• KOREAN JOURNAL OF CROP SCIENCE
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• v.30 no.4
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• pp.460-470
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• 1985

Experiments were carried out to evaluate the standard gravity in determining potential kernel size and to determine the effective sampling way by analyzing intra - and inter - plant variations for some source and sink characters using eleven semi-dwarf indica and three japonica cultivars including four semi-dwarf indica nearisogenic lines. Also, additional experiments were conducted to understand yearly variation and variety x year interaction effects for ten characters related to source and sink and to characterize the varietal difference of pre- and post-heading self-competition employing three parental varieties and their F$\sub$5/ progenies in 1982 and 1983. It is desirable to determine the potential kernel size by average kernel wight of rice grains showing above 1.15 specific gravity. There was significant difference in leaf area per tiller, spikelets and sink capacity per panicle among vigorous, intermediate and inferior tillers classified by differentiated order and vigorousness. Although it was difficult to find out any significant difference in grain-fill ratio, ratio of perfectly ripened grain, potential kernel size and sink/source ratio between vigorous and intermediate tillers, there was big difference between them and inferior one. The coefficients of variation within each tiller-group for some characters related to source and sink were larger with the order of vigorous tillers < intermediate one '||'&'||'lt; inferior one, and the average heritability of all characters, evaluated by the ratio of varietal variance (equation omitted) to total variance (equation omitted), were higher with the order of inferior tillers '||'&'||'lt; intemediate one '||'&'||'lt; superior one. Therefore, it is desirable to sample the vigorous tillers to represent the varietal difference of these traits. '82-'83 year variations of three parental cultivars were significant for all traits except for leaf area/tiller, panicles/hill, leaf area index and rough rice yield. The characters showing highly significant variance of variety x year interaction were growth duration from transplanting to heading, leaf area/tiller, sink/source ratio, sink capacity/panicle and grain yield. Generalized yearly response of three parental varieties (Suweon 264, Raegyeong, IR1317-70-l) and their F$\sub$5/ progenies on the 1st and 2nd principal components extracted from ten source and sink characters generally exhibited reduction in both source and sink. However, there were diverse variety x year interactions such as progenies showing similar reaction with their parents and intermediate or recombinational yearly response with little or considerable yearly movement on the four-dimensional planes of the two upper principal components between 1982 and 1983. Sink characters revealing highly significant border effect were grain-fill ratio, spikelets and sink capacity per panicle. Among them the latter two especially showed significant variety x border effect interaction. Self-competition characterized by relative weakness of inside plant's sink characters compared to the border one was more severe during the reproductive stage before heading than maturing stage. Though the larger sink capacity per panicle generally disclosed the severer self-competition, some lines (like Suweon 264) revealed severe self-competition with small sink capacity while a few others showed tender self-competition in spite of big sink capacity per panicle.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• The Korean Journal of Nuclear Medicine Technology
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• v.20 no.2
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• pp.62-68
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• 2016

Purpose In a cyclosporine experiment using a robotic liquid handing system has found a deviation of its standard curve and low reproducibility of patients's results. The difference of the test is that methanol is mixed with samples and the extractions are used for the test. Therefore, we assumed that the abnormal test results came from using methanol and conducted this test. In a manual of a robotic liquid handling system mentions that we can choose several setting parameters depending on the viscosity of the liquids being used, the size of the sampling tips and the motor speeds that you elect to use but there's no exact order. This study was undertaken to confirm pipetting ability depending on types of liquids and investigate proper setting parameters for the optimum dispensing ability. Materials and Methods 4types of liquids(water, serum, methanol, PEG 6000(25%)) and $TSH^{125}I$ tracer(515 kBq) are used to confirm pipetting ability. 29 specimens for Cyclosporine test are used to compare results. Prepare 8 plastic tubes for each of the liquids and with multi pipette $400{\mu}l$ of each liquid is dispensed to 8 tubes and $100{\mu}l$ of $TSH^{125}I$ tracer are dispensed to all of the tubes. From the prepared samples, $100{\mu}l$ of liquids are dispensed using a robotic liquid handing system, counted and calculated its CV(%) depending on types of liquids. And then by adjusting several setting parameters(air gap, dispense time, delay time) the change of the CV(%)are calcutated and finds optimum setting parameters. 29 specimens are tested with 3 methods. The first(A) is manual method and the second(B) is used robotic liquid handling system with existing parameters. The third(C) is used robotic liquid handling system with adjusted parameters. Pipetting ability depending on types of liquids is assessed with CV(%). On the basis of (A), patients's test results are compared (A)and(B), (A)and(C) and they are assessed with %RE(%Relative error) and %Diff(%Difference). Results The CV(%) of the CPM depending on liquid types were water 0.88, serum 0.95, methanol 10.22 and PEG 0.68. As expected dispensing of methanol using a liquid handling system was the problem and others were good. The methanol's dispensing were conducted by adjusting several setting parameters. When transport air gap 0 was adjusted to 2 and 5, CV(%) were 20.16, 12.54 and when system air gap 0 was adjusted to 2 and 5, CV(%) were 8.94, 1.36. When adjusted to system air gap 2, transport air gap 2 was 12.96 and adjusted to system air gap 5, Transport air gap 5 was 1.33. When dispense speed was adjusted 300 to 100, CV(%) was 13.32 and when dispense delay was adjusted 200 to 100 was 13.55. When compared (B) to (A), the result increased 99.44% and %RE was 93.59%. When compared (C-system air gap was adjusted 0 to 5) to (A), the result increased 6.75% and %RE was 5.10%. Conclusion Adjusting speed and delay time of aspiration and dispense was meaningless but changing system air gap was effective. By adjusting several parameters proper value was found and it affected the practical result of the experiment. To optimize the system active efforts are needed through the test and in case of dispensing new types of liquids proper test is required to check the liquid is suitable for using the equipment.

