• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.293-308
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• 2010

In this paper, we examine the forecasting KOSPI 200 realized volatility by volatility measurements. The empirical investigation for KOSPI 200 daily returns is done during the period from 3 January 2003 to 29 June 2007. Since Korea Exchange(KRX) will launch VKOSPI futures contract in 2010, forecasting VKOSPI can be an important issue. So we analyze which volatility measurements forecast VKOSPI better. To test this hypothesis, we use 5-minute interval returns to measure realized volatilities. Also, we propose a new methodology that reflects the synchronized bidding and simultaneously takes it account the difference between overnight volatility and intra-daily volatility. The t-test and F-test show that our new realized volatility is not only different from the realized volatility by a conventional method at less than 0.01% significance level, also more stable in summary statistics. We use the correlation analysis, regression analysis, cross validation test to investigate the forecast performance. The empirical result shows that the realized volatility we propose is better than other volatilities, including historical volatility, implied volatility, and convention realized volatility, for forecasting VKOSPI. Also, the regression analysis on the predictive abilities for realized volatility, which is measured by our new methodology and conventional one, shows that VKOSPI is an efficient estimator compared to historical volatility and CRR implied volatility.

• Korean Journal of Remote Sensing
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• v.24 no.2
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• pp.213-222
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• 2008

Although hyperspectral sensing data have shown great potential to derive various surface information that is not usually available from conventional multispectral image, the acquisition of proper hyperspectral image data are often limited. To use ground-based hyperspectral camera image for remote sensing studies, radiometric calibration should be prerequisite. The objective of this study is to develop radiometric calibration procedure to convert image digital number (DN) value to surface reflectance for the 120 bands ground-based hyperspectral camera. Hyperspectral image and spectral measurements were simultaneously obtained from the experimental target that includes 22 different surface materials of diverse spectral characteristics at wavelength range between 400 to 900 nm. Calibration coefficients to convert image DN value to at-sensor radiance were initially derived from the regression equations between the sample image and spectral measurements using ASD spectroradiometer. Assuming that there is no atmospheric effects when the image acquisition and spectral measurements were made at very close distance in ground, we were also able to derive calibration coefficients that directly transform DN value to surface reflectance. However, these coefficients for deriving reflectance values should not be applied when the camera is used for aerial image that contains significant effect from atmosphere and further atmospheric correction procedure is required in such case.

• Journal of Radiation Industry
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• v.12 no.4
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• pp.311-316
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• 2018

Average life expectancy is getting longer due to medical developments and improvements in living standards. So much so that the elderly have an increased risk of developing osteoporosis. Therefore, it is important to prevent, diagnose, and treat the senile disease at an early stage through a bone density test. Bone density is measured by dual energy X-ray absorption (DXA). In this study, while using DXA, in cases when the measurements for both the lumbar and the femur could not be taken simultaneously, the correlation between both measurements were known, and the measurement of one area was used to make a clinical inference for the value of the other. Measurements were taken using Lunar Prodigy Advance (GE) for 43 participant with clinically significant fractures. Statistical calculations were produced and analysed regarding bone density. In case of T-score, lumbar spine produced a statistical result of $-2.112{\pm}1.836$ and femur neck was $-1.716{\pm}1.565$. In case of Z-score lumbar spine produced a statistical result of $-0.151{\pm}1.513$, and femur neck $-0.026{\pm}1.283$. It is indicated that the pearson correlation coefficient of T-score between lumbar spine and femur neck is high at 0.699, and the pearson correlation coefficient of Z-score is considered relatively high at 0.503. The correlation of bone density between lumbar spine and femur neck is shown to be statistically meaningful in T-score's p-value at 0.000 and Z-score's p-value at 0.001. In conclusion, it seems to have clinical usefulness that we can infer the result of one measurement through that of the other part tested, based on the knowledge of the correlation coefficients between lumbar spine and femur neck.

