• The Korean Journal of Applied Statistics
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• v.31 no.1
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• pp.109-122
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• 2018

The composite lognormal-generalized Pareto distribution (LN-GPD) is a mixture of right-truncated lognormal and GPD for a given threshold value. Scollnik (Scandinavian Actuarial Journal, 2007, 20-33, 2007) shows that the composite LN-GPD is adequate to describe body distribution and heavy-tailedness. This paper considers time-varying modeling of the LN-GPD based on local polynomial maximum likelihood estimation. Time-varying model provides significant detailed information of time dependent data, hence it can be applied to disciplines such as service engineering for staffing and resources management. Our work also extends to Beirlant and Goegebeur (Journal of Multivariate Analysis, 89, 97-118, 2004) in the sense of losing no data by including truncated lognormal distribution. Our proposed method is shown to perform adequately in simulation. Real data application to the service time of the Israel bank call center shows interesting findings on the staffing policy.

• Journal of Veterinary Clinics
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• v.15 no.1
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• pp.110-115
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• 1998

인삼 PD saponin(GPD)으로 배양한 고양이 말초혈액 단핵구세포(afNC) 배양상충 액에서 말초혈액 다형핵백혈구(PMNC)에 대한 interleukin(IL) 8 양 유주활성에 잔하여 검토 하였다. PMNC의 유주활성은 Hoyden chamber 변법으로 측정하였다. GPD를 첨가하여 배양 한 MNC배양상층액중에는 rMNC에 대한유주활성이 인정되었다. PMNC에 대하여 GPD 로 배양한 MNC 배양상층액중에 존재하는 유주활성이 IL 8 양 물질인지를 알아보기 위해 human recombinant IL 8을 이용하여 고양이 PMNC에 대해 유주팔성을 측정한 결과, GPD 로 배양한 MNC 배양상층액의 경우와 동등한 활성이 나타났다. Human IL 8 mAb를 사용하 여 GPD로 배양한 MNC 배양상층액중의 유주활성에 대한 중화반응을 살펴본 결과, GPD로 배양잔 MNC 배양상충액 및 human IL 8에 의해 증가되었던 PMNC의 유주활성은 IL 8 cAb의 첨가농토가 증가함에 따라 활성이 완전히 억제되었다. 또한 GPD로 배양한 고양이 MNC 배양상충액중의 유주활성은 열처리(4, 30, 37, 60 및 $100{\circ}C$) 및 산(pH 3.0)과 알카리 (pH 9.0)처리에도 안정성을 보여 human IL 8의 물리화학적 성상과 매우 유사하였다. 따라서 GPD로 배양한 MNC 배양상충액중에 존재하는 고양이 PMNC에 대한 유주활성은 feline IL 8 양 물질임을 강하게 시사하였다.

• KSBB Journal
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• v.10 no.1
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• pp.38-45
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• 1995

The expression of Aspergillus nidulans glyceraldehyde-3-phosphate dehydrogenase (gpdA) and trpC promoters in A. oryzae were compared using E. coli lacZ gents fusions. The specific activities of the expressed E. coli $\beta$-galactosidase in A. oryzae transformants containing the A. nidulans gpdA promoter were around 2,000 units per ug of protein. The specific activities of transformants containing the A. nidulans trpC promoter were very low, ranging from 10.5 to 52.3 units per ug of protein. These results showed that the expression of the A. nidulans gpdA promoter in A. oryzae was approximately 70 times greater than the A. nidulans trpC promoter. In western blot analysis, immunoreactive bands of a imlilar molecular weight as the E. coli $\beta$-galactosidase were observed in A. oryzae carrying the gpdA-lacZ fusion and to a lesser intensity in those carrying the tvpC-lacZ fusion. Southern analysis showed that the higher expression of the gpdA-lacZ fusion as compared to the trpC-lacZ fusion was not due a greater number of integrated plasmids.

