• The Korean Journal of Financial Management
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• v.20 no.1
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• pp.213-231
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• 2003

This paper uses the Efficient Method of Moments(EMM) of Gallant and Tauchen to estimate continuous-time stochastic volatility diffusion model for the Korean Composite Stock Price Index, sampled daily over $1995\sim2002$. The estimates display non-normality of stock index return, leptokurtic distribution, and stochastic volatility. Funker, this study suggests that two factor stochastic volatility model will be more desirable than one factor stochastic volatility model to estimate daily Korean stock return and also suggests that the stochastic volatility diffusions should allow for Poisson jumps of time-varying intensity.

• Publications of The Korean Astronomical Society
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• v.23 no.1
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• pp.1-12
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• 2008

Understanding of the basic characteristics of an astronomical instrument is a prerequisite to obtaining reliable data from the instrument. We have analyzed more than 1,000 calibration images from the Fairchild 486 CCD (hereafter the Maidanak 4k CCD system) attached to the AZT-22 1.5m telescope at Maidanak Astronomical Observatory in Uzbekistan. The Maidanak 4k CCD system supports three readout modes through 1, 2, or 4 amplifiers. In most cases observers use 4-amplifier readout mode to save time. We have tested the stability and seasonal variation of zero levels and confirm that two quadrants of the images (Amp 1 & 2) show no appreciable seasonal variation. but the other two quadrants (Amp 3 & Amp 4) show an evident seasonal variation in the bias level. The Cryo Tiger, the cooling system used at the Maidanak 4k CCD system, maintains the CCD temperature at -108'E, and effectively suppresses the dark electrons. The mean value versus the variance plot of the flat images does not show the expected relation for an ideal Poisson noise distribution and this is attributed to the large variation in quantum efficiency between different pixels. In addition, we confirm that there is no appreciable difference in gain between readout amplifiers, but there is a large variation in quantum efficiency across CCD chip especially in U. Due to the finite length of shutter opening and closing time, the effective exposure time varies across the science images. We introduce two parameters to quantify the effect of this uneven illumination and present a method to remove these effects. We also present a method to remove the interference patterns appearing in the images obtained with longer wavelength filters and investigate the spatial variation of the point spread function.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.2
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• pp.91-102
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• 1990

The representative tests in this study are performed at a selected site which has the soil layers to analyze the safety and economy of the dynamic analysis for the variable soil conditions. Crosshole test and downhole test of small strain level tests and triaxial test of large strain level test are performed in the soil layers, and in the rock layers, crosshole test and downhole in-situ tests and laboratory sonic test are performed to measure the dynamic shear modulus, damping ratio, and Poisson$\acute{s}$ ratio of the soil and the rock. The correlations between the dynamic soil properties from the tests and the basic soil properties are determined through the regression analysis. The representative design value of the soil is determined by probability analysis of the test results. It is determined from the nonlinear stress-strain model in soils, and the value at small strain level is computed in rocks according to the distribution of the type of soils and the affecting variables. The constitutive value is systematized to be utilized in the analysis of the test results, and computation of the input soil data.

• JSTS:Journal of Semiconductor Technology and Science
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• v.13 no.4
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• pp.367-380
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• 2013

In this paper, an analytical threshold voltage model is developed for a short-channel double-material-gate (DMG) strained-silicon (s-Si) on silicon-germanium ($Si_{1-X}Ge_X$) MOSFET structure. The proposed threshold voltage model is based on the so called virtual-cathode potential formulation. The virtual-cathode potential is taken as minimum channel potential along the transverse direction of the channel and is derived from two-dimensional (2D) potential distribution of channel region. The 2D channel potential is formulated by solving the 2D Poisson's equation with suitable boundary conditions in both the strained-Si layer and relaxed $Si_{1-X}Ge_X$ layer. The effects of a number of device parameters like the Ge mole fraction, Si film thickness and gate-length ratio have been considered on threshold voltage. Further, the drain induced barrier lowering (DIBL) has also been analyzed for gate-length ratio and amount of strain variations. The validity of the present 2D analytical model is verified with ATLAS$^{TM}$, a 2D device simulator from Silvaco Inc.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.7
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• pp.3105-3112
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• 2014

