• Journal of the Korean Statistical Society
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• 제34권2호
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• pp.161-172
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• 2005

In this paper a nonparametric method is proposed for detecting conditionally heteroscedastic errors in a nonparametric time series regression model where the observation points are equally spaced on [0,1]. It turns out that the first-order sample autocorrelation of the squared residuals from the kernel regression estimates provides essential information. Illustrative simulation study is presented for diverse errors such as ARCH(1), GARCH(1,1) and threshold-ARCH(1) models.

• Industrial Engineering and Management Systems
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• 제8권3호
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• pp.148-154
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• 2009

In recent days, large-sized flat-panel display (FPD) has been increasingly applied to computer monitors and TVs. Mura defects, appearing as low contrast or non-uniform brightness region, sometimes occur in manufacturing of the Thin-Film Transistor Liquid-Crystal Displays (TFT-LCD). Implementation of automatic Mura inspection methods is necessary for TFT-LCD production. Various existing Mura detection methods based on regression diagnostics, surface fitting and data transformation have been presented with good performance. This paper proposes an efficient Mura detection method that is based on a regression diagnostics using studentized residuals for automatic Mura inspection of FPD. The input image is estimated by a linear model and then the studentized residuals are calculated for filtering Mura regions. After image dilation, the proposed threshold is determined for detecting the non-uniform brightness region in TFT-LCD by means of monitoring the every pixel in the image. The experimental results obtained from several test images are used to illustrate the effectiveness and efficiency of the proposed method for Mura detection.

• 대한토목학회논문집
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• 제13권3호
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• pp.139-154
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• 1993

본 연구는 자연하천 유역에서의 수위관측점들을 대상으로 지점 홍수빈도해석을 실시하고 하천홍수량의 지역빈도해석에 의한 지역화 회귀모형을 개발한 것이다. 홍수빈도해석은 국내 주요 5대 하천유역인 한강, 금강, 영산강, 섬진강 및 낙동강 유역내에 있는 자연하천관측점들을 대상으로 홍수빈도모형을 이용하여 지점별 홍수량의 크기 및 빈도를 추정하였으며, 이를 바탕으로 홍수빈도예측을 위한 모형의 적용성과 효용성을 비교, 검토하였다. 그 결과 단기간 기록년수의 자료에서는 부분기간치계열 방법의 POT(Peaks Over a Threshold)모형이 연최대치계열 방법의 ANNMAX(ANNual MAXimum) 모형보다 효과적이고 합리적임이 판명되었다. 지역 홍수빈도해석에서 홍수빈도모형에 의한 지점별 홍수추정량과 홍수유출에 영향을 미치는 지형학적 유역 특성인자들간의 상관분석법에 의해 미계측 지점에서의 설계홍수량 추정이 용이한 지역화 회귀모형을 개발하고, 첨두홍수량과 유역 특성인자들간의 상관도를 재현기간별로 작성 제시하였다.

• 한국정보시스템학회지:정보시스템연구
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• 제26권3호
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• pp.63-90
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• 2017

Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.833-840
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• 2021

This paper examines the effect of the interest rate set by Bank Indonesia on financial system stability as measured by the credit gap in Indonesia for quarterly data for the period 1976 Q1 to 2019 Q4. We suppose that the relationship between the Central Bank rate and the credit gap is non-linear. Hence, this study applies a smooth transition regression (STR) model to investigate the relationship between these variables. Our results are: first, by performing STR estimation we obtained a threshold level of Central Bank rate of 2.01. Second, a decrease in the Central Bank rate results in a reduction in the credit gap when the Central Bank rate is above or below the threshold level. The effect of the Central Bank rate is five times greater for the high regime than for the low regime. Third, we find evidence that the effect of the exchange rate, economic growth, inflation, and GDP per capita on the credit gap for the high regime is the opposite of the low regime. We suggest that policymakers need to keep the Central Bank interest rate low and stable so that the role of the bank as a financial intermediary remains stable and conducive to strengthening financial stability.

