• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.495-505
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• 2011

This study performs statistical tests for stability of a long-run relationship in the telecommunication market system by identifying the time path of a recursively estimated cointegration parameter. A dummy variable is used to recover stability for the period that the hypothesis of stable cointegration is rejected, and then a proper cointegrating relation is derived. A dummy variable appears to reflect the structural change in the cointegrating relation according to the analytical results for the error correction term.

• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.755-758
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• 2008

Currently, the increased run-off and the shortened arrival time are one of the causes of the city environmental disasters in urbanization. Therefore, it is necessary to properly design the hydrologic structures, but it is very difficult to forecast the values necessary to design from the planning stage. Moreover, as the parameter is changed due to the urban development, it is difficult not only to analyze the run-off influences but also to find the related studies and literatures. The purpose of this study is to utilize the results as the important basic data of the hydrologic structures, its proper design and run-off influences through the sensibility analysis of the model parameter variables. In this study, the absolute and relative sensibility analysis method were used to find out the correlation through the sensibility analysis of the topology and hydrology parameters. Especially, in this study, the changes in the run-off amount and volume were calculated according to increase/decrease in CN, the coefficient of discharge, and the empirical formula is prepared and proposed through the regressive analysis among the parameters. In the meantime, the parameter sensibility analysis was performed through the simulation HEC-HMS that is used and available in Korea. From the results of this study, it was found that the run-off amount is increased about by 10% when the CN value is increased by 5% before and after the development through the HEC-HMS simulation and data analysis. As long as there will be additional data collection analysis and result verification, and continuous further studies to find out the parameters proper to the domestic circumstances, it is expected to considerably contribute to the proper design of the hydrologic structures with respect to the ungauged basin.

• Water for future
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• v.18 no.4
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• pp.317-325
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• 1985

In the analysis, monthly streamflow records atthe gauging station in Nakdong, Han and Geum river were used. Also, the fitness of monthly streamflow to Gamma and Long-normal distribution was tested by Kolomogorv-Smirnov test. The results obtained in this study can be summarized as follws (1) The fitness of monthly streamflow to two-parameter Gamma distribution was tested by Kolomorov-Smirnov test, which fits well to this Gamma distribution (2) The Run-length and Run-sum were simulated by the Gamma model. In this result, run-length and Run-sum of monthly streamflow were fit for Gamma model (3) The mean decreases (increases) the expected surplus (deficit) Run-Sum of the monthly streamflow. The higher the truncation level of negative Run-length and Run-sum the larger is the effect of mean.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.503-519
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• 2005

Cointegration test is usually performed under the assumption that the cointegrating vector is constant for the whole sample period. Most previous studies have used conventional cointegration methods in testing for a stable long-run equilibrium relation among related variables. However they have overlooked that the long-run equilibrium may not the unique and the stable relation may not be guaranteed. This study develops the additional statistical tests for the stability of the estimated cointegrating vector. Three tests for the parameter stability of a cointegrated regression model are utilized and applied to identify the types of variations in the long-run relation between the domestic unemployment and the rotated macroeconomic variables of interest. The present paper finds that, there exists a stable but, time-varying long-run relation between those. The observed variation in cointegrating relations is generally characterized by a discrete one-time shift, rather than a gradually evolving random walk process which is attributable to the IMF financial and economic crisis.

• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.787-790
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• 2008

The SWAT(Soil and Water Assesment Tool) is a relatively large scale model for the complicated watershed or river basin. The model was developed to predict the effect of land management practices on water, sediment and agricultural chemical yields in large complex watershed with varying soils, land use and management conditions over long periods of time. Usually streams are divided into urban stream and natural stream in accordance with the development level. In case of urban stream, according to urbanization, as impermeable areas are increasing due to the change of land use condition and land cover condition, dry stream phenomenon at urban stream is rapidly progressed. In this study, long term run-off simulations in urban stream are performed by using SWAT model. Especially, the model is applied in small scale water shed, Joman River basin. The optimization by the sensitivity analysis is also performed for the model parameter estimations.