• Journal of Korea Water Resources Association
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• v.41 no.5
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• pp.527-544
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• 2008

Generalized Pareto distribution (GPD) is frequently applied in hydrologic extreme value analysis. The main objective of statistics of extremes is the prediction of rare events, and the primary problem has been the estimation of the threshold and the exceedances which were difficult without an accurate method of calculation. In this paper, to obtain the threshold or the exceedances, four methods were considered. For this comparison a GPD model was used to estimate parameters and quantiles for the seven durations (1, 2, 3, 6, 12, 18 and 24 hours) and the ten return periods (2, 3, 5, 10, 20, 30, 50, 70, 80 and 100 years). The parameters and quantiles of the three-parameter generalized Pareto distribution were estimated with three methods (MOM, ML and PWM). To estimate the degree of fit, three methods (K-S, CVM and A-D test) were performed and the relative root mean squared error (RRMSE) was calculated for a Monte Carlo generated sample. Then the performance of these methods were compared with the objective of identifying the best method from their number.

• The Journal of the Acoustical Society of Korea
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• v.16 no.1
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• pp.104-109
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• 1997

This paper derives a new training alorithm for WHMM using the well-known MCE/GPD method with experimental results on the E-set. The derived algorithm generalizes the conventional adaptive training algorithm for WHMM, which means that HMMs of multiple competing classes can be trained at the same time. The recognition results on the E-set have shown about 15% and 12% improvement for training and test data, respectively.

• Journal of Veterinary Clinics
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• v.15 no.1
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• pp.104-109
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• 1998

고양이 말초혈액 다형핵백혈구(PMNC)의 유주성에 있어서 인삼 saponins(ginseng total ssponin(GTS), ginseng PT saponin(GfT) 및 ginseng PD saponin(GPD))의 면역증강 효과를 검토하였다. PMNC에 대한 유주성을 hoyden chamber 변법으로 측정한 결과, GTS, GPT, GPD는 PMNC에 대해 직접적인 유주활성을 나타내지 않았다. 또한 인삼 saponins을 첨가하여 배양한 PMNC 배양상충액의 경우게는 미약한 유주활성을 나타내었다. 그러나 GPf및 GPD를 첨가하여 배양한 말초혈액 단핵구세포(MNC)배양상충액에서는 PMNC의 유주활성이 현저하게 증가하였다. PMNC에 대해 유주활성이 인정된 GPI)로 배양한 MNC 배양상충액을 이용하여 checkerboard assay를 실시한 결과 배양상충액의 농도차에 의존하는 진의 유주활성임을 알 수 있었다. 이상의 결과로부터 인삼 saponine 중 GPT 및 GPD가 고양 이 말초혈액 다형핵백혈구의 유주성을 중강시키는 효과가 있으며, 이것은 이들 saponins에 의해 활성화된 단핵구세포에서 분비되는 유주성인자에 의해 다형핵백혈구의 유주활성이 증 강되는 것으로 사료되었다.

• Current Research on Agriculture and Life Sciences
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• v.32 no.4
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• pp.199-202
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• 2014

The bioconversion of cellulosic biomass hydrolyzates consisting mainly of glucose and xylose requires the use of engineered Saccharomyces cerevisiae expressing a heterologous xylose pathway. However, there is concern that a fungal xylose pathway consisting of NADPH-specific xylose reductase (XR) and $NAD^+$-specific xylitol dehydrogenase (XDH) may result in a cellular redox imbalance. However, the glycerol biosynthesis and glycerol degradation pathways of S. cerevisiae, termed here as the glycerol cycle, has the potential to balance the cofactor requirements for xylose metabolism, as it produces NADPH by consuming NADH at the expense of one mole of ATP. Therefore, this study tested if the glycerol cycle could improve the xylose metabolism of engineered S. cerevisiae by cofactor balancing, as predicted by an in-silico analysis using elementary flux mode (EFM). When the GPD1 gene, the first step of the glycerol cycle, was overexpressed in the XR/XDH-expressing S. cerevisiae, the glycerol production significantly increased, while the xylitol and ethanol yields became negligible. The reduced xylitol yield suggests that enough $NAD^+$ was supplied for XDH by the glycerol cycle. However, the GPD1 overexpression completely shifted the carbon flux from ethanol to glycerol. Thus, moderate expression of GPD1 may be necessary to achieve improved ethanol production through the cofactor balancing.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1661-1671
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• 2016

