• Title/Summary/Keyword: 예측계산식

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Pelvic MRI Application to the Dosimetric Analysis in Brachytherapy of Uterine Cervix Carcinoma (자궁경부암의 강내조사치료에 있어서 흠수선량평가시 골반강 자기공명사진의 응용)

  • Chung, Woong-Ki;Nah, Byung-Sik;Ahn, Sung-Ja
    • Radiation Oncology Journal
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    • v.15 no.1
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    • pp.57-64
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    • 1997
  • Purpose : Before we report the results of curative radiotherapy in cervix cancer patients, we review the significance and safety of our dose specification methods in the brachytherapy system to have the insight of the potential Predictive value of doses at specified points. Matersials and Methods : We analyze the 리5 cases of cervix cancer patients treated with intracavitary brachytherapy in the lateral simulation film we draw the isodose curve and observe the absorbed dose rate of point A, the reference point of bladder(SBD) and rectum(SRD). In the sagittal view of Pelvic MRI film we demarcate the tumor volume(TV) and determine whether the prescription dose curve of point A covers the tumor volume adequately by drawing the isodose curve as correctly as possible. Also we estimate the maximum Point dose of bladder(MBD) and rectum(MRD) and calculate the inclusion area where the absorbed dose rate is higher than that of point A in the bladder(HBV) and rectum(HRV), respectively. Results : Of forty-five cases, the isodose curve of point A seems to cover tumor volume optimally in only 24(53%). The optimal tumor coverage seems to be associated not with the stage of the disease but with the tumor volume. There is no statistically significant association between SBD/SRD and MBD/MRD, respectively. SRD has statistically marginally significant association with HRV, while TV has statistically significant association with HBV and HRV. Conclusion : Our current treatment calculation methods seem to have the defect in the aspects of the nonoptimal coverage of the bulky tumor and the inappropriate estimation of bladder dose. We therefore need to modify the applicator geometry to optimize the dose distribution at the position of lower tandem source. Also it appears that the position of the bladder in relation to the applicators needs to be defined individually to define 'hot spots'.

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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.

Comparative Study on the Estimation of CO2 absorption Equilibrium in Methanol using PC-SAFT equation of state and Two-model approach. (메탄올의 이산화탄소 흡수평형 추산에 대한 PC-SAFT모델식과 Two-model approach 모델식의 비교연구)

  • Noh, Jaehyun;Park, Hoey Kyung;Kim, Dongsun;Cho, Jungho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.10
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    • pp.136-152
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    • 2017
  • The thermodynamic models, PC-SAFT (Perturbed-Chain Statistical Associated Fluid Theory) state equation and the Two-model approach liquid activity coefficient model NRTL (Non Random Two Liquid) + Henry + Peng-Robinson, for modeling the Rectisol process using methanol aqueous solution as the $CO_2$ removal solvent were compared. In addition, to determine the new binary interaction parameters of the PC-SAFT state equations and the Henry's constant of the two-model approach, absorption equilibrium experiments between carbon dioxide and methanol at 273.25K and 262.35K were carried out and regression analysis was performed. The accuracy of the newly determined parameters was verified through the regression results of the experimental data. These model equations and validated parameters were used to model the carbon dioxide removal process. In the case of using the two-model approach, the methanol solvent flow rate required to remove 99.00% of $CO_2$ was estimated to be approximately 43.72% higher, the cooling water consumption in the distillation tower was 39.22% higher, and the steam consumption was 43.09% higher than that using PC-SAFT EOS. In conclusion, the Rectisol process operating under high pressure was designed to be larger than that using the PC-SAFT state equation when modeled using the liquid activity coefficient model equation with Henry's relation. For this reason, if the quantity of low-solubility gas components dissolved in a liquid at a constant temperature is proportional to the partial pressure of the gas phase, the carbon dioxide with high solubility in methanol does not predict the absorption characteristics between methanol and carbon dioxide.

