• The Korean Journal of Applied Statistics
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• v.36 no.2
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• pp.129-139
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• 2023

Forecasting volatility is essential to avoiding the risk caused by the uncertainties of an financial asset. Complicated financial volatility features such as ambiguity between non-stationarity and stationarity, asymmetry, long-memory, sudden fairly large values like outliers bring great challenges to volatility forecasts. In order to address such complicated features implicity, we consider machine leaning models such as LSTM (1997) and GRU (2014), which are known to be suitable for existing time series forecasting. However, there are the problems of vanishing gradients, of enormous amount of computation, and of a huge memory. To solve these problems, a causal temporal convolutional network (TCN) model, an advanced form of 1D CNN, is also applied. It is confirmed that the overall forecasting power of TCN model is higher than that of the RNN models in forecasting VIX, VXD, and VXN, the daily volatility indices of S&P 500, DJIA, Nasdaq, respectively.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.511-527
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• 2015

For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.

• Journal of Korean Society of Water and Wastewater
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• v.26 no.6
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• pp.815-823
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• 2012

Non-point source pollutants in down stream of Nakdong river were simulated by SWAT. GIS was utilized to make input data of SWAT such as landuse pattern and soil. Meteorological data of 2007 and 2009 were applied for the calibration and validation of runoff in SWAT. It was difficult to calibrate and validate the runoff and nutrient results since a study area was influenced by the tidal effects. Jindong site was selected to escape from the bias of runoff simulation in the coastal area. $R^2$ values of calibration and validation were 0.8 and 0.79. However, $R^2$ values of water qualities were very low level in comparison to runoff. These resulted from the concentration scale of water qualities such as BOD, T-N and T-P. Additionally, tidal influence could effected on the measurements of nutrients. The simulated annual averages and patterns of BOD, T-N and T-P in SWAT were similar to the measurement data. 80 ~ 96 % of nonpoint source pollutants at Nakbon M site were released from April to August of 2009. The ratio of T-N and T-P from nonpoint source were above 50 % during the rainy season.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.14 no.4
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• pp.1830-1840
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• 2013

This study attempts to set a pathway on smoking cessation behavior and to verify it by an analysis of the students who smoke. The study was performed with an analysis of the data of 160 students at N university. There were statistically significant differences among the students who desired to quit smoking (or who expressed interest in quitting smoking) in the following areas: thoughts about smoking cessation, intention to quit smoking, health promoting behavior (HPB), and depression cognitive scale (DCS) (p<.01). The student's major was also shown to have a statistically significant influence on one's intention to quit smoking (p=.034) and HPB (p=.044). As thoughts about smoking cessation increased, HPB also showed a significant increase (p<.05). Additionally, as HPB scores increased, DCS scores decreased significantly (p<.001), and thoughts about smoking cessation increased, while DCS scores decreased significantly (p=.027). This study confirmed the pathway that the intention to quit smoking influences DCS by mediating the effects of HPB and that thoughts about smoking cessation influence DCS.

• Journal of Labour Economics
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• v.43 no.1
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• pp.35-57
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• 2020

Using the Korea Labor and Income Panel Study(KLIPS), this study analyzes the effects of profit sharing on employer-provided training. The estimation results of the fixed effect model that controls for endogeneity show that the workers of profit-sharing firms have a 6.7%-6.8%p higher probability of receiving employer-provided training than the workers of firms without profit sharing. They also show that the workers of profit-sharing firms have a 3.3%p higher likelihood of having employer-provided OJT than their counterparts. The impacts of profit-sharing on employer-provided training appear consistently regardless of the estimation models and in the subsamples. These findings support the hypothesis that profit-sharing promotes employer-provided training.

• Korean Journal of Environmental Agriculture
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• v.8 no.1
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• pp.37-46
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• 1989

A 2-dimensional pollutant transport phenomenon in shallow reservoirs was analyzed by using a finite element method. The Galerkin's weighted residual method, based on linear interpolation, was used and a triangle was adopted as an element. The two dimensional Stock's equation and the advection-diffusion equation integrated over depth were used as governing equations. Also the Newton-Raphson method was introduced to solve the non-linear terms of the equation. The results calculated by the model are in good agreement with the analytical solution for a simplified channel where a known solution is avaiable. An actual application of the model is attempted for Sapkyo Lake with a consideration of the influx of the Sapkyo Chun, the Muhan Chun and kogkyo Chun. Further refined research is needed to evaluate the water quality in the other reservoirs.

