• Nuclear Engineering and Technology
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• 제43권6호
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• pp.523-530
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• 2011

In a previous study, the stochastic space-dependent kinetics model (SSKM) based on the forward stochastic model in stochastic kinetics theory and the Ito stochastic differential equations was proposed for treating monoenergetic space-time nuclear reactor kinetics in one dimension. The SSKM was tested against analog Monte Carlo calculations, however, for exemplary cases of homogeneous slab reactors with only one delayed-neutron precursor group. In this paper, the SSKM is improved and evaluated with more realistic and complicated cases regarding several delayed-neutron precursor groups and heterogeneous slab reactors in which the extraneous source or reactivity can be introduced locally. Furthermore, the source level and the initial conditions will also be adjusted to investigate the trends in the variances of the neutron population and fission product levels across the reactor. The results indicate that the improved SSKM is in good agreement with the Monte Carlo method and show how the variances in population dynamics can be controlled.

• Communications for Statistical Applications and Methods
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• 제26권1호
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• pp.27-34
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• 2019

We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

• East Asian Economic Review
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• 제21권3호
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• pp.201-230
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• 2017

This paper studies the long-run behavior of relative price dispersion among cities in Korea with a special emphasis on heterogeneous transitional patterns of price level dynamics. Formal statistical tests indicate considerable evidence for rejecting the null of relative price level convergence among the majority of cities over the sample period of 1985-2015. The analysis of gravity model suggests that the effect of transportation costs on intercity price level differentials is limited, while other socioeconomic factors, such as income, input factor prices, demographic structure, and housing price growth, play key roles in accounting for persistent regional price level disparities. Individual price levels are found to be better explained by a multiple-component model, and the deviations from PPP may be attributed to distinct stochastic common trends that are characterized by income and demographic structure.

• KDI Journal of Economic Policy
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• 제35권2호
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• pp.107-131
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• 2013

본고는 글로벌 금융위기 이후 자산가격 버블의 이해에 대한 관심이 높아지고 있는 여건을 감안하여 우리나라 주가에 펀더멘털과 무관한 I(1)인 비정상 확률적 추세(stochastic trend)가 존재하는지의 여부를 주가 배당금의 2변수 VAR 모형에서 검정하고 이를 추정하여 보았다. 이 추세는 주가의 합리적 버블을 추정하기 어려운 점을 감안하여 도입한 것으로, 공적분 및 오차수정모형을 해석하는 경우 양자 간에 유사성이 있음을 설명한다. 한편, 분석 모형에서 주가와 배당은 모두 I(1)인 시계열이며 서로 Engle-Granger 공적분 관계인 것으로 가정한다. 이런 이론적 틀에서 배당금 충격(펀더멘털)의 추세와 통계적으로 상관관계가 없는 주가 내 추세의 추정이 잘 알려진 베버리지-넬슨 분해(Beveridge-Nelson decomposition)를 통해 가능함을 보인다. 또한 이의 검정은 표준적인 t-검정을 통해 쉽게 수행될 수 있음도 보인다. 이러한 추세가 주가에 존재할 경우 일단 발생한 충격은 영구히 지속되며 경제적 영향 역시 항구적일 수 있다. 실증분석에서 1976~2012년 중 연간 실질 KOSPI 지수와 배당 자료를 분석한 결과, 한국주가에 '펀더멘털과 무관한 추세가 존재하지 않는다'는 귀무가설을 기각할 수 없는 것으로 나타났으나, 올림픽 이후 기간의 경우에는 부분적으로 주가변동을 견인하는 것으로 추정된다.

• Wind and Structures
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• 제9권6호
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• pp.441-455
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• 2006

A more applicable optimization model for extracting flutter derivatives of bridge decks is presented, which is suitable for time-varying weights for fitting errors and different lengths of vertical bending and torsional free vibration data. A stochastic search technique for searching the optimal solution of optimization problem is developed, which is more convenient in understanding and programming than the alternate iteration technique, and testified to be a valid and efficient method using two numerical examples. On the basis of the section model test of Sutong Bridge deck, the flutter derivatives are extracted by the stochastic search technique, and compared with the identification results using the modified least-square method. The Empirical Mode Decomposition method is employed to eliminate noise, trends and zero excursion of the collected free vibration data of vertical bending and torsional motion, by which the identification precision of flutter derivatives is improved.

