• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.337-357
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• 2003

This paper introduces new measures for the stability of slope estimation on the second order response surface at a point and on a sphere. As a measure of point stability of slope estimation, we suggest a point dispersion measure of slope variances over all directions at a point. A spherical dispersion measure is also proposed as a measure of spherical stability of slope estimation on each sphere. Some designs are studied to explore the usefulness of the proposed measures. Using the point dispersion measure, another concept of slope rotatability called equally-stable slope rotatability is proposed as a useful property of response surface designs. We provide a set of conditions for a design to have equally-stable slope rotatability.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.805-809
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• 2006

In this paper a shrinkage estimator for the measure of dispersion of the inverse Gaussian distribution with known mean is proposed. Also we compare the relative bias and relative efficiency of the proposed estimator with respect to minimum variance unbiased estimator.

• 한국대기환경학회지
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• 제23권4호
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• pp.449-456
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• 2007

Dispersion coefficient preprocessing schemes have been examined to improve plume dispersion model performance in complex coastal areas. The performances of various schemes for constructing the sigma correction order were evaluated through estimations of statistical measures, such as bias, gross error, R, FB, NMSE, within FAC2, MG, VG, IOA, UAPC and MRE. This was undertaken for the results of dispersion modeling, which applied each scheme. Environmental factors such as sampling time, surface roughness, plume rising, plume height and terrain rolling were considered in this study. Gaussian plume dispersion model was used to calculate 1 hr $SO_2$ concentration 4 km downwind from a power plant in Boryeung coastal area. Here, measured data for January to December of 2002 were obtained so that modelling results could be compared. To compare the performances between various schemes, integrated scores of statistical measures were obtained by giving weights for each measure and then summing each score. This was done because each statistical measure has its own function and criteria; as a result, no measure can be taken as a sole index indicative of the performance level for each modeling scheme. The best preprocessing scheme was discerned using the step-wise method. The most significant factor influencing the magnitude of real dispersion coefficients appeared to be sampling time. A second significant factor appeared to be surface roughness, with the rolling terrain being the least significant for elevated sources in a gently rolling terrain. The best sequence of correcting the sigma from P-G scheme was found to be the combination of (1) sampling time, (2) surface roughness, (3) plume rising, (4) plume height, and (5) terrain rolling.

• 한국대기환경학회지
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• 제14권5호
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• pp.411-420
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• 1998

To estimate the dispersion coefficients in a coastal area with complex topography, several schemes using empirical equations expressed with and in lateral and vertical directions, respectively have been examined. Estimation results using these equations and meteorological data obtained from SODAR system were compared' with previously measured dispersion coefficients in other coastal areas. Validations of estimation results have been performed by comparing the measured concentrations with predicted ones empolying in Boryung coastal area. Important conclusions were drawn as follows; (1) Variations of lateral and vertical wind direction revealed different height dependency in upper and lower mixed boundary layer. (2) Because of turbulent constraint effect by large water body in a coastal region, the lateral and the vertical dispersion coefficients were smaller than those of P-G system. (3) As a result of examining the performance measure of these schemes through checking of coincidence between measured and predicted concentrations, vertical dispersion coefficients were smaller than those of P-G system, and the Cramer scheme was found to be more appropriate rather than others in the coastal area surrounding Boryung power plant.

• Journal of applied mathematics & informatics
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• 제31권1_2호
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• pp.99-110
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• 2013

In this article, sensitivity analysis of atmospheric dispersion model RIMPUFF is considered. Uncertain parameters are taken to be triangular fuzzy numbers, and sensitivity analysis is carried out by using the Hartley-like measure. Codes for evaluating membership function using the Vertex method and the Hartley-like measure are prepared using Matlab.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2009년도 춘계학술대회
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• pp.305-308
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• 2009

According to the returns of Housing and business cycle over the period 1992 to 2007, it is a measure of the total volatility faced by investors in Housing properties. First, it isn't a distinct difference from business cycle contrary to U.S. Second, the rise of purchase price in total apartments moves up the consumer price index. According to the cross-sectional dispersion of returns and growth in net operating income (NOI) of apartments, industrial, retail and office properties using panel data for U.S. metropolitan areas over the period 1986 to 2002, it is a measure of the total volatility faced by investors in commercial real estate. To the extent that most of that volatility is difficult to diversify, cross-sectional dispersion may be an appropriate measure of risk.