Purpose: To examine breast cancer (BC) incidence trends in relation to mammographic screening and risk factor prevalence in South Australia (SA). Materials and Methods: Trends in annual BC incidence rates were calculated using direct standardisation and compared with projected incidence derived from Poisson regression analysis of pre-screening rates. Annual percentage change and change time points were estimated using Joinpoint software. Biennial mammography screening participation rates were calculated using data from BreastScreen SA. Trends in overweight/obesity, alcohol use and hormone replacement therapy (HRT) use were examined using 1991-2009 Health Omnibus Survey data. Trends in total fertility were examined using data from the Australian Bureau of Statistics. Results: BC incidence increased around the time BreastScreen commenced and then stabilised in the mid-1990s. However rates have remained higher than projected, even though the proportion and age distribution of first time screening attendees stabilised around 1998. A decrease in BC incidence was observed among women aged 50-59yrs from the late-1990's but not among older women. Obesity and alcohol use have increased steadily in all age groups, while HRT use declined sharply from the late-1990s. Conclusions: BC incidence has remained higher than projected since mammography screening began. The sustained elevation is likely to be due to lead time effects, though over-diagnosis cannot be excluded. Declining HRT use has also impacted incidence trends. Implications: Studies using individual level data, which can account for changes in risk factor prevalence and lead time effects, are required to evaluate 'over-diagnosis' due to screening.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.3
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• pp.1007-1015
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• 2013

A stochastic probability model based on the non-homogeneous Poisson process is represented that can correctly analyze the time-dependent linear and nonlinear behaviors of total damage over the occurrence process of loads. Introducing several types of damage intensity functions, the probability of failure and the total damage with respect to mean time to failure has been investigated in detail. Taking particularly the limit state to be the random variables followed with a distribution function, the uncertainty of that would be taken into consideration in this paper. In addition, the stochastic probability model has been straightforwardly applied to the rubble-mound breakwaters with the definition of damage level about the erosion of armor units. The probability of failure and the nonlinear total damage with respect to mean time to failure has been analyzed with the damage intensity functions for armor units estimated by fitting the expected total damage to the experimental datum. Based on the present results from the stochastic probability model, the preventive management for the armor units of the rubble-mound breakwaters would be suggested to make a decision on the repairing time and the minimum amounts repaired quantitatively.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.38 no.4
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• pp.347-355
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• 2014

Thermal problems that are directly related to the lifetime of an electronic device are becoming increasingly important owing to the miniaturization of electronic devices. To solve thermal problems, it is essential to study thermal stability through thermal diffusion and insulation. A honeycomb sandwich plate has anisotropic thermal conductivity. To analyze the thermal deformation and temperature distribution of a system that employs a honeycomb sandwich plate, the thermal and elastic properties need to be determined. In this study, the thermal and elastic properties of a honeycomb sandwich plate, such as thermal conductivity, coefficient of thermal expansion, elastic modulus, Poisson's ratio, and shear modulus, are predicted. The properties of a honeycomb sandwich plate vary according to the hexagon size, thickness, and material properties.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.7
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• pp.1463-1469
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• 2012

This paper has presented the influence of scaling theory on short channel effects of double gate(DG) MOSFET in subthreshold region. In the case of conventional MOSFET, to preserve constantly output characteristics,current and switching frequency have been analyzed based on scaling theory. To analyze the results of application of scaling theory for short channel effects of DGMOSFET, the changes of threshold voltage, drain induced barrier height and subthreshold swing have been observed according to scaling factor. The analytical potential distribution of Poisson equation already verified has been used. As a result, it has been observed that threshold voltage among short channel effects is grealty changed according to scaling factor. The best scaling theory for DGMOSFET has been explained as using modified scaling theory, applying weighting factor reflected the influence of two gates when scaling theory has been applied for channel length.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.21 no.2
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• pp.142-150
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• 1985

In this paper, stress distribution were given in consideration of bending effects in hemi-spherical shell and a modified equation of buckling load was represented with implicating the effects of plastic deformations and shape parameters. Especially, the distributions of shell near it's vertex were analyzed numerically, according to several cases of loading. For the sake of more good estimation of plastic dissipating energy, we used the yield-line method from plate theory. The modified criterion of bucking, P super(*) sub(cr), that was suggested in this study, was applied to SUS 302 stain-less steel hemi-spherical shell which had it's Poisson's ratio and Young's modulus with 0.33 and 19700 kg/mm$^2$. From some experiments and comparisons with other results, 재 suggested the critical buckling-load-equation with P super(*) sub(cr)=2E super(*).(t super(2)/a super(2)).{3(1-ν super(*2)} and computed the buckling initiation load with this equation. Because these result from modified criterion have more coincidence than previous one, we prospect this equation can be magnified it's utilities to the other materials.

• Journal of Korea Society of Industrial Information Systems
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• v.23 no.5
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• pp.19-32
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• 2018

This study focuses on an M/M/1 queue with an attached continuous-type inventory. The customers arrive into the system according to the Poisson process, and are served in their arrival order; i.e., first-come-first-served. The service times are assumed to be independent and identically distributed exponential random variable. At a service completion epoch, the customer consumes a random amount of inventory. The inventory is controlled by the traditional (s, S)-inventory policy with a generally distributed lead time. A customer that arrives during a stock-out period assumed to be lost. For the number of customers and the inventory size, we derive a product-form stationary joint probability distribution and provide some numerical examples. Besides, an operational strategy for the inventory that minimizes the long-term cost will also be discussed.