• 대기
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• 제18권3호
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• pp.199-206
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• 2008

This study employs a structural time series method in order to model and estimate stochastic trend of surface temperatures of the globe, Northern Hemisphere, and Northeast Asia ($20^{\circ}N{\sim}60^{\circ}N$, $100^{\circ}E{\sim}150^{\circ}E$). For this study the reanalysis data CRUTEM3 (CRU/Hadley Centre gridded land-surface air temperature Version 3) is used. The results show that in these three regions range from $0.268^{\circ}C$ to $0.336^{\circ}C$ in 1997, whereas these vary from $0.423^{\circ}C$ to $0.583^{\circ}C$ in 2007. The annual mean temperature over Northeast Asia has increased by $0.031^{\circ}C$ in 2007 compared to 1997. The climate change in surface temperatures over Northeast Asia is slightly higher than that over the Northern Hemisphere.

• Communications for Statistical Applications and Methods
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• 제29권6호
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• pp.679-694
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• 2022

Mortality risk is a significant threat to individual life, and quantifying the risk is necessary for making a national population plan and is a traditionally fundamental task in the insurance and annuity businesses. Like other advanced countries, the sustainability of life pensions and the management of longevity risks are becoming important in Asian countries entering the era of aging society. In this study, mortality and pension value sustainability trends are compared and analyzed based on national population and mortality data, focusing on four Asian countries from 1990 to 2017. The result of analyzing the robustness and accuracy of generalized linear/nonlinear models reveals that the Cairns-Blake-Dowd model, the nonparametric Renshaw-Haberman model, and the Plat model show low stability. The Currie, CBD M5, M7, and M8 models have high stability against data periods. The M7 and M8 models demonstrate high accuracy. The longevity risk is found to be high in the order of Taiwan, Hong Kong, Korea, and Japan, which is in general inversely related to the population size.

• Steel and Composite Structures
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• 제7권6호
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• pp.487-502
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• 2007

In recent decades there has been a trend towards improved mechanical characteristics of materials used in footbridge construction. It has enabled engineers to design lighter, slender and more aesthetic structures. As a result of these construction trends, many footbridges have become more susceptible to vibrations when subjected to dynamic loads. In addition to this, some inherit modelling uncertainties related to a lack of information on the as-built structure, such as boundary conditions, material properties, and the effects of non-structural elements make difficult to evaluate modal properties of footbridges, analytically. For these purposes, modal testing of footbridges is used to rectify these problems after construction. This paper describes an arch type steel footbridge, its analytical modelling, modal testing and finite element model calibration. A modern steel footbridge which has arch type structural system and located on the Karadeniz coast road in Trabzon, Turkey is selected as an application. An analytical modal analysis is performed on the developed 3D finite element model of footbridge to provide the analytical frequencies and mode shapes. The field ambient vibration tests on the footbridge deck under natural excitation such as human walking and traffic loads are conducted. The output-only modal parameter identification is carried out by using the peak picking of the average normalized power spectral densities in the frequency domain and stochastic subspace identification in the time domain, and dynamic characteristics such as natural frequencies mode shapes and damping ratios are determined. The finite element model of footbridge is calibrated to minimize the differences between analytically and experimentally estimated modal properties by changing some uncertain modelling parameters such as material properties. At the end of the study, maximum differences in the natural frequencies are reduced from 22% to only %5 and good agreement is found between analytical and experimental dynamic characteristics such as natural frequencies, mode shapes by model calibration.

• 응용통계연구
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• 제34권3호
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• pp.347-373
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• 2021

지난 50여 년 동안 우리나라의 사망률 감소 패턴에 대한 탐색적 연구에 의하면 연령별 사망률이 모든 연령에서 감소했지만, 특정한 사망률이 개선되고 있는 패턴은 연령과 기간에 따라 다르다는 것을 알 수 있다. 여자가 남자보다 사망률 개선이 뚜렷하고 특히 시간이 지나면서 특정그룹에서의 사망률 개선이 두드러짐에 따라 전반적으로 사망 시간 추세에 구조적인 변화가 존재함을 확인하였다. 이에 본 연구에서는 우리나라 여자 사망률 자료를 이용하여 미래 사망률 예측을 위해 코호트 효과를 고려한 다양한 확률적 사망률 모형을 살펴보았다. 또한 분석 결과를 바탕으로 2067년까지 연령별 사망률과 예측기대수명을 작성하고 통계청(KOSIS)에서 제공하는 장래 연령별 사망률과 기대수명과 비교하였다. 자료이용기간에 따라 최적의 모형이 상이하나 적합력과 예측력을 전반적으로 고려했을 때 우리나라 여자 사망률은 코호트 효과를 고려한 PLAT 모형이 적절하다 볼 수 있을 것이다.