Analysis of Slope Stability Considering the Saturation Depth Ratio by Rainfall Infiltration in Unsaturated Soil (불포화토 내 강우침투에 따른 포화깊이비를 고려한 사면안정해석)

  • Chae, Byung-Gon;Park, Kyu-Bo;Park, Hyuck-Jin;Choi, Jung-Hae;Kim, Man-Il
    • The Journal of Engineering Geology
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    • v.22 no.3
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    • pp.343-351
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    • 2012
  • This study proposes a modified equation to calculate the factor of safety for an infinite slope considering the saturation depth ratio as a new variable calculated from rainfall infiltration into unsaturated soil. For the proposed equation, this study introduces the concepts of the saturation depth ratio and subsurface flow depth. Analysis of the factor of safety for an infinite slope is conducted by the sequential calculation of the effective upslope contributing area, subsurface flow depth, and the saturation depth ratio based on quasi-dynamic wetness index theory. The calculation process makes it possible to understand changes in the factor of safety and the infiltration behavior of individual rainfall events. This study analyzes stability changes in an infinite slope, considering the saturation depth ratio of soil, based on the proposed equation and the results of soil column tests performed by Park et al. (2011 a). The analysis results show that changes in the factor of safety are dependent on the saturation depth ratio, which reflects the rainfall infiltration into unsaturated weathered gneiss soil. Under continuous rainfall with intensities of 20 and 50 mm/h, the time taken for the factor of safety to decrease to less than 1.3 was 2.86-5.38 hours and 1.34-2.92 hours, respectively; in the case of repeated rainfall events, the time taken was between 3.27 and 5.61 hours. The results demonstrate that it is possible to understand changes in the factor of safety for an infinite slope dependent on the saturation depth ratio.

Fire Resistance of Concrete-Filled Circular Steel Tube Columns under Central Axial Loads (일정 축력을 받는 콘크리트충전 원형 강관기둥의 내화성능 평가)

  • Park, Su Hee;Song, Kyung Chul;Ryoo, Jae Yong;Chung, Kyung Soo;Choi, Sung Mo
    • Journal of Korean Society of Steel Construction
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    • v.20 no.5
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    • pp.655-663
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    • 2008
  • In this research, the fire resistance of Concrete-Filled Circular Steel Tube Columns (CFT) was evaluated by numerical analysis. As the materials of CFT columns, the steel of SPSR 400 grade and the concrete of 27.5MPa, 37.8MPa strengths were used. Significant parameters,such as concrete strength, axial load, and cross-sectional dimensions were determined. To verify the accuracy of the numerical analysis,the analysis results were compared with the former experiment results. The effect of the fire resistance time, axial load ratio, cross-sectional dimensions and concrete strength was evaluated by comparison with the fire resistance of the square CFT columns. This research showed that the structural behavior and fire resistance from the findings of numerical parametric studies showed a similarity to that of the experimental results. Therefore, this numerical analysis is reasonable in estimating the fire resistance of the circular CFT column.

Thermal Decomposition of High Speed Aircraft Fuel in Supercritical Phase (고속비행체 연료의 초임계조건에서 열분해반응 연구)

  • Kim, Joong-Yeon;Park, Sun-Hee;Chun, Byung-Hee;Kim, Sung-Hyun;Jeong, Byung-Hun;Han, Jeong-Sik
    • Journal of the Korean Society of Propulsion Engineers
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    • v.15 no.5
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    • pp.1-9
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    • 2011
  • Researches on hypersonic aircraft technologies have been carried out to increase flight speeds. However, increase in flight speeds causes heat loads that could lead structural change of aircraft's component. Researches on cooling technologies using endothermic fuels are progressing in the USA, France and Russia to treat the heat loads. Endothermic fuels are liquid hydrocarbon aircraft fuels which are able to absorb the heat loads by undergoing endothermic reactions, such as thermal and catalytic cracking. In this study, methylcyclohexane, n-octane, and n-dodecane were selected as model endothermic fuels and experiments in endothermic properties were implemented. Experimental conditions were supercritical condition of each model fuels in which actual endothermic fuels were exposed. The object of this study is to identify endothermic properties of the model endothermic fuels and to predict endothermic properties of actual fuels such as kerosene fuels.

