• Title/Summary/Keyword: 요구값

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A Study for Developing Music Therapy Activity Program for Development of Rudimentary Movement Phase of Spastic Cerebral Palsied Infant : Applying the techniques of Neurological Music Therapy (경직형 뇌성마비 유아의 초보운동단계 발달을 위한 음악치료활동 프로그램 개발 - 신경학적 음악치료의 기법을 활용하여)

  • Lee, Yoon Jin
    • Journal of Music and Human Behavior
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    • v.4 no.2
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    • pp.84-105
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    • 2007
  • Cerebral palsy is a collection of motor disorders resulting from damage to the central nervous system that arise in multiple handicaps including cognitive disorders, speech disorders, epilepsy, perception disorders, and emotion disorders. Today spastic cerebral palsy has become more prevalent because intensive care for newborns has resulted in higher survival rates for very small premature babies. Since the children grow the fastest in order for a development during one year after birth, the therapeutic intervention is provided as early as possible to the children with cerebral palsy. After seven year old, there is no effect of intervention. So, the necessity of early intervention to spastic cerebral palsied infants is increasing. The purpose of this study is to develop the music therapy activity program using the techniques of neurological music therapy(NMT), the therapeutic application of music to dysfunctions due to neurologic disease of the human nervous system, for rudimentary movement phase of spastic cerebral palsied infant. This music therapy activity program was developed on the basis of the major developmental tasks of the rudimentary movement phase, the period that children can acquire the most basic movement function at the 0 to 2. Then the developmental characteristics of spastic cerebral palsy were applied to this music therapy activity program. This music therapy activity program was classified to three domains, those are stability, locomotion, and manipulation. This study has been consisted of three steps, those are the development of the activities, the evaluation of the activities by th panels, and the adjustment and complement of the activities. Reviewing literatures and interviews were done for the development of the activities, and the evaluation the activities was done by seven music therapists. In the evaluation steps, the questionnaire was used for estimating the content validity and application efficiency. The adjustment and complement of the activities were evaluated by the panels who were participating in the music therapy for cerebral palsied children in the clinical setting, and the results of the adjustment and complement were confirmed by the panels. The evaluation was presented in a mean value with the comment of the panels. In conclusion, the music therapy activity program for the spastic cerebral palsied infants using the techniques of NMT was developed on the basis of the major developmental tasks of the rudimentary movement phase. The program is comprised of 38 activities, those are 14 activities for developing the stability, 10 activities for developing the locomotion, and 14 activities for developing the manipulation. The programed activities would bring out the answers in the affirmative for the conformance with infants' development phase, the harmony between the objective and the activity, the conformance with the cerebral palsied infants, the properness of the music and the instruments, and the utility in the clinic field. This results mean that this developed music activity program is appropriate to help spastic cerebral palsied infants progress their movement development by stages.

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The Comparative Imaging Study on Mn-phthalocyanine and Mangafodipir trisodium in Experimental VX2 Animal Model (실험적으로 유발시킨 VX2 동물모델에서의 Mn-phthalocyanine과 Mangafodipir trisodium의 비교영상)