• International journal of advanced smart convergence
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• 제7권3호
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• pp.73-78
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• 2018

This study focuses on presenting the IT program module provided by BKLS measure in order to solve the problem of capital cost due to information asymmetry of external investors and corporate executives. Barron at al(1998) set up a BKLS measure to guide the market by intermediate analysts. The BKLS measure was measured by using the changes in the analyst forecast dispersion and analyst mean forecast error squared. This study suggests a model of the algorithm that the BKLS measure can be provided to all investors immediately by IT program in order to deliver the meaningful value in the domestic capital market as measured. This is a method of generating and analyzing real-time or non-real-time prediction models by transferring the predicted estimates delivered to the Big Data Log Analysis System through the statistical DB to the statistical forecasting engine. Because BKLS measure is not carried out in a concrete method, it is practically very difficult to estimate the BKLS measure. It is expected that the BKLS measure of Barron at al(1998) introduced in this study and the model of IT module provided in real time will be the starting point for the follow-up study for the introduction and realization of IT technology in the future.

• 천문학회보
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• 제37권1호
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• pp.47.1-47.1
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• 2012

Given high accretion rates close to the Eddington limit, narrow-line Seyfert 1 galaxies (NLS1) are arguably the most important AGN subclass in investigating the origin of the black hole mass-galaxy stellar velocity dispersion ($M_{BH}-{\sigma}$) relation. Currently, it is highly debated whether NLS1s are offset from the local $M_{BH}-{\sigma}$ relation. The controversy mainly comes from the fact that the [OIII] line width has been used as a proxy for stellar velocity dispersion due to the difficulty of measuring stellar velocity dispersion in NLS1s. Using the SDSS spectra of a sample of 105 NLS1, we performed multi-component fitting analysis to separate stellar absorption lines from strong AGN [FeII] complex in order to directly measure stellar velocity dispersion. We will present the result of decomposition analysis and discuss whether NLS1s follow the same $M_{BH}-{\sigma}$ relation based on the direct measurements of stellar velocity dispersion.

• 천문학회보
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• 제36권1호
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• pp.52.2-52.2
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• 2011

The correlation between black hole mass and galaxy stellar velocity dispersion gives an important clue on the black hole growth and galaxy evolution. In the case of AGN, however, it is extremely difficult to measure stellar velocity dispersions in the optical spectra since AGN continuum dilutes stellar absorption features. In contrast, stellar velocity dispersions of active galaxies can be measured in the near-IR, where AGN-to-star flux ratio is much smaller, particularly with the laser-guide-star adaptive optics. However, it is crucial to test whether the stellar velocity dispersion measured from the near-IR spectra is consistent with that measured from the optical spectra. Using the TripleSpec at the Palomar 5-m Telescope, we obtained high quality spectra ranging from 1 to 2.4 micron for a sample of 35 nearby galaxies, for which dynamical black hole masses and optical stellar velocity dispersion measurements are available, in order to calibrate the stellar velocity dispersion in the near-IR. In this poster, we present the initial results based on 10 galaxies, with the stellar velocity dispersion measured in the H-band.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2009년도 춘계학술대회
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• pp.455-475
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• 2009

1992년부터 2007년까지의 실증분석 결과에 따른 우리나라 부동산시장 가격과 관련된 시사점으로서는 첫째, 미국과 달리 경기 침체시나 경기 회복 시에 뚜렷한 차이점을 발견할 수는 없었다는 점이다. 둘째, 전국아파트 매매가격이 상승할 경우 통화당국에서 인플레이션율 목표관리에서 참고하여야 할 것임을 나타내고 있다. 참고로 1986년부 터 2002년까지 미국 대도시지역의 아파트와 상가, 사무실의 순가격상승율을 패널데이 타로 추정한 자료에 따르면, 이들은 거시경제변수와 단기이자율, 이자율간의 스프레드 차이, 인플레이션 등에 영향을 받는 것으로 나타났다. 이들 자산가격상승률은 경기상황과 반비례관계를 갖는 것으로 나타났는데, 이는 대부분 대출 및 신용과 관련되어 있기 때문이다. 그리고 이는 부동산시장에서 자산 간 수익률 격차를 크게 넓힐 수 있음을 지적하고 있다.