• International Journal of Highway Engineering
• /
• v.10 no.2
• /
• pp.101-113
• /
• 2008

VMS are installed in many Korean highways in oder to give drivers informations such as travel time to destination, congestion and Incident situation. However, some guidelines for install VMS are restricted in only geometric factors although human factors considering driver behavior are very important to affect the VMS installation. Therefore, this paper are focusing on developing and verifying the discriminant model for VMS installation considering human factors. As a result, following outputs are obtained ; (1) developing the discriminant model using human factors of driving simulation experiments in oder to predict driver reading VMS messages safely detour highway. (2) proving that driving experiences in highway, personal driving history, vehicle speed orderly affects VMS installation (3) verifying predictability of developed model by comparing the real values with predicted values. (4) suggesting that VMS should be installed off 3.2Km from the I.C. of rural highway.

• The Journal of the Korea Contents Association
• /
• v.12 no.4
• /
• pp.40-51
• /
• 2012

Online discussion bulletin in Korea is not only a specific place where user exchange opinions but also a public sphere through which users discuss and form public opinion. Sometimes, there is a heated debate on a topic and any article becomes a political or sociological issue. In this paper, we propose how to analyze the popularity of articles by collecting the information of articles obtained from two well-known discussion forums such as AGORA and SEOPRISE. And we propose a prediction model for the article popularity by applying the characteristics of subject articles. Our experiment shown that the popularity of 87.52% articles have been saturated within a day after the submission in AGORA, but the popularity of 39% articles is growing after 4 days passed in SEOPRISE. And we observed that there is a low correlation between the period of popularity and the hit count. The steady increase of the hit count of an article does not necessarily imply the final hit count of the article at the saturation point is so high. In this paper, we newly propose a new prediction model called 'baseline'. We evaluated the predictability for popular articles using three models (SVM, similar matching and baseline). Through the results of performance evaluation, we observed that SVM model is the best in F-measure and precision, but baseline is the best in running time.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.19 no.1
• /
• pp.239-250
• /
• 2018

This study classified the predictors affecting the life satisfaction level of married immigrant women into socio-demographic factors (age, education, personal system factors (Korean proficiency, self-rated health, depressed mood, multicultural attitude), family system factors (spouse relationship satisfaction, child relationship satisfaction, couple conversation time, decision-making status), and social factors (social support, social capital, experience of social discrimination, multicultural family support center use) based on ecosystem perspectives and comprehensively examined their effects. The data for 14,464 married immigrant women from the National Survey on Multicultural Families 2015 were analyzed through hierarchical multiple regression. The findings of this study are as follow. First, the results indicated that all ecosystem factors- that is personal, family, and social system factors-significantly affected life satisfaction level of married immigrant women and especially personal and family system factors increased the predictability on their satisfaction. Second, among all predictors, spouse relationship satisfaction was the factor most strongly associated with life satisfaction. Finally, the income variable among socio-demographic factors, depression among personal system factors, spouse relationship satisfaction among family system factors, and experience of social discrimination among social system factors all showed the strongest significant effects on the life satisfaction level of married immigrant women. These results suggest that comprehensive factors based on the ecosystem perspectives to intervene and promote the life satisfaction of married immigrant women should be considered.

• Journal of Environmental Health Sciences
• /
• v.46 no.2
• /
• pp.136-149
• /
• 2020

Objectives: The purpose of this study was to perform an aggregate human risk assessment for benzene in an industrial complex using the CalTOX model and to improve the reliability and predictability of the model by analyzing the uncertainty and sensitivity of the predicted assessment results. Methods: The CalTOX^TM 4.0 beta model was used to evaluate a selected region, and @Risk 7.6 software was used to analyze uncertainty and sensitivity. Results: As a result of performing the aggregate risk assessment on the assumption that 6.45E+04 g/d of benzene would be emitted into the atmosphere over two decades, 3% of the daily source term to air remained in the selected region, and 97% (6.26E+04 g/d) moved out of the region. As for exposure by breathing, the predicted LADD_inhalation was 2.14E-04 mg/kg-d, and that was assessed as making a 99.99% contribution to the LADD_total. Regarding human Risk_cancer assessment, the predicted human cancer risk was 5.19E-06 (95% CI; 4.07E-06-6.81E-06) (in the 95th percentile corresponding to the highest exposure level, a confidence interval of 90%). As a result of analyzing sensitivity, 'source term to air' was identified as the most influential variable, followed by 'exposure time, active indoors (h/day)', and 'exposure duration (years)'. Conclusions: As for the results of the human cancer risk assessment for the selected region, the predicted human cancer risk was 5.19E-06 (95% CI; 4.07E-06-6.81E-06) (in the 95th percentile, corresponding to the highest exposure level, a confidence interval of 90%). As a result of analyzing sensitivity, 'source term to air' was found to be most influential.