• Journal of the Korean Society of Food Science and Nutrition
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• v.38 no.6
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• pp.694-708
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• 2009

The principal objective of this study was to determine the effects of smoking & drinking on the diet, nutrient intake, and overall health. A sample of 262 youths, aged 16 to 18 year-old, was randomly selected from Seoul and its vicinity. The subjects participated by answering survey questions including general questions, questions regarding health, smoking & drinking habits, dietary habits, nutrient intake, physical characteristics, and smoking cessation plans. The average height, weight, and BMI of the subjects were $173.5{\pm}6.8\;cm$, $64.8{\pm}11.8\;kg$, and $21.4{\pm}3.7\;kg/m^2$, respectively. Among the subjects, 88% appeared to be interested in health and 43.5% of youth asserted that the best way to keep healthy was to engage in regular exercise. Among 63 smokers, 52 students (82.5%) used alcoholic beverages while 11 students (17.5%) did not use alcoholic beverages, meaning that smoking was a causative factor in drinking. 55.6% of youth reported beginning to smoke in middle school, and 38.1% of them asserted that curiosity was the motive for smoking. The youth reported that the craving for smoking was highest when hungry, and the best place to smoke was the restroom. 20 students (69.0%) answered that the only way to quit smoking was just to stop. 12 students (44.4%) reported that the main reason for failures in smoking cessation attempts was a lack of intention or willpower. 87.1% of all subjects answered that they were inclined to quit smoking, and 56.7% of them would be interested in attending a smoking cessation program if they had the opportunity. Among the smoking and drinking group, 50% of drinkers began to drink in high school, and the reason for drinking given was peer pressure-40% of drinkers answered that they wished to quit drinking. 34.4% of students appeared to have breakfast everyday, but 16.4% of students answered that they had quit eating breakfast. 52.5% of all students reported that the principal reason for overeating was the presence of one's favorite food, and the smoking and drinking group reported overeating more frequently than other groups (p<0.05). 72.6% of all subjects reported eating interim meals $1{\sim}2$ times daily, 36.4% of smokers ate carbonated beverages, 38.5% ate ice cream as a interim meal, and 38.5% of the drinking and smoking groups ate fruits, 26.9% of them ate fried foods, and some of them ate fast foods as a interim meal. Among smokers, the ratio of eating fat-rich foods, and meats such as kalbi and samgyupsal more than two times per week was higher, and 54.3% of smokers ate ice cream, cookies, and carbonated beverages more than two times per week (p<0.05). The total nutrient intake of the $15{\sim}19$-year youth group was much higher than the standard value. The energy intake of the smoking group and the drinking and smoking group was significantly higher than that of the normal group (p<0.05). Intakes of phosphorus (p<0.05), cholesterol (p<0.05), and sodium (p<0.05) were the highest among all groups. Accordingly, it is recommended that practical education programs be implemented to teach young students to resist peer pressures to smoke and drink. Additionally, education that acknowledges the importance of nutrition is necessary to avoid preferential eating and overeating due to smoking and drinking.such education can also teach students to eat a balanced diet and improve their physical development.

