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Association rule ranking function by decreased lift influence (향상도 영향 감소화에 의한 연관성 순위결정함수)

  • Park, Hee-Chang
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.397-405
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    • 2010
  • Data mining is the method to find useful information for large amounts of data in database, and one of the important goals is to search and decide the association for several variables. The task of association rule mining is to find certain association relationships among a set of data items in a database. There are three primary measures for association rule, support and confidence and lift. In this paper we developed a association rule ranking function by decreased lift influence to generate association rule for items satisfying at least one of three criteria. We compared our function with the functions suggested by Park (2010), and Wu et al. (2004) using some numerical examples. As the result, we knew that our decision function was better than the function of Park's and Wu's functions because our function had a value between -1 and 1regardless of the range for three association thresholds. Our function had the value of 1 if all of three association measures were greater than their thresholds and had the value of -1 if all of three measures were smaller than the thresholds.

Analysis of Extreme Values of Daily Percentage Increases and Decreases in Crude Oil Spot Prices (국제현물원유가의 일일 상승 및 하락율의 극단값 분석)

  • Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.835-844
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    • 2010
  • Tools for statistical analysis of extreme values include the classical annual maximum method, the modern threshold method and variants improving the second one. While the annual maximum method is to t th generalized extreme value distribution to the annual maxima of a time series, the threshold method is to the generalized Pareto distribution to the excesses over a high threshold from the series. In this paper we deal with the Poisson-GPD method, a variant of the threshold method with a further assumption that the total number of exceedances follows the Poisson distribution, and apply it to the daily percentage increases and decreases computed from the spot prices of West Texas Intermediate, which were collected from January 4th, 1988 until December 31st, 2009. According to this analysis, the distribution of daily percentage increases as well as decreases turns out to have a heavy tail, unlike the normal distribution, which coincides well with the general phenomenon appearing in the analysis of lots of nowaday nancial data.

Extreme Quantile Estimation of Losses in KRW/USD Exchange Rate (원/달러 환율 투자 손실률에 대한 극단분위수 추정)

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.803-812
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    • 2009
  • The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

도핑하지 않은 다이아몬드 박막의 전기전도 경로와 기구

  • 이범주;안병태;백영준
    • Proceedings of the Korean Vacuum Society Conference
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    • 1999.07a
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    • pp.60-60
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    • 1999
  • 단결정 다이아몬드의 열전도도는 약 22W/cm.K로 열전도도가 가장 큰 물질로 알려져 있으며, 비저항은 10$\Omega$.cm 이상의 높은 값을 갖는다. 대부분 열전도도가 큰 것으로 알려진 물질들은 Cu, Ag 등과 같이 전자의 흐름에 의하여 열이 전도되기 때문에 큰 전기전도도를 함께 갖는 것일 일반적이다, 그러나, 다이아몬드는 빠른 phonon의 이동에 의하여 열전도가 이루어지므로 전기적으로 절연 특성을 갖으면서도 큰 열전도가 가능하다. 단결정 다이아몬드는 고방열 절연체로서 이상적인 물질 특성을 보여준다. 전기절연성을 갖는 열전도층으로 다이아몬드를 이용하기 위해서는 저가로 제조가 용이한 화학기상증착법을 이용하여야 한다. 화학기상증착법으로 제조된 다결정 다이아몬드 박막의 열전도도는 약 21W/cm.K로 여전히 매우 높은 값을 갖는 것으로 알려져 있지만, 비저항 값은 인위적으로 도핑을 전혀 하지 않은 상태에서도 106$\Omega$.cm 정도의 낮은 값을 갖는다. 전혀 도핑을 하지 않았음에도 전도성을 갖는 특이한 특성을 다결정 다이아몬드가 보여 주고 있으므로 이에 대한 연구는 주로 전기 전도성을 갖는 특이한 특성을 다결정 다이아몬드가 보여주고 있으므로 이에 대한 연구는 주로 전기전도성의 원인을 규명하는데 집중되고 있다. 아직 명확한 전도 기구는 제안되고 있지 못하지만 전도성의 원인은 수소와 관련이 있고 전도는 표면을 통하여 이루어진다는 것이다. 산(acid)을 이용하여 다결정 다이아몬드 박막을 세척하면 전기 전도성이 사라지고 높은 저항값을 갖는 박막을 얻게 되는데 박막을 세척하는 공정은 박막의 표면만을 변호시키므로 표면에 있던 전기전도층이 용액 처리를 통하여 제거되므로 전도성이 사라진다고 생각하는 것이다. 그러나, 본 연구에서는 두께가 두꺼울수록 저항값이 증가하는 것이 관찰되었고 기존의 측정방식인 수평적인 저항 측정법에 대하여 수직적 방향으로 저항을 측정하면 저항값이 1/2 정도 작게 측정되었다. 다결정 다이아몬드에서 표면을 통하여 전류가 흐른다면 박막의 두께에 따른 변화가 나타나지 않아야 하고 수직적인 전류 측정법이 오히려 더 큰 저항을 보여주어야 한다. 기존의 표면 전도 모델로는 설명되지 못하는 현상들이 관찰되었고 정확한 전기 전도 경로를 확인하기 위하여 전해 도금법으로 금속들이 석출되는 모습을 관찰하였다. 이 방법을 통하여 다결정 다이아몬드에서 전류는 결정입계를 통하여 전도됨을 알 수 있었다. 온도에 따른 다결정 다이아몬드의 전기전도도 변화를 관찰하였고 이로부터 활성화 에너지 값을 구할 수 있었다. 다결정 다이아몬드의 전도도는 온도에 따라서 0.049eV와 0.979eV의 두 개의 활성화 에너지를 갖는 구간으로 나뉘어졌다. 이로부터 다결정 다이아몬드에는 활성화 에너지 값이 다른 두 종류의 defect level이 형성되는 것으로 추정할 수 있고 이 낮은 defect level에 의하여 전도성을 갖는 것으로 생각된다.

