• Title/Summary/Keyword: time effect

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Evidence of Integrated Heteroscedastic Processes for Korean Financial Time Series (국내 금융시계열의 누적(INTEGRATED)이분산성에 대한 사례분석)

  • Park, J.A.;Baek, J.S.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.53-60
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    • 2007
  • Conditionally heteroscedastic time series models such as GARCH processes have frequently provided useful approximations to the real aspects of financial time series. It is not uncommon that financial time series exhibits near non-stationary, say, integrated phenomenon. For stationary GARCH processes, a shock to the current conditional variance will be exponentially converging to zero and thus asymptotically negligible for the future conditional variance. However, for the case of integrated process, the effect will remain for a long time, i.e., we have a persistent effect of a current shock on the future observations. We are here concerned with providing empirical evidences of persistent GARCH(1,1) for various fifteen domestic financial time series including KOSPI, KOSDAQ and won-dollar exchange rate. To this end, kurtosis and Integrated-GARCH(1,1) fits are reported for each data.

A STUDY OF CONTRACTION SHRINKAGE OF COMPOSITE RESINS AND ORMOCERS WITH VARIOUS CURING TIMES (광조사 시간에 따른 복합레진과 Ormocer의 중합수축에 관한 연구)

  • Chung, Yeon-Chung;Min, Kyung-San;Lee, Hae-Hyoung;Cho, Kyung-Mo;Cho, Yong-Bum
    • Restorative Dentistry and Endodontics
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    • v.28 no.4
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    • pp.326-333
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    • 2003
  • Ormocer has organic-inorganic compound polymers. One of advantages of ormocer is reduced polymerization shrinkage. The purpose of this study was to compare the amount of contraction shrinkage of composite resins and ormocers. Additionally, the time of each material when there is no further change of contraction shrinkage was analysed. Four brands of composite resins (P-60. Surefil, Z-250 and Denfil) and two brands of ormocers (Definite and Admira) were used. 20 seconds, 40 seconds and 60 seconds of curing times were given. Contraction shrinkage of them were measured using a linometer for 80 seconds. The effect of material and curing time to contraction shrinkage at the time of 80 seconds was analysed by two-way ANOVA. The effect of time to contraction shrinkage was analysed by one-way ANOVA and the time when there was no further change of the contraction shrinkage was analysed. The results are as follows: 1. P-60, Definite, Z-250 and Denfil had no further change of contraction shrinkage from the time of 20 seconds, and Surefil and Admira had no further change of contraction shrinkage from the time of 10 seconds. 2. Statistical analysis revealed volumetric shrinkage varied among material (p<0,05). No significant difference of contraction shrinkage among different curing times was found, and there was no effect of interaction between materials and curing times to contraction shrinkage. 3. Definite and Admira showed the statistically same contraction shrinkage with those of Z-250 and P-60. which is higher than that of Surefil and lower than that of Denfil (p<0.05).

Effect of Mindful Self-Compassion Training on Anxiety, Depression and Emotion Regulation

  • Kim, Sunghwan;Song, Yungsook;Lee, Kyoung-Uk
    • Anxiety and mood
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    • v.18 no.1
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    • pp.10-16
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    • 2022
  • Objective : The present study examined the effectiveness of the mindful self-compassion (MSC) program on anxiety, depression, self-compassion and emotion regulation. Methods : A total of 29 subjects (mean age 27.5±6.5 years, 15 males and 14 females) participated in a standardized 8-week MSC program. The control group consisted of age- and sex-matched twenty participants (mean age 26.0±2.9 years, 11 males and 9 females). All subjects completed self-report measurements at two weeks before and after the MSC program. Results : MSC training improved self-compassion as demonstrated by the significant group x time interaction effects on the total Self-Compassion Scale scores (F[1, 47]=8.324, p<0.01). Regarding the subscale scores, a significant improvement in self-kindness, isolation and mindfulness components of self-compassion was observed after MSC training. A significant group x time interaction was observed on the self-kindness subscale (F[1, 47]=4.664, p<0.05), with a significant main effect of time (F[1, 47]=23.723, p<0.001). The isolation subscale showed a significant group x time interaction (F[1, 47]=8.698, p<0.001). For the mindfulness subscale, there was a significant group x time interaction (F[1, 47]=6.611, p<0.05) and main effect of time (F[1, 47]=6.611, p<0.05). MSC training also improved the acceptance emotion regulation strategy, as demonstrated by the significant group x time interaction in the acceptance subscale scores of the Cognitive Emotion Regulation Questionnaire (F[1, 47]=6.845, p<0.05). Conclusion : MSC training showed efficacy in fostering self-compassion and improving emotion regulation. Thus, this program might be applicable to improve mental health.

