• Title/Summary/Keyword: test theory

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Stationary bootstrap test for jumps in high-frequency financial asset data

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.163-177
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    • 2016
  • We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

Performance Evaluation of an Automotive Fuel Filter by Multi-Pass Filtration Test (다순환 여과시험에 의한 자동차용 연료필터의 성능 평가)

  • 이재천;장지현
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.6
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    • pp.219-226
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    • 2002
  • Filtration performance of an automotive fuel filter was evaluated based on the theory of Beta ratio. This study also introduced the fuel components' contamination performance test stand incorporating the multi-pass filtration test circuit. The theoretical basis of multi-pass test and test procedure were described in detail. The specification of commercial fuel filter currently available was just the maximum pressure drop across the filter assembly and the holding capacity of contaminants. However, test results revealed that the fuel filter tested could not maintain consistent Beta ratio, that is filtration efficiency, although it had the holding capacity close to the specification. Hence the Beta ratio should be specified in service life. The results also showed that filtration system model should be refined including desorption ratio to estimate the variable Beta ratio in the test.

The Development and Effects of WEB Instruction Programs for Drug Abuse Prevention in Korean Adolescents (청소년의 약물남용예방을 위한 웹 활용 학습 프로그램 개발 및 효과)

  • Min, Young-Sook
    • Journal of Korean Academy of Nursing
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    • v.30 no.4
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    • pp.1055-1065
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    • 2000
  • The purpose of this study was to develop, through the integration of instructional theory, a Courseware and to investigate the effectiveness of a web-based computer assisted instruction(WBI) program for preventing drug abuse, a serious problem for youth problem. During the first stage of this study done "Drug Abuse Prevention" Courseware was developed based on, Gagn & Brigg's instructional design theory, Keller's ARCS theory and the CAI model of Hannafin & Peck. For the second stage, the courseware was used to provide education for students adolescents in drug abuse prevention. This study used an quasi-experimental, one-group pretest-posttest design with a convenience sample of 36 male high school students who were at one high school located in Seoul. Data were collected using self-reported questionnaires which included a learning achievement tool, the Keller's IMMS (Instructional Material Motivation Survey), on attitudes to drug use, and on responses to the WBI instruction. Prior to the experiment, the "drug abuse prevention" learning method and the procedures of the study were explained to the students, and then the learning achievement of the subjects was measured as a pretest. The students were then given 2 weeks WBI utilizing the courseware. A post-test which included the pre-test learning achievement questionnaire and a survey of learning motivation and attitudes toward drug were given two weeks after the education was completed. The data analysis was done using SPSS/PC. Paired t-test was used to analyze the differences between the pre-test and post-test scores for learning achievement. The results of the analysis are as follows: There were significant differences in learning achievement between the pre-test and post-test(t=-18.62, p=0.000). The hypothesis, that learning achievement will be higher, after the class has used the courseware, than before was supported. The scores for learning motivation and attitudes toward drugs were also higher than the results of existing studies. In conclusion, this study suggests that WBI is an effective learning method in the prevention of drug abuse for adolescents as it can be used for self-learning and repeated learning as assisted instruction. Recommendation would be given that further research needs to be develped in the courseware by cognitive learning style and by multimedia courseware and virtual reality system.

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Analysis of Ultimate Bearing Capacity of Piles Using Artificial Neural Networks Theory (I) -Theory (인공 신경망 이론을 이용한 말뚝의 극한지지력 해석(I)-이론)

  • 이정학;이인모
    • Geotechnical Engineering
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    • v.10 no.4
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    • pp.17-28
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    • 1994
  • It is well known that human brain has the advantage of handling disperse and parallel distributed data efficiently. On the basic of this fact, artificial neural networks theory was developed and has been applied to various fields of science successfully. In this study, error back propagation algorithm which is one of the teaching technique of artificial neural networks is applied to predict ultimate bearing capacity of pile foundations. For the verification of applicability of this system, a total of 28 data of model pile test results are used. The 9, 14 and 21 test data respectively out of the total 28 data are used for training the networks, and the others are used for the comparison between the predicted and the measured. The results show that the developed system can provide a good matching with model pile test results by training with data more than 14. These limited results show the possibility of utilizing the neural networks for pile capacity prediction problems.