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A Simple Guidance Method for the KM , KG , KB , and GM of Small Fishing Vessels (소형 어선의 복원성 요소 KM , KG, KB, GM의 간이유도법)

  • 박중희
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.20 no.2
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    • pp.91-95
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    • 1984
  • This paper describes to analyze regression relation between the ratio mean draft to freeboard and KM/dm, KB/dm and GM/B, respectively with the 43 Korean fishing vessels (7 Danish seiners; 1l Stowers; 14 Poler and liners; 6 Trawlers; 5 Purse seiners) and the 1 Cargo boat in order to obtain the stability factors of the Korean fishing vessels conveniently. The obtained results are as follows; 1. The stability factors by fishing vessels have a tendency to the larger f/dm, the larger KM/dm and KG/dm, and KB/dm and GM/B are constant. 2. It is found out that M and G differ from the kinds of the fishing vessels because KM/dm is the largest in poler and liners and KG/dm in Danish seiner, respectively. 3. It is confirmed that the stability factors of the fishing vessels which the inclining experiment carry out the wholly in the light and the full loaded condition are the same as the inclining experiment uniformly.

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A Method for Estimating Local Intelligibility for Adaptive Digital Image Decimation (적응형 디지털 영상 축소를 위한 국부 가해성 추정 기법)

  • 곽노윤
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.4 no.4
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    • pp.391-397
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    • 2003
  • This paper is about the digital image decimation algorithm which generates a value of decimated element by an average of a target pixel value and a value of neighbor intelligible element to adaptively reflect the merits of ZOD method and FOD method on the decimated image. First, a target pixel located at the center of sliding window is selected, then the gradient amplitudes of its right neighbor pixel and its lower neighbor pixel are calculated using first order derivative operator respectively. Secondly, each gradient amplitude is divided by the summation result of two gradient amplitudes to generate each intelligible weight. Next, a value of neighbor intelligible element is obtained by adding a value of the right neighbor pixel times its intelligible weight to a value of the lower neighbor pixel times its intelligible weight. The decimated image can be acquired by applying the process repetitively to all pixels in input image which generates the value of decimated element by calculating the average of the target pixel value and the value of neighbor intelligible element.

