• Environmental and Resource Economics Review
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• v.16 no.2
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• pp.337-361
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• 2007

Using the sample of bituminous coal prices, this study calculates the cash flows of selective procurement strategies compared to the previous routine procurement strategies, and analyzes the revenue-improvement and revenue-stabilization effects of different procurement strategies. In empirical analyses, these effects of routine and selective procurement strategies are compared by forecasting model and forecasting period. The revenue-improvement and revenue-stabilization effects are analyzed to compare the distribution of return flows, that is the means and standard deviations of procurement revenue flows. The revenue-improvement and revenue-stabilization effects of selective procurement strategies compared to the previous routine procurement strategies are as follows. Compared with routine procurement strategies, the selective procurement strategies turn out to yield higher means of returns (except for some forecasting periods and models). On the contrary, the standard deviations of returns decrease. With longer forecasting periods, the amounts of increases in the means become larger, but the degrees of decreases in the standard deviations vary. Although there exist some variations, some forecasting models outperform the others in terms of means and standard deviations.

• The Korean Journal of Financial Management
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• v.9 no.1
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• pp.25-33
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• 1992

이 논문에서는 주식의 수익률 대신 초과수익률(超過收益率)에 초점을 맞추므로서 기존의 옵션평가모형(評價模型)들의 제약점들을 극복하여 추계적 이자율하(利子率下)에서 주식(株式)옵션에 대한 간단한 평가식(評價式)을 유도하였다. 이 논문에서 제시하는 모형은 표면적으로는 Merton의 모형과 유사하지만 경제학적 및 실증적 의미에는 중요한 차이가 있으며, 주식수익율(株式收釜率)의 순간적(瞬間的) 표준편차(標準偏差)가 이자율에 따라서 변하므로 이자율의 불확실성이 옵션가격결정에 중요한 역할을 할 수 있음을 보여준다. 옵션가격으로부터 구한 주식수익률의 암묵적 표준편차와 주식가격으로부터 구한 주식수익률의 표준편차 사이의 관계에 대한 상충되는 실증적 결과는 이자율(利子率)의 불확실성(不確實性)을 옵션평가모형(評價模型)에 반영하지 못한데 기인한다고 할 수 있다.

• Journal of Intelligence and Information Systems
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• v.22 no.2
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• pp.115-125
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• 2016

The Bollinger Band indicating the current price position in the recent price action range is obtained by adding/substracting the simple standard deviation (SSD) to/from the simple moving average (SMA). In this paper, we first compare the characteristics of the SMA and the exponential moving average (EMA) in the operator's point of view. A basic equation is obtained between the interval length N of the SMA operator and the weighting factor ${\rho}$ of the EMA operator, that makes the centers of the 1st order momentums of each operator impulse respoinse identical. For equivalent N and ${\rho}$, frequency response examples are obtained and compared by using the discrete time Fourier transform. Based on observation that the SMA operator reacts more excessively than the EMA operator, we propose a novel exponential standard deviation (ESD) band centered at the EMA and derive an auto recursive formula for the proposed ESD band. Practical examples for the ESD band show that it has a smoother bound on the price action range than the Bollinger Band. Comparisons are also made for the gap corrected chart to show the advantageous feature of the ESD band even in the case of gap occurrence. Trading techniques developed for the Bollinger Band can be straight forwardly applied to those for the ESD band.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.287-294
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• 2011

Peer assessment is an educational valuation system that involves studying with a colleague and granting value to the progress made by the colleague. Although this method has many merits, there is also a drawback pertaining to calculating the mean of the scores that were granted to the levels of contribution. However, this has been improved upon by a diversified study. However, the concept of the chi-square test and p-value used in the preceding study is not easy individuals engaged in the industrial engineering field or education when using peer assessment. This study uses simple statistics like standard deviation, in addition to, investigating the availability of a suggested method as well as examples of utility and application. This study can contribute to increase the convenience of users through the use of convenience analysis and with this method.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.589-597
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• 2021

In simple and multiple regression, there is a difference in the meaning of regression coefficients, and not only are the estimates of regression coefficients different, but they also have different signs. Understanding the relative contribution of explanatory variables in a regression model is an important part of regression analysis. In a standardized regression model, the regression coefficient can be interpreted as the change in the response variable with respect to the standard deviation when the explanatory variable increases by the standard deviation in a situation where the values of the explanatory variables other than the corresponding explanatory variable are fixed. However, the size of the standardized regression coefficient is not a proper measure of the relative importance of each explanatory variable. In this paper, the estimator of the regression coefficient in multiple regression is expressed as a function of the correlation coefficient and the coefficient of determination. Furthermore, it is considered in terms of the effect of an additional explanatory variable and additional increase in the coefficient of determination. We also explore the relationship between estimates of regression coefficients and correlation coefficients in various plots. These results are specifically applied when there are two explanatory variables.

