• Title/Summary/Keyword: 적합도 분석

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A Study on the Cross Hedge Performance of KOSPI 200 Stock Index Futures (코스피 200 주가지수선물을 이용한 교차헤지 (cross-hedge))

  • Hong, Chung-Hyo;Moon, Gyu-Hyun
    • The Korean Journal of Financial Management
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    • v.23 no.1
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    • pp.243-266
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    • 2006
  • This paper tests cross hedging performance of the KOSPI 200 stock index futures to hedge the downside risk of the KOSPI, KOSPI 200 and KOSDAQ50 spot market. For this purpose we introduce the minimum variance hedge model, bivariate GARCH(1,1) and EGARCH(1,1) model as hedge models. The main results are as follows; First, we find that the direct hedge performance of KOSPI 200 index futures is better than those of indirect hedge performance. second, in case or cross hedge performance the hedge effect of KOSPI 200 stock index futures market against KOSPI 200 stock index spot market is relatively better than those of KOSPI 200 index futures against KOSPI and KOSDAQ spot position. Third, for the out-sample, hedging effectiveness of the risk-minimization with constant hedge ratios is higher than those of the time varying bivariate GARCH(1,1) and EGARCH(1,1) model. In conclusion, investors are encouraged to use simple risk-minimization model rather than the time varying hedge models like GARCH and EGARCH model to hedge the position of the Korean stock index cash markets.

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A Study on the Double-Wall Greenhouse Filled with Styrene Pellets (입자충전형 이중벽 온실에 관한 연구)

  • 이석건;이종원;이현우
    • Journal of Bio-Environment Control
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    • v.4 no.1
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    • pp.59-67
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    • 1995
  • This study was conducted to develope the automatic insulation system which control inside temperature of the greenhouse. For this purpose, the double- wall greenhouse and system which could automatically supply and discharge styrene pellets were constructed and abrasion of the pellets, blower ability, insulating property, transmittance and shading effect were analyzed by the experiments. The results obtained from this study can be summarized as follows : 1. It took an hour and fifteen minutes to supply and discharge about 2㎥ pellets in the experimental greenhouse. However, it is possible to reduce the operation time by proper selection of the blower and exhaust port, and by proper control of the supply and return pipe. 2. It was founded that the indirect delivery way was more profitable than the direct one in the supply and return of pellets. 3. When the transmittance was measured between 10 a.m. and 3 p.m., the average light transmissivity rate was 67%. 4. In winter nighttime, the inside temperature of the double- wall greenhouse with out the pellets was higher than the outside temperature by 3.4$^{\circ}C$ on an average. However, the inside temperature of the double - wall greenhouse with insulated area 73% was higher than the outside by one 6.6$^{\circ}C$ on an average, and the inside temperature of the greenhouse with insulated area 100% was higher than outside one by 13.5$^{\circ}C$ on an average. Therefore, it was proved that the insulating ability of the double - wall greenhouse in nighttime was excellent. 5. When the outside temperature was 36.9$^{\circ}C$ on an average, the inside temperature of the double- wail greenhouse with insulated area 100% was 3$0^{\circ}C$ on an average. As the inside temperature was lower than the outside one by 7$^{\circ}C$ on an average, we could know that the shading effects of the double- wall greenhouse were excellent in summer daytime.

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Development of Rain Shelter for Chinese Cabbage Rainproof Cultivation (배추재배용 비가림하우스 개발)