• 한국콘텐츠학회논문지
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• 제20권7호
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• pp.212-222
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• 2020

본 연구의 목적은 전 세계 산업수학의 흐름을 주도하는 미국산업응용수학 학회에서 출판하는 논문들의 연구현황 및 동향을 거시적으로 파악하는 데 있다. 이를 위해 2016년부터 2019년까지 6,255편의 논문 제목 및 초록을 수집하였으며, LDA 기법을 활용한 토픽모델링과 시계열회귀모형 분석을 수행하였다. 분석 결과 첫째, 산업수학 분야는 해석학을 중심으로 기하학, 대수학, 위상수학, 이산수학, 확률 및 통계 등 다양한 분야에서 연구가 진행되었다. 둘째, 시간이 흐름에 따라 상승하는 연구 주제는 수리유체역학, 그래프이론, 확률미분방정식이었으며, 하강하는 연구 주제는 계산이론과 고전기하로 나타났다. 연구 결과는 산업수학 분야의 지적 구조에 대한 전체적인 흐름 및 변화에 대한 이해를 바탕으로 연구자들에게는 향후 연구 방향에 대해서, 그리고 교육 현장에는 시대 변화를 반영한 산업수학 교육과정을 수립하는데 시사점을 제공할 것이다.

• 대한수학회보
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• 제48권4호
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• 응용통계연구
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• 제29권3호
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• pp.487-503
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• 2016

귀농인구의 증가는 빠르게 고령화되고 있는 한국농촌에서 경제 활성화의 단초로 주목받고 있다. 본 논문에서는 2013년 귀농귀촌인 통계를 바탕으로 네트워크 방법을 사용해 귀농인구의 이동에 대한 분석을 진행한다. 구체적으로 다양한 네트워크 중심도지표를 사용해 주요 귀농 거점지역을 파악하고 통계적 네트워크 모형을 사용해 귀농인구의 이동에 존재하는 경향을 살펴본다. 또한 latant distance model을 이용하여 거리가 귀농인구 이동에 미치는 영향에 대해 알아본다.

• Journal of the Korean Data and Information Science Society
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• 제22권5호
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• pp.829-837
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• 2011

본 논문에서는 비관측요인모형을 이용하여 한국의 국내총생산 시계열 자료를 분석한다. 이 모형이 확률적 및 결정적 요인들을 모두 포괄할 수 있다는 점을 이용하여, 보다 다양한 형태로 시계열 자료의 모형화를 시도하였으며, 지수평활법 및 박스-젠킨스의 ARIMA모형과 예측력을 비교하였다. 국내 총생산 자료에 대한 2년간의 미래 예측에서 비관측요인모형이 보다 우수함을 보인다.

• Wind and Structures
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• 제14권3호
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• pp.221-238
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• 2011

The estimated response of large-scale engineering structures to severe wind loads is prone to modelling uncertainties that can only ultimately be assessed by full-scale testing. To this end ambient vibration data from full-scale monitoring of the historic Clifton Suspension Bridge has been analysed using a combination of a frequency domain system identification method and a more elaborate stochastic identification technique. There is evidence of incipient coupling action between the first vertical and torsional modes in strong winds, providing unique full-scale data and making this an interesting case study. Flutter derivative estimation, which has rarely previously been attempted on full-scale data, was performed to provide deeper insight into the bridge aerodynamic behaviour, identifying trends towards flutter at higher wind speeds. It is shown that, as for other early suspension bridges with bluff cross-sections, single-degree-of-freedom flutter could potentially occur at wind speeds somewhat below requirements for modern designs. The analysis also demonstrates the viability of system identification techniques for extracting valuable results from full-scale data.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.729-740
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• 2020

The study examines the efficiency of private sector banks in India with the help of Window DEA (Data Envelopment Analysis) for a period from 2005 to 2017. With a window of three years, the period was divided into 11 windows. The study outcomes show that 59.9% of all private sector banks in India operate at more than 0.9 level of efficiency, and there are only three occasions when banks were operating at the efficiency value between 0.6 to 0.7. Further, the consistency in the efficiency scores of the banks has also been analyzed using an efficiency mapping matrix, and the mean efficiency score of the bank in each window is studied. The score of standard deviation was interpreted accordingly for these banks. Banks that are showing the highest efficiency scores also have a higher variance of efficiency scores. There was no bank identified in the matrix that promises high-efficiency ratings with low variability. The study concludes that the analysis of the efficiency mapping matrix indicates that, as a DMU escalates in the efficiency scores, the standard deviation reflecting the risk in overall efficiency scores also tends to rise. The findings complement the concept of higher risk to higher return or greater efficiency.