Effect of sodium bicarbonate supplementation on two different performance indicators in sports: a systematic review with meta-analysis

  • Lino, Ramon Souza;Lagares, Laura Souza;Oliveira, Caio Victor Coutinho;Queiroz, Ciro Oliveira;Pinto, Lelia Lessa Teixeira;Almeida, Luiz Alberto Bastos;Bonfim, Eric Simas;dos Santos, Clarcson Placido Conceicao
    • Korean Journal of Exercise Nutrition
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    • v.25 no.1
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    • pp.7-15
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    • 2021
  • [Purpose] Sodium bicarbonate shows ergogenic potential in physical exercise and sports activities, although there is no strong evidence which performance markers show the greatest benefit from this supplement. This study evaluated the effects of sodium bicarbonate supplementation on time trial performance and time to exhaustion in athletes and sports practitioners. [Methods] A systematic review was conducted using three databases, including 17 clinical trials. Among these clinical trials, 11 were considered eligible for the meta-analysis according to the criteria for the assessment of methodological quality using the PEDro Scale. Time to exhaustion was assessed in six studies, while time trial performance was evaluated in five studies. [Results] A significant beneficial effect of supplementation on time to exhaustion was found in a random effects model (1.48; 95% confidence interval [CI], 0.49 to 2.48). There was no significant effect of supplementation on time trial performance in a fixed effects model (slope = -0.75; 95% CI, -2.04 to 0.55) relative to a placebo group. [Conclusion] Sodium bicarbonate has the potential to improve sports performance in general, especially in terms of time to exhaustion.

Effects of supplementation of high pressured red ginseng and ginseng berry on the duration of running time to exhaustion and the body lipid profiles in SD rats (5주간의 초고압 홍삼섭취가 흰쥐의 운동지속시간 및 체내 지질성분에 미치는 영향)

  • Kim, Shinae;Shin, Myungkil;Kim, Jungki;Lee, Myungsook;Park, Hyon
    • Korean Journal of Exercise Nutrition
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    • v.14 no.2
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    • pp.63-68
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    • 2010
  • This study evaluated the effects of high pressured red ginseng(HRG) and ginseng berry(GB) supplementation on lipid profiles and run to exercise time in SD rats. Five weeks-old male rats were randomly assigned into six groups, ie. control group(AC: n = 8), exercise group(AE: n = 7), general extracted red ginseng group(C: n = 8), HRG group(high density D: n = 8, low density E: n = 7), and HRG + GB group(F: n = 7). The AC and AE groups had a supplementation of AIN-93G, and AE group performed 40 min treadmill exercise five times per week for five weeks. E, C, D, and F groups had a supplementation composed of general extracted red ginseng(GRG), HRG(250 mpk and 500 mpk), and HRG(250 mpk) + GB(167 mpk) in the AIN-93G. Main results of the study were as follow 1) the duration of running time to exhaustion was higher in exercise group compared to other groups. HRG had no effect on run to exhaustion time, but, GRG and HRG + GB showed longer run time than control groups. 2) Blood TC, TG, HDL-C and liver TG showed no difference between groups, but, liver TC showed lower level in the HRG groups than other groups. It was concluded that the 5 weeks of supplementation of HRG extract would have positive effects on liver cholesterol, and GRG and HRG + GB have a positive effect on exercise performance tested run to exhaustion time, but, we can not find a positive effect of supplementation of HRG on exercise performance.

A study on the characteristics of gasoline spray to impinge on wall (벽면에 충돌하는 가솔린 분무의 특성에 관한 연구)

  • Lee, G.Y.
    • Journal of ILASS-Korea
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    • v.10 no.1
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    • pp.17-23
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    • 2005
  • Even though a relatively complete knowledge base has been established for diesel sprays, much of the knowledge cannot be directly translated to correlate the characteristics of gasoline spray. The macroscopic characteristics of gasoline impingement spray was investigated with photographic and image processing technique by Particle Motion Analysis System. The injector with single hole nozzle diameter of 0.28 mm was used in this experiment and the injection duration was selected as 10 msec. The injection pressure with 0.3, 0.35, and 0.4 MPa, impingement distance or 70, 100 and 130m, impingement angle or 0.15, 30 and $45^{\circ}$ were employed for the variables to affect the spray characteristics of impinging spray. It is clear that there is the analogy on the spray tip penetration between the gasoline impinging jet and diesel free jet. The spray tip penetration of impinging gasoline spray is proportional to the quarter power of the time after start of injection. The maximum height of impinging gasoline spray is also proportional to the quarter power of the time regardless of impingement distance, impingement angle and injection pressure. In addition, the effect of impingement angle on the spray tip penetration is significant according to the time after start of injection, even though there is minor effect in the initial stage of time after start of injection. Moreover, there is no remarkable effect of injection pressure on the spray tip Penetration under the experimental condition used in this study.

