• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.393-406
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• 2015

We examine how to model mortality risk using the adaptation of the mean-reverting processes for the two factor model proposed by Cairns et al. (2006b). Mortality improvements have been recently observed in some countries such as United Kingdom; therefore, we assume long-run mortality converges towards a trend at some unknown time and the mean-reverting processes could therefore be an appropriate stochastic model. We estimate the parameters of the two-factor model incorporated with mean-reverting processes by a Metropolis-Hastings algorithm to fit United Kingdom mortality data from 1991 to 2015. We forecast the evolution of the mortality from 2014 to 2040 based on the estimation results in order to evaluate the issue price of a longevity bond of 25 years maturity. As an application, we propose a method to quantify the speed of mortality improvement by the average mean reverting times of the processes.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1117-1120
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• 2009

최근 이상기후와 같은 기후변화로 인한 기온, 강수 등의 변화는 안정적인 수자원 확보에 큰 영향을 미칠 것으로 판단되고 수자원을 필요로 하는 사회 모든 분야에 있어 큰 영향을 끼친다. 특히 농업, 공업, 도시의 용수 공급에 있어 변화는 더욱 심해질 것으로 판단되며 기후변화로 인한 기온, 강수 등의 변화의 정확한 분석이 필요로 한다. 따라서 본 연구에서는 동아시아 해수면 온도와 우리나라 강수량에 대한 MSSA (Multi-channel Singular Spectrum Analysis)를 실시함으로 두 시계열 사이에 공통적으로 나타나는 변화, 즉 특정 상관 주기 변동을 분석함으로 두 변수 사이에 변화 상관 분석을 실시하였다. 우리나라 강수량 자료로는 현재 기상청에서 운영 중인 지상 기상관측소 76개소 중 가용관측소 61개소 자료에 대하여 1973년 1월부터 2008년 12월까지의 자료를 수집하여 월 평균값을 사용하였고 동아시아 해수면 온도 자료로는 한반도 근해 해수면 온도 변화, 남중국해 해수면 온도 변화, 인도양 해수면 온도 변화, 적도 해수면 온도 변화 등을 선택하여 관측시점부터 2008년 12월까지 자료를 수집하여 사용하였다. 분석 자료에 대해 선형 회귀분석을 통한 선형추세 제거와 정규화한 자료를 사용하여 각각의 지수에 대해 MSSA 분석을 실시하였다. 이때 window length는 Vautard 등(1992)이 제시한 N/5$^{\sim}$N/3의 값인 108의 값을 사용하였고 이때 각각의 고유치는 전체 공분산에 대한 각 요소의 비율을 설명한다. 상관분석 결과는 각 지수와 강수자료 사이에 높은 상관성을 가지는 장단주기 변화가 존재함을 보여주었다. 그럼에도 불구하고 우리나라 월강수자료의 전체 변화는 계절변화를 제외하고도 장단 주기를 가지는 시간변화가 자료 전체 변화의 절반에 해당하며 장주기 변화가 나타내는 부분이 미미하다. 이는 계절 주기를 제외한 자료들 사이의 상관변화가 설명할 수 있는 부분이 미미 하며 여러 기상지수들과 국내 강수량사이의 MSSA 분석을 통하여 제시 할 수 있는 변화의 정량적 정도가 매우 제한됨을 보여준다. 그럼에도 불구하고 이러한 접근을 통하여 강수 변화의 불확실성을 줄여나가는 노력이 필요하다고 하겠다.

• Journal of the Korean Society of Marine Environment & Safety
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• v.18 no.3
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• pp.193-198
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• 2012

Long term changes in winter time(JFM) sea surface temperature(SST) and marine ecosystem of different Korean waters during last five to six decades were illustrated. Fishing intensity with climate-ocean variability(e.g. SST) have been increasing since 1970s in all of the Korean marine waters. Winter SST around Korean waters went to colder regime in early 1980s and after the late 1980s increased gradually. After 1988/89 CRS all of the waterbody started warmer regime and well coincided with the CRS phenomena. Large predatory, small pelagic and crustacean and mollusks abundance were well coincided by the warmer SST regime after 1988/89 CRS and changed the fishery from demersal fishery to pelagic fishery. Ecosystem parameter of Mean Trophic Level(MTL) showed continuous decreasing trend since mid of 1970s which was mostly affected by the increasing of lower trophic level species. Fishing in balance(FIB) index showed increasing pattern since early 1970s to the late of 1970s and from early 1980s it was almost stable until now. Finally wasp-waist population of anchovy and Japanese sardine have a greater impact to the whole MTL since early 1970s.