  • Park Hyun-Jeong;Ko Sung-Min;Kim Yong-Sun;Chang Yongmin
    • Investigative Magnetic Resonance Imaging
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    • v.8 no.1
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    • pp.32-41
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    • 2004
  • Purpose : To measure the NMR relaxation properties of MnPC, to observe the characteristics of liver enhancement patterns on MR images in experimentally implanted rabbit VX2 tumor model, and to estimate the possibility of tissue specific contrast agent for MnPC in comparison with the hepatobiliary agent. Materials and Methods : Phthalocyanine (PC) was chelated with paramagnetic ions, manganese (Mn). 2.01 g (5.2 mmol) of phthalocyanine was mixed with 0.37 g (1.4 nlmol) of Mn chloride at $310^{\circ}C$ for 36 hours and then purified by chromatography ($CHCl_3:\;CH_3OH=98:2$, volume ratio) to obtain 1.04 g $(46\%)$ of MnPC (molecular weight = 2000 daltons). The T1/T2 relaxivity (R1/R2) for MnPC were determined at a 1.5 T (64 MHz) MR spectrometer. VX2 tumor model was experimentally implanted in the liver parenchyma of rabbits. All MR studies were performed on 1.5 T. The human extremity radio frequency coil of a bird cage type was employed. MR images were acquired at 17 to 24 days after VX2 carcinoma implantation.4 mmol/kg MnPC and 0.01 mmol/kg Mn-DPDP were injected via the ear vein of rabbits. T1-weighted images were obtained with spin-echo (TR/TE=516/14 msec) and fast multiplanar spoiled gradient recalled (TR/TE : 80/4 msec, $60^{\circ}$ flip angle) pulse sequence. Fast spin-echo (TR/TE=1200/85 msec) was used to obtain the T2-weighted images. Results : The value of T1/T2 relaxivity (R1/R2) of MnPC was $7.28\;mM^{-1}S^{-1}$ and $55.56\;mM^{-1}S^{-1}$ respectively at 1.5 T (64 MHz). Because the T2 relaxivity of MnPC that bonded strongly, covalently manganese with phthalocyanine was very high, the signal intensity of liver parenchyma was decreased on postcontrast T2-weighted images and we could easily distinguish the VX2 carcinoma within the liver parenchyma. When MnPC was administrated intravenously, the tumor margin delineation was more remarkable than Mn-DPDP-enhanced images. The enhancement of liver parenchyma with MnPC persisted at relatively high levels over at least one hour after injection of the contrast agents. Conclusion : The hepatic uptake and biliary excretion of MnPC, which are similar to Mn-DPDP, suggest that this agent is a new liver-specific agent. Also, MnPC seems to be used as a dual contrast agent (T1 and T2) with high T2 relaxivity. However, it is warranted that MnPC needs further investigation as a potential contrast agent for MR imaging of the liver. That is, further characterizations of MnPC are needed in vivo and in vitro before clinical trials. The diagnostic potential of MnPC will also have to be examined more in the animal models of additional types.

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[ $^1H$ ] MR Spectroscopy of the Normal Human Brains: Comparison between Signa and Echospeed 1.5 T System (정상 뇌의 수소 자기공명분광 소견: 1.5 T Signa와 Echospeed 자기공명영상기기에서의 비교)

  • Kang Young Hye;Lee Yoon Mi;Park Sun Won;Suh Chang Hae;Lim Myung Kwan
    • Investigative Magnetic Resonance Imaging
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    • v.8 no.2
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    • pp.79-85
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    • 2004
  • Purpose : To evaluate the usefulness and reproducibility of $^1H$ MRS in different 1.5 T MR machines with different coils to compare the SNR, scan time and the spectral patterns in different brain regions in normal volunteers. Materials and Methods : Localized $^1H$ MR spectroscopy ($^1H$ MRS) was performed in a total of 10 normal volunteers (age; 20-45 years) with spectral parameters adjusted by the autoprescan routine (PROBE package). In all volunteers, MRS was performed in a three times using conventional MRS (Signa Horizon) with 1 channel coil and upgraded MRS (Echospeed plus with EXCITE) with both 1 channel and 8 channel coil. Using these three different machines and coils, SNRs of the spectra in both phantom and volunteers and (pre)scan time of MRS were compared. Two regions of the human brain (basal ganglia and deep white matter) were examined and relative metabolite ratios (NAA/Cr, Cho/Cr, and mI/Cr ratios) were measured in all volunteers. For all spectra, a STEAM localization sequence with three-pulse CHESS $H_2O$ suppression was used, with the following acquisition parameters: TR=3.0/2.0 sec, TE=30 msec, TM=13.7 msec, SW=2500 Hz, SI=2048 pts, AVG : 64/128, and NEX=2/8 (Signa/Echospeed). Results : The SNR was about over $30\%$ higher in Echospeed machine and time for prescan and scan was almost same in different machines and coils. Reliable spectra were obtained on both MRS systems and there were no significant differences in spectral patterns and relative metabolite ratios in two brain regions (p>0.05). Conclusion : Both conventional and new MRI systems are highly reliable and reproducible for $^1H$ MR spectroscopic examinations in human brains and there are no significant differences in applications for $^1H$ MRS between two different MRI systems.