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.199-212
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• 2001

We consider a k-out-of-n system with repair under T-policy. Life time of each component is exponentially distributed with parameter $\lambda$. Server is called to the system after the elapse of T time units since his departure after completion of repair of all failed units in the previous cycle or until accumulation of n-k failed units, whichever occurs first. Service time is assumed to be exponential with rate ${\mu}$. T is also exponentially distributed with parameter ${\alpha}$. System state probabilities in finite time and long run are derived for (i) cold (ii) warm (iii) hot systems. Several characteristics of these systems are obtained. A control problem is also investigated and numerical illustrations are provided. It is proved that the expected profit to the system is concave in ${\alpha}$ and hence global maximum exists.

• Journal of the Korea Furniture Society
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• v.10 no.1
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• pp.13-21
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• 1999

All chairs are uncomfortable in the long run and some chairs become uncomfortable more rapidly than others. In a particular chair, some people feel more uncomfortable than others. Comfort will depend upon the interaction of chair, user, and task characteristics. In this study, we intended to design a comfortable office chair by investigating anthropometric and biomechanical aspects for Koreans. We determine the design dimensions by analysis the anthropometric data. With these body parameters, we determined the design dimensions such as seat height, seat depth, seat width, seat backrest width, etc. This research, hopefully contributes to the development of ergonomic chair and improvement of the chair design technologies.

• Journal of The Geomorphological Association of Korea
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• v.15 no.2
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• pp.37-53
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• 2008

This study has developed a water balance model for the catchment of Byungchun river using a BROOK90 4.4e physical deterministic water balance model with the long-term meterological data and stream run off data obtained from the basin of Byungchun river in Korea. It is intended that the validation model with calibrated model fitting parameter can build a long-term water balance plan for a period when meterological data are available but stream runoff data are not. Results of this study have satisfied the first expectation as an experiment for water balance modeling since measured stream runoff data have turned out to be very similar to simulated stream runoff data. Through the confirmation of model fitting parameters and validated simulation, water balance for the period of 1998 to 2006 has been restored. Unless the conditions of geomophology, vegetation, soil and land use change, meterological data alone can produce various hydrometeorological data related to stream runoff amount, soil water amount, and evapotranspiration. This study opens up a new horizon in restoring water balance in the past as well planning water balance in the present. The obtained results from this study are expected to be used in predicting future water balance in the wake of the changes in climate and vegetation in Korea.

• The Korean Journal of Financial Management
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• v.25 no.3
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• pp.111-130
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• 2008

This paper compares long term equilibrium relation of KOSPI 200 which is underling stock and its futures by using general method fractional cointegration instead of existing integer cointegration. Existence of integer cointegration between two price time series gives much wider information about long term equilibrium relation. These details grasp long term equilibrium relation of two price time series as well as reverting velocity to equilibrium by observing difference coefficient of error term when it renounces from equilibrium relation. The result of this study reveals existence of long term equilibrium relation between KOSPI200 and futures which follow fractional cointegration. Difference coefficient, d, of 'two price time series error term' satisfies 0 < d < 1/2 beside bandwidth parameter, m(173). It means two price time series follow stationary long memory process. This also means impulse effects to balance price of two price time series decrease gently within hyperbolic rate decay. It indicates reverting speed of error term is very low when it bolts from equilibrium. It implies to market maker, who is willing to make excess return with arbitrage trading and hedging risk using underling stock, how invest strategy should be changed. It also insinuates that information transition between KOSPI 200 Index market and futures market does not working efficiently.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.89-99
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• 2003

The primary purpose of this paper is to estimate the wealth effect. We establish a linear relationships between household consumption, labor income, and stock price index. Each variable is nonstationary. And so, it contains a unit root. However, as the result of the test about cointegrating relations, the variables are cointegrated which implies the error term is stationary. The cointegrating parameter that the marginal propensity to consume out of stock price is 0.08%. The result of estimation shows the error correction is -0.62 and the significant level is also high. The error correction term indicates a rather rapid adjustment to deviations from the long run equilibrium relations.