• Journal of the Korean Society of Safety
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• v.15 no.4
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• pp.35-40
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• 2000

The influence of cyclic loading history on the creep behavior of the 30 vol% hot-pressed $SiC_f/Si_3N_4copmposite was experimentally investigated at $1200^{\circ}C$. The duration of loading/unloading had great effects on the creep behaviors. The short term duration cyclic loading history test results showed significant reduction in the primary and steady-state creep rates. For example, 300sec loading/300sec unloading history resulted in 70% lower steady-state creep rate than that of the continuous loading. However the long term duration cyclic loading history test results showed little change in creep rates compared to those of the continuous one. The reason for the significant change in the short term duration cycles was estimated due to the change in the stress redistribution between the fiber and matrix during the creep recovery in the primary stage.

• Journal of the Korea Concrete Institute
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• v.12 no.4
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• pp.69-78
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• 2000

Creep of concrete is the most dominating factor affecting time-dependent deformations of concrete structures. Especially, creep deformation for design and construction in prestressed concrete structures should be predicted accurately because of its close relation with the loss in prestree of prestressed concrete structures. Existing creep-prediction models for special applications contain several impractical factors such as the lack ok accuracy, the requirement of long-term test and the lack of versatility for change in material properties, ets., which should be improved. In order to improve those drawbacks, a methodology to modify the creep-prediction equation specified in current Korean concrete structures design standard (KCI-99), which underestimates creep of concrete and does not consider change of condition in mixture design, is proposed. In this study, short-term creep tests were carried out for early-age concrete within 28 days after loading and their test results on influencing factors in the equation are analysed. Then, the prediction equation was modified by using the early-age creep test results. The modified prediction equation was verified by comparing their results with results obtained from long-term creep test.

• Journal of Labour Economics
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• v.37 no.1
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• pp.87-116
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• 2014

Forecasting of short-term employment fluctuations provides a useful tool for policy makers in risk managing the labor market. Following the process of producing the composite leading indicator for macro economy, the paper develops the employment leading indicator(ELI) for the purpose of short-term forecasting non-farm payroll employment in private sectors. ELI focuses on early detecting the point of time and the speed in phase change of employment level.

• Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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• 2008.10a
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• pp.225-228
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• 2008

The electricity supply and demand to be stable to a system link increase of the variance power supply and operation are requested in jeju Island electricity system. A short-term Load forecasting which uses the characteristic of the Load is essential consequently. We use the interrelationship of the electricity Load and change of a summertime temperature and data refining in the paper. We presented a short-term Load forecasting algorithm of jeju Island and used the correlation coefficient to the criteria of the refining. We used each temperature area data to be refined and forecasted a short-term Load to an exponential smoothing method.

• Proceedings of the KIEE Conference
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• 1997.07c
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• pp.1177-1179
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• 1997

In this paper, short-term power demand forecast using exclusion of week periodicity presented. Week periodicity excluded from weekday change ratio. Forecast term of five and multiple regression model of the three form was composed. Forecast result was good. Therefore, It Could be the power demand forecast of special day(weekend). This method may contribute improvement of forecast accuracy.

• Journal of Korean Neurosurgical Society
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• v.38 no.6
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• pp.419-424
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• 2005

Objective : Short-term coexisting intracerebral hemorrhage and cerebral infarctions defined as the recurrent stroke presented with different type within three weeks. Despite the high recurrence rate of stroke, little attention and insufficient clinical data had been given to short-term coexisting intracerebral hemorrhage and cerebral infarction's features. This study aims to estimate the risk factors and present the clinical features of short-term coexisting intracerebral hemorrhage and cerebral infarctions. Methods : We investigated 18 patients with short-term coexisting intracerebral hemorrhage and cerebral infarctions who were admitted to our hospital between January 1995 and January 2005. They were subdivided by the recurrence interval such as a group of within one week and another of between one and three weeks as hyperacute and acute respectively. Results : The mean interval between strokes was 6.64 days. Lesional analysis showed that short-term coexisting intracerebral hemorrhage and cerebral infarctions in this study occurred at the other side in 12 cases [66.7%]. The abnormality on the electrocardiographic feature [23.5%] and long-term history of hypertension [20.5%] were the most common risk factors. However, short-term history of diabetes was more common in hyperacute group than in acute group [P<0.05]. The mean number of risk factors was three in acute group. It is larger than that of hyperacute group [P<0.05]. Conclusion : If the patients who experienced cerebrovascular attack have many risk factors, they tend to be the cases of acute coexisting intracerebral hemorrhage and cerebral infarctions than hyperacute. Therefore, that cases are required to be vigilant to the change of patients' state up to three weeks in the treatment.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2021.05a
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• pp.189-192
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• 2021