• 한국경영정보학회:학술대회논문집
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• 2007.11a
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• pp.334-339
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• 2007

급변하는 최근의 경영환경 하에서 다수의 기업이 자체개발보다 외주개발을 활용하는 추세이나 이에 따른 프로세스 관리의 어려움이 동반되고 있다. 본 연구는 외주개발과 자체개발의 정보시스템 개발 프로세스 관리수준을 비교하여 효과적인 프로젝트 관리방안을 살펴보는데 목적이 있다. 이를 위해 실제 프로젝트 관리에 광범위하게 사용되는 소프트웨어 프로세스 관리모형인 CMM(Capability Maturity Model)을 기반으로 정보시스템 개발 프로젝트 수행 경험자를 대상으로 설문조사를 수행하였다. 분석결과 외주개발 프로젝트의 평균적인 관리수준은 자체 개발 프로젝트에 비해 미흡하였다. 그러나, 외주개발 프로젝트의 관리수준 간에는 표준편차자 컸고, 상위 관리수준 프로젝트는 외주개발 프로젝트인 것으로 나타났다. 즉, 정보시스템 외주개발 여부를 결정할 때에는 단순히 외주개발에 관한 일반적 위험성을 고려하기 보다는 외주개발업체의 프로세스 품질관리 수준을 파악하는 것이 중요함을 알 수 있다.

• Proceedings of the Korea Information Processing Society Conference
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• 2005.11a
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• pp.47-50
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• 2005

센서와 모바일 기술의 발달로 인해 다양한 센서에서 수집된 스트림 데이터를 처리하는 연구들이 많이 수행되고 있다. 다차원 속성의 스트림 데이터는 센서에서 주기적으로 수집되어 버퍼링 후 처리되기 때문에 기존의 투플 기반의 데이터 분류 기법에 적합하지 않다. 따라서 이 논문에서는 윈도우 기반의 스트림 데이터 분류를 위해 각 속성의 평균과 표준편차 값을 이용하여 투플 기반으로 변환하는 기법을 제안한다. 제안된 기법의 타당성은 투플 기반 데이터 분류 기법(의사결정트리, 단순 베이지안 분류기, 베이지안 신뢰 네트워크)에 의한 정확도 측정에 기반 한다. 로봇에서 수집된 센서 데이터를 이용한 실험 결과, 높은 정확도로 제안된 기법이 타당함을 증명하였으며 베이지안 신뢰 네트워크 기법이 다른 기법에 비해 우수함을 발견하였다.

• Journal of the Korean Orthopaedic Association
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• v.56 no.6
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• pp.491-497
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• 2021

Purpose: To investigate the prevalence of osteoporosis or osteopenia via dual-energy X-ray absorptiometry bone mineral density (DEXA BMD) in adult males who showed radiolucent lumbar vertebra on the plain radiographs. Materials and Methods: The DEXA BMD values of 98 adult males, who showed radiolucent vertebrae on plain X-rays, were compared with those of the control group (n=168) and osteoporosis-related fracture group (n=113) by statistical analysis. The World Health Organization (WHO) method (lower value between the mean lumbar and femur neck) and the Hansen's method (lowest lumbar vertebra) were used to determine osteoporosis. Results: The mean and standard deviation of the BMD value of each group was -1.4 (±1.2) in the suspicious group, -0.8 (±1.1) in the control group, and -2.4 (±1.0) in the fracture group, respectively; the difference was statistically significant. Using the WHO method, the prevalence ratio of osteoporosis was 17.3% in the suspicious group, 8.3% in the control group, and 45.1% in the fracture group, respectively. Osteopenia was observed in 40.8% of the suspicious group. Hansen's method (lowest lumbar vertebra) revealed the prevalence of osteoporosis in 30.6% of the suspicious group, 17.9% of the control group, and 62.0% of the fracture group. Conclusion: Approximately 17.3% of the suspicious group was diagnosed with osteoporosis, and 40.8% were osteopenic by a confirmative BMD study (WHO criteria) among the adult males showing apparent radiolucency on plain X-rays. The control group also showed an 8% prevalence of osteoporosis. These results suggest that males also are vulnerable to osteoporosis. Therefore, a BMD study should also be used for males, especially for the people showing lumbar vertebrae with radiolucent features.

• Journal of the Korea institute for structural maintenance and inspection
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• v.18 no.6
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• pp.82-89
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• 2014

The purpose of this study is to propose a simple model to evaluate the compressive strength development of concrete with various supplementary cementitious materials (SCMs) and cured under different temperatures. For the generalization of the model, the ACI 209 parabola equation was modified based on the maturity function and then experimental constants A and B and 28-day compressive strength were determined from the regression analysis using a total of 265 data-sets compiled from the available literature. To verify the proposed model, concrete specimens classified into 3 Groups were prepared according to the SCM level as a partial replacement of cement and curing temperature. The analysis of existing data clearly revealed that the 28-day compressive strength decreases when the curing temperature is higher and/or lower than the reference curing temperature ($20^{\circ}C$). Furthermore, test results showed that the compressive strength development of concrete cured under $20^{\circ}C$ until an early age of 3 days was marginally affected by the curing temperature afterward. The proposed model accurately predicts the compressive strength development of concrete tested, indicating that the mean and standard deviation of the ratios between predictions and experiments are 1.00 and 0.08, respectively.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.41 no.11
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• pp.1055-1064
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• 2017

Since a device such as a rocket motor requires very high reliability, a reasonable reliability design process is essential. However, Korea has implemented a design method for applying a safety factor to each component. In classic reliability analysis, input variables such as mean and standard deviation, used in the limit state function, are treated as deterministic values. Because the mean and standard deviation are determined by a small amount of data, this approach could lead to inaccurate results. In this study, reliability analysis is performed for bolted joints and o-ring seals, and the Bayesian approach is used to statistically estimate the input variables. The estimated variables and failure probability, calculated by the reliability analysis, are derived in the form of probability distributions.