• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• Applied Biological Chemistry
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• v.50 no.3
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• pp.192-197
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• 2007

3D-QSARs on the fungicidal activity of N-phenylbenzenesulfonamide and N-phenyl-2-thienylsulfonamide analogues (1-37) against Phytophthora blight (Phytophthora capsici) were studied quantitatively using CoMFA and CoMSIA methods. The statistical results of the optimized CoMFA (2) model ($r^2_{cv.}(q^2)$ = 0.692 & $r^2_{ncv.}$= 0.965) show better predictability and fitness than CoMSIA (2) model ($r^2_{cv.}(q^2)$ = 0.796 & $r^2_{ncv.}$= 0.958). The fungicidal activities according to the information of the optimized CoMFA (2) model were dependent upon the steric and electrostatic fields of the molecules. Therefore, from the contribution contour maps of CoMFA (2) model, it is expected that 63% contribution was caused by the steric bulk of meta-substituent ($R_1$) on the S-phenyl ring. Also, the other contribution level of 32.9% was represented by the positive charged $R_4-group$ ($R_1$) on the N-phenyl ring and para-substituent ($R_1$) on the S-phenyl ring. A series of higher active compounds, $R_1$= 3-decyl substituent ($pred.pI_50$= 5.88) etc. were predicted based on the findings.

• Journal of the Korean Society of Radiology
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• v.6 no.2
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• pp.93-98
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• 2012

Micro-computed tomography (microCT) is an important tool for preclinical vascular imaging, with micron-level resolution. This non-destructive means of imaging allows for rapid collection of 2D and 3D reconstructions to visualize specimens prior to destructive analysis such as pathological analysis. Objectives. The aim of this study was to suggest a method for ex vivo, postmortem examination of stented arterial segments with microCT. And ex vivo evaluation of stents such as bare metal or drug eluting stents on in-stent restenosis (ISR) in rabbit model was performed. The bare metal stent (BMS) and drug eluting stent (DES, paclitaxel) were implanted in the left or right iliac arteries alternatively in eight New Zealand white rabbits. After 4 weeks of post-implantation, the part of iliac arteries surrounding the stent were removed carefully and processed for microCT. Prior to microCT analysis, a contrast medium was loaded to lumen of stents. All samples were subjected to an X-ray source operating at 50 kV and 200 ${\mu}A$ by using a 3D isotropic resolution. The region of interest was traced and measured by CTAN analytical software. Objects being exposed to radiation had different Hounsfield unit each other with values of approximately 1.2 at stent area, 0.12 ~ 0.17 at a contrast medium and 0 ~ 0.06 at outer area of stent. Based on above, further analyses were performed. As a result, the difference of lengths and volumes between expanded stents, which may relate to injury score in pathological analysis, was not different significantly. Moreover, ISR area of BMS was 1.6 times higher than that of DES, indicating that paclitaxel has inhibitory effect on cell proliferation and prevent infiltration of restenosis into lumen of stent. And ISR area of BMS was higher ($1.52{\pm}0.48mm^2$) than that of DES ($0.94{\pm}0.42mm^2$), indicating that paclitaxel has inhibitory effect on cell proliferation and prevent infiltration of restenosis into lumen of stent. Though it was not statistically significant, it showed that the extent of neointema of mid-region of stents was relatively higher than that of anterior and posterior region in parts of BMS as showing cross-sectional 2-D image. suggest that microCT can be utilized as an accessorial tool for pathological analysis.

• Korean Journal of Microbiology
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• v.49 no.4
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• pp.360-368
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• 2013

Recently interactive water fountains are gaining popularity in making public facilities in South Korea. The total number of interactive fountains is rapidly growing at the rate of >50% annually. In this study, we performed quantitative microbial risk assessment to estimate infection risks in children by Legionella spp. while playing in interactive fountains. The exposure dose for a given concentration of Legionella in water was calculated using water-aerosol partition rate of Legionella, exposure duration, inhalation rate, and deposit rate of aerosols in the lungs following inhalation. The dose was converted to infection risk by using the dose-response function developed for L. pneumophila. High weight and/or old children, i.e., 12-year children, running around in fountains were the highest risk group by showing >0.05 infection probability for fountain waters containing ${\geq}10^4$ CFU/L Legionella. The result supported the current guideline by Korea Centers for Disease Control and Prevention, which permits use of water with < $10^3$ CFU/L Legionella cells for all purposes. However, the results still warrant further evaluation of the guideline to accommodate risks for children because the dose-response relationship in the model was developed for healthy adults. Further risk assessment studies need to be conducted by employing dose-response model for children who generally carries weaker immune system than adults.

• Journal of Korea Water Resources Association
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• v.40 no.12
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• pp.957-968
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• 2007

It is essential to obtain accurate and highly reliable streamflow data for quantitative management for water resources. Thereafter such real-time streamflow gauging methods as ultrasonic flowmeter and index-velocity are introduced recently. Since these methods calculate flowrate through entire cross-section by measuring partial velocities of it, rational and theoretical basis are necessary for accurate estimation of discharge. The purpose of the present study lies in analysis on the applicability of Chiu#s(1987, 1988) two dimensional velocity distribution equations by applying them to natural rivers and by comparing simulated velocity distributions with observed ones obtained with ADCP. Maximum and mean velocities are calculated from observed data to estimate entropy parameter M. Such isovel shape parameters as h and $\beta_i$ are estimated by object function based on least squares criterion. In case optimized parameters are applied, Chiu#s velocity distributions fairly well simulate observed ones. By using 14 simulated data sets which have relatively high correlation coefficients, properties of parameters are analyzed and h, $\beta_i$ are estimated for velocity-unknown river sections. When estimated parameters are adopted for verification, simulated velocity distributions well reproduce real ones. Finally, calculated discharges display rough agreement with measured data. The results of the present study mean that if parameters related are properly estimated, Chiu#s velocity distribution is likely to reproduce the real one of natural rivers.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1166-1171
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• 2006

