• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1213-1229
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• 2016

Cho and Shin (2016) recently demonstrated that an integrated HAR model has a forecast advantage over the HAR model of Corsi (2009). Recalling that realized volatilities of financial assets have asymmetries, we add a leverage term to the integrated HAR model, yielding the LIHAR model. Out-of-sample forecast comparisons show superiority of the LIHAR model over the HAR and IHAR models. The comparison was made for all the 20 realized volatilities in the Oxford-Man Realized Library focusing specially on the DJIA, the S&P 500, the Russell 2000, and the KOSPI. Analysis of the realized volatility data sets reveal apparent long-memory and asymmetry. The LIHAR model takes advantage of the long-memory and asymmetry and produces better forecasts than the HAR, IHAR, LHAR models.

• Journal of Korea Water Resources Association
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• v.33 no.2
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• pp.145-157
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• 2000

The Water Quality Analysis Simulation Program 5 (WASP5) and HEC-2 models have been coupled and applied to find the possibility of simulation of long-term river water quality variation. The EUTR05 as a simulator of water quality simulation in WASPS model was used to simulate the water quality variables in the downstream of Geum-River from Daechung multi-purpose dam during the dry period. The water quality and flow rate conditions have been measured at the stage measurement stations located in the downstream of Geum-River from Daechung dam in December, 1998 and January and March, 1999. The water quality simulation model was calibrated with January data of 1999, and verified with December data of 1998 and March data of 1999. The trend of longitudinal variation of water quality variables simulated by model is consistent with that of measured water quality constituents except chlorophyll-a, $BOD_5,\;NH_3-N\;and\;PO_4-P$ simulated with March data of 1999. Furthennore, the chlorophyll a concentration in the mainstream of Geum-River was simulated by changing the concentrations of $PO_4-P$ and/or $NH_4-N$ flowing into the mainstream of Geum-River from Gabcheon and Mihocheon. The variation of chlorophyll a concentration in the mainstream was almost ignorable except only when $NH_3-N\;and\;PO_4-P$ concentrations decreased by 70% flow into the mainstream from Gabcheon and Mihocheon.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1851-1856
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• 2006