• Nuclear Engineering and Technology
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• 제54권4호
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• pp.1301-1311
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• 2022

Global climate change brings environmental quality sensitivity, especially in developed countries. Developed countries use non-renewable energy sources intensively both in their own countries and in other countries, they make productions that cause an enormous rate of increase in CO₂ emissions and unsustainable environmental costs. This has increased the interest in environmentally friendly alternative energy sources. The aim of this study is to investigate the impact of nuclear energy consumption and technological innovation on environmental quality in G7 countries using annual data over the period 1970-2015. The Panel Threshold Regression Model was used for the analysis. Empirical findings have indicated that the relationship between nuclear energy consumption and carbon emissions differs according to innovation for nuclear power plants. It was also concluded that nuclear energy consumption reduces carbon emissions more after a certain level of innovation. This result shows that the increase in innovative technologies for nuclear power plants not only increases energy efficiency but also contributes positively to environmental quality.

• Journal of Medicine and Life Science
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• 제20권3호
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• pp.107-114
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• 2023

Epidemiological control of coronavirus disease 2019 (COVID-19) is needed to estimate the infection period of confirmed cases and identify potential cases. The present study, targeting confirmed cases for which the time of COVID-19 symptom onset was disclosed, aimed to investigate the relationship between intervals (day) from symptom onset to testing the cycle threshold (CT) values of real-time reverse transcription-polymerase chain reaction. Of the COVID-19 confirmed cases, those for which the date of suspected symptom onset in the epidemiological investigation was specifically disclosed were included in this study. Interval was defined as the number of days from symptom onset (as disclosed by the patient) to specimen collection for testing. A locally weighted regression smoothing (LOWESS) curve was applied, with intervals as explanatory variables and CT values (CTR for RdRp gene and CTE for E gene) as outcome variables. After finding its non-linear relationship, a polynomial regression model was applied to estimate the 95% confidence interval values of CTR and CTE by interval. The application of LOWESS in 331 patients identified a U-shaped curve relationship between the CTR and CTE values according to the number of interval days, and both CTR and CTE satisfied the quadratic model for interval days. Active application of these results to epidemiological investigations would minimize the chance of failing to identify individuals who are in contact with COVID-19 confirmed cases, thereby reducing the potential transmission of the virus to local communities.

• Journal of Preventive Medicine and Public Health
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• 제31권2호
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• pp.285-292
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• 1998

흡연과 기도청력역치와의 연관성을 알아보기 위하여 1996년 1월 1일에서 1997년 7월 31일 사이에 종합 건강진단을 받기 위하여 내원한 성인 남성 1,887명을 연구대상으로 선정하였다. 주파수대별 순음기도청력 검사, 이완기 혈압, 총콜레스테롤, 공복혈당, 혈구용적치 그리고 비만도를 검사하였다. 설문지를 이용하여 연령, 직업, 흡연상태를 조사하였다. 흡연군이 비흡연군에 비하여 250 Hz, 500 Hz, 1000 Hz 그리고 4000 Hz 주파수에서 기도청력역치가 유의하게 높았다(p<0.05). 저주파수영역 평균청력 중간주파수영역 평균청력, 고주파수영역 평균청력에서 흡연군이 유의하게 기도청력역치가 높았다(p<0.05). 다중회귀분석 결과, 흡연상태는 연령, 직업, 이완기 혈압, 공복혈당, 총콜레스테롤, 혈구용적치, 비만도의 영향을 조정 한 후에도 유의한 변수였으며(p<0.05), 연령이 많고, 생산직이고, 혈구용적치가 높고 비만할수록 유의한 청력저하가 관찰되었다(p<0.05). 그러나 이완기혈압, 총콜레스테롤 그리고 공복혈당은 청력저하와 유의한 관련성이 없었다. 이상의 결과를 볼 때, 흡연은 성인 남성의 청력저하와 연관성이 있었다.