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High Pressure Inactivation Kinetics of Salmonella enterica and Listeria monocytogenes in Milk, Orange Juice, and Tomato Juice

  • Xu, Hua;Lee, Hyeon-Yong;Ahn, Ju-Hee
    • Food Science and Biotechnology
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    • v.18 no.4
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    • pp.861-866
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    • 2009
  • Effects of pressure come-up and holding times on the inactivation of Salmonella enterica and Listeria monocytogenes were evaluated in deionized water, milk, orange juice, and tomato juice with pH 6.76, 6.85, 3.46, and 4.11, respectively. The inoculated samples were subjected to high pressure treatments at 300, 400, and 500 MPa for less than 10 min at $30^{\circ}C$. At 500 MPa, the numbers of S. enterica and L. monocytogenes in deionized water, orange juice, and tomato juice were reduced by more than 6 log CFU/mL during the come-up time. Compared to orange and tomato juices, milk showed a considerable baroprotective effect against S. enterica and L. monocytogenes. At 300 MPa, the D values for S. enterica in milk, orange juice, and tomato juice were 0.94, 0.41, and 0.45 min, while those for L. monocytogenes were 9.56, 1.11, and 0.94 min, respectively. Low pH resulted in a noticeable synergistic effect on the inactivation of S. enterica and L. monocytogenes in orange and tomato juices. Therefore, these results might provide more useful information for designing the entire high hydrostatic pressure (HHP) conditions, taking the come-up time reduction, and food system.

Ex-situ Reductive Dechlorination of Carbon Tetrachloride by Iron Sulfide in Batch Reactor

  • Choi, Kyung-Hoon;Lee, Woo-Jin
    • Environmental Engineering Research
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    • v.13 no.4
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    • pp.177-183
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    • 2008
  • Ex-situ reductive dechlorination of carbon tetrachloride (CT) by iron sulfide in a batch reactor was characterized in this study. Reactor scaled-up by 3.5 L was used to investigate the effect of reductant concentration on removal efficiency and process optimization for ex-situ degradation. The experiment was conducted by using both liquid-phase and gas-phase volume at pH 8.5 in anaerobic condition. For 1 mM of initial CT concentration, the removal of the target compound was 98.9% at 6.0 g/L iron sulfide. Process optimization for ex-situ treatment was performed by checking the effect of transition metal and mixing time on synthesizing iron sulfide solution, and by determining of the regeneration time. The effect of Co(II) as transition metal was shown that the reaction rate was slightly improved but the improvement was not that outstanding. The result of determination on the regeneration time indicated that regenerating reductant capacity after $1^{st}$ treatment of target compound was needed. Due to the high removal rates of CT, ex-situ reductive dechlorination in batch reactor can be used for basic treatment for the chlorinated compounds.

A Study on the Effect of the Searcher색s Subject Background on the Result of Online Database Searches (탐색자의 주제배경이 탐색효과에 미치는 영향)

  • 이근봉
    • Journal of the Korean BIBLIA Society for library and Information Science
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    • v.7 no.1
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    • pp.293-317
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    • 1994
  • The Purpose of this study is to verify the effect of the searcher's subject background on the result of online database searches. To achieve this purpose, an experimental method was adopted. 180 students performed online searches in the three different libraries chosen for this study. The subjects were classified into two groups according to the scores of the test. Data concerning processes, behavior, and results of the searches performed by the subjects in real situations were gathered. Immediately following the searches, the extent of their subject background were assessed through interview. The search effect consists of the 4 elements: search efficiency (the number of terms used per unit time), the number of relevant documents, the number of relevant documents per unit time, precision ratio. The major findings of this study are summarized as belows. 1. The searchers with strong subject background has significantly higher efficiency in searches made. Group A (of those with strong subject back-ground) use more search terms per unit time than Group B (of those with weak subject background) do. 2. In the searches made by those with strong subject background, more relevant documents art retrieved. 3. In the searches made by those with strong subject background, more relevant documents per unit time are retrieved. 4. The searchers with strong subject background has significantly higher precision ratio in searches made. In the searches made by those with strong subject background, more relevant documents of documents retrieved are retrieved.

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Phyto-toxicological Effects of PAHs on the Germination and Growth of Alfalfa, Barley, and Tall Fescue (종자 발아율 지표 및 초기 묘조 성장에 의한 다환방향족탄화수소의 식물 독성 측정)

  • Kim, Yong-Bum;Chung, Yong
    • Environmental Analysis Health and Toxicology
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    • v.17 no.1
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    • pp.29-35
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    • 2002
  • The test of germination has been used as a good indicator to assess the toxicity of chemicals to plant. This study was carried out to investigate the effect of PAHs, anthracene and phenanthrene, on germination ratio, germination index and germination time of barley, tall fescue and alfafa. Anthracene and phenathrene induced to decrease the seedling length and increase the germination time of the experimental plants. But they did not affect the maximum germination ratio. While it was not correlated between seedling length and final germination ratio, it was shown a close relationship between seedling length and mean germination time of the plants. These results suggested that the mean of germination time and seedling growth could be useful to exmine the phyto -toxicological effect of PAHs. The mixture of anthracene and phenanthrene was examined to investigate the combined effect on seedling length; the mixture induced the reduction of seedling. This was meant that the mixture toxicity of PAHs might be not shown in the sum of each chemical toxicity.