• Title/Summary/Keyword: 시간우량

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지점우량 자료의 분포형 설정과 내용안전년수에 따르는 확률강우량에 관한 고찰 - 국내 3개지점 서울, 부산 및 대구를 중심으로 -

  • Lee, Won-Hwan;Lee, Gil-Chun;Jeong, Yeon-Gyu
    • Water for future
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    • v.5 no.1
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    • pp.27-36
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    • 1972
  • This thesis is the study of the rainfall probability depth in the major areas of Korea, such as Seoul, Pusan and Taegu. The purpose of the paper is to analyze the rainfall in connection with the safe planning of the hydraulic structures and with the project life. The methodology used in this paper is the statistical treatment of the rainfall data in the above three areas. The scheme of the paper is the following. 1. The complementation of the rainfall data We tried to select the maximm values among the values gained by the three methods: Fourier Series Method, Trend Diagram Method and Mean Value Method. By the selection of the maximum values we tried to complement the rainfall data lacking in order to prevent calamities. 2. The statistical treatment of the data The data are ordered by the small numbers, transformed into log, $\sqrt{}, \sqrt[3]{}, \sqrt[4], and$\sqrt[5], and calculated their statistical values through the electronic computer. 3. The examination of the distribution types and the determination of the optimum distibution types By the $x^2-Test$ the distribution types of rainfall data are examined, and rejected some part of the data in order to seek the normal rainfall distribution types. In this way, the optimum distribution types are determined. 4. The computation of rainfall probability depth in the safety project life We tried to study the interrelation between the return period and the safety project life, and to present the rainfall probability depth of the safety project life. In conclusion we set up the optimum distribution types of the rainfall depths, formulated the optimum distributions, and presented the chart of the rainfall probability depth about the factor of safety and the project life.ct life.

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Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

Strain Improvement and Bioprocess Optimization for Enhanced Production of Haluronic Acid(HA) in Bioreactor Cultures of Streptococcus zooepidemicus (히알루론산 생산성 향상을 위한 Streptococcus zooepidemicus 균주 개량 및 발효조 배양공정 최적화)

  • Kim, Soo Yeon;Chun, Gie-Taek
    • Microbiology and Biotechnology Letters
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    • v.48 no.3
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    • pp.344-357
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    • 2020
  • Strain improvement and bioprocess development were undertaken to enhance hyaluronic acid(HA) production by Streptococcus zooepidemicus cells. Using a high-yielding mutant strain, statistical medium optimization was carried out in shake flask cultures, resulting in 52% increase in HA production (5.38 g/l) at the optimal medium composition relative to the parallel control cultures. For sufficient supply of dissolved oxygen (DO), which turned out to be crucial for enhanced production of HA, agitation system and speed were intensively investigated in 5 L bioreactor cultures. Increase in oxygen mass transfer coefficient (kLa) through increment of agitation speed (rpm) and 35% expansion of diameter of the newly-designed impellers showed significantly positive effects on HA production. By installing an expanded Rushton-turbine impeller for efficient break-down of sparged air, and an extended marine impeller above the Rushton-turbine impeller for efficient mixing of the air-born viscous fermentation broth, maximum amount of HA (9.79 g/l) was obtained at 450 rpm, 1.8 times higher level than that of the corresponding flask culture. Subsequently, the possibility of bioprocess scale-up to a 50 L bioreactor was investigated. Despite almost identical maximum HA production (9.11 vs 9.25 g/l), the average HA volumetric productivity (rp) of the 50 L culture turned out only 74% compared to the corresponding 5 L culture during the exponential phase, possibly caused by shear damages imposed on the producing cells at the high stirring in the 50 L culture. The scale-up process could be successfully achieved if a scale-up criterion of constant oxygen mass transfer coefficient (kLa) is applied to the 50 L pilot-scale bioreactor system.

