• 한국산학경영학회:학술대회논문집
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• 2004.11a
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• pp.73-100
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• 2004

본 연구는 기업은행은 1999년${\sim}$2003년 중소기업 대출 자료로 바젤2 자산상관계수 계산공식의 현실성을 검토하였다. 실증분석 결과에 따르면, 자산상관계수는 매출규모와는 양(+)의 관계를, 신용등급과는 음(-)의 관계를 갖는 것으로 나타나 바젤2 계산공식이 상정하고 있는 자산상관계수 패턴이 국내에서도 현실성이 있었다. 이는 자산상관계수가 매출규모와 음(-)의 관계를 보이는 것으로 보고한 Kim-Park(2004)과 상반되는 결과이다. 또한, 바젤2에서는 60억원 이하의 매출규모에 대해서는 60억원으로 간주하고 있지만, 매출규모 60억원 이하에서도 자산상관계수가 매출규모와 양(+)의 관계를 갖는 것으로 나타났다. 바젤2 계산공식에 의해 산출된 자산상관계수는 자료로 추정한 자산상관계수가 비해 1.3배${\sim}$19.2배 높으며, 이러한 차이는 통계적으로 유의할 뿐 만 아니라 경제적으로도 유의하다. 회귀분석 결과에 의하면, 바젤2 자산상관계수의 상향편의는 주로 계산공식에서 절편을 과도하게 높게 설정하였기 때문에 발생한 것으로 나타났으며, 바젤2에서는 매출규모와 자산상관계수간의 관계를 선형으로 설정하였지만, 로그선형이 실제 자료를 더 잘 적합시키는 것으로 나타났다. 이상의 결과로 보건대, 바젤2의 자산상관계수 계산공식은 비교적 현실적으로 고아된어져 있지만, 국내의 실정에 맞게 조정하기 위해서 보다 광범위한 실증분석이 필요한 것으로 판단된다.

• The Transactions of the Korea Information Processing Society
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• v.5 no.12
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• pp.3257-3264
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• 1998

본 논문은 다해상도 웨이브릿 변환 영상에 대해 각 대역간의 상관관계와 대역내의 상관관계를 이용한 정지 영상 압축 알고리즘을 제안한다. 기존의 대역분할 방식은 각 대역의 계수값의 특성을 이용한 부호화 방식과 대역간의 상관계만을 이용했던 것과는 달리 본 논문에서는 대역간의 상관관계뿐만 아니라 대역내의 이웃하는 픽셀간의 상관관계를 이용했다. 즉, 제안한 방식은 대역내의 계수들을 2x2 블록으로 해서 각 블록을 루트노드로 대역간의 상관관계를 이용했다. 만약 LL대역내의 2x2 블록내에 기준 임계치를 초과하는 계수가 존재치 않을 때는 블록 전체를 하나의 심볼로 부호화 함으로서 위치정보의 부호화 수를 줄여 부호화의 효율을 증가시켰다. 위치정보의 부호화를 위해 적응형 산술부호화를 사용하여 부호화 하였다. 또한 높은 압축율을 위해 Antonini의 9/7 tap biorthogonal 웨이브릿을 사용했고 이에 따른 실험결과 같은 비트율에서 JPEG 시스템보다 3.4dB의 성능향상을 보였다.

• Journal of the Korea Concrete Institute
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• v.13 no.6
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• pp.610-618
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• 2001

This paper investigates the relationships between dynamic elastic modulus and static elastic modulus or compressive strength according to curing temperature, aging, and cement type. Based on this investigation, the new model of the relationships we proposed. Impact echo method estimates the resonant frequency of specimens and uniaxial compression test measures the static elastic modulus and compressive strength. Type I and V cement concretes, which have the water-cement ratios of 0.40 and 0.50, are cured under the isothermal curing temperatures of 10, 23, and 50$\^{C}$ Cement type and aging have no large influence on the relationship between dynamic and static elastic modulus, but the ratio of dynamic and static elastic modulus comes close to 1 as temperature increases. Initial chord elastic modulus which is calculated at lower strain level of stress-strain curve, has the similar value to dynamic elastic modulus. The relationship between dynamic elastic modulus and compressive strength has the same tendency as the relationship between dynamic and static elastic modulus according to cement type, temperature and aging. The proposcd relationship equations between dynamic elastic modulus and static elastic modulus or compressive strength properly estimates the variation of relationships according to cement type md temperature.

• The Journal of the Korea institute of electronic communication sciences
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• v.15 no.5
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• pp.881-888
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• 2020

In this paper, in order to improve the degraded BER performance of the stronger channel user in non-orthogonal multiple access(: NOMA) with interactive mobile users, we propose the negative correlation bit-to-symbol(: B2S) mapping. First, the closed-form expression for the BER of the negative correlation B2S mapping receiver is derived, and then it is shown that the BER of the negative correlation B2S mapping receiver is improved, compared with those of the ideal perfect successive interference cancellation(: SIC) receiver and positive correlation receiver. Additionally, based on the analytical expression, signal-to-noise(: SNR) gain is calculated, and the superiority of the negative correlation B2S mapping receiver is validated.

