• The Korean Journal of Applied Statistics
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• 제13권2호
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• pp.525-540
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• 2000

Characteristics of precipitation in Seoul have been examined by using long-term observational data. Precipitation records from modern rain gauges were used for 1908-1996, together with the traditional Korean rain gauge (called Chukwookee) observations for 1777-1907. A linear trend analysis of seasonal total rainfall shows no significant trends over the last 200 years A wavelet transform analysis was performed to figure out the transient variations of precipitation.

• The Journal of the Korea Contents Association
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• 제15권10호
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• pp.504-516
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• 2015

This study addresses one of the curent issues in modern finance, which investigates financial profile on the levels of the chaebol firms' cash hoardings in the domestic capital market. Iit may be imperative to search for robust and consistent financial determinants of cash holdings as well as identifying any changes or trend of the determinants affecting the corporate cash reserves in the post-era of the global financial turmoil, considering that interest parties at the government and corporate levels, still seem to have a controversy or debate on excess cash savings. Two hypotheses were postulated and empirically tested for the chaebol firms in the study, such as any transitional changes of the relevant factors on cash holdings and unique attributes of financial factors discriminating between the different type of domestic stock markets.

• KSCE Journal of Civil and Environmental Engineering Research
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• 제30권3B호
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• pp.295-303
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• 2010

The variability of vegetation is strongly related to the variability of hydrometeorological factors such as precipitation, temperature, runoff and so on. Analysis of the variability of vegetation will aid to understand the regional impact of climate change. Thus we analyzed the spatial-temporal variability of NOAA(National Oceanic and Atmospheric Administration)/AVHRR(Advanced Very High Resolution Radiometer) NDVI(Normalized Difference Vegetation Index). In the results from Mann-Kendall test, there is no significant linear trend of annual NDVI from 1982 to 2006 in the most area except the downward trend on the significance level 90% in the Guem-river basin area. In addition, using EOF(Empirical Orthogonal Function) analysis, the variability of NDVI in the region of higher latitude and altitude is higher than that in the other region since the spatial variability of NDVI follows the latitudinal gradient. Also we could get higher NDVI in June, July, August and September. We had the highest NDVI in Han-river basin area and the lowest in Je-Ju island.

• Journal of Korea Water Resources Association
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• 제46권6호
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• pp.667-681
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• 2013

In this study, monthly and seasonal dissolved oxygen trends of 19 water quality measurement stations in Sapgyo stream watershed were analyzed using monthly dissolved oxygen (DO) data measured for 16 years (1995~2010). Mann-Kendall trend test and Sen's slope estimator were carried out for trend analysis. Furthermore, Sapgyo stream watershed was divided into four different sections (Sapgyo stream, Muhan stream, Gykgyo stream, and Sapgyo lake) and chi-square test of homogeneity for DO trend was carried out for four different sections. The study results indicated that most of water quality measurement stations showed increasing or non-significant trend of DO on a monthly and seasonal basis. The chi-square test of homogeneity for each water quality measurement station showed the statistical homogeneity in seasonal DO trend; however, the test results showed the statistical non-homogeneity in monthly DO trend for the stations located in the reservoir. Overall, the dissolved oxygen trend in each water quality measurement station showed different patterns depending on the location of each station and season.

• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.241-253
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• 2010

As standard unit root tests are empirically proved to fail to reject the null hypothesis of a unit root for many economic and business time series, it is doubtful that most of those series are informative about the existence of a unit root or that those tests are powerful against relevant alternative hypotheses. This study attempts to perform tests of the null hypothesis of stationarity as well as tests of the null hypothesis of a unit root using the time series data of housing prices in the major metropolitan areas. The results of the additional analyses such as lead-lag, cross-correlation and impulse response for testing the statistical interrelationships between the prices are generally found to be consistent.

• KDI Journal of Economic Policy
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• 제17권1호
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• pp.81-105
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• 1995

본고(本稿)에서는 공적분방법(共積分方法)을 이용한 우리나라의 수출함수(輸出函數) 추정(推定)을 시도하였다. 이를 위하여 수출물량(輸出物量), 교역상대국(交易相對國)의 소득(所得), 수출품의 상대가격(相對價格)으로 이루어지는 수출수요함수(輸出需要函數)를 가정하고 각 변수에 대한 단위근(單位根) 검정(檢定)과 추정식의 공적분(共積分) 검정(檢定)을 실시하였다. 단위근(單位根) 검정(檢定) 결과(結果) 해당 변수 모두가 단위근(單位根)을 갖는 것으로 판명되었으나, 이들 사이에 유의한 공적분관계(共積分關係)는 발견되지 않았다. 공적분(共積分)이 존재하지 않는다는 것은 수출수요함수(輸出需要函數)에 누락된 변수(變數)가 있을 가능성을 시사하는 것으로 해석할 수 있다. 본고의 후반부에서는 이같이 누락되어 있는 변수들의 총체를 비가격경쟁력(非價格競爭力) 변수로 명명하고 이를 Kalman Filtering 방법으로 추정하고자 하였다. 추정결과, 얻어진 비가격경쟁력(非價格競爭力) 계열의 시간경로 모습은 대체적으로 선험적 기대에 부합하였으나 이로 인한 소득(所得) 및 가격탄성치(價格彈性値)의 변화는 몇가지 이론적인 근거에서 기대하였던 크기에 미흡하였다.

• Review of KIISC
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• 제13권2호
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• pp.43-58
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• 2003

본 연구에서는 국제적으로 통용되고 있는 정보보호 자격에 대하여 운영기관, 응시자격, 검정방법, 시험과목, 합격결정 기준, 합격률, 합격자수에 대하여 상세히 분석한다. 정보보호 분야의 국제통용 자격으로 CISSP, SSCP, CISA, ISO17799/BS7799, GIAC, CBCP, CIA 등 7개의 자격에 대한 분석을 통하여 국외 정보보호 자격의 추세와 흐름을 고찰한다.

• The Korean Journal of Applied Statistics
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• 제28권6호
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• pp.1181-1189
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• 2015

The treatment effect in clinical tests depending on dose of the drug; however, it can show a decreasing trend in fixed dose level due to side effects. The trend is known as an umbrella pattern; in addition, the method for the umbrella alternative is quite useful when the tendency is predicted in advance. In this paper, we propose a nonparametric method of umbrella alternatives for a one-way layout by using linear placement described in Orban and Wolfe (1982). The Monte Carlo simulation is adapted to compare the power of proposed procedure with previous methods.

• Journal of the Korea Computer Industry Society
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• 제6권5호
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• pp.689-696
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• 2005

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the Kappa(2) reliability model, which can capture the nomotonic decreasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on sum of the squared errors and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing two parameter of the Kappa distribution, was employed. This analysis of failure data compared with the Kappa model and the existing model using arithmetic and Laplace trend tests, bias tests is presented.

• Journal of the Korea Society of Computer and Information
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• 제11권1호
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• pp.45-53
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• 2006

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the $x^2$ reliability model, which can capture the increasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing shape parameter of the $x^2$ distribution using the degree of freedom, was employed. This analysis of failure data compared with the $x^2$ model and the existing model using arithmetic and Laplace trend tests, Kolmogorov test is presented.