Electrofusion of Yeast Cells and Their Genetic Analysis Using RAPD-PCR (효모세포의 전기융합 및 융합세포의 RAPD-PCR을 이용한 유전적 분석)

  • Kim, Seung;Kim, Jae-Sung;Sapkota, Kumar;Park, In-Sung;Cho, Moon-Gu;Park, Yeal;Chun, Hong-Sung;Choi, Bong-Suk;Park, Se-Eun;Choi, Han-Suk;Kim, Myung-Kon;Kim, Sung-Jun
    • Applied Biological Chemistry
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    • v.49 no.3
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    • pp.186-191
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    • 2006
  • In the present study, an attempt has been made to produce hybrid yeast strains of different useful and dominant characteristics. The hybrid yeast strains were produced by electrofusion and their genetic analysis were performed by RAPD-PCR (random amplified polymorphic DNA-polymerase chain reaction). The protoplast of Saccharomyces cerevisiae KCTC 7904 and Zygosaccharomyces rouxii KCTC 7966 were obtained above 92% when treated with lyticase at $30^{\circ}C$ for $60{\sim}90$ min after the pretreatment of $1{\sim}2%$ 2-mercaptoethanol at $30^{\circ}C$ for $15{\sim}20$ min. The fusant was produced from paired protoplast stage under the electric pulse at high frequency conditions (1.5 MHz/50 pV, 615 $V/256\;{\mu}sec$) within glass-platinum made electrofusion chamber. Changes in RAPD patterns in mother cells and hybrid cells proved that the fusant contains two types of yeast gene originated from its parent. Furthermore, fermentation characters exhibits by the fusant cell confirmed its genetic changes. These results suggest that genetically stable hybrid yeast strains of economic importance can be produced by electrofusion technique and these electrofused yeast cells have an enormous impact in biotechnology and biomedicine.

Studies on the Cold Resistance of The tea Plant in Korea -Especially on Leaf form and Cold resistance (한국산다수(韓國産茶樹)의 내한성(耐寒性)에 관(關)한 연구(研究) -특(特)히 지역별(地域別) 엽형태(葉形態)와 내한성(耐寒性)을 중심(中心)으로)

  • Kim, Jai Saing;Kim, Chang Ho
    • Journal of Korean Society of Forest Science
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    • v.53 no.1
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    • pp.37-43
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    • 1981
  • This study was aimed at expanding the tea plant culture in Korea to further north, and the leaf-form and the cold resistance of the tea plants selected form 7 districts(around Korea) were investigated. 1. The length of tea leaf is 5.1cm to 8.4cm, the width of the leaf is 2.3cm to 3.6cm, but the area of tea leaf in Mt. Mudung is $26.88cm^2$ and that is the widest of all. 2. The tooth number of the tea leaf in 43 to 73 but the number of Mt. Borim is remarkably number of all. The tooth number is increased or decreased in proportion to the leaf width and to the leaf length. 3. The lateral vein number is generally 13 to 19. The vein number of Mt. Borim is especially number of all. That is also increased or decreased in proportion to the leaf width and to the leaf length. 4. In general, the number of leaf formation index is 2 to 3, and ablong. 5. In general, those which come upper lands are remarkably small in length and width of the tea leaf and those which come from level lands are large. 6. All kinds of tea plant which is growing in Korea, area, are the same as those imported from China : Thea sinensis Linne var. Bohea. 7. I supposed that the external form of tea plant has a little changed by geography or climate for many a long day, since the tea plant had been transplanted in Mt. Samsin. 8. In the treatment of low temperature and duration of vernalization of their plants, those selected from Mt. Mudung and Mt. Hwaun were the coldest resistance, those from Mt. Samsin and Mt. Borim were medium and those from Mt. Joge and Nursery were cold sensitive. 9. The critical temperature of the tea plant from Mt. Mudung, Mt, Hwaum, Mt, Samsin and Mt. Borim was about $-10^{\circ}C$, and that from Mt. Joga and Nursery was about $-5^{\circ}C$. The critical temperature of frost injury of all tea plants in this experiments was $-15^{\circ}C$. 10. In spite of increasing the vernalization time, the critical temperature was not effected, but the treatments over critical temperature were increased their frost injuries. Based on these results, the coldest resistance, Mt. Mudung tea plant, was considered expanding their culture to further north improvement yields of the tea plants in Korea.