영화는 대표적인 경험재로 가치판단이 주관적이고 제품 수명주기가 매우 짧아 예측의 불확실성이 높기 때문에 이를 정량적인 방법으로 모형화하기는 쉽지 않다. 이러한 한계점에도 불구하고 한 영화의 상업적 성공을 예측하는 것은 영화 제작자나 배급사, 극장 등 모든 주체에게 수익과 직결되는 중요한 문제이기 때문에 지금까지 다양한 통계 모형이 제시되었다. 그러나 이들 모형의 대부분은 영화흥행에는 영향을 미치나 측정할 수 없는 효과를 반영하지 못한다거나, 추정 모수의 효과가 모든 영화에 대해서 같다는 동일성 가정으로 인해 영화간 이질성을 고려하지 못하고 있다. 따라서, 본 연구에서는 추정 모수의 사전분포를 모호사전분포로 정의함으로써 변수들의 불확실성을 반영할 수 있고, 영화간 이질성을 고려할 수 있는 베이지안 선택 모형을 제안하였다. 모수의 사후분포는 마코프체인 몬테카를로 기법인 깁스 샘플러를 이용하여 추정하였다. 또한, 감독, 배우, 장르 등의 영화 별 속성 변수뿐만 아니라, 입소문에 의한 영화관람 결정 등의 구전효과와 경쟁영화의 개봉으로 인한 효과를 반영할 수 있는 변수를 추가하여 모형의 정확성을 높였다. 2005년과 2006년 상반기에 상영된 영화를 바탕으로 모형을 구축하고 인공신경망 모형과 비교한 결과, 전체적인 예측 정확도에서는 인공신경망 모형과 비슷한 결과를 보이나 상업적으로 성공한 영화를 예측하는 데에는 베이지안 선택모형이 보다 더 우수한 것으로 나타났다. 또한, 개봉 주의 경쟁심화 정도 및 개봉 첫 주의 스크린 수 등이 영화 흥행에 가장 중요한 변수로 나타났으며, 영화 개봉 전 그 영화에 대한 기대치가 높을수록 흥행 성적 또한 좋음을 알 수 있었다. 배우의 힘 및 계절성, 영화 평점 등은 이질성을 고려하지 않은 전체수준에서는 통계적으로 유의하지 않은 것으로 나타났으나, 그룹 간 이질성을 반영한 모형에서는 어느 정도 흥행한 영화를 만들기 위해서는 고려되어야 할 요소로 나타났다.렇지 않을 경우 적절한 벤치마킹 대상을 도출할 때까지 추가적인 분석과정을 반복한다. 제안한 방법을 통하여 조직은 기술적 생산 가능성 외에도 다양한 조직 운영 관점에서 적절한 벤치마킹 대상을 선정할 수 있으며, 이에 따른 목표를 수립할 수 있을 것으로 기대한다. 또한 더 나아가 global efficiency 관점에서 효율적 조직이 되기 위하여 단계적인 벤치마킹 대상 선정과 이에 따른 목표를 수립하는데도 유용하리라 판단된다.$1.20{\pm}0.37L$, 72시간에 $1.33{\pm}0.33L$로 유의한 차이를 보였으므로(F=6.153, P=0.004), 술 후 폐환기능 회복에 효과가 있다. 4) 실험군과 대조군의 수술 후 노력성 폐활량은 수술 후 72시간에서 실험군이 $1.90{\pm}0.61L$, 대조군이 $1.51{\pm}0.38L$로 유의한 차이를 보였다(t=2.620, P=0.013). 5) 실험군과 대조군의 수술 후 일초 노력성 호기량은 수술 후 24시간에서 $1.33{\pm}0.56L,\;1.00{\ge}0.28L$로 유의한 차이를 보였고(t=2.530, P=0.017), 술 후 72시간에서 $1.72{\pm}0.65L,\;1.33{\pm}0.3L$로 유의한 차이를 보였다(t=2.540, P=0.016). 6) 대상자의 술 후 폐환기능에 영향을 미치는 요인은 성별로 나타났다. 이에 따른 폐환기능의 차이를 보면, 실험군의 술 후 노력성 폐활량이 48시간에 남자($1.78{\pm}0.61L$)가 여자($1.27{\pm}0.45L$)보다 더 높게 나타났으며 (t=2.170, P=0.042), 72시간에도 역시 남자($2.16{\pm}0.56L$)가 여자($1.50{\pm}0.47L$)보다 더

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.4
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• pp.159-171
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• 1990

The purpose of this study was development and application of a multiple box model for long term prediction and control of water quality in estuary reservoir. The model was composed of one main model and two sub models for hydrology and water quality. Water quality constituents for modeling were temperature, chlorophyll-a, BOD, DO, N, and P. The model had been applied to Asan reservoir, and the reservoir had been devided into three boxes-two boxes for a upper layer and one box for a lower layer-to represent stratification. The model appeared satisfactory in representing long term trend of water quality variations by comparing measured and simulated results. According to the application of the model to study alternatives for water quality improvement to deal with increase in future pollution load, use of non-phosphorous detergent for chlorophyll-a, advanced sewage treatment for BOD and T-N, reduction of livestock waste for T-P were evaluated as more effective ones than any others, respectively.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.293-305
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• 2011

The volatility is one of most important parameters in the areas of pricing of financial derivatives an measuring risks arising from a sudden change of economic circumstance. We propose a Bayesian approach to estimate the volatility varying with time under a linear model with ARMA(p, q)-GARCH(r, s) errors. This Bayesian estimate of the volatility is compared with the ML estimate. We also present the probability of existence of the unit root in the GARCH model.