  • Yu, In Ho;Lee, Eung Ho;Cho, Myeong Whan;Ryu, Hee Ryong;Moon, Doo Gyung
    • Journal of Bio-Environment Control
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    • v.23 no.4
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    • pp.293-302
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    • 2014
  • This study was carried out to develop rain shelter which can make an appropriate size and environment for Chinese cabbage rainproof cultivation. Fifty three farms with chinese cabbage rainproof cultivation system have been investigated to set up width and height of rain shelter. Mostly the width of 6m was desired for rain shelter and the height of 1.6m for their eaves, so these values were chosen as the dimensions for rain shelter. After an analysis of their structural safety and installation costs by the specifications of the rafter pipe, Ø$25.4{\times}1.5t$ and 90cm have been set as the size of rafter that such size costs the least. This size is stable with $27m{\cdot}s^{-1}$ of wind velocity and 17cm of snow depth. Therefore it is difficult to apply this dimension to area with higher climate load. In order to sort out such problem, the rain shelter has been designed to avoid damage on frame by opening plastic film to the ridge. Once greenhouse band is loosen by turning the manual switch at the both sides of rain shelter and open button of controller is pushed then switch motor rises up along the guide pipe and plastic film is opened to the ridge. Chinese cabbage can be damaged by insects if rain shelter is opened completely as revealed a field. To prevent this, farmers can install an insect-proof net. Further, the greenhouse can be damaged by typhoon while growing Chinese cabbage therefore the effect of an insect-proof net on structural safety has been analyzed. And then structural safety has been analyzed through using flow-structure interaction method at the wind condition of $40m{\cdot}s^{-1}$. And it assumed that wind applied perpendicular to side of the rain shelter which was covered by insect-proof net. The results indicated that plastic film was directly affected by wind therefore high pressure occurred on the surface. But wind load on insect-proof net was smaller than on plastic film and pressure distribution was also uniform. The results of structural analysis by applying pressure data extracted from flow analysis indicated that the maximum stress occurred at the end of pipe which is the ground part and the value has been 54.6MPa. The allowable stress of pipe in the standard of structural safety must be 215 MPa or more therefore structural safety of this rain shelter is satisfied.

Cooling Performance of Horizontal Type Geothermal Heat Pump System for Protected Horticulture (시설원예를 위한 수평형 지열 히트펌프의 냉방성능 해석)

  • Ryou, Young-Sun;Kang, Youn-Ku;Kang, Geum-Chun;Kim, Young-Joong;Paek, Yee
    • Journal of Bio-Environment Control
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    • v.17 no.2
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    • pp.90-95
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    • 2008
  • It has become a big matter of concerns that the skill and measures against reduction of energy and cost for heating a protected horticultural greenhouse were prepared. But in these days necessity of cooling a protected horticultural greenhouse is on the rise from partial high value added farm products. In this study, therefore, a horizontal type geothermal heat pump system with 10 RT scale to heat and cool a protected horticultural greenhouse and be considered to be cheaper than a vertical type geothermal heat pump system was installed in greenhouse with area of $240\;m^2$. And cooling performances of this system were analysed. As condenser outlet temperature of heat transfer medium fluid rose from $40^{\circ}C$ to $58^{\circ}C$, power consumption of the heat pump was an upturn from 11.5 kW to 15 kW and high pressure rose from 1,617 kPa to 2,450 kPa. Cooling COP had the trend that the higher the ground temperature at 1.75 m went, the lower the COP went. The COP was 2.7 at ground temperature at 1.75 m depth of $25.5^{\circ}C$ and 2.0 at the temperature of $33.5^{\circ}C$ and the heat extraction rate from the greenhouse were 28.8 kW, 26.5 kW respectively at the same ground temperature range. 8 hours after the heat pump was operated, the temperature of ground at 60 cm and 150 cm depth buried a geothermal heat exchanger rose $14.3^{\circ}C$, $15.3^{\circ}C$ respectively, but the temperature of ground at the same depth not buried rose $2.4^{\circ}C$, $4.3^{\circ}C$ respectively. The temperature of heat transfer medium fluid fell $7.5^{\circ}C$ after the fluid passed through geothermal heat exchanger and the fluid rejected average 46 kW to the 1.5 m depth ground. It analyzed the geothermal heat exchanger rejected average 36.8 W/m of the geothermal heat exchanger. Fan coil units in the greenhouse extracted average 28.2 kW from the greenhouse air and the temperature of heat transfer medium fluid rose $4.2^{\circ}C$after the fluid passing through fan coil units. It was analyzed the accumulation energy of thermal storage thank was 321 MJ in 3 hours and the rejection energy of the tank was 313 MJ in 4 hours.