• Journal of Labour Economics
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• v.26 no.3
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• pp.77-114
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• 2003

Analyses of the special data sets constructed from the National Longitudinal Survey of Youth and the Panel Study of Income Dynamics reveal that, compared with an annual wage measure, survey week wages are significantly counter-cyclically biased due to selecting workers with strong labor market attachment. We also find that survey week wages are more counter-cyclically biased in high-wage industries than in low-wage industries, that is, inter-industry gaps of survey week wages are counter-cyclically biased. Unlike existing longitudinal studies, the current study concludes that real wages are much more procyclical in high-wage industries than in low-wage industries, which is attributed to our adoption of annual wages that is less subject to the selectivity bias. Our finding is consistent with the empirical regularity that real wages are much more procyclical for men than for women, as men are overrepresented in industries with greater real wage procyclicalities. Overall, current results do not support the predictions of segmented labor market theories for the cyclicality of real wages.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.352-356
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• 2008

가뭄관리에서 가장 중요한 요소는 1) 강수량, 지표수, 지하수, 댐수, 토양수분 등 물 공급량의 시 공간적 모니터링과 2) 이용가능한 물 공급량 약화 정도에 따라 적시적소에 물 이용자가 취해야할 행동요령을 제시하는 것이다. 가뭄지수는 가뭄관리에서 종합적인 물 공급량 정보를 하나의 수치로 정량화하여 가용 수자원의 악화정도를 나타내어 가뭄경보의 기준으로 활용된다. 현재까지 개발된 대표적인 가뭄지수들은 PDSI(Palmer Drought Severity Index), SPI(Standardized Precipitation Index), SWSI(Surface Water Supply Index) 등이 있다. PDSI는 여러 가지 제한점을 가지고 있지만 가뭄지수 개발의 시발점이 되었다는 점에서 전세계적으로 이용하고 있고 국내에서도 기상청의 공식적인 가뭄지수로 발표되고 있다. PDSI는 복잡한 물수지 모형에 의해 산정되며, 이용되는 매개변수는 지역의 기후상황, 보정자료기간 등에 민감하게 작용하고 있으나 이들에 대한 국내기후 환경에서의 평가가 선행되어 있지 않고 있다. PDSI는 가뭄과 습윤 기간의 시작과 종료 시점을 확률적으로 산정하여 이를 기반으로 가뭄경보에 활용하고 있다. 또한, 이들 확률은 기상학적 가뭄상황을 나타내는 PDSI에 후행하는 하천유출, 저수지 수위, 지하수 등의 수문학적 가뭄을 표현하는 PHDI(Palmer Hydrological Drought Index)를 산정하는 데 이용된다. Z-지수 역시 PDSI에서 얻을 수 있는 가뭄지수로 단기간의 가뭄특성에 의한 농업가뭄을 표현하는 데 적합한 지수로 알려져 있다. 본 연구에서는 PDSI의 제한점들을 살펴보고 우리나라의 기후상황, 자료보정기간 등에 따른 PDSI의 제매개변수들을 재산정하여 계산된 PDSI의 변동성을 검토한 후 이를 Palmer(1965)가 제시한 PDSI 산정식과 비교 평가하였다. 또한 가뭄의 시작과 종료 확률 개념에 의하여 산정된 PDSI를 기상청에서 제공하고 있는 PDSI와 비교 분석하여 개선점을 도출하였다.