• Smart Structures and Systems
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• v.34 no.2
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• pp.97-116
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• 2024

The standard l₁-norm regularization is recently introduced for impact force identification, but generally underestimates the peak force. Compared to l₁-norm regularization, l_p-norm (0 ≤ p < 1) regularization, with a nonconvex penalty function, has some promising properties such as enforcing sparsity. In the framework of sparse regularization, if the desired solution is sparse in the time domain or other domains, the under-determined problem with fewer measurements than candidate excitations may obtain the unique solution, i.e., the sparsest solution. Considering the joint sparse structure of impact force in temporal and spatial domains, we propose a general l_p-norm (0 ≤ p < 1) regularization methodology for simultaneous identification of the impact location and force time-history from highly incomplete measurements. Firstly, a nonconvex optimization model based on l_p-norm penalty is developed for regularizing the highly under-determined problem of impact force identification. Secondly, an iteratively reweighed l₁-norm algorithm is introduced to solve such an under-determined and unconditioned regularization model through transforming it into a series of l₁-norm regularization problems. Finally, numerical simulation and experimental validation including single-source and two-source cases of impact force identification are conducted on plate structures to evaluate the performance of l_p-norm (0 ≤ p < 1) regularization. Both numerical and experimental results demonstrate that the proposed l_p-norm regularization method, merely using a single accelerometer, can locate the actual impacts from nine fixed candidate sources and simultaneously reconstruct the impact force time-history; compared to the state-of-the-art l₁-norm regularization, l_p-norm (0 ≤ p < 1) regularization procures sufficiently sparse and more accurate estimates; although the peak relative error of the identified impact force using l_p-norm regularization has a decreasing tendency as p is approaching 0, the results of l_p-norm regularization with 0 ≤ p ≤ 1/2 have no significant differences.

• Journal of Acupuncture Research
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• v.22 no.6
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• pp.17-26
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• 2005

Objectives : The purpose of this study is to investigate the correlation between assessment measurements of knee osteoarthritis and obesity. Methods : Data on assessment measurements of knee osteoarthritis and obesity were obtained from 63 patients suffering from knee osteoarthritis from February to April, 2005. The assessment measurements consisted of BMI (body mass index), WHR (waist-hip ratio), two disease-specific questionnaires (Western Ontario and McMaster Universities (WOMAC) index and Lequesne's Functional Severity Index (LFI)), one generic instrument (Korean Health Assessment Questionnaire (KHAQ)), and VAS (Visual Analogue Scale). Statistical correlations among assessment measurements were evaluated by examining the Pearson's correlation coefficients. Results : 1. The sexual ratio in this study was 1: 5.3 (male: female= 10: 53). The average age of all patients was $59.1{\pm}6.6$ (male: $58.3{\pm}7.1$, female: $59.2{\pm}6.5$), and the group of 60-69 (34 patients, 54%) was biggest in the age distribution. 2. The average BMI of all patients was $25.4{\pm}3.1\;kg/m^2$ (male: female= $23.6{\pm}2.6\;kg/m^2:\;25.8{\pm}3.0\;kg/m^2$), and the group of $20-25\;kg/m^2$ was biggest in the BMI distribution. According to clinical definition of obesity by WHO (1997), 52.4% of all patients was within normal weight, 42.9% was overweight, and 4.8% was obese. 3. The average WHR of all patients was $0.91{\pm}0.06$ (male: female= $0.90{\pm}0.05:\;0.92{\pm}0.06$). According to definition of abdominal obesity, 73.0% of all patients (46 patients were all female) was in the state of abdominal obesity. 4. There were no significant correlations in statistics among assessment measurements except between BMI and WHR. Conclusion : Though there is significant correlation between knee osteoarthritis and obesity according to many clinical and experimental researches, there is no assessment measurement reflecting knee osteoarthritis and obesity simultaneously. For this, further studies on correlation between knee osteoarthritis and obesity and development of assessment measurement or questionnaire on this are needed.