An Evaluation on Health Conditions of Pyong-Chang River using the Index of Biological Integrity (IBI) and Qualitative Habitat Evaluation Index(QHEI) (생물보전지수(Index of Biological Integrity) 및 서식지 평가지수 (Qualitative Habitat Evaluation Index)를 이용한 평창강의 수환경 평가)

  • Jung, Seung-Hyun;Choi, Shin-Sok;An, Kwang-Guk
    • Korean Journal of Ecology and Environment
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    • v.34 no.3 s.95
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    • pp.153-165
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    • 2001
  • We evaluated the health condition of Pyong-Chang river, the tributary of Han- River, using the Index of Biological Integrity (IBI) and Qualitative Habitat Evaluation Index (QHEI) during September 1999${\sim}$August 2000. The annual mean of IBI, which was estimated using eleven metrics, was 49 (range: $45{\sim}51$) and the mean of QHEI, which was estimated using seven parameters, was 88 (range: $76{\sim}94$) during the study. The river health, based on the IBI criteria of Karr (1981), ranged from "excellent" to "good" conditions, while based on the habitat criteria of Plafkin et al. (1989), it ranged from "pristine" (comparable to reference) to "supporting" conditions. Values of IBI showed slight differences between upstream and downstream sites and QHEI values varied weakly depending on characteristics of variables. Regression analyses showed that annual values of QHEI had no functional relations with stream order (p = 1.82; n = 8) but showed some decreases near slight point-sources. This result indicates that conditions of physical habitat did not change highly with increases of the stream order. According to analyses of feed guilds, relative abundance of insectivores, omnivores and carnivores was 85.1%, 3.5% 0.3%, respectively. Also, relative abundance of sensitive and tolerant species was 75% and 4.6%, respectively, while exotic and morphological anomalies were not found in the river. These outcomes indicate that health condition of fish, based on the trophic conditions of U.S. EPA (1993), was excellent in the river. Regression analyses of IBI values against the QHEI showed that the variation of habitat conditions accounted 57% for the variation of the Index of Biological Integrity (p<0.05; $R^2\;=\;0.57$; n = 7).Overall data of IBI and QHEI suggest that the river health in the present is in optimal conditions but may be degradated by acceleration of chemical inputs and physical-habitat disturbance.

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The Effect of Rainfall, Irrigation and Fertilizer Application on Water Properties of Pond in Golf Course (골프코스에서 강수량, 관추량 및 시비관리가 연못의 수질 변화에 미치는 영향)

  • Kim, Young-Sun;Ham, Suon-Kyu
    • Asian Journal of Turfgrass Science
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    • v.23 no.1
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    • pp.1-8
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    • 2009
  • This study was conducted to investigate the effect of rainfall, irrigation and fertilizer application on water qualities of pond in golf course from May in 2007 year to November in 2008 year. For survey of water quality, it was sampled at $10{\sim}12$ sites(irrigation site 2, drainage site 3, and hazard site $5{\sim}7$) of SKY72 G.C and evaluated with analysis items such as pH, electrical conductivity(EC), DO, SS, T-N, $PO_4$-P, K, Ca, Mg, Na, SAR, BOD and COD. Results obtained were summarized as follows: The value of pH, EC, DO, T-N, P04-P, K, Ca, Mg, Na and SAR was in dry season, but those of SS, BOD and COD in the rainy season. N and P concentration of pond water showed $1.2{\sim}28.8mg/L$ and $0.005{\sim}0.172mg/L$, respectively, and so it was higher than eutrophication level of lakes and marshes recommended by the Ministry of Environment in Korea. As a reault of correlation analysis, EC in the water was significantly(P<0.01) related items such as K, Ca, Mg, Na, SAR and salinity, and SS significantly(P<0.05) BOD and COD. In comparison with a corelation between respective analysis items and rainfall amount, SAR was significantly(P<0.01) positive but T-N negative(P<0.01). As compared with corelation between respective items and irrigation amount, pH was significantly(P<0.01) positive but T-N(P<0.05) and BOD(P<0.01) negative. When it was applied to N, $P_2O_5$ and $K_2O$ in golf course, N and $K_2O$ significantly affected water qualities of pond(P<0.01). These results suggested that a pond water in golf course was affected by the fertilizer application, rainfall and irrigation and EC was adequate monitoring indicator for the evaluating water quality of pond by chemicals influent.