• Journal of Korean Elementary Science Education
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• v.43 no.1
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• pp.95-107
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• 2024

In this study, we explored the mediating effect of grit in the relationship between elementary school science teachers' perceived personal pedagogical content knowledge (pPCK) and enacted pedagogical content knowledge (ePCK). Drawing on insights from a review of the literature, we developed a research hypothesis model that set pPCK, ePCK, and grit as latent variables. Pearson correlation was conducted to examine the interrelationships among the latent variables. Structural equation modeling (SEM) was then employed to analyze the model fit. Additionally, bootstrap analysis was performed to specifically investigate the mediating effect of grit in the relationship between pPCK and ePCK. The Pearson correlation analysis indicated statistically significant correlations among the measurement variables. Meanwhile, the SEM analysis revealed that the measurement model aligned with the research hypothesis model. Furthermore, the bootstrap analysis demonstrated that grit had a statistically significant mediating effect in the relationship between elementary school science teachers' perceived pPCK and ePCK. These findings quantitatively examine the importance and impact of grit in the teacher expertise domain, providing valuable insights for the development of teachers' expertise and teacher education research within elementary school science classes.

• Horticultural Science & Technology
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• v.33 no.6
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• pp.854-859
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• 2015

This experiment was performed to develop a model for nutrition ion concentration and EC in regard to change in pH from 4.0 to 8.0 in nutrient solution. The pH changes according to the variation of $HPO_4{^{-2}}$ and $H_2PO_4{^-}$ in the nutrient solution while variation of EC increased from pH 4.0 to 5.0, stabilized from pH 5.0 to 7.0 and increased again from pH 7.0 to 8.0. For the variance of major elements in the nutrient solution, K, Ca, N and P increased while pH was higher, especially the variables for K and P were increased largely. On the other hand, variables of Mg and S were stable. Based on analysis of the ion balance model of nutrient solution, the cation increased than anion over rising the variation of pH while balance point of ion moved from a-side to d-side. In addition, the imbalance increased while it moved away from the EC centerline as variance of pH increased. It was larger than effect of EC variance to correction values of equivalence ratios of K and Ca about variation of $HPO_4{^{-2}}$ and $H_2PO_4{^-}$ while as variance of pH increased, K decreased but Ca increased. These showed the result that variance of pH about correction values of equivalence ratios of K and Ca gave a second-degree polynomial model rating of 0.97. Through this research, it was identified the pH variable model about variance among pH, ion and EC according to gradient of phosphate.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.99-112
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• 2016

Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

• Journal of the Korean Geotechnical Society
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• v.32 no.3
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• pp.39-47
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• 2016

In this study, dynamic centrifuge tests in dry sand were conducted in order to evaluate the effect of pile installation on the dynamic p-y curve. According to the result of the pile installation effect on the dynamic p-y backbone curves, the subgrade resistance of a jacked pile in 40 g was found to be greater than that of a jacked pile in 1 g and a preinstalled pile in 1 g. It was also found that differences of the subgrade resistance decrease with the depth of the pile. Applicability of dynamic p-y backbone curve for the bored pile proposed by preceded researcher was evaluated by comparing with the result of centrifuge tests. In addition, dynamic p-y backbone curve for jacking/driven pile was developed by modifying that for the bored pile.

• Biomedical Science Letters
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• v.1 no.1
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• pp.89-94
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• 1995

Considering the planar structure and nonpolar properity of benzo(a)pyrene(B(a)p) and the planar heme part of cytochrome P-450, stacking interaction is probable. MO calculation on B(a)P and heme part of cytochrome P-450 were carried out to dertermine probable stacking interaction models. In this case, orbital interaction is most important. Accordingly, the stacking positions have high eigen vector in frontier orbital and boning type between two molecules. In this way, five probate models were selected and examined by MN2 and MO method. The most probable .stacking interaction model which is the 4, 5, 6 positions of B(a)P overlap carbon atom and pyrrole ring of ring of heme group was determined.