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Microbiological and Enzymological Studies on Takju Brewing (탁주(濁酒) 양조(釀造)에 관(關)한 미생물학적(微生物學的) 및 효소학적(酵素學的) 연구(硏究))

  • Kim, Chan-Jo
    • Applied Biological Chemistry
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    • v.10
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    • pp.69-100
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    • 1968
  • 1. In order to investigate on the microflora and enzyme activity of mold wheat 'Nuruk' , the major source of microorganisms for the brewing of Takju (a Korean Sake), two samples of Nuruk, one prepared at the College of Agriculture, Chung Nam University (S) and the other perchased at a market (T), were taken for the study. The molds, aerobic bacteria, lactic acid bacteria, and yeasts were examined and counted. The yeasts were classified by the treatment with TTC (2, 3, 5 triphenyltetrazolium chloride) agar that yields a varied shade of color. The amylase and protease activities of Nuruk were measured. The results were as the followings. a) In the Nuruk S found were: Aspergillus oryzae group, $204{\times}10^5$; Black Aspergilli, $163{\times}10^5$; Rhizogus, $20{\times}10^5$; Penicillia, $134{\times}10^5$; Areobic bacteria, $9{\times}10^6-2{\times}10^7$; Lactic acid bacteria, $3{\times}10^4$ In the Nuruk T found were: Aspergillus oryzae group, $836{\times}10^5$; Black Aspergilli, $286{\times}10^5$; Rhizopus, $623{\times}10^5$; Penicillia, $264{\times}10^5$; Aerobic bacteria, $5{\times}10^6-9{\times}10^6$; Lactic acid bacteria, $3{\times}10^4$ b) Eighty to ninety percent of the aerobic bacteria in Nuruk S appeared to belong to Bacillus subtilis while about 70% of those in Nuruk T seemed to be spherical bacteria. In both Nuruks about 80% of lactic acid bacteria were observed as spherical ones. c) The population of yeasts in 1g. of Nuruk S was about $6{\times}10^5$, 56.5% of which were TTC pink yeasts, 16% of which were TTC red pink yeasts, 8% of which were TTC red yeasts, 19.5% of which were TTC white yeasts. In Nuruk T(1g) the number of yeasts accounted for $14{\times}10^4$ and constituted of 42% TTC pink. 21% TTC red pink 28% TTC red and 9% TTC white. d) The enzyme activity of 1g Nuruk S was: Liquefying type Amylase, $D^{40}/_{30},=256$ W.V. Saccharifying type Amylase, 43.32 A.U. Acid protease, 181 C.F.U. Alkaline protease, 240C.F.U. The enzyme activity of 1g Nuruk T was: Liquefying type Amylase $D^{40}/_{30},=32$ W.V. Saccharifying type amylase $^{30}34.92$ A.U. Acid protease, 138 C.F.U. Alkaline protease 31 C.F.U. 2. During the fermentation of 'Takju' employing the Nuruks S and T the microflora and enzyme activity throughout the brewing were observed in 12 hour intervals. TTC pink and red yeasts considered to be the major yeasts were isolated and cultured. The strains ($1{\times}10^6/ml$) were added to the mashes S and T in which pH was adjusted to 4.2 and the change of microflora was examined during the fermentation. The results were: a) The molds disappeared from each sample plot since 2 to 3 days after mashing while the population of aerobic bacteria was found to be $10{\times}10^7-35{\times}10^7/ml$ inS plots and $8.2{\times}10^7-12{\times}10^7$ in plots. Among them the coccus propagated substantially until some 30 hours elasped in the S and T plots treated with lactic acid but decreased abruptly thereafter. In the plots of SP. SR. TP. and TR the coccus had not appeared from the beginning while the bacillus showed up and down changes in number and diminished by 1/5-1/10 the original at the end stage. b) The lactic acid bacteria observed in the S plot were about $7.4{\times}10^7$ in number per ml of the mash in 24 hours and increased up to around $2{\times}10^8$ until 3-4 days since. After this period the population decreased rapidly and reached about $4{\times}10^5$ at the end, In the plot T the lactic acid becteria found were about $3{\times}10^8$ at the period of 24 fours, about $3{\times}10$ in 3 days and about $2{\times}10^5$ at the end in number. In the plots SP. SR. TP, and TR the lactic acid bacteria observed were as less as $4{\times}10^5$ at the stage of 24 hours and after this period the organisms either remained unchanged in population or ceased to exist. c) The maiority of lactic acid bacteria found in each mash were spherical and the change in number displayed a tendency in accordance with the amount of lactic acid and alcohol produced in the mash. d) The yeasts had showed a marked propagation since the period of 24 hours when the number was about $2{\times}10^8$ ㎖ mash in the plot S. $4{\times}10^8$ in 48 hours and $5-7{\times}10^8$ in the end period were observed. In the plot T the number was $4{\times}10^8$ in 24 hours and thereafter changed up and down maintaining $2-5{\times}10^8$ in the range. e) Over 90% of the yeasts found in the mashes of S and T plots were TTC pink type while both TTC red pink and TTC red types held range of $2{\times}10-3{\times}10^7$ throughout the entire fermentation. f) The population of TTC pink yeasts in the plot SP was as $5{\times}10^8$ much as that is, twice of that of S plot at the period of 24 hours. The predominance in number continued until the middle and later stages but the order of number became about the same at the end. g) Total number of the yeasts observed in the plot SR showed little difference from that of the plot SP. The TTC red yeasts added appeared considerably in the early stage but days after the change in number was about the same as that of the plot S. In the plot TR the population of TTC red yeasts was predominant over the T plot in the early stage which there was no difference between two plots there after. For this reason even in the plot w hers TTC red yeasts were added TTC pink yeasts were predominant. TTC red yeasts observed in the present experiment showed continuing growth until the later stage but the rate was low. h) In the plot TP TTC pink yeasts were found to be about $5{\times}10^8$ in number at the period of 2 days and inclined to decrease thereafter. Compared with the plot T the number of TTC pink yeasts in the plot TP was predominant until the middle stage but became at the later stage. i) The productivity of alcohol in the mash was measured. The plot where TTC pink yeasts were added showed somewhat better yield in the earely stage but at and after the middle stage the difference between the yeast-added and the intact mashes was not recognizable. And the production of alcohol was not proportional to the total number of yeasts present. j) Activity of the liquefying amylase was the highest until 12 hours after mashing, somewhat lowered once after that, and again increased around 36-48 hours after mashing. Then the activity had decreased continuously. Activity of saccharifying amylase also decreased at the period of 24 hours and then increased until 48 hours when it reached the maximum. Since, the activity had gradually decreased until 72 hours and rapidly so did thereafter. k) Activity of alkaline protease during the fermentation of mash showed a tendency to decrease continusously although somewhat irregular. Activity of acid protease increased until hours at the maximum, then decreased rapidly, and again increased, the vigor of acid protease showed better shape than that of alkaline protease throughout. 3. TTC pink yeasts that were predominant in number, two strains of TTC red pink yeasts that appeared throughout the brewing, and TTC red yeasts were identified and the physiological characters examined. The results were as described below. a) TTC pinkyeasts (B-50P) and two strains of TTC red pink yeasts (B-54 RP & B-60 RP) w ere identified as the type of Saccharomyces cerevisiae and TTC pink red yeasts CB-53 R) were as the type of Hansenula subpelliculosa. b) The fermentability of four strains above mentioned were measured as follows. Two strains of TTC red pink yeasts were the highest, TTC pink yeasts were the lowest in the fermantability. The former three strains were active in the early stage of fermentation and found to be suitable for manufacturing 'Takju' TTC red yeasts were found to play an important role in Takju brewing due to its strong ability to produce esters although its fermentability was low. c) The tolerance against nitrous acid of strains of yeast was marked. That against lactic acid was only 3% in Koji extract, and TTC red yeasts showed somewhat stronger resistance. The tolerance against alcohol of TTC pink and red pink yeasts in the Hayduck solution was 7% while that in the malt extract was 13%. However, that of TTC red yeasts was much weaker than others. Liguefying activity of gelatin by those four strains of yeast was not recognized even in 40 days. 4. Fermentability during Takju brewing was shown in the first two days as much as 70-80% of total fermentation and around 90% of fermentation proceeded in 3-4 days. The main fermentation appeared to be completed during :his period. Productivity of alcohol during Takju brewing was found to be apporximately 65% of the total amount of starch put in mashing. 5. The reason that Saccharomyces coreanuss found be Saito in the mash of Takju was not detected in the present experiment is considered due to the facts that Aspergillus oryzae has been inoculated in the mold wheat (Nuruk) since around 1930 and also that Koji has been used in Takju brewing, consequently causing they complete change in microflora in the Takju brewing. This consideration will be supported by the fact that the original flavor and taste have now been remarkably changed.