Development of a Genetic Map of Chili Pepper Using Single Nucleotide Polymorphism Markers Generated from Next Generation Resequencing of Parents (양친의 대량 염기서열 해독을 통해 개발된 SNP 분자표지를 이용한 고추 유전자지도 작성)

  • Lee, Jundae;Park, Seok Jin;Do, Jae Wahng;Han, Jung-Heon;Choi, Doil;Yoon, Jae Bok
    • Horticultural Science & Technology
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    • v.31 no.4
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    • pp.473-482
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    • 2013
  • Molecular markers, as an efficient selection tool, have been and is being used for practical breeding program in chili pepper (Capsicum annuum L.). Recently, a lot of researches on inheritance and genetic analysis for quantitative traits including capsaicinoids, carotenoids, and sugar content in pepper are being performed worldwide. It has been also reported that QTL mapping is a necessary tool to develop molecular markers associated with the quantitative traits. In this study, we suggested a new method to construct a pepper genetic map using SNP (HRM) markers generated from NGS resequencing of female and male parents. Plant materials were C. annuum 'NB1' (female parent), C. chinense 'Jolokia' (male parent), and their $F_2$ population consisting of 94 progenies. Sequences of 4.6 Gbp and 6.2 Gbp were obtained from NGS resequencing of 'NB1' and 'Jolokia', respectively. Totally, 4.29 million SNPs between 'NB1' and 'Jolokia' were detected and the 1.76 million SNPs were clearly identified. Among them, total 145 SNP (HRM) primer pairs covering pepper genetic map were selected, and the 116 SNP (HRM) markers of them were located on this map. Total distance of the map, which consisted of 12 linkage groups and matched with basic chromosome numbers of pepper, was 1,167.9 cM. According to the mapping result, we concluded that our mapping method was suitable to construct a pepper genetic map fast and accurately. In addition, the genetic map could be directly used for QTL analysis of traits different between both parents.

Methane Fermentation of Facultative Pond in Pond System for Ecological Treatment and Recycling of Livestock Wastewater (축산폐수 처리 및 재활용을 위한 조건성연못의 메탄발효)

  • Yang, Hong-Mo
    • Korean Journal of Environmental Agriculture
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    • v.19 no.2
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    • pp.171-176
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    • 2000
  • A wastewater treatment pond system was developed for treatment and recycling of dairy cattle excreta of $5\;m^1$ per day. The wastes were diluted by the water used for clearing stalls. The system was composed of three ponds in series. A submerged gas collector for the recovery of methane was installed at the bottom of secondary pond with water depth of 2.4m. This paper deals mainly with performance of methane fermentation of secondary pond which is faclutative one. The average $BOD_5$, SS, TN, and TP concentrations of influent into secondary pond were 49.1, 53.4, 48.6, and 5.3 mg/l, and those of effluent from it were 27.9, 45.7, 30.8, 3.2 mg/l respectively. Methane fermentation of 2.4-meter-deep secondary pond bottom was well established at $16^{\circ}C$ and gas garnered from the collector at that temperature was 80% methane. Literature on methane fermentation of wastewater treatment ponds shows that methane bacteria grow well around $24^{\circ}C$, the rate of daily accumulation and decomposition of sludge is approximately equal at $19^{\circ}C$, and activities of methanogenic bacteria are ceased below $14^{\circ}C$. The good methane fermentation of the pond bottom around $16^{\circ}C$, about $3^{\circ}C$ lower than $19^{\circ}C$, results from temperature stability, anaerobic condition, and neutral pH of the bottom sludge layer. It is recommended that the depth of pond water could be 2.4m. Gas from the collector during active methane fermentation was almost 83% methane, less than 17% nitrogen. Carbon dioxide was less than 1% of the gas, which indicates that carbon dioxide produced in bottom sludges was dissolved in the overlaying water column. Thus a purified methane can be collected and used as energy source. Sludge accumulation on the pond bottom for a nine month period was 1.3cm and annual sludge depth can be estimated to be 1.7cm. Design of additional pond depth of 0.3m can lead to 15 - 20 year sludge removal.