• Proceedings of the KOR-KST Conference
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• 1995.02a
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• pp.101-113
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• 1995

The objective of this research is to test the feasibility of developing a statewide truck traffic forecasting methodology for Wisconsin by using Origin-Destination surveys, traffic counts, classification counts, and other data that are routinely collected by the Wisconsin Department of Transportation (WisDOT). Development of a feasible model will permit estimation of future truck traffic for every major link in the network. This will provide the basis for improved estimation of future pavement deterioration. Pavement damage rises exponentially as axle weight increases, and trucks are responsible for most of the traffic-induced damage to pavement. Consequently, forecasts of truck traffic are critical to pavement management systems. The pavement Management Decision Supporting System (PMDSS) prepared by WisDOT in May 1990 combines pavement inventory and performance data with a knowledge base consisting of rules for evaluation, problem identification and rehabilitation recommendation. Without a r.easonable truck traffic forecasting methodology, PMDSS is not able to project pavement performance trends in order to make assessment and recommendations in the future years. However, none of WisDOT's existing forecasting methodologies has been designed specifically for predicting truck movements on a statewide highway network. For this research, the Origin-Destination survey data avaiiable from WisDOT, including two stateline areas, one county, and five cities, are analyzed and the zone-to'||'&'||'not;zone truck trip tables are developed. The resulting Origin-Destination Trip Length Frequency (00 TLF) distributions by trip type are applied to the Gravity Model (GM) for comparison with comparable TLFs from the GM. The gravity model is calibrated to obtain friction factor curves for the three trip types, Internal-Internal (I-I), Internal-External (I-E), and External-External (E-E). ~oth "macro-scale" calibration and "micro-scale" calibration are performed. The comparison of the statewide GM TLF with the 00 TLF for the macro-scale calibration does not provide suitable results because the available 00 survey data do not represent an unbiased sample of statewide truck trips. For the "micro-scale" calibration, "partial" GM trip tables that correspond to the 00 survey trip tables are extracted from the full statewide GM trip table. These "partial" GM trip tables are then merged and a partial GM TLF is created. The GM friction factor curves are adjusted until the partial GM TLF matches the 00 TLF. Three friction factor curves, one for each trip type, resulting from the micro-scale calibration produce a reasonable GM truck trip model. A key methodological issue for GM. calibration involves the use of multiple friction factor curves versus a single friction factor curve for each trip type in order to estimate truck trips with reasonable accuracy. A single friction factor curve for each of the three trip types was found to reproduce the 00 TLFs from the calibration data base. Given the very limited trip generation data available for this research, additional refinement of the gravity model using multiple mction factor curves for each trip type was not warranted. In the traditional urban transportation planning studies, the zonal trip productions and attractions and region-wide OD TLFs are available. However, for this research, the information available for the development .of the GM model is limited to Ground Counts (GC) and a limited set ofOD TLFs. The GM is calibrated using the limited OD data, but the OD data are not adequate to obtain good estimates of truck trip productions and attractions .. Consequently, zonal productions and attractions are estimated using zonal population as a first approximation. Then, Selected Link based (SELINK) analyses are used to adjust the productions and attractions and possibly recalibrate the GM. The SELINK adjustment process involves identifying the origins and destinations of all truck trips that are assigned to a specified "selected link" as the result of a standard traffic assignment. A link adjustment factor is computed as the ratio of the actual volume for the link (ground count) to the total assigned volume. This link adjustment factor is then applied to all of the origin and destination zones of the trips using that "selected link". Selected link based analyses are conducted by using both 16 selected links and 32 selected links. The result of SELINK analysis by u~ing 32 selected links provides the least %RMSE in the screenline volume analysis. In addition, the stability of the GM truck estimating model is preserved by using 32 selected links with three SELINK adjustments, that is, the GM remains calibrated despite substantial changes in the input productions and attractions. The coverage of zones provided by 32 selected links is satisfactory. Increasing the number of repetitions beyond four is not reasonable because the stability of GM model in reproducing the OD TLF reaches its limits. The total volume of truck traffic captured by 32 selected links is 107% of total trip productions. But more importantly, ~ELINK adjustment factors for all of the zones can be computed. Evaluation of the travel demand model resulting from the SELINK adjustments is conducted by using screenline volume analysis, functional class and route specific volume analysis, area specific volume analysis, production and attraction analysis, and Vehicle Miles of Travel (VMT) analysis. Screenline volume analysis by using four screenlines with 28 check points are used for evaluation of the adequacy of the overall model. The total trucks crossing the screenlines are compared to the ground count totals. L V/GC ratios of 0.958 by using 32 selected links and 1.001 by using 16 selected links are obtained. The %RM:SE for the four screenlines is inversely proportional