Analysis of Coefficient of Dynamic Horizontal Subgrade Reaction and Correlation Factor (α) Considering Shear Wave Velocity of Soil (지반의 전단파 속도를 고려한 동적 수평지반반력계수와 보정계수(α) 분석)

  • Kim, Gun-Woo;Lim, Hyun-Sung;Song, Su-Min;Jeong, Sang-Seom
    • Journal of the Korean Geotechnical Society
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    • v.36 no.11
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    • pp.7-20
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    • 2020
  • In this study, the dynamic behavior of a single pile foundation was investigated by using an analytical and numerical studies. The emphasis was given on quantifying a function about the coefficient of dynamic horizontal subgrade reaction from 3D analysis. Based on the numerical analysis, a modified correction factor (α), which is used to obtain the coefficient dynamic horizontal subgrade reaction, was proposed by considering shear wave velocity of soil and confining stress. It was found that the prediction by pseudo-static analysis using the proposed coefficient is in good agreement with the general trends observed by dynamic analysis, and it represents a practical improvement in the prediction of behavior for pile foundations subjected to dynamic loads.

Interaction of Cyclohexane-Methyl Acetate Binary System through Dielectric Properties at Different Temperatures (다른 온도에서 유전 특성을 통한 사이클로헥산-메틸 아세테이드 바이너리 시스템의 상호관계)

  • Kamble, Siddharth P.;Sudake, Y.S.;Patil, S.S.;Khirade, P.W.;Mehrotra, S.C.
    • Journal of the Korean Chemical Society
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    • v.55 no.3
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    • pp.373-378
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    • 2011
  • The present paper reports the study of binary mixtures and their properties over the entire range of composition at temperatures 288, 298, 308 and 318 K. Excess dielectric constant, excess molar volume, excess refractive index, molar refraction and excess molar refraction at different temperatures have been computed from the experimentally measured values of the aforesaid parameters and fitted to the Redlich-Kister equation. Excess dielectric constant, excess molar volume excess molar polarizations are negative whereas excess refractive indices are positive over entire mole fraction of methyl acetate for all temperatures. The results are discussed in light of intermolecular interactions occurring in the binary mixture. Estimated coefficients of the Redlich-Kister polynomials and the standard error along the coefficients are also reported.

Studies on the Concrete Reinforcement Corrosion by Electrochemical Impedance Spectroscopy (전기화학적 임피던스법에 의한 철근콘크리트의 부식연구)

  • Kang, Tae-Hyuk;Cho, Won-Il;Cho, Byung-Won;Ju, Jeh-Beck;Yun, Kyung-Suk
    • Applied Chemistry for Engineering
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    • v.9 no.6
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    • pp.907-913
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    • 1998
  • Corrosion behavior of steel reinforcements embedded in concrete containing various chloride ion concentrations was investigated by an electrochemical impedance spectroscopy(EIS). Chloride ions were introduced into the concrete by dissolving the NaCl and $CaCl_2$ in the water with a given weight of cement. Based on the impedance parameters measured by EIS, more complete equivalent circuit, a schematic physical model, and the mechanism of concrete reinforcement corrosion were suggested. By the implement of experimental impedance parameters obtained from the model with corresponding CNLS-fitting data, the corrosion rate of steel reinforcement with chloride ions could be predicted.

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Spudcan Design under Combined Load in Southwestern Sea of Korea (복합하중을 고려한 국내 서남해 지반에서의 Spudcan 설계)

  • Yoo, Jinkwon;Park, Duhee;Mandokhail, Saeed-ullah Jan
    • Journal of the Korean GEO-environmental Society
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    • v.17 no.10
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    • pp.13-22
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    • 2016
  • An optimized spudcan was designed for the Southwestern Sea, an area mostly comprised of sand and soft clay layers. The spudcan was designed using guidelines by SNAME, ISO, and InSafeJIP, as well as the yield surface for combined loads. The probe test method was applied to define a yield surface used in estimating spudcan stability. Numerical analyses that considered vertical, horizontal, and moment loads in Southwestern Sea resulted in a design of 8 m diameter spudcan. Additionally, the empirical equations suggested by previous studies can estimate a reasonable spudcan bearing capacity at shallow depth. Each yield surface calculated from Mohr Coulomb and Hardening soil model showed different shapes, however the yield surface also grew with increasing spudcan diameter. This yield surface is a useful reference, along with site investigation results and published guidelines, to estimate the stability of a spudcan in the Southwestern Sea.