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A study on the temperature inside clothing as fundamental data for development of the heat energy harvesting clothing (인체 전력에너지 수확의류 개발을 위한 의복내 온도 측정의 기초적 고찰)

  • Yang, Jin-Hee;Cho, Hyun-Seung;Park, Sun-Hyung;Lee, Joo-Hyeon
    • Science of Emotion and Sensibility
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    • v.16 no.1
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    • pp.125-132
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    • 2013
  • Recently, the consciousness of energy crisis is rapidly growing and sustainable eco-friendly energy sources are becoming issue. Therefore the portable electronic device requires new energy sources for providing continuous power supply and the power energy harvesting system of the human body that enables the power-harvesting research requests anytime, anywhere. One of the sources for energy harvesting is heat energy, which is the difference in temperature of the body and the surrounding environment. We tried to analyze the temperature difference between the environmental temperature and the temperature inside clothing according to the structure of the closed portion. And we examined the temperature difference between the environmental temperature and the temperature inside clothing according to the material of the clothing. The analysis showed that we have been able to get different results at parts of the body in the temperature inside clothing according to the structure of clothing. In upper torso of the chest and back, the temperature inside clothing of 'closed structure' was higher than the temperature inside clothing of 'opened structure'. In the section of arm and leg, it was reduced the difference of temperature inside clothing between 'closed structure' and 'opened structure'. It was particularly noticeable in the section of leg. The results of analysis of the difference between the environmental temperature and the temperature inside clothing according to the material of the clothing, in both cases of the two materials, 'closed structure' was higher than the 'opened structure' in the difference value between the environmental temperature and the temperature inside clothing. There was a difference according to the material in the section of leg. In this study, we outlined the basic guidelines for developing heat energy harvesting clothing by exploring the structure and material of clothing suitable for the heat energy harvesting.

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Monitoring of Aflatoxins on Commercial Herbal Medicines (유통생약의 아플라톡신 모니터링)

  • Park, Seung-Young;Moon, Hyun-Ju;Cho, Soo-Yeul;Lee, Jun-Gu;Lee, Hwa-Mi;Song, Ji-Young;Cho, Ok-Sun;Cho, Dae-Hyun
    • Journal of Food Hygiene and Safety
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    • v.26 no.4
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    • pp.315-321
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    • 2011
  • This study was performed to investigate contamination levels of aflatoxins, the secondary metabolites produced by fungi Aspergillus flavus and A. parasiticus, in herbal medicine. Herbs is susceptible to these fungi infections through its growth harvest, transport and storage. This study determine the aflatoxin $B_1$, $B_2$, $G_1$ and $G_2$ levels by HPLC-florescence detector coupled with photochemical enhancement in 558 samples herbal medicine distributed in Korea and China. Also, We checked a transfer ratio of aflatoxins from raw herbal medicines to herbal medicine extract. Hot water extraction of herbal medicines was prepared by air pressure and high pressure condition. The analytical method for aflatoxins was validated in this method. In results recoveries of the analytical method were ranged from 67.4% to 96.2% and, limits of detection and quantitation for aflatoxins were $0.015{\sim}0.138\;{\mu}g/kg$ and $0.046{\sim}0.418\;{\mu}g/kg$, respectively. According to the results of monitoring on aflatoxins in herbal medicine, aflatoxins 1.7 ug/kg $B_1$ and 0.9 ug/kg $G_1$ were detected in only one sample of Strychni Ignatii Semen, and 0.8 ug/kg $G_1$ in Strychni Semen. About 13.6~51.3% of aflatoxins were transferred to hot water extract. Although the detected levels are under the permitted levels for aflatoxins in herbal medicine, these amounts should be considered in regard to overall daily exposure to mycotoxins.