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Mixed Micellar Properties Dodecyldimethyl(3-sulfopropyl)ammonium Hydroxide with Other Surfactants (Dodecyldimethyl(3-sulfopropyl)ammonium Hydroxide와 다른 계면활성제와의 혼합미셀화에 관한 연구)

  • Lee, Nam-Min;Lee, Byung-Hwan
    • Journal of the Korean Applied Science and Technology
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    • v.31 no.4
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    • pp.602-611
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    • 2014
  • The critical micelle concentration (CMC) of the zwitterionic surfactant of dodecyldimethyl(3-sulfopropyl)ammonium hydroxide(LSB, $CH_3(CH_2)_{11}N^+(CH_3)_2(CH_2)_3SO{_3}^-$) and LSB/Tween-20, LSB/Tween-40, LSB/Tween-80 and LSB/DTAB, LSB/TTAB, LSB/CTAB mixed surfactant systems were determined by using the UV/Vis absorbance method from 284 K to 312 K. And the effects of temperature on the micellization have been measured for the thermodynamic study. The results show that the measured values of gibbs free energy are all negative in the whole measured. The values of enthalpy are positive Tween-20, And negative other surfactants. but the values of entropy are positive in the whole measured temperature region. The results show that all of the thermodynamic parameters are dependent on temperature and alkyl-group's length.

Quality Characteristics of Mungbean Starch Gels added with Green Tea Powder (녹차가루 첨가에 의한 청포묵의 관능적 품질 특성)

  • 김애정;임영희;김명희;김미원
    • Journal of the East Asian Society of Dietary Life
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    • v.12 no.2
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    • pp.135-140
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    • 2002
  • Mungbean starch gels(MSG) was prepared by adding green tea powder(GP) in the ratio of 0%, 0.5%, 1.0%, 1.5%, 2.0%, 2.5% and 3.0% and tested for sensory characteristics, chromaticity and rheological properties. In sensory evaluation test, 1.5% GP added MSG gave the highest score in color, 1% GP added MSG in flavor and overall quality and 0.5% and 1.0% GP added MSG was evaluated higher than control in general. In chromaticity tests lightness(L) value of MSG decreased as the ratio of GP increased. In rheometer test, 2% and 2.5% GP added MSG showed the high values in hardness, cohesiveness, gumminess and brittlness.

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Distribution fitting for the rate of return and value at risk (수익률 분포의 적합과 리스크값 추정)

  • Hong, Chong-Sun;Kwon, Tae-Wan
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.219-229
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    • 2010
  • There have been many researches on the risk management due to rapid increase of various risk factors for financial assets. Aa a method for comprehensive risk management, Value at Risk (VaR) is developed. For estimation of VaR, it is important task to solve the problem of asymmetric distribution of the return rate with heavy tail. Most real distributions of the return rate have high positive kurtosis and low negative skewness. In this paper, some alternative distributions are used to be fitted to real distributions of the return rate of financial asset. And estimates of VaR obtained by using these fitting distributions are compared with those obtained from real distribution. It is found that normal mixture distribution is the most fitted where its skewness and kurtosis of practical distribution are close to real ones, and the VaR estimation using normal mixture distribution is more accurate than any others using other distributions including normal distribution.

Characteristics of pH, Electric Conductivity and Water Temperature of Groundwater in Yongnup, Daeam-san (대암산 용늪 지하수의 pH, 전기전도도, 수온 분포 특성)

  • 박종관
    • Journal of the Korean Geographical Society
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    • v.38 no.1
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    • pp.1-15
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    • 2003
  • The basic data of groundwater quality such as water temperature, pH and electric conductivity were collected for 6 months from July to December 2000 in Yongnup. The results are as follows; the values of groundwater quality at the unsaturated points were beyond the distribution range when compared with those at fully saturated points. Temperature of groundwater in Yongnup increased with the rising of watertable. The values of pH were usually measured between 5.0 and 6.0, but sometimes those of lower than 4.0 were indicated. The value measured at unvegetated ground was higher than that at covered area. Also, the electric conductivity increased with the rising of watertable. The values of water quality between groundwater and surface water were quite different from each other and varied with seasonal change. The measured values of pH and electric conductivity had a proportional relationship.