• Journal of Korea Water Resources Association
• /
• v.49 no.5
• /
• pp.361-372
• /
• 2016

Reliable long-term dam inflow prediction is necessary for efficient multi-purpose dam operation in changing climate. Since 2000s the teleconnection between global climate indices (e.g., ENSO) and local hydroclimate regimes have been widely recognized throughout the world. To date many hydrologists focus on predicting future hydrologic conditions using lag teleconnection between streamflow and climate indices. This study investigated the utility of teleconneciton for predicting dam inflow with 1-month lead time at Andong dam basin. To this end 40 global climate indices from NOAA were employed to identify potential predictors of dam inflow, areal averaged precipitation, temperature of Andong dam basin. This study compared three different approaches; 1) dam inflow prediction using SWAT model based on teleconneciton-based precipitation and temperature forecast (SWAT-Forecasted), 2) dam inflow prediction using teleconneciton between dam inflow and climate indices (CIR-Forecasted), and 3) dam inflow prediction based on the rank of current observation in the historical dam inflow (Rank-Observed). Our results demonstrated that CIR-Forecasted showed better predictability than the other approaches, except in December. This is because uncertainties attributed to temporal downscaling from monthly to daily for precipitation and temperature forecasts and hydrologic modeling using SWAT can be ignored from dam inflow forecast through CIR-Forecasted approach. This study indicates that 1-month lead dam inflow forecast based on teleconneciton could provide useful information on Andong dam operation.

• Journal of Distribution Science
• /
• v.13 no.5
• /
• pp.53-60
• /
• 2015

Purpose - The purpose of this paper is to shed light on the importance of the slope and curvature of the volatility curve implied in option prices in the KOSPI 200 options index. A number of studies examine the implied volatility curve, however, these usually focus on cross-sectional characteristics such as the volatility smile. Contrary to previous studies, we focus on time-series characteristics; we investigate correlation dynamics among slope, curvature, and level of the implied volatility curve to capture market information embodied therein. Our study may provide useful implications for investors to utilize current market expectations in managing portfolios dynamically and efficiently. Research design, data, and methodology - For our empirical purpose, we gathered daily KOSPI200 index option prices executed at 2:50 pm in the Korean Exchange distribution market during the period of January 2, 2004 and January 31, 2012. In order to measure slope and curvature of the volatility curve, we use approximated delta distance; the slope is defined as the difference of implied volatilities between 15 delta call options and 15 delta put options; the curvature is defined as the difference between out-of-the-money (OTM) options and at-the-money (ATM) options. We use generalized method of moments (GMM) and the seemingly unrelated regression (SUR) method to verify correlations among level, slope, and curvature of the implied volatility curve with statistical support. Results - We find that slope as well as curvature is positively correlated with volatility level, implying that put option prices increase in a downward market. Further, we find that curvature and slope are positively correlated; however, the relation is weakened at deep moneyness. The results lead us to examine whether slope decreases monotonically as the delta increases, and it is verified with statistical significance that the deeper the moneyness, the lower the slope. It enables us to infer that when volatility surges above a certain level due to any tail risk, investors would rather take long positions in OTM call options, expecting market recovery in the near future. Conclusions - Our results are the evidence of the investor's increasing hedging demand for put options when downside market risks are expected. Adding to this, the slope and curvature of the volatility curve may provide important information regarding the timing of market recovery from a nosedive. For financial product distributors, using the dynamic relation among the three key indicators of the implied volatility curve might be helpful in enhancing profit and gaining trust and loyalty. However, it should be noted that our implications are limited since we do not provide rigorous evidence for the predictability power of volatility curves. Meaning, we need to verify whether the slope and curvature of the volatility curve have statistical significance in predicting the market trough. As one of the verifications, for instance, the performance of trading strategy based on information of slope and curvature could be tested. We reserve this for the future research.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2013.10a
• /
• pp.553-555
• /
• 2013

Game Rating Board(GRB) of Korea set up in 29 October, 2006 has been 7th years and it will disappear in 23 November, 2013. For the first time the 'GRB' of Korea has the goal which held the nonofficial transfer of rating classification for game. But it had the justification which become more distant from the nonofficial transfer due to the affairs of 'See Story' in August, 2006. As a result, because of rapid normalization of game rating rather than the systematic transfer from 'Video Rating Board' of Korea cause no preparation of scientific professional rating review. It showed the entry-level appearance though stressing profession from the beginning of setup. Specially more transaction expense were increased because of no consistency and predictability for game review. However, it could be overcome by preparation for definite global standard and scientific rating system. Consequently technological possibility of BMM Korea based on 'Gaming Laboratory Institute(GLI)' standard expected to be alternative in the technical review of the adult arcade game.

• Journal of the Institute of Electronics Engineers of Korea SD
• /
• v.44 no.10
• /
• pp.7-16
• /
• 2007

In this paper, we introduce a new design environment for efficient multiprocessor system-on-chip design space exploration. The design environment takes a process network model as input system specification. The process network model