• 수산경영론집
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• 제39권2호
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• pp.61-79
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• 2008

The objectives of this paper are to identify the causes of the corporate distress and to develop a distress prediction model with the financial information in fishery industry. In this study, the corporate distress is defined as economic failure and technical insolvency. Economic failure occurs by reduction, shut - down, or change of the business and technical insolvency results from failure to pay the financial debt of companies. The 33 distressed firms from 1991 to 2003 were composed by 14 economic failure companies, 15 technical insolvency companies. 4 companies applied to the both cases. The analysis of distress prediction of fishery companies were accomplished according to the distress definition. The analysis was carried out as two steps. The first step was the univariate analysis, which was used for checking the prediction power of individual financial variable. The t - test is used to identify the differences in financial variables between the distressed group and the non - distressed group. The second step was to develop distress prediction model with logistic regression. The variables showed the significant difference in univariate analysis were selected as the prediction variables. The financial ratios, used in the logistic regression model, were selected by backward elimination method. To test stability of the distress prediction model, the whole sample was divided as three sub-samples, period 1(1990 - 1993), period 2(1994 - 1997), period 3(1998 - 2002). The final model built from whole sample appled each three sub - samples. The results of the logistic analysis were as follows. the growth, profitability, stability ratios showed the significant effect on the distress. the some different result was found in the sub - sample (economic failure and technical insolvency). The growth and the profitability were important to predict the economic failure. The profitability and the activity were important to predict technical insolvency. It means that profitability is the really important factor to the fishery companies.

• 한국경영과학회지
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• 제12권2호
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• pp.5-20
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• 1987

This paper addresses sensitivity analysis for a deterministic multi-period production and inventory model. The model assumes a piecewise linear cost structure, but permits backlogging of unsatisfied demand. Our approach to sensitivity analysis here can be divided into two basic steps; (1) to find the optimal production policy through a forward dynamic programming algorithm similar to the backward version of Zangwill [1966] and (2) to apply the penalty network approach by the author [1986] in order to derive sensitivity ranges for various model parameters. Computational aspects are discussed and topics of further research are suggested.

• 한국경영과학회지
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• 제40권2호
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• pp.1-17
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• 2015

In this paper, we propose a portfolio selection model utilizing a Markov chain for investing in the foreign exchange market based on market forecasts and exchange rate movement predictions. The proposed model is utilized to compute optimum investment portfolio weights for investing in margin-based markets such as the FX margin market. We further present an objective investment algorithm for applying the proposed model in real-life investments. Empirical performance of the proposed model and investment algorithm is evaluated by conducting an experiment in the FX market consisting of the 7 most traded currency pairs, for a period of 9 years, from the beginning of 2005 to the end of 2013. We compare performance with 1) the Dollar Index, 2) a 1/N Portfolio that invests the equal amount in the N target assets, and 3) the Barclay BTOP FX Index. Performance is compared in terms of cumulated returns and Sharpe ratios. The results suggest that the proposed model outperforms all benchmarks during the period of our experiment, for both performance measures. Even when compared in terms of pre- and post-financial crisis, the proposed model outperformed all other benchmarks, showing that the model based on objective data and mathematical optimization achieves superior performance empirically.

• 생태와환경
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• 제41권4호
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• pp.472-484
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• 2008

The calibrated Andong Reservoir hydro-dynamic module (PART I) of the 2-dimensional hydrodynamic and water quality model, CE-QUAL-W2 [v3.2], was applied to examine the dynamics of total phosphorus, and chlorophyll $\alpha$ concentration within Andong Reservoir. The modeling effort was supported with the data collected in the field for a five year period. In general, the model achieved a good accuracy throughout the calibration period for both chlorophyll ${\alpha}$ and total phosphorus concentration. The greatest deviation in algal concentration occurred on $10^{th}$ October, starting at the layer just beneath the surface layer and extending up to the depth of 35 m. This deviation is principally attributed to the effect of temperature on the algal growth rate. Also, on the same date, the model over-predicts hypolimnion and epilimnion total phosphorus concentration but under-predicts the high concentrated plume in the metalimnion. The large amount of upwelling of finer suspended solid particles, and re-suspension of the sediments laden with phosphorus, are thought to have caused high concentration in the epilimnion and hypolimnion, respectively. Nevertheless, the model well reproduced the seasonal dynamics of both chlorophyll a and total phosphorus concentration. Also, the model tracked the interflow of high phosphorus concentration plume brought by the turbid discharge during the Asian summer monsoon season. Two different hypothetical discharge scenarios (discharge from epilimnetic, and hypolimnetic layers) were analyzed to understand the response of total phosphorus interflow plume on the basis of differential discharge gate location. The simulated results showed that the hypolimnetic discharge gate operation ($103{\sim}113\;m$) was the most effective reservoir structural control method in quickly discharging the total phosphorus plume (decrease of in-reservoir concentration by 219% than present level).