This study applies a deep learning-based long short-term memory(LSTM) model to track tracking technology. In the case of existing track tracking technology, the weight of constant velocity, constant acceleration, stiff turn, and circular(3D) flight is automatically changed when tracking track in real time using LMIPDA based on Kalman filter according to flight characteristics of an aircraft such as constant velocity, constant acceleration, stiff turn, and circular(3D) flight. In this process, it is necessary to improve performance of changing flight characteristic weight, because changing flight characteristics such as stiff turn flight during constant velocity flight could incur the loss of track and decreasing of the tracking performance. This study is for improving track tracking performance by predicting the change of flight characteristics in advance and changing flight characteristic weigh rapidly. To get this result, this study makes deep learning-based Long Short-Term Memory(LSTM) model study the plot and target of simulator applied with radar error model, and compares the flight tracking results of using Kalman filter with those of deep learning-based Long Short-Term memory(LSTM) model.

• East Asian Economic Review
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• v.27 no.4
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• pp.273-301
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• 2023

This study investigates the impacts of long-term climate variability on household consumption in Indonesia, a country highly vulnerable to climate change. The analysis combines household survey data from nearly 5,998 families with satellite-derived weather data from NASA POWER spanning 30 years. We use the long-term variability in temperature and precipitation as a proxy for climate change. This study examines the impact of climate change which proceeds over the long term, unlike previous studies concerning one-off or short-term climate events. In addition, using satellite data enhances the accuracy of households' exposure to climate variability. The analysis finds that households in a village with higher temperature and precipitation variability significantly consume less food. This implies that households more exposed to climate change are at higher risk of malnutrition in developing countries. This study has a limitation that it cannot rule out the potential endogeneity of choosing a climate-vulnerable residential location due to economic poorness.

• KIPS Transactions on Software and Data Engineering
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• v.8 no.7
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• pp.289-302
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• 2019

Structural change of time series means that the distribution of observations is relatively stable in the period of constituting the entire time series data, but shows a sudden change of the distribution characteristic at a specific time point. Within a non-stationary long-term time series, it is important to determine in a timely manner whether the change in short-term trends is transient or structurally changed. This is because it is necessary to always detect the change of the time series trend and to take appropriate measures to cope with the change. In this paper, we propose a method for decision makers to easily grasp the structural changes of time series by visualizing the test results based on the unit root test. Particularly, it is possible to grasp the short-term structural changes even in the long-term time series through the method of dividing the time series and testing it.

• KDI Journal of Economic Policy
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• v.31 no.2
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• pp.15-45
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• 2009

This paper estimates the term structure of interest rates with the setup of 3-factor no arbitrage model and investigates the trend of term premia and the effectiveness of changes in policy interest rates. The term premia are found to be high in a three-year medium term objective, which can be interpreted as reflecting the recognition of investors who expect a higher uncertainty in real activities for the coming three years than for a longer term. Then, in order to look into the effect of policy interest rates after the recent change of benchmark interest rate, this paper analyzes the effects of the changes in short-term interest rates of the financial market on the yield curve of the bond market at time of change. Empirical results show that the discrepancy between call rate, short-term rate in money market, and instantaneous short rate, short-term rate in the bond market, is found to be significantly widened, comparing to the periods before the change in benchmark interest rate. It is not easy to conclude clearly for now whether such a widening gap is caused by the lack of experiences with managing new benchmark interest rate or is just an exceptional case due to the recent turmoil in the global financial market. However, monetary policy needs to be operated in a manner that could reduce the gap to enhance its effectiveness.