• Journal of Environmental Policy
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• v.10 no.1
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• pp.71-91
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• 2011

The purpose of this paper is to estimate the environmental performance of 29 Chinese provinces by adopting the advanced measurements, integrated pollution intensity index, IPI, which can be computed using Data Envelopment Analysis(DEA) techniques. This index has the advantage of accounting for multiple resources used, good outputs produced and pollutants emitted simultaneously. The result obtained using the methodology shows the obvious evidence that provinces located around eastern area of China take relatively low levels and these phenomenons have been clearly observed throughout the sample period 1998~2007. The estimated index can be interpreted that the environmental burden in China has been steadily decreased as economic growth. This paper also tries to figure out the relationship among IPI, income levels, economic structures, the level of environmental regulations and FDI inflow. The estimated relationship between IPI and income per capita predicts improving environmental performance with increasing income levels. This explains the improvement in IPI which is simultaneously observed with income increases. According to the 'pollution haven hypothesis', many researches have been concerned the possibility that a large amount of foreign capital has been invested in China to avoid the strict environmental standards in advanced countries. However, the estimated coefficients in all model specifications take negative sign with IPI and highly statistical significant. This is a indication that there are positive impacts of foreign investments on IPI by adopting clean and high technologies from advanced countries.

• Journal of Astronomy and Space Sciences
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• v.19 no.1
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• pp.75-88
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• 2002

The climatological characteristics of the polar ionosphere is examined in terms of the ionospheric conductance and electric field. For this purpose, 109 days of measurements from the Sondrestrom incoherent scatter radar are utilized. By combining these two quantities, it is possible to deduce the overhead ionospheric current distributions. The ionospheric current density thus obtained is compared with the corresponding ground magnetic disturbance. Also examined is the effect of the field-aligned current on the ground magnetic disturbance, particularly on the D component Several interesting climatological characteristics about the ionosphere over the Sonderstrom are apparent from this study. (1) The conductance distribution is mainly due to solar EUV radiation during day-time On the other hand, the conductance distribution during the night-time is very low. (2) The conductance distribution one. the polar cap region during the day-time is controlled mostly by the solar EUV radiation, while it is extremely low during night-time wish the Hall and Pedersen conductances being 1.6 and 1.2 siemen, respectively (3) The region of the maximum N-S electric field tend to locate in the dayside sector. The E-W component of the electric field is stronger than that over Chatanika (4) The E-W auroal inospheric current (J/sub E/) is more important in the sunlit hemisphere than the night hemisphere. And a strong southward current is noted in the prenoon sector (5) There is a significant correlation between the overhead ionospheric current and the simultaneously observed ground magnetic disturbance. However, the assumption for the infinite sheet current approximation is far from realistic, underestimating the current density. And the correlation between ${\Delta}H$ and J/sub E/ is higher than the one between ${\Delta}D$ and J/sub N/ , indicating that field-aligned current affects significantly ${\Delta}D$.

• Journal of Astronomy and Space Sciences
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• v.19 no.2
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• pp.141-150
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• 2002

The ionosphere plays an important role in the electrodynamics of space environment. In particular, the information on the ionospheric conductivity distribution is indispensable in understanding the electrodynamics of the magnetosphere and ionosphere coupling study. To meet such a requirement, several attempts have been made to estimate the conductivity distribution over the polar ionosphere. As one of such attempts we compare the ionospheric plasma convection patterns obtained from the Super Dual Auroral Radar Network (SuperDARN), from which the electric field distribution is estimated, and the simultaneously measured ground magnetic disturbance. Specifically, the electric field measured from the Goose Bay and Stokkseyri radars and magnetic disturbance data obtained from the west coast chain of Greenland are compared. In order to estimate ionospheric conductivity distribution with these information, the overhead infinite sheet current approximation is employed. As expected, the Hall conductance, height-integrated conductivity, shows a wide enhancement along the center of the auroral electrojet. However, Pedersen conductance shows negative values over a wide portion of the auroral oval region, a physically unacceptable situation. To alleviate this problem, the effect of the field-aligned current is taken into account. As a result, the region with negative Pedersen conductance disappears significantly, suggesting that the effect of the field-aligned current should be taken into account, when one wants to estimate ionospheric conductance based on ground magnetic disturbance and electric field measurements by radars.

