여 통행 시간을 산출함에 있어서 Bus Probe는 Taxi에 비해 상대적으로 조밀한 주기당 통행 시간 정보를 생성하였으나, 링크별 근소한 신뢰수준의 차이에도 불구하고 Bus Probe는 Taxi에 비해 평균적으로 낮은 신뢰 수준을 나타냈다. 따라서, 두 수집원의 운행특성을 고려한, 연속적이고 신뢰성 있는 링크통행시간 정보를 생성할 필요성이 있는 바, Bus Probe와 Taxi Probe의 통행시간 비율을 주기당 변수로 생성하여 실시간 (Real-Time) 데이터와 과거(Historical)자료로 보정하는 휴리스틱한 알고리즘을 개발하였다. 본 알고리즘에서 Real-Time 데이터는 4주기, Historical 데이터는 혼잡도별 평균값이 입력변수로 설정되었으며, 각 설정값은 통계적 기법을 기반으로 도출되었다. 알고리즘의 평가는 서울시내 주요 3개축 구간의 20개 링크를 대상으로 6시간의 실측자료와 동일주기 Transit GPS 데이터의 신뢰도를 사용하였다. 알고리즘 적용 결과 대상링크의 전체평균 신뢰도(71.45%)가 향상되었고, 수집원간 단순 합성한 기존 방법에 비해 모든 링크에서 우수한 것으로 나타났다.

• 디지털융복합연구
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• 제17권12호
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• pp.255-260
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• 2019

실시간검색어는 실시간으로 관심이 급상승하는 검색어에 대한 것으로 한정될 뿐 아니라 포털사이트마다 순위 차이가 있으므로 지속가능성을 파악하기 힘든 한계를 가지고 있다. 실시간검색어에 대한 지속가능성을 평가하는 것은 이러한 한계를 극복하고 예측가능성을 제공해준다는 측면에서 그 의미가 크다. 특히 한 달 이상 지속되는 장기 지속 검색어의 경우 사회적으로 관심이 오래 지속된 이슈로서 가치가 높다. 따라서 본 논문에서는 실시간검색어 순위에 기반한 관심도와 실시간검색어의 지속주수, 지속일수, 지속시간에 기반을 둔 지속도를 각 포털사이트 및 통합 포털사이트 별로 파악한 다음, 관심도와 지속도가 높은 것을 기준으로 지속가능성을 평가하여, 장기 지속가능성이 높은 실시간이슈를 도출하는 방법을 제시하고자 한다.