• 한국산업보건학회지
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• 제8권1호
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• pp.76-87
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• 1998

The concentration of welding fume was measured by 221 welders themselves in chassis frame workplace of the manufactory from February, 1, 1996 to May, 31, 1997. Welding parameters were the welding current and the distance between helmet and arc. Those two optimum conditions were proposed by excess probability analysis using logistic regression, so the best position in the workplace was proposed considering two factors to control the welding fume. The results are as followings; 1) The excess proability of welding fume TLV was over 99% in above 260 Amperes of welding current and also in below 30cm of distanced between helmet and arc. 2) The equation from logistic regression analysis using SPSS/PC+5.02 had the welding current as a independent variable and the excess of welding fume TLV as a dependent variable (p<0.05). Logit(welding fume TLV) = 0.1296 ${\times}$ wlding currnet - 28.8750 3) The equation from logistic regression analysis using SPSS/PC+5.02 had the distance between helmet and arc as a independent variable and the excess of welding fume threshold limit value a, a dependent variable (p<0.05). Logit (welding fume TLV) = -0.6809 ${\times}$ distance between helmet and arc +25.1665 4) Considering both cases or 2) and 3). the result equation is following. (p<0.05). Logit (welding fume TLV) = 0.1346 ${\times}$ welding current -0.3859 ${\times}$ distance between helmet and arc -15.7382 5) The excess probability of welding fume threshold limit value was 100% in above 240 Ampere of welding current. Thus, below 220 Ampere can be suggested to reduce the 40% number of welders who have a excess welding fume threshold limit value. 6) The excess probability of welding fume TLV was 100% in below 34cm of distance between helmet and arc. Thus, over 38cm can be suggested to reduce the 33% number of welders who have a excess welding fume TLV. 7) Considering both 5) and 6) cases, first of all, the best welding current can be 200 Ampere to have a below 15% of welding fume excess probability for the welders who works in distance of 34-37cm. Secondly, to have a below 30% excess probability of welding fume TLV, the working distance must be over 38cm in 220 Ampere and 32cm in 200 Ampere. 8) To reduce the average exposure concentration of welding fume ($8.21{\pm}5.83mg/m^3$), the movable local exhaust system equipped with flexible hoods can be used.

• 한국수자원학회논문집
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• 제46권1호
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• pp.47-58
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• 2013

최근 들어 전 세계적인 기후변화 양상에 따라 짧은 시간에 큰 유출양상을 보이는 국지적 돌발성 홍수의 발생이 증가하는 추세이며 이로 인한 인명 및 재산의 피해가 국내뿐만 아니라 전 세계적으로 발생하고 있다. 이와 같이 소규모 지역의 집중된 강우로 발생하는 국지적 돌발성 홍수는 빠른 수문반응으로 인하여 홍수피해를 예방하기 위한 예 경보 시간이 부족한 것이 특징이다. 국지 홍수로 인한 피해를 막기 위해서는 한계유량을 초과하여 제내지의 피해발생 가능성이 있는 홍수사상에 대한 심도예측이 중요하다. 본 논문의 목적은 소규모 유역에서 발생하는 홍수사상의 심각성 정도를 정량화할 수 있는 새로운 홍수지수(New Flood Index)를 개발하고 새로운 홍수지수와 강우특성과의 회귀분석을 통하여 국지 돌발홍수예측에 적용하고자 하였다. 2개의 시범유역들에 대한 홍수유출수문곡선은 장기간 관측된 연최대치계열 실측 강우자료를 이용하여 강우-유출 모형을 통하여 산정하였다. 새로운 홍수지수 NFI는 2년 빈도 홍수량으로 가정된 한계유량을 초과하는 홍수사상에 대하여, 첨두홍수량비, 상승부경사, 초과홍수지속시간 등 홍수 유출수문곡선의 특성을 이용한 3가지 상대심도계수의 기하학적 평균값으로산정하였다. 분석결과 3시간최대강우가 새로운 홍수지수NFI와 가장높은 상관관계가 있음을 확인하였다. 새로운 홍수지수와 강우특성과의 회귀분석을 통해 얻어진 최적 관계식은 소규모 미계측 유역에서의 국지적 홍수 심도예측을 위한 예비정보의 기초자료로 활용될 수 있을 것으로 기대된다.