• 한국해양학회지
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• 제21권4호
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• pp.245-258
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• 1986

入射長波에 의해 발생하는 강제 副振動 現象을 밝히기 위한 2次元 數値모델을 개발하여 우리나라주요 港灣中 副振動이 가장 빈번히 觀測되는 迎日 과 浦港新項 에 적용하였다. 本 硏究의 結果는 다음과 같다. 1. 數値모델에 의해 구한 硏究 海灣 의 固有週期는 迎日 의 경우 제1固有週期는 약 70분이고, 第2固有週期는 약 25분 이며 浦港新項의 경우 第1固有週期는 약 25분이고, 제 2고유주기는 약 7.5분이다. 이는 理論式 Spectrum 분석, 統計調査에 의해 구한 週期와도 잘 일치함이 確認되었 다. 2. 迎日 第2固有週期와 浦港新項의 第1固有週期는 거의 같다. 그러므로 迎日 내로 25분주기의 長波가 들어올 때 浦港新項내의 海面 副振動은 강하게 增幅될 수 있다.

• 전기의세계
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• 제26권2호
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• pp.66-71
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• 1977

A mathematical model, which can be used for the study of an influenza epidemic, was derived. The model of influenza takes into full consideration the incubation period and inapparent infection. That was analysed by means of digital computer under the conditions of changing the infection rate, .betha., from 4 to 5, for three types of communities (First type: the initial distribution of population, x$_{1}$(0)=89% susceptibles, x$_{2}$(0)=3% incubatives, x$_{3}$(0)=0.5% carriers, x$_{4}$(0)=7.5% immunes; Second type: x$_{1}$(0)=79%, x$_{2}$(0)=3%, x$_{3}$(0)=0.5%, x$_{4}$(0)=17.5%; Third type: x$_{1}$(0)=69%, x$_{2}$(0)=3%, x$_{3}$(0)=0.5%, x$_{4}$(0)=27.5%, considering the rate of population increase, in Seoul. In conclusion, the outcomes of this study are summarized as follow. 1) The new model is quite reasonable in representing many phenomena connected with influenza spread. 2) The more influenza does prevail, the smaller the valve of attack rate becomes, while the contagious period becomes slightly longer. 3) The average infection rate, .betha., of influenza is approximately 5 per week time and X$_{4}$(0) is about 27.5 percent of the total population in Seoul spring 1961. 4) The number of carriers of influenza in Seoul spring 1961 becomes maximum within approximately 2.4 weeks after the attack of diseases. 5) About 68 percent of all cases in the contagious period is infected with influenza from 5 to 15 days after the attack of diseases. The auther believes that the method to study the influenza models in this paper will be helpful to study the characteristics of other epidemics. It will also contribute to public healthe management and the preventive policy decision against epidemics.

• Journal of the Korean Data and Information Science Society
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• 제28권2호
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• pp.297-307
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• 2017