• Journal of Environmental Impact Assessment
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• v.29 no.6
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• pp.403-413
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• 2020

A mathematical model comprised with eight simultaneous quasi-linear partial differential equations was suggested to provide optimal chlorination strategy. Upstream weighted finite element method was employed to construct multidimensional numerical code. The code was verified against measured concentrations in three type of reactors. Boundary conditions and reaction rate were calibrated for the sixteen cases of experimental results to regenerate the measured values. Eight reaction rate coefficients were estimated from the modeling result. The reaction rate coefficients were expressed in terms of pH and temperature. Automatic optimal algorithm was invented to estimate the reaction rate coefficients by minimizing the sum of squares of the numerical errors and combined with the model. In order to minimize the concentration of chlorine and pollutants at the final usage sites, a real-time predictive control system is imperative which can predict the water quality variables from the chlorine disinfection process at the water purification plant to the customer by means of a model and operate the disinfection process according to the influent water quality. This model can be used to build such a system in water treatment plants.

• Journal of Animal Science and Technology
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• v.46 no.5
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• pp.707-718
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• 2004

This study was conducted to evaluate the adequacy of an alternative a.m. - p.m. testing scheme for milk yield in comparison with the official test method based on weighing two milkings within 24 h. A total of 8,309 p.m. milking weights and 6,767 am. milking weights from 72 Holstein cows raised at N.L.R.I. were collected between October 2000 and November 2001. Seven statistical models were fitted to the data to derive formulas for estimating daily milk yields from morning or evening yields. In general, use of evening milkings less accurately estimated than did use morning rnilkings. Although the models do not differ much in the correlations between estimated and true daily milk yields, systematic under- and overestimation of daily milk yields were observed in all models with the exception of model 7, which accounted for heterogeneous variances by parity class, milking interval class, and lactation stage by fitting separate regression formulas within each combination of three factors.

• 한국정보교육학회:학술대회논문집
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• 2006.01a
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• pp.107-112
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• 2006

본 연구는 인지적 학습효과가 높아지고 자아 존중감과 협동심을 키울 수 있는 JigsawIII모형을 ICT 소양교육에 적용하는 방안에 대한 연구이다. JigsawIII를 토대로 ICT 소양교육의 이론과 기능분야를 학습하도록 학습환경과 학습절차를 구성하고 실제 현장에 적용하여 실험집단에 JigsawIII 모형을 실시하고, 통제집단에 전통학습방법을 실시하였다. 연구의 결과 이론 학습에서는 실험집단과 통제집단의 학습효과가 비슷하였으나, 기능학습에서는 JigsawIII를 적용한 실험집단이 평균점수의 검증결과가 더 높게 나타났으며, 통계적으로도 p<.05 수준에서 유의미한 것으로 나타났다. ICT 소양교육이 실생활에서 응용할 수 있는 ICT 지식을 익히고 능동적으로 활용하도록 하는 것에 그 목적이 있으므로 JigsawIII모형 ICT 교육에 활용한다면 긍정적인 교육적 효과를 이루어낼 수 있을 것이다.

• Proceedings of the Korean Nuclear Society Conference
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• 1996.11b
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• pp.521-526
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• 1996

원자력 발전소 내의 1차계통수에 존재하는 부식생성물과 노심에서 방사화된 여러 핵종들의 종류와 그 양에 대해서 CRUDSIM/MIT모형을 이용해서 분석하였다. 고리 4호기의 차계통수내의 수화학 조건을 이용하여 CRUDSIM/MIT모형에 적용하고 그 결과를 냉각수의 Activity자료와 증기 발생기의 Activity자료와 서로 비교 분석하였고, 노심과 증기발생기의 Crud양과 Activity를 예상하였다. 이 모형의 주요 인자인 $\beta$$_{c}$와 $\beta$$_{a}$ 값을 증기발생기의 Activity측정자료에 의해서 구하였다. 그리고 발전소 운전 중에 증기 발생기와 냉각수의 Activity각 최소화 할 수 있는 최적 조건 범위도 냉각수의 온도, pH, 수소농도등을 변화시켜서 구하였다. 고리4호기에 이 모형을 적용할 때 입력 자료에서, Activation Factor와 Recoil Release 등의 인자와 증기 발생기의 방사선양과 핵연료 표면의 Crud양을 구할 수 있으면 더욱 정확한 결과 값들을 얻을 수 있다.