to the average ground count totals by screenline .. The magnitude of %RM:SE for the four screenlines resulting from the fourth and last GM run by using 32 and 16 selected links is 22% and 31 % respectively. These results are similar to the overall %RMSE achieved for the 32 and 16 selected links themselves of 19% and 33% respectively. This implies that the SELINICanalysis results are reasonable for all sections of the state.Functional class and route specific volume analysis is possible by using the available 154 classification count check points. The truck traffic crossing the Interstate highways (ISH) with 37 check points, the US highways (USH) with 50 check points, and the State highways (STH) with 67 check points is compared to the actual ground count totals. The magnitude of the overall link volume to ground count ratio by route does not provide any specific pattern of over or underestimate. However, the %R11SE for the ISH shows the least value while that for the STH shows the largest value. This pattern is consistent with the screenline analysis and the overall relationship between %RMSE and ground count volume groups. Area specific volume analysis provides another broad statewide measure of the performance of the overall model. The truck traffic in the North area with 26 check points, the West area with 36 check points, the East area with 29 check points, and the South area with 64 check points are compared to the actual ground count totals. The four areas show similar results. No specific patterns in the L V/GC ratio by area are found. In addition, the %RMSE is computed for each of the four areas. The %RMSEs for the North, West, East, and South areas are 92%, 49%, 27%, and 35% respectively, whereas, the average ground counts are 481, 1383, 1532, and 3154 respectively. As for the screenline and volume range analyses, the %RMSE is inversely related to average link volume. 'The SELINK adjustments of productions and attractions resulted in a very substantial reduction in the total in-state zonal productions and attractions. The initial in-state zonal trip generation model can now be revised with a new trip production's trip rate (total adjusted productions/total population) and a new trip attraction's trip rate. Revised zonal production and attraction adjustment factors can then be developed that only reflect the impact of the SELINK adjustments that cause mcreases or , decreases from the revised zonal estimate of productions and attractions. Analysis of the revised production adjustment factors is conducted by plotting the factors on the state map. The east area of the state including the counties of Brown, Outagamie, Shawano, Wmnebago, Fond du Lac, Marathon shows comparatively large values of the revised adjustment factors. Overall, both small and large values of the revised adjustment factors are scattered around Wisconsin. This suggests that more independent variables beyond just 226; population are needed for the development of the heavy truck trip generation model. More independent variables including zonal employment data (office employees and manufacturing employees) by industry type, zonal private trucks 226; owned and zonal income data which are not available currently should be considered. A plot of frequency distribution of the in-state zones as a function of the revised production and attraction adjustment factors shows the overall " adjustment resulting from the SELINK analysis process. Overall, the revised SELINK adjustments show that the productions for many zones are reduced by, a factor of 0.5 to 0.8 while the productions for ~ relatively few zones are increased by factors from 1.1 to 4 with most of the factors in the 3.0 range. No obvious explanation for the frequency distribution could be found. The revised SELINK adjustments overall appear to be reasonable. The heavy truck VMT analysis is conducted by comparing the 1990 heavy truck VMT that is forecasted by the GM truck forecasting model, 2.975 billions, with the WisDOT computed data. This gives an estimate that is 18.3% less than the WisDOT computation of 3.642 billions of VMT. The WisDOT estimates are based on the sampling the link volumes for USH, 8TH, and CTH. This implies potential error in sampling the average link volume. The WisDOT estimate of heavy truck VMT cannot be tabulated by the three trip types, I-I, I-E ('||'&'||'pound;-I), and E-E. In contrast, the GM forecasting model shows that the proportion ofE-E VMT out of total VMT is 21.24%. In addition, tabulation of heavy truck VMT by route functional class shows that the proportion of truck traffic traversing the freeways and expressways is 76.5%. Only 14.1% of total freeway truck traffic is I-I trips, while 80% of total collector truck traffic is I-I trips. This implies that freeways are traversed mainly by I-E and E-E truck traffic while collectors are used mainly by I-I truck traffic. Other tabulations such as average heavy truck speed by trip type, average travel distance by trip type and the VMT distribution by trip type, route functional class and travel speed are useful information for highway planners to understand the characteristics of statewide heavy truck trip patternS. Heavy truck volumes for the target year 2010 are forecasted by using the GM truck forecasting model. Four scenarios are used. Fo~ better forecasting, ground count- based segment adjustment factors are developed and applied. ISH 90 '||'&'||' 94 and USH 41 are used as example routes. The forecasting results by using the ground count-based segment adjustment factors are satisfactory for long range planning purposes, but additional ground counts would be useful for USH 41. Sensitivity analysis provides estimates of the impacts of the alternative growth rates including information about changes in the trip types using key routes. The network'||'&'||'not;based GMcan easily model scenarios with different rates of growth in rural versus . . urban areas, small versus large cities, and in-state zones versus external stations. cities, and in-state zones versus external stations.