• 한국대기환경학회지
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• 제19권4호
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• pp.397-414
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• 2003

The performance of one-particle stochastic Lagrangian models for passive tracer dispersion are evaluated against measurements in horizontally-homogeneous neutrally-stratified atmospheric surface layer. State-of-the-technology models as well as classical Langevin models, all in class of well mixed models are numerically implemented for inter-model comparison study. Model results (far-downstream asymptotic behavior and vertical profiles of the time averaged concentrations, concentration fluxes, and concentration fluctuations) are compared with the reported measurements. The results are: 1) the far-downstream asymptotic trends of all models except Reynolds model agree well with Garger and Zhukov's measurements. 2) profiles of the average concentrations and vertical concentration fluxes by all models except Reynolds model show good agreement with Raupach and Legg's experimental data. Reynolds model produces horizontal concentration flux profiles most close to measurements, yet all other models fail severely. 3) With temporally correlated emissions, one-particle models seems to simulate fairly the concentration fluctuations induced by plume meandering, when the statistical random noises are removed from the calculated concentration fluctuations. Analytical expression for the statistical random noise of one-particle model is presented. This study finds no indication that recent models of most delicate theoretical background are superior to the simple Langevin model in accuracy and numerical performance at well.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.101-115
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• 2005

We propose in this article a procedure for testing unit and fractional orders of integration, with the roots simultaneously occurring in the trend, the seasonal and the cyclical component of the time series. The tests have standard null and local limit distributions. However, finite sample critical values are computed, and several Monte Carlo experiments conducted across the paper show that the rejection frequencies against unit (and fractional) orders of integration are relatively high in all cases. The tests are applied to the UK consumption and income series, the results showing the importance of the roots corresponding to the trend and the seasonal components and, though the unit roots are found to be fairly suitable models, we show that fractional processes (including one for the cyclical component) may also be plausible alternatives in some cases.

• 응용통계연구
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• 제29권4호
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• pp.613-625
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• 2016

과학 기술의 발전은 사회를 급격하게 변화시켜 왔다. 특허 자료 분석은 현대 과학 기술의 흐름을 이해하고 미래 유망기술을 예측할 수 있게 한다. 본 연구에서는 기술의 동향을 파악하고자 1985년과 2012년 사이에 미국 특허청에 등록된 특허를 중심으로 특허 인용 네트워크를 분석한다. 주요 기술군을 파악하기 위해 PageRank 알고리즘 외에 다양한 중심성 지표를 이용하고, 통계적 네트워크 모형을 통해 유사한 기술들의 군집을 찾아내고자 한다.

• 대한한의진단학회지
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• 제11권2호
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• pp.84-95
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• 2007

Background and Purpose: We have studied the trends of EEG signals in the voluntary breathing condition by applying the fractal analysis. According to chaos theory, irregularity of EEG signals can result from low dimensional deterministic chaos. A principal parameter to quantify the degree of Chaotic nonlinear dynamics is correlation dimension. The aim of this study was to analyze correlation between the correlation dimension of EEG and HRV(heart rate variability). We have studied the trends of EEG signals in the voluntary breathing condition by applying the fractal analysis. Methods: EEG raw data were measured by moving windows during 15 minutes. Then, the correlation dimension(D2) was calculated by each 40-seconds-segment in 15 minutes data, totally 36 segments. 8 channels EEG study on the Fp, F, T, P was carried out in 30 subjects. Results and Conclusion: Correlation analysis of HRV was calculated with deterministic non-linear data and stochastic non-linear data. 1. Ch1(Fp1), Ch4(F3), Ch4(F4) is positive correlated with In LF. 2. Ch1(Fp1), Ch3(F3) is positive correlated with In TF.

• 한국안전학회지
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• 제36권5호
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• pp.61-70
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• 2021

This study aimed to analyze the research trends of the abstract data of ergonomic studies registered in MEDLINE, a medical bibliographic database, using word embedding. Medical-related ergonomic studies mainly focus on work-related musculoskeletal disorders, and there are no studies on the analysis of words as data using natural language processing techniques, such as word embedding. In this study, the abstract data of ergonomic studies were extracted with a program written with selenium and BeutifulSoup modules using python. The word embedding of the abstract data was performed using the word2vec model, after which the data found in the abstract were vectorized. The vectorized data were visualized in two dimensions using t-Distributed Stochastic Neighbor Embedding (t-SNE). The word "ergonomics" and ten of the most frequently used words in the abstract were selected as keywords. The results revealed that the most frequently used words in the abstract of ergonomics studies include "use", "work", and "task". In addition, the t-SNE technique revealed that words, such as "workplace", "design", and "engineering," exhibited the highest relevance to ergonomics. The keywords observed in the abstract of ergonomic studies using t-SNE were classified into four groups. Ergonomics studies registered with MEDLINE have investigated the risk factors associated with workers performing an operation or task using tools, and in this study, ergonomics studies were identified by the relationship between keywords using word embedding. The results of this study will provide useful and diverse insights on future research direction on ergonomic studies.