• Journal of Digital Convergence
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• v.11 no.12
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• pp.551-556
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• 2013

The Forearm and the lumbar spine bone mineral density bone mineral density values obtained through, T-score and Z-score correlation between numerical and calibration function obtained as a result of any one part to another part of the results is intended to infer. Groups of 66 patients, 11 patients by age 20-70 were composed of patients measured with the forearm and lumbar spine bone mineral density T-score and Z-score of the survey for each of the three factors that correlated to assess the correlation Find the correction factor to obtain the relationship. Bone mineral density of the correlation coefficient R = 0.769 correction factor is Y = 1.541X + 0.133. T-score of correlation coefficient R = 0.768 and the correction factor Y = 0.715X - 0.4 is Z-score of the correlation coefficient R = 0.635 correction factor Y = 0.751X - 0.162. It is regarded that there will be a clinical availability which can analogize the result of a part by using the result of the other part.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.12
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• pp.1199-1206
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• 2015

In this study, the exhaust gas of a diesel engine operating on biodiesel(BD) fuel(a mixture of diesel and soybean oil) was investigated for different fuel mixing ratios in the range of BD3 to BD100. The experiments were conducted using injection pressures of 400, 600, 800, 1000, and 1200 bar. The Pearson correlation coefficient and Spearman rank-order correlation coefficient were used to quantify the NOx and Soot emissions based on the fuel mixing ratio and injection pressure. Consequently, the Pearson correlation coefficient obtained for NOx and Soot emissions according to the mixing ratio and injection pressure was -0.811 and the corresponding Spearman rank-order correlation coefficient was -0.884, which indicated that the correlation of the NOx and Soot emissions was linear. Thus, the NOx and Soot have a trade-off relationship. Moreover, at each injection pressure, the Pearson correlation coefficient was a negative number, which indicated an inversely proportional relationship between NOx and Soot.

• The Journal of Engineering Geology
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• v.19 no.3
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• pp.313-321
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• 2009

The relationship between precipitation and groundwater level and the correlation between the moving average of precipitation and goundwater level were analyzed for the Han river watershed in Korean peninsular. Fourteen regions in the watershed were selected and there were somewhat different patterns of seasonal fluctuation of groundwater level data. The groundwater level data tends to decrease in dry spell and increase in wet spell however the range between maximum and minimum values is quite different for each gauging point. We could have stronger correlation between groundwater level for fractured rock aquifer and the moving average of precipitation than the groundwater level for alluvial aquifer. The critical infiltration, which is the maximum daily infiltration averaged throughout watershed, value is turned out to have the range of 10 to 90 mm. We could have stronger correlation when we consider critical infiltration and modify the original precipitation data than we use original precipitation data. We also could have higher correlation coefficient when we consider snowmelt effect for the watershed that has considerable snow event.

• The KIPS Transactions:PartB
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• v.8B no.2
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• pp.208-214
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• 2001

웨이블릿을 이용한 분해와 복원은 영상의 압축에 널리 사용되는 도구이다. 웨이블릿 분해된자연 영상은 원 영상의 동일 부분을 표현하는 대역간의 계수 값 사이에 높은 상관관계를 갖고 있고, 하나의 대역 안의 인접한 계수들 사이에도 높은 상관 관계를 갖고 있다. EZW(Evbedded Zerotree Wavelet)나 SPIHT(Set Partitioning in Hierachical Trees)과 같이 성능이 우수하고 널리 사용되는 웨이블릿 기반 영상 압축은 웨이블릿 계수의 대역간 상관 관계를 이용하고 있다. Zero Tree에 기초한 이와 같은 방법들은 계수값의 부모 후손 관계를 이용하기 때문에 대역별 부호화를 수행할 수 없으며, 다중 해상도 복원이 필요한 응용 분야에 효과적으로 적용되어지지 못한다. 본 논문에서는 하나의 대역 내에서 인접한 계수들 간의 상관성을 이용한 대역 독립적 부호화 기법을 제안한다. 압축 성능은 SPIHT과 대등하거나 약간 우수한 것으로 나타났고, 다중해상도 복원에 효과적으로 적용할 수 있음을 확인하였다.

• Korean Journal of Optics and Photonics
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• v.12 no.6
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• pp.431-436
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• 2001

The effect of decorrelation on the coincidence is investigated with correlated photons produced by parametric down-conversion process. The degree of correlation between photon pairs is adjusted by changing the polarization dependent transmissivities of thin glass plate\ulcorner in front of two detectors. It was found that the single counts of each detectors are proportional to the transmissivity and the coincidence is proportional to the product of transmissivities of the glasses in front of two detectors.

• Korea Real Estate Review
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• v.28 no.2
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• pp.21-34
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• 2018

The purpose of this study is to investigate the effect of macro-finance variables on the correlation between the housing and stock markets because understanding the nature of time-varying correlations between different assets has important implications on portfolio allocation and risk management. Thus, we adopted the AG-DCC GARCH model to obtain time-varying, conditional correlations. Our sample ranged from January 2004 to November 2017. Our empirical result showed that the coefficients on asymmetric correlation were significantly positive, implying that correlations between the housing and stock markets were significantly higher when changes in the housing price and stock returns were negative. This finding suggested that the housing market has less hedging potential during a stock market downturn, when such a hedging strategy might be necessary. Based on the regression analysis, we found that the term spread had a significantly negative effect on correlations, while the credit spread had a significantly positive effect. This result could be interpreted by the risk premium effect.