• Journal of Korea Game Society
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• v.15 no.5
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• pp.99-108
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• 2015

To identify the location of the object and improve the realism in 3D game, shadow mapping is widely used to compute the depth values of vertices in view of the light position. Since the depth value of the shadow map is calculated by the world coordinate, the depth values of the static object don't need to be updated. In this paper, (1) in order to improve the rendering speed, using multiple render targets the depth values of static objects stored only once are separated from those of dynamic objects stored each time. And (2) in order to improve the shadow quality in the quarter view 3D game, the position of the light is located close to dynamic objects traveled along the camera each time. The effectiveness of the proposed method is verified by the experiments according to the different static and dynamics object configuration in 3D game.

• The Journal of the Acoustical Society of Korea
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• v.37 no.4
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• pp.163-173
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• 2018

This paper performed the prediction of the acoustic loads applied to the surface of the flight vehicle during flight. Acoustic loads during flight arise from the pressure fluctuations on the surface of body. The conventional method of predicting the acoustic loads in flight uses semi-empirical method derived from theoretical and experimental results. However, there is a limit in obtaining the flow characteristics and the boundary layer parameters of the flight vehicle which are used as the input values of the empirical equation through experiments. Therefore, in this paper, we use the hybrid method which combines the results of CFD (Computational Fluid Dynamics) with semi-empirical methods to predict the acoustic loads acting on flight vehicle during flight. For the flight vehicle with cone-cylinder-flare shape, acoustic loads were estimated for the subsonic, transonic, supersonic, and Max-q (Maximum dynamic pressure) condition flight. For the hybrid method, two kind of boundary layer edge estimation methods based on CFD results are compared and the acoustic loads prediction results were compared according to empirical equations presented by various researchers.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.783-797
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• 2010

Based on the importance of asset allocation in the return of an investment portfolio, this article attempts to verify the appropriateness of mutual funds as means of investment to obtain optimal asset allocation. The return-based style analysis is applied to determine a mutual fund's allocation(or a style) among a set of specified asset classes. Assuming a particular investor who defines a range allowed a fund's style to differ from its original one, it is examined whether or not the fund style is continued over an investment time horizon. After verifying the fact that the original style of the investment fails to remain unchanged from the empirical analysis limited to domestic equity mutual funds, we further investigated the reasons for the style drift. Despite several limitations of the analysis, it yields the conclusion that domestic equity mutual funds do not seem to be an appropriate investment tool to achieve a target asset allocation.

• Journal of Advanced Navigation Technology
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• v.22 no.5
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• pp.485-489
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• 2018

For the construction of smart factory that are part of the Fourth Industrial Revolution, data from the production environments and production machines should be collected, analyzed, and feedback should be given to predict when failures take place or parts should be replaced. For this purpose, a system that monitors the production environments and the status of the production machines are required. In this paper, the monitoring system for mobile devices and PC is implemented by collecting environmental data from production sites and sensor data of production machine using LoRa, a low-power wireless communication technology. On the mobile devices, production environments and vibration data can be displayed in real time. In PC monitoring program, sensor data can be displayed graphically to check standard deviation and data variation. The implemented system is used to collect data such as temperature, humidity, and atmospheric pressure of the production environment, and vibration data of production machines.

• Biomedical Science Letters
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• v.6 no.1
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• pp.29-36
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• 2000

To investigate the effect of injection frequency of bromobenzene on the liver damage, bromobenzene (400 mg/kg, i.p.) was given daily to rats for six days. All experimental animals were sacrificed at 24 hours after the last injection. Morphological changes of the liver were observed under a light microscopic examination. Functional changes of the liver were evaluated by the measurement of alanine aminotransferase activity. To clarify the cause of discrepancy in liver damage, hepatic glutathione (GSH) content, glutathione S-transferase (GST) and aniline hydroxylase (AH) activities were determined. In the experiments of daily bromobenzene treatments, the sacrificed animals at six day (6 time-injected animals) showed slighter liver damage than those sacrificed at 3 day (3 time-injected ones), based on the liver morphological or functional findings; the decreasing ratio of GSH content and increasing ratio of liver GST and AH activities in the 6 time-injected group were higher than those in the 3 time-injected one.