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The Precision Test Based on States of Bone Mineral Density (골밀도 상태에 따른 검사자의 재현성 평가)

  • Yoo, Jae-Sook;Kim, Eun-Hye;Kim, Ho-Seong;Shin, Sang-Ki;Cho, Si-Man
    • The Korean Journal of Nuclear Medicine Technology
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    • v.13 no.1
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    • pp.67-72
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    • 2009
  • Purpose: ISCD (International Society for Clinical Densitometry) requests that users perform mandatory Precision test to raise their quality even though there is no recommendation about patient selection for the test. Thus, we investigated the effect on precision test by measuring reproducibility of 3 bone density groups (normal, osteopenia, osteoporosis). Materials and Methods: 4 users performed precision test with 420 patients (age: $57.8{\pm}9.02$) for BMD in Asan Medical Center (JAN-2008 ~ JUN-2008). In first group (A), 4 users selected 30 patient respectively regardless of bone density condition and measured 2 part (L-spine, femur) in twice. In second group (B), 4 users measured bone density of 10 patients respectively in the same manner of first group (A) users but dividing patient into 3 stages (normal, osteopenia, osteoporosis). In third group (C), 2 users measured 30 patients respectively in the same manner of first group (A) users considering bone density condition. We used GE Lunar Prodigy Advance (Encore. V11.4) and analyzed the result by comparing %CV to LSC using precision tool from ISCD. Check back was done using SPSS. Results: In group A, the %CV calculated by 4 users (a, b, c, d) were 1.16, 1.01, 1.19, 0.65 g/$cm^2$ in L-spine and 0.69, 0.58, 0.97, 0.47 g/$cm^2$ in femur. In group B, the %CV calculated by 4 users (a, b, c, d) were 1.01, 1.19, 0.83, 1.37 g/$cm^2$ in L-spine and 1.03, 0.54, 0.69, 0.58 g/$cm^2$ in femur. When comparing results (group A, B), we found no considerable differences. In group C, the user_1's %CV of normal, osteopenia and osteoporosis were 1.26, 0.94, 0.94 g/$cm^2$ in L-spine and 0.94, 0.79, 1.01 g/$cm^2$ in femur. And the user_2's %CV were 0.97, 0.83, 0.72 g/$cm^2$ L-spine and 0.65, 0.65, 1.05 g/$cm^2$ in femur. When analyzing the result, we figured out that the difference of reproducibility was almost not found but the differences of two users' several result values have effect on total reproducibility. Conclusions: Precision test is a important factor of bone density follow up. When Machine and user's reproducibility is getting better, it’s useful in clinics because of low range of deviation. Users have to check machine's reproducibility before the test and keep the same mind doing BMD test for patient. In precision test, the difference of measured value is usually found for ROI change caused by patient position. In case of osteoporosis patient, there is difficult to make initial ROI accurately more than normal and osteopenia patient due to lack of bone recognition even though ROI is made automatically by computer software. However, initial ROI is very important and users have to make coherent ROI because we use ROI Copy function in a follow up. In this study, we performed precision test considering bone density condition and found LSC value was stayed within 3%. There was no considerable difference. Thus, patient selection could be done regardless of bone density condition.