질병 확산 모형은 질병의 확산 과정을 모형화 함으로써 질병이 발생하고 퍼지는 시간 내에서 통제하기 위하여 활용하고자 하는 모형이다. 본 연구에서는 질병 확산 모형의 가장 대표적인 SIR 모형에 기본적인 확장 접근을 하여 접촉군 (exposed)이라는 단계를 추가한 SEIR 모형을 이용하여 모형 구축을 하였다. 이 모형은 감염 대상군 (susceptible)의 사람들이 질병에 노출 된 잠복기를 거쳐 일정 시간이 경과한 후 감염되어 감염군 (infected)으로 이동한 후 다시 회복군 (removed)으로 이동하는 모형이다. 이와 같이 질병에 감염된 후 감염력이 생기는 잠복기가 있는 경우에 연구에 활용될 수 있다. 본 연구에서는 2015년 국내에서 발생한 메르스 코로나바이러스 (Middle East respiratory syndrome coronavirus; MERS CoV)에 의한 호흡기 감염증 자료를 수집하였다. 질병의 확산 과정이 결정적이 아닌 확률적인 흐름을 따른다고 가정하여 포아송 확률과정을 따른다고 보고 확률적 화학반응 모형을 이용하여 모형을 구축하였다. 모형을 구현하기 위해서 SEIR 모형의 세 모수인 질병에 노출된 정도를 나타내는 접촉률 (exposed rate), 질병의 감염 정도를 나타내는 감염률 (transmission rate), 질병의 회복정도를 나타내는 회복률 (recovery rate)를 추정함으로써, SEIR 모형에 적합하고 전염병 확산에 대한 예측을 수행하였다. 또한 접촉군이 정확하게 관찰되지 않을 부분을 보완하기 위하여 접촉군을 생성하는 과정을 전체 모형 구축 과정에 추가하였다.

• Asian-Australasian Journal of Animal Sciences
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• 제19권6호
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• pp.811-815
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• 2006

The objective of this study was to evaluate the effect of electric fan installation for milk production improvement of dairy cattle in Thailand. The study was conducted using 2 small-holder dairy farms in Chiang Mai province, during April to August 2004. Electric fans were installed in front of each row of cows. Each of the two rows of cows in the barn was defined as an experimental unit, thus each farm had two experimental units. The fans were operated alternately in 7-day intervals between rows of cows within each farm during the day or between 8.00 am to 8.00 pm. Non-operation periods were used as control. Milk yields were recorded. Data on environmental temperature and humidity were obtained from Chiang Mai Meteorological Center. Result from statistically analysis of milk record suggested an interaction between lactation period and fan installation. Therefore, this interaction term of lactation period and fan installation (PERIOD_FAN) was added as a variable to the regression model. Due to the repeated data collection of milk yield from the same cow (alternate week), milk yield was analyzed by repeated measure analysis (Mixed model). Least square means were calculated for all levels and used to compare between each pair-wise values. The final data were collected from the total of 18 cows with 2,072 data. Overall means and SEM of milk yields and days in milk separated into farm were $14.7{\pm}0.06kg/day$ and $176.3{\pm}2.2days$, and $15.2{\pm}0.22kg/day$ and $202.5{\pm}3.7$ days for farm A and farm B, respectively. For multivariable analysis, only PERIOD_FAN and humidity were significantly associated with milk yield. Only the first period of lactation showed that the amount of milk yields during fan installation was higher than that of non-fan installation (p<0.05). Cows with fan installation produced approximately 1.2 kg/cow more milk than cows without fan installation during this period. In conclusion, the use of electric fan operated during the day time increased milk production of cows during the first period of lactation.

• 대한수학회논문집
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• 제14권2호
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• pp.405-423
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• 1999

We consider a statistical multiplexer model with finite buffer capacity and finite number of independent identical 3-state bursty voice sources. The burstiness of the sources is modeled by describing both two different active periods (at the rate of one packet perslot) and the passive periods during which no packets are generated. Assuming a mixture of two geometric distributions for active period and a geometric distribution for passive period and geometric distribution for passive period, we derive the recursive algorithm for the probability mass function of the buffer contents (in packets). We also obtain loss probability and the distribution of packet delay. Numerical results show that the system performance deteriorates considerably as the variance of the active period increases. Also, we see that the loss probability of 2-state Markov models is less than that of 3-state Markov models.

• Earthquakes and Structures
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• 제2권4호
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• pp.377-396
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• 2011

In seismic design and structural assessment using the displacement-based approach, real structures are simplified into equivalent single-degree-of-freedom systems with equivalent properties, namely period and damping. In this work, equations for the optimal pair of equivalent properties are derived using statistical procedures on equivalent linearization and defined in terms of the ductility ratio and initial period of vibration. The modified Clough hysteretic model and 30 artificial accelerograms, compatible with the acceleration spectra for firm and soft soils, defined by the Japanese Design Specifications for Highway Bridges are used in the analysis. The results obtained with the proposed equations are verified and their limitations are discussed.