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Applicability of IGM theory Partial Drilled Shaft constructed on Granite Rocks (화강풍화암에 시공된 부분현장타설말뚝의 IGM이론의 적용성)

  • Ahn, Tae-Bong
    • Journal of the Korean Society for Railway
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    • v.16 no.5
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    • pp.379-385
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    • 2013
  • In this study, partial drilled shafts (Bottom Cast-in-place Concrete pile) were applied to the pilot test site to ensure the bearing capacity; we used the skin friction force in the IGM to analyze the feasibility of the application of IGM theory. The soil characteristics were analyzed in cohesive, non-smear, and smooth conditions for the application of the IGM theory via geotechnical investigation and measurement of the disturbance and surface roughness. Static load and load transfer tests were conducted to calculate the allowable bearing capacity and the skin friction force by depth. The skin friction force increased with increase in the depth and standard settlement, showing a very high correlation. In addition, because the unconfined strength ($q_u$), which is the most important parameter in the cohesive IGM, cannot be measured in a weathered granite area, the static load and load transfer test results and the N value were used to obtain $q_u$.

Consolidation Model and Numerical Analysis for Soft Clay Ground Considering Characteristics of Material Function (물질함수특성을 고려한 연약 점토지반의 압밀모델 및 수치해석)

  • Jeon, Je-Sung;Yi, Chang-Tok;Lee, Song
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.8 no.2
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    • pp.123-136
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    • 2004
  • Terzaghi's one-dimensional consolidation theory has some important assumption, which can't be applicable to predict the behavior of soft clay ground. Especially, predictions using infinitesimal strain and linear material function related with permeability can give rise to mistake in comparison with the result of real behavior in site. For this reason, Gibson et al. established a rigorous formulation for the one-dimensional nonlinear finite strain consolidation theory, which can consider non-linearity of material function. But it is difficult to apply this theory to predict the behavior of common soft clay ground with vertical drain. In this study, consolidation model which can consider the vertical and horizontal flow of a fully saturated clay layer, self-weight of soil and nonlinear characteristics of compressibility and permeability are derived. Numerical analysis scheme, which can be applied to consolidation analysis by derived consolidation model in this study was developed. The characteristics of material function were examined using laboratory testing such as standard consolidation test, Rowe-cell test and modified consolidation test.

A Theoretical and Experimental Investigation on the Mechanical Behavior of Concrete under Dynamic Loads (동적하중(動的荷重)을 받는 콘크리트의 역학적(力學的) 거동(擧動)에 관한 이론(理論) 및 실험연구(實驗硏究))

  • Oh, Byung Hwan;Kang, Young Jin;Shin, Soo Bong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.9 no.2
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    • pp.31-42
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    • 1989
  • An experimental and theoretical investigation was conducted in the present study to explore the mechanical behavior of concrete under dynamic loads. The stress-strain behavior and mechanical characteristics of concrete under various strain-rates were studied from several series of experiments. A new constitutive theory was derived on the basis of viscoplasticity to model the dynamic behavior of concrete. The theory is verified by the present test results as well as other previous test data. It is found from the present study that the strength of concrete is greatly increased with the increase of strain rate and that the rate of strength increase is greater in tension than in compression. The present theory as well as present test results will provide very useful basis to explore the dynamic behavior of concrete structures.

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Development of an Instrument based on the Protection Motivation Theory to Measure Factors Influencing Women's Intention to First Pap Test Practice

  • Hassani, Laleh;Dehdari, Tahereh;Hajizadeh, Ebrahim;Shojaeizadeh, Davoud;Abedini, Mehrandokht;Nedjat, Saharnaz
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.3
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    • pp.1227-1232
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    • 2014
  • Background: Given that there are many Iranian women who have never had a Pap smear, this study was designed to develop and validate a measurement tool based on the Protection Motivation Theory to assess factors influencing the Iranian women's intention to perform first Pap testing. Materials and Methods: In this psychometric research, to determine the Content Validity Index (CVI) and the Content Validity Ratio (CVR), a panel of experts (n=10) reviewed scale items. Reliability was estimated through the Intraclass Correlation Coefficient (n=30) and internal consistency (n=240). Also, factor analysis (exploratory and conformity) was performed on the data of the sample women who had never had a Pap smear test (n=240). Results: A 26-item questionnaire was developed. The CVI and CVR scores of the scale were 0.89 and 0.90, respectively. Exploratory factor analysis loaded a 26-item with seven factors questionnaire (perceived vulnerability and severity, fear, response costs, response efficacy, self-efficacy, and protection motivation (or intention)) that jointly accounted for 72.76% of the observed variance. Confirmatory factor analysis indicated a good fit for the data. Internal consistency (range 0.70-0.93) and test-retest reliability (range 0.72-0.96) of sub-scales were acceptable. Conclusions: This study showed that the designed instrument was a valid and reliable tool for measuring the factors influencing the women's intention to perform their first Pap testing.