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The Effects of Environment-Friendly Agricultural Materials on Soil and the Quality of 'Niitaka' pear's Orchad (친환경농자재 처리가 배과수원 토양 및 과실품질에 미치는 영향)

  • Yoon, Seong-Tak;Xu, Zhen-Yu;Zhang, Qing-Yu;Kim, Tae-Ho;Nam, Jung-Chang;Park, Sang-Hun;Kwak, No-Il;Mun, Su-Hak;Lee, Hyuk-Jae;Choi, Jin-Ho
    • Korean Journal of Organic Agriculture
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    • v.18 no.4
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    • pp.613-626
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    • 2010
  • Coming with the well-being era, consumer's demand for safe agricultural products is increasing. It is urgent to develop an environment-friendly pear production system. Accordingly, this study was conducted to develop an environment-friendly pear production system by using several environment-friendly agricultural materials which is known to be effective in agricultural production. In the effects of environment-friendly agricultural materials on the soil chemical characteristics in pear orchard, the content of total carbon, organic matter, Ca and Mg increased a little respectively compared with those of 2008, and 2nd treatment showed the highest EC and Mg content in the soil among treatments. The content of leaf N, P and Ca in 2009 decreased compared with those of 2008, while Mg content showed no difference between 2008 and 2009 years. Average pear weight in 2009 was 31g higher than that of 2008 (682g) and 2nd treatment showed the highest pear weight (738g) among treatments. The average sugar content was higher in 2009 (12.6$^{\circ}Bx$) compared with that of 2008 (12.2$^{\circ}Bx$) and the plot of 2nd treatment highest sugar content (12.6$^{\circ}Bx$) among treatments. There were no difference in hunter value of L among treatments, but hunter value of a showed higher 1.62 in 2009 than that of 2008 (3.73). The highest of gumminess and cohesiveness of fruits were obtained from 1st treatment and adhesiveness and chewiness of fruits were obtained from 3rd and 1st treatment respectively. Firmness of fruit increased a little in 2009 compared with that of 2008, while the highest firmness was obtained from 3rd treatment with 1.63kg/5mm$\oint$ among treatments. Phosphate content in the peel of 'Niitaka' pear of fruit skin in 2009 (0.97g/kg) showed 0.06g/kg more content than that of 2008 (0.91g/kg), while the highest content was obtained from 3rd treatment (1.15g/kg). Potassium content in the peel of 'Niitaka' pear in 2009 was 8.20g/kg, which is 0.06g/kg more content than that of 2008 (7.82g/kg) and the highest content was obtained from 1st treatment (8.34g/kg) among treatments. The highest nitrogen content in the flesh of 'Niitaka' pear was obtained from 3rd treatment (4.32mg/g), while it was the lowest in control plot (3.10mg/g). Phosphate content in the flesh of 'Niitaka' pear in 2009 (8.20g/kg) showed 0.06g/kg more content than that of 2008 (7.82g/kg), while the highest content was obtained from 1st treatment (8.34g/kg). There were no difference of the potassium content in the fruit peel of 'Niitaka' pear between years, but 1st treatment showed the highest content (11.81g/kg) among treatments, while the lowest was obtained from the control plot (10.83g/kg).

Difference in Patient's Work of Breathing Between Pressure-Controlled Ventilation with Decelerating Flow and Volume-Controlled Ventilation with Constant Flow during Assisted Ventilation (보조환기양식으로서 감속형유량의 압력-조절환기와 일정형유량의 용적-조절환기에서 환자의 호흡일의 차이)