Drought is defined by differently for the several scientific and technical fields such as hydrological drought, agricultural drought, meteorological drought, climatological drought, atmospheric drought. A lot of drought indices have been developed to quantify drought severity levels. However these drought indices might be expressed differently as the drought conditions for specific period because the drought severity level is using different types of data on each condition. It is necessary for development of quantative drought representation methods by drought index application. In this research, the reaction to the historical droughts is analyzed after estimation of PDSI, SPI and MSWSI(Modified Surface Water Supply Index) in south korean territory. Lastly the drought representation methods were examiner combining the drought indices by drought indices. The arithmetic mean drought indices that include PDSI, SPI, in yearly basis from 1971 to 2001 and MSWSI in yearly basis from 1974 to 2001 were estimated through the whole nation. The applicability of drought indices are examined based on the observed drought data for national and regional droughts. The result shows that PDSI, SPI(3), SPI(6), and MSWSI have proven to be sensitive enough to the historical drought. The correlation analysis of each drought index was conducted whether they could show the long and short term drought equally. The analysis of how appropriately represent for the historical drought was used for determining for the combined drought index. Consequently, PDSI, SPI(3), SPI(6), and MSWSI have been appeared as suitable indices for the development of quantitative drought representation methods. For the decision of weight on combining PDSI, SPI(3), SPI(6), and MSWSI, drought map was made for eighteen alternative to decide weight. The results showed that PDSI(20%), SPI(3)(60%), SPI(6)(10%), and MSWSI(10%) have been the most well matched weights. Using selected weights of each drought indices and by reconstructing the national mean drought severity on yearly basis, the fact that the year of historical drought is in accordance with the verified one for drought representation. In short, the acquired technique using combined drought index can be used for useful and believable quantitative method of drought analysis.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.10
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• pp.1513-1519
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• 2010

Recently, on-line process monitoring systems using sensors are being extensively used to produce highquality products. However, the difficulty in installing the sensors within the mold in the cases of micro-molds, optical molds, and molds with complex structures is a serious disadvantage of such process monitoring systems. In this study, the quantitative index of a process monitoring system was evaluated with the mold cavity pressure and the nozzle pressure for the injection molding machine. In order to evaluate the effect of the nozzle pressure, we performed correlation analysis for the weight of the molded product. We also examined the control characteristics of the injection molding machine by analyzing the effect of multistage injection speed, holding pressure, and injection pressure limit on the process monitoring data.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.15 no.5
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• pp.113-118
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• 2015

Mobile wireless networks have received a lot of attention as a future wireless network due to its rapid deployment without communication infrastructure. In these networks communication path between two arbitrary nodes break down because some links in the path are beyond transmission range($r_0$) due to the mobility of the nodes. The set of total path break down time(${\bigcup}T_i$), which is the union of path break down time of every node pair, can be a good measure of the connectivity of the dynamic mobile wireless network. In this paper we show that the distribution of the total path break down time can be approximated as a exponential probability density function and confirms it through experimental data. Statistical knowledge of break down time enables quantitative prediction of delay, packet loss between two nodes, thus provides confidence in the simulation results of mobile wireless networks.

• Korean Journal of Soil Science and Fertilizer
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• v.30 no.2
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• pp.135-139
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• 1997

Vegetation indices were analyzed from the LANDSAT images of Yeoju, Kwangju and Yangpyong Gun of Kyunggi Province, obtained on September 22, 1983 and September 12, 1994, to evaluate the changes in landuses. It was found that there were notable changes in the landuses in the observed area over 11 years. Particularly, in Choweol Myun of Kwanju Gun, in Yangpyong Eup of Yangpyong Gun, and in Heungcheon Myun of Yeoju Gun, decrease in the area under vegetatin was most remarkable. These changes in the area under vegetatin are considered as the results of the construction of highways and the expansion of urban areas. The LANDSAT images overestimated the area under rice cultivation, when compared to the official statistic year book. However, it was found that the areas of the land under rice cultivation estimated by LANDSAT images for each Myun were close enough to those from the official statistics suggesting that the LANDSAT images can be used for the estimation of landuse status.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.24 no.4
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• pp.248-254
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• 1991

The demersal fishes of Asan Bay were collected by an otter trawl in August 1990 to determine optimum sample size for the analysis of community structure. A total of 17 species comprising 957 individuals and 21,840 grams in biomass was collected. Predominant species were Cynoglossus joyneri, Thrissa koreana, Hexagrammos otakii and Johnius belengerii. Coefficients of variation for fish numbers in ten replicate tows ranged from 2.2 to $385.1\%$ for four abundant species and from 52.2 to $162.0\%$ when all species were considered. The cumulative number of species increased rapidly until 4 hauls, and less than 1 species per haul in average was added thereafter. The cumulative diversity index reached nearly an asymptote value when three of samples were combined. Variance in the number of individuals diminished as the sample size increased. The ratio of variance to mean numbers (dispersion index) was not significantly different from the unity when first 4-haul samples were combined. Four of 20-minute trawl haul are proposed to be a proper sampling size for the unbiased estimation of abundance in the study area.