Determinants of Eco-friendly Outdoor Wear Products Purchase Intention : Exploring Value-Belief-Norm Theory (친환경 아웃도어 웨어 제품 구매의도 결정요인 : 가치-신념-규범 이론을 중심으로)

  • Kim, Young Hwa;Oh, Kyung Wha;Jung, Hye Jung
    • Fashion & Textile Research Journal
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    • v.17 no.6
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    • pp.965-977
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    • 2015
  • This study aims to investigate determinants that included personal values, pro-environmental beliefs, and proenvironmental norms for enhancing consumers' purchase intention of eco-friendly outdoor wear exploring Stern(2000)’s the value-belief-norm theory. A survey was conducted with females and males between the ages of 20 and 60 who have experienced buying outdoor wear products. A total of 300 responses were analyzed by descriptive analysis, factor analysis, a reliability test, an independent samples t-test, and regression analysis. The results of this study were as follows: 1) The results of exploratory factor analysis and reliability test on the personal value clearly showed factorial structures including the social power, ecologic value, openness, equality, and altruistic value. 2) There are significant differences in personal value sub-dimensions, pro-environmental beliefs, pro-environmental norm, and purchase intention of eco-friendly outdoor wear products according to respondents' gender and age. 3) Personal values, but not social power, affect pro-environmental beliefs; in turn, pro-environmental beliefs affect pro-environmental norms, which then affects purchase intentions of eco-friendly outdoor wear. The findings support the conclusion that there is significant causality among personal value such as ecologic, openness, equality, and altruistic, pro-environmental belief, and pro-environmental norm. This study suggests pragmatic implications to understand outdoor wear consumers' socio-psychological and demographic factors and to augment purchase intentions of eco-friendly outdoor wear products.

An Analysis of Social-Psychological Factors that Influence the Intention to Use the Agricultural Information System "LFcenter System" (농업경영정보시스템 사용의도에 미치는 사회심리학적 요인 분석: 우수농업경영정보시스템을 중심으로)

  • Hong, Hee-Yeon;Moon, Jung-Hoon;Yoo, Chul-Woo;Choe, Yong-Chan
    • Journal of Agricultural Extension & Community Development
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    • v.15 no.4
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    • pp.659-681
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    • 2008
  • The purpose of this study is to empirically analyze factors that influence farm managers' intentions to use an agricultural farm management information systems. It focused on "LFcenter System," a leading information system operated by the Rural Development Administration for farm management. Participants of this study are classified into two groups: a group of leading farm managers and a group fo regular farm managers. A total of 192 survey samples on users' intentions are collected; 85 samples from leading farm managers and 107 from regular farm managers. The theoretical background of this study is developed based on Theory of Reasoned Action(TRA), Technology Acceptance Model(TAM), Diffusion of Innovation(DOI), Social Cognitive Theory(SCT), and Theory of Planned Behavior(TPB). Partial Least Squares(PLS) method is used to test a proposed Structural Equation Model(SEM), including nine hypotheses. The differences between two groups are investigated using Smith-Satterthwait test. The findings from this study are: First of all, in terms of average comparison of most variables used in this study, a group of leading farm managers shows higher value that the other group in most cases. Second, hypothesis tests how that "subjective norms", "goal to study", "perceived usefulness", "perceived enjoyment", and "intention to use" significantly influence the intention to use an agricultural management information system in the group of leading farm managers. However, "subjective norms", "goal to study", "perceived ease of use", "perceived usefulness", "perceived enjoyment", and "intention to use" turned out to significantly influence the intention to use an agricultural management information system in the group of regular farms managers. Based on the results of Smith-Satterthwait test, compared with a group of leading farms managers, the impact of "goal to study" on "intention to use" is significantly stronger. On the other hand, in the group of leading farms managers, "perceived usefulness" and "perceived enjoyment" turned out to be main drivers of "intention to use."

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