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Studies on the Breeding of Cold Hardiness and Technique of Overwintering Cultivation in Citrus (감귤(柑橘)의 내한성(耐寒性) 품종육성(品種育成) 및 내한(耐寒) 재배기술(栽培技術)에 관(關)한 연구(硏究))

  • Kim, Chi-moon;Song, Ho-kyung;Kim, Chung-suk
    • Korean Journal of Agricultural Science
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    • v.4 no.2
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    • pp.126-140
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    • 1977
  • Present studies were carried out for breeding cold resistant clones of Citrus, improving overwintering techniques of Citrus in Jeju island as well as other southern region, Result obtained were as follows 1. In the vinyl house covered with two sheets of straw mat, 12 indivuals were found as non-injury and 15 were slightly injured by leaf freeging test at $-9^{\circ}C$ for 2 hours treatment. 2. In the condition of vinyl house covered with straw mat and viny film mulching and heat-in by sun-light, the inside temperature of vinyl house were not lowered below $-3^{\circ}C$ and the ground temperatura in vinyl house keeps above $0^{\circ}C$ during winter though outdoor temperature were lower by $-15^{\circ}C$(Daejeon area). 3. The vinyl tunnel inside the vinyl house and vinyl film mulching on ground position showed greater effectiveness for preventing heat loss from house but there were no significant difference between the color of vinyl film covered the tunnel. 4. In the vertical distribution of maximum temperature in vinyl house, the upper space was slightly higher than the lower position at high temperature condition, while minimum temperature was distributed as higher as the middle position, ground surface and upper position in order at low temperature condition 5. In the horizontal distribution of temperature in vinyl house, ground and surface-temperature of north side was lower than the other sides, and citrus planted within 30cm from north side wall died by cold injury and in the other side near wall appeared slight symptom of cold injury. 6. The insulating trench ($30{\times}30{\times}30cm$) packed with straw bundle installed under north wall might be effective to prevent heat loss of ground temperature. 7. In cloudy and snowy day, the temperature difference between indoor and outdoor were less, and the indoor temperature were maintained highly during night due to the effect of prevention of heat loss. 8. The highest temperature in a day was observed at about P.M. 3 both inside and outside of vinyl house and the lowest temperature was observed at about A.M. 6. The difference between the highest and lowest temperature of indoor in a sunny day was $19^{\circ}C$, compared with $9^{\circ}C$ on a cloudy or snowy day in late November. Especially, lowering of temperature in a snowy day was so less that the curve of temperature change was comparatively constant, 9. If the effective methods of citrus cultivation in vinyl house with improved clone such as hardiness. semi-dwarf and spur type are applied, it might be possible to cultivate the citrus tree safely in Jeju island as well as other southern rejion and to magnity the cultivation of citrus tree.

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