  • Kim, Ho-Cheol;Park, Sang-Jun;Park, Jung-Woong;Suh, Gee-Young;Chung, Man-Pyo;Kim, Ho-Joong;Kwon, O-Jung;Rhee, Chong-H.
    • Tuberculosis and Respiratory Diseases
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    • v.46 no.6
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    • pp.803-810
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    • 1999
  • Background : The patient's work of breathing(WOBp) during assisted ventilation may vary according to many factors including ventilatory demand of the patients and applied ventilatory setting by the physician. Pressure-controlled ventilation(PCV) which delivers gas with decelerating flow may better meet patients' demand to improve patient-ventilator synchrony compared with volume-controlled ventilation(VCV) with constant flow. This study was conducted to compare the difference in WOBp in two assisted modes of ventilation, PCV and VCV with constant flow. Methods : Ten patients with respiratory failure were included in this study. Initially, the patients were placed on VCV with constant flow at low tidal volume($V_{T,\;LOW}$)(6-8 ml/kg) or high tidal volume($V_{T,\;HIGH}$)(10-12 ml/kg). After a 15 minute stabilization period, VCV with constant flow was switched to PCV and pressure was adjusted to maintain the same tidal volume($V_T$) received on VCV. Other ventilator settings were kept constant. Before changing the ventilatory mode, WOBp, $V_T$, minute ventilation($V_E$), respiratory rate(RR), peak airway pressure (Ppeak), peak inspiratory flow rate(PIFR) and pressure-time product(PTP) were measured. Results : The mean $V_E$ and RR were not different between PCV and VCV during the study period. The Ppeak was significantly lower in PCV than in VCV during $V_{T,\;HIGH}$. HIGH ventilation(p<0.05). PIFR was significantly higher in PCV than in VCV at both $V_T$ (p<0.05). During $V_{T,\;LOW}$ ventilation, WOBp and PTP in PCV($0.80{\pm}0.37\;J/min$, $164.5{\pm}74.4\;cmH_2O.S$) were significantly lower than in VCV($1.06{\pm}0.39J/mm$, $256.4{\pm}107.5\;cmH_2O.S$)(p<0.05). During $V_{T,\;HIGH}$ ventilation, WOBp and PTP in PCV($0.33{\pm}0.14\;J/min$, $65.7{\pm}26.3\;cmH_2O.S$) were also significantly lower than in VCV($0.40{\pm}0.14\;J/min$, $83.4{\pm}35.1\;cmH_2O.S$)(p<0.05). Conclusion : During assisted ventilation, PCV with decelerating flow was more effective in reducing WOBp than VCV with constant flow. But since individual variability was shown, further studies are needed to confirm these results.

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Effects of Molecular Weight of Polyethylene Glycol on the Dimensional Stabilization of Wood (Polyethylene Glycol의 분자량(分子量)이 목재(木材)의 치수 안정화(安定化)에 미치는 영향(影響))

  • Cheon, Cheol;Oh, Joung Soo
    • Journal of Korean Society of Forest Science
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    • v.71 no.1
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    • pp.14-21
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    • 1985
  • This study was carried out in order to prevent the devaluation of wood itself and wood products causing by anisotropy, hygroscopicity, shrinkage and swelling - properties that wood itself only have, in order to improve utility of wood, by emphasizing the natural beautiful figures of wood, to develop the dimensional stabilization techniques of wood with PEG that it is a cheap, non-toxic and the impregnation treatment is not difficult, on the effects of PEG molecular weights (200, 400, 600, 1000, 1500, 2000, 4000, 6000) and species (Pinus densiflora S. et Z., Larix leptolepis Gordon., Cryptomeria japonica D. Don., Cornus controversa Hemsl., Quercus variabilis Blume., Prunus sargentii Rehder.). The results were as follows; 1) PEG loading showed the maximum value (137.22%, Pinus densiflora, in PEG 400), the others showed that relatively slow decrease. The lower specific gravity, the more polymer loading. 2) Bulking coefficient didn't particularly show the correlation with specific gravity, for the most part, indicated the maximum values in PEG 600, except that the bulking coefficient of Quercus variabilis distributed between the range of 12-18% in PEG 400-2000. In general, the bulking coefficient of hardwood was higher than that of softwood. 3) Although there was more or less an exception according to species, volumetric swelling reduction was the greatest in PEG 400. That is, its value of Cryptomeria japonica was the greatest value with 95.0%, the others indicated more than 80% except for Prunus sargentii, while volumetric swelling reduction was decreased less than 70% as the molecular weight increase more than 1000. 4) The relative effectiveness of hardwood with high specific gravity was outstandingly higher than softwood. In general, the relative effectiveness of low molecular weight PEG was superior to those of high molecular weight PEG except that Quercus variabilis showed more than 1.6 to the total molecular weight range, while it was no significant difference as the molecular weight increase more than 4000. 5) According to the analysis of the results mentioned above, the dimensional stabilization of hardwood was more effective than softwood. Although volumetric swelling reduction was the greatest at a molecular weight of 400. In the view of polymer loading, bulking coefficiency reduction of swelling and relative effectiveness, it is desirable to use the mixture of PEG of molecular weight in the range of 200-1500. To practical use, it is recommended to study about the effects on the mixed ratio on the bulking coefficient, reduction of swelling and relative effectiveness.