• Journal of the Korean Society of Clothing and Textiles
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• v.16 no.2
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• pp.237-244
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• 1992

The purpose of this study was to comparatively evaluate thermal and water transmission properties of several vapor permeable water repellent (VPWR) fabrics and synthetic battings that became available in recent years. Five VPWR fabrics evaluated were Hipora in three coating variants, $Gore-Tex^{\circledR}$ and $Aitace^{\circledR}$. Battings evaluated were $Viwarma^{\circledR}$, $Uniwarmr^{\circledR}$, $Thinsulate^{\circledR}$, and $Airseal^{\circledR}$ Thermal resistance and water vapor transmission were measured for each fabric and batting and in all combinations. Thermal resistance at zero and 37 cm/sec air velocity was determined by the Thermo Labo II technique for simultaneously measuring conduction and radiation heat transfer. Water vapor transmission over 24 hours was measured by a modified weight-gain method in a compact humid chamber at conditions simulating the clothing climate under heavy exercise ($40{\pm}1^{\circ}C$, $90{\pm}2\%$ R.H., and 0.5 m/sec air velocity). Fabric porosity was calculated from fiber density and fabric weight, thickness, and area. Thermal resistance results for the fabrics showed the effectiveness of coatings in inhibiting heat transfer. Measurements taken in wind were: $31.1\~37.6\%$ for $Hipora^{\circledR}$ variants; $31.0\%$ for $Gore-Tex^{\circledR}$; and $18.4\%$ for $Aitaca^{\circledR}$ Measurements without wind were higher but in the same order. Water vapor transmission results were in reverse order: $Aitac^{\circledR}$, $8.8 kg/m^{2};\;Gore-Tex^{\circledR}$, 6.4 kg/$m^{2}$; and $Hipora^{\circledR},\;4.4\~6.0\;kg/m^{2}$. In general thermal resistance increased with porosity. For battings, the thermal resistance with wind results were: $Viwarmu^{\circledR}$, $65.0\%;\; Thinsulate^{\circledR}$, $62.0\%$; $Uniwarm^{\circledR}$, $61.0\%$; and $Airseala^{\circledR},\;53.1\%$. Thermal resistance was proportional to thickness. Thermal resistance of fabric-batting combinations were $20\%$ higher than those of the battings only. Water vapor transmission for combinations was mainly affected by that for the VPWR fabric used.

• Membrane Journal
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• v.16 no.4
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• pp.303-312
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• 2006

The asymmetric hybrid membranes of polyethersulfone (PES) and $ZrO_2$ nanoparticles were prepared via new one-step procedure combining simultaneously the phase-inversion method and the sol-gel technique. The optimum contents of $Zr(PrO)_4\;and\;HNO_3$ catalyst were determined by the adsorption experiments of phosphate anion onto the resulting hybrid membranes. The maximum adsorption of phosphate anion is obtained at the conditions of 0.15 mL $Zr(PrO)_4$ addition per 1 mL PES and 30 mL $HNO_3$ addition per 1 mL $Zr(PrO)_4$. Variation of morphology, performance and incorporated $ZrO_2$ amount of the resulting hybrid membranes were discussed and determined using SEM, pure water flux, TGA, ICP, XRD and contact angle measurements. Increasing $Zr(PrO)_4$ addition into casting solution, pure water flux is increased and $ZrO_2$ amount in the hybrid membrane is maximized at the conditions 0.15 mL $Zr(PrO)_4$ addition per 1 mL PES. The prephosphatation of PES-$ZrO_2$ hybrid membrane was studied to modify the surface characteristics of membrane. Ultrafiltration of bovine serum albumin (BSA) solution was performed in a dead-end cell using both a bare (non-phosphated) and a phosphated hybrid membrane. It is revealed that both the permeate flux and BSA rejection were increased as about 40% by prephosphatation of hybrid membrane. These results may be explained on the basis of the increase of membrane hydrophilicity, which was determined from contact angle measurements.