Risk analysis is a systematic study of uncertainties and risks we encounter in business, engineering, public policy, and many other areas. Value at Risk (VaR) is one of the most widely used risk measurements in risk management. In this paper, the Korean Composite Stock Price Index data has been utilized to model the VaR employing the classical ARMA (1,1)-GARCH (1,1) models with normal, t, generalized hyperbolic, and generalized pareto distributed errors. The aim of this paper is to compare the performance of each model in estimating the VaR. The performance of models were compared in terms of the number of VaR violations and Kupiec exceedance test. The GARCH-GPD likelihood ratio unconditional test statistic has been found to have the smallest value among the models.

• The Korean Journal of Financial Studies
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• v.10 no.1
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• pp.191-214
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• 2004

VaR에 의한 금융위험의 측정은 국제결제은행 바젤위원회의 내부모델 허용에 힘입어 금융산업에서 표준방식으로 확고한 입지를 차지하고 있다. 본 연구에서는 한국주식시장포트폴리오를 거래투자자산으로 보유한 경우의 VaR를 극단치이론에 입각하여 측정하고 이의 성과를 RiskMetrics의 성과와 비교하여 검토하였다. GPD의 모수적 추정에 의한 VaR의 사후검정결과는 표본내 사후검정이나 표본외 사후검정에서 어떤 신뢰수준에서도 기대되는 범위와 크게 벗어나지 않은 안정된 결과를 보였다. RiskMetrics의 EWMA방식도 역시 표본내와 표본외 사후검정 어느 경우에나 기대되는 범위에서 크게 벗어나지 않았지만 높은 신뢰수준에서는 그 성과가 GPD VaR에 비하여 상대적으로 불안정하였으며 위험의 과소평가 성향을 확인할 수 있었다. 비모수적 GEV추정에 입각한 VaR의 경우에는 위험을 과대평가하고 지나치게 보수적인 성향을 나타내었다. GPD의 모수적 접근에 의한 VaR 측정은 다양한 신뢰수준에서 정확한 검정결과를 보여주고 있으며, 시간적 흐름에 따르는 VaR의 행태도 지나친 변동성을 보이지 않아 외부규제 및 내부통제를 위한 금융위험의 측정지표로서 실용적인 가치가 있음을 확인할 수 있다.

• Parasites, Hosts and Diseases
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• v.38 no.1
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• pp.45-48
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• 2000

An enzyme analysis of the liver fluke, Clonorchis sinensis from Kimhae, Korea and from Shenyang, China was conducted using a horizontal. starch gel electrophoresis in order to elucidate their genetic relationships. A total of eight enzymes was employed from two different kinds of buffer systems. Two loci from each enzyme of aconitase and esterase (${\alpha}-Na{\;}and{\;}{\beta}-Na$) : and only one locus each from six enzymes, gluucose-6-phosphate dehydrogenase (G6PD), ${\alpha}-glycerophosphate$ dehydrogenase (GPD), 3-hydroxybutyrate dehydrogenase (HBDH), malate dehydrogenase (MDH), phosphoglucose isomerase (PGI), and phosphoglucomutase (PGM) were detected. Most of loci in two populations of C. sinensis showed homozygous monomorphic banding patterns and one of them, GPD was specific as genetic markers between two different populations. However, esterase (${\alpha}-Na$), GPD, HBDH and PGI loci showed polymorphic banding patterns. Two populations of C. sinensis were more closely clustered within the range of genetic identity value of 0.998-1.0. In summarizing the above results, two populations of C. sinensis employed in this study showed mostly monomorphic enzyme protein banding patterns, and genetic differences specific between two populations.