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Plasma Activity of Lysosomal Enzymes in Active Pulmonary Tuberculosis (활동성 폐결핵 환자에서 혈중 리소솜 효소의 활성도)

  • Koh, Youn-Suck;Choi, Jeong-Eun;Kim, Mi-Kyung;Lim, Chae-Man;Kim, Woo-Sung;Chi, Hyun-Sook;Kim, Won-Dong
    • Tuberculosis and Respiratory Diseases
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    • v.42 no.5
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    • pp.646-653
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    • 1995
  • Background: The confirmative diagnosis of pulmonary tuberculosis(Tb) can be made by the isolation of Mycobacterium Tuberculosis(MTb) in the culture of the sputum, respiratory secretions or tissues of the patients, but positive result could not always be obtained in pulmonary Tb cases. Although there are many indirect ways of the diagnosis of Tb, clinicians still experience the difficulty in the diagnosis of Tb because each method has its own limitation. Therefore development of a new diagnostic tool is clinically urgent. It was reported that silica cause some lysosomal enzymes to be released from macrophages in vitro and one of these enzymes is elevated in workers exposed to silica dust and in silicotic subjects. In pulmonary Tb, alveolar macrophages are known to be activated after ingestion of MTb. Activated macrophages can kill MTb through oxygen free radical species and digestive enzymes of lysosome. But if macrophages allow the bacilli to grow intracellularly, the macrophages will die finally and local lesion will enlarge. Then it is assumed that the lysosomal enzymes would be released from the dead macrophages. The goal of this investigation was to determine if there are differences in the plasma activities of lysosomal enzymes, ($\beta$-glucuronidase(GLU) and $\beta$-N-acetyl glucosaminidase(NAG), among the groups of active and inactive pulmonary Tb and healthy control, and to see if there is any possibility that the plasma activity of GLU and NAG can be used as diagnostic indicies of active pulmonary Tb. Methods: The plasma were obtained from 20 patients with bacteriologically proven active pulmonary Tb, 15 persons with inactive Tb and 20 normal controls. In 10 patients with active pulmonary Tb, serial samples after 2 months of anti-Tb medications were obtained. Plasma GLU and NAG activities were measured by the fluorometric methods using 4-methylumbelliferyl substrates. All data are expressed as the mean $\pm$ the standard error of the mean. Results: The activites of GLU and NAG in plasma of the patients with active Tb were $21.52{\pm}3.01$ and $325.4{\pm}23.37$(nmol product/h/ml of plasma), respectively. Those of inactive pulmonary Tb were $24.87{\pm}3.78$, $362.36{\pm}33.92$ and those of healthy control were $25.45{\pm}4.05$, $324.44{\pm}28.66$(nmol product/h/ml of plasma), respectively. There were no significant differences in the plasma activities of both enzymes among 3 groups. The plasma activities of GLU at 2 months after anti-Tb medications were increased($42.18{\pm}5.94$ nmol product/h/ml of plasma) in the patients with active pulmonary Tb compared with that at the diagnosis of Tb(P-value <0.05). Conclusion: The results of the present investigation suggest that the measurement of the plasma activities of GLU and NAG in the patients with active pulmonary Tb could not be a useful method for the diagnosis of active Tb. Further investigation is necessary to define the reasons why the plasma activities of the GLU was increased in the patients with active pulmonary Tb after Tb therapy.

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Purification Characteristics and Hydraulic Conditions in an Artificial Wetland System (인공습지시스템에서 수리학적 조건과 수질정화특성)

  • Park, Byeng-Hyen;Kim, Jae-Ok;Lee, Kwng-Sik;Joo, Gea-Jae;Lee, Sang-Joon;Nam, Gui-Sook
    • Korean Journal of Ecology and Environment
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    • v.35 no.4 s.100
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    • pp.285-294
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    • 2002
  • The purpose of this study was to evaluate the relationships between purification characteristics and hydraulic conditions, and to clarify the basic and essential factors required to be considered in the construction and management of artificial wetland system for the improvement of reservoir water quality. The artificial wetland system was composed of a pumping station and six sequential plants beds with five species of macrophytes: Oenanthe javanica, Acorus calamus, Zizania latifolia, Typha angustifolia, and Phragmites australis. The system was operated on free surface-flow system, and operation conditions were $3,444-4,156\; m^3/d$ of inflow rate, 0.5-2.0 hr of HRT, 0.1-0.2 m of water depth, 6.0-9.4 m/d of hydraulic loading, and relatively low nutrients concentration (0.224-2.462 mgN/L, 0.145-0.164 mgP/L) of inflow water. The mean purification efficiencies of TN ranged from 12.1% to 14.3% by showing the highest efficiency at the Phragmites australis bed, and these of TP were 6.3-9.5% by showing the similar ranges of efficiencies among all species. The mean purification efficiencies of SS and Chl-A ranged from 17.4% to 38.5% and from 12.0% to 20.2%, respectively, and the Oenanthe javanica bed showed the highest efficiency with higher concentration of influent than others. The mean purification amount per day of each pollutant were $9.8-4.1\;g{\cdot}m^{-2}{\cdot}d^{-1}$ in BOD, $1.299-2.343\;g{\cdot}m^{-2}{\cdot}d^{-1}$ in TN, $0.085-1.821\;g{\cdot}m^{-2}{\cdot}d^{-1}$ in TP, $17.9-111.6\;g{\cdot}m^{-2}{\cdot}d^{-1}$ in SS and $0.011-0.094\;g{\cdot}m^{-2}{\cdot}d^{-1}$ in Chl-a. The purification amount per day of TN revealed the hi링hest level at the Zizania latifolia bed, and TP showed at the Acrous calamus bed. SS and Chl-a, as particulate materials, revealed the highest purification amount per day at the Oenanthe javanica bed that was high on the whole parameters. It was estimated that the purification amount per day was increased with the high concentration of influent and shoot density of macrophytes, as was shown in the purification efficiency. Correlation coefficients between purification efficiencies and hydraulic conditions (HRT and inflow rate) were 0.016-0.731 of $R^2$ in terms of HRT, and 0.015-0.868 of $R^2$ daily inflow rate. Correlation coefficients of purification amounts per day with hydraulic conditions were 0.173-0.763 of Ra in terms of HRT, and 0.209-0.770 daily inflow rate. Among the correlation coefficients between purification efficiency and hydraulic condition, the percentages of over 0.5 range of $R^2$ were 20% in HRT and in daily inflow rate. However, the percentages of over 0.5 range of correlation coefficients ($R^2$) between purification amount per day and hydraulic conditions were 53% in HRT and 73% in daily inflow rate. The relationships between purificationamount per day and hydraulic condition were more significant than those of purifi-cation efficiency. In this study, high hydraulic conditions (HRT and inflow rate) are not likely to affect significantly the purification efficiency of nutrient. Therefore, the emphasis should be on the purification amounts per day with high hydraulicloadings (HRT and inflow rate) for the improvement of eutrophic reservoir withrelatively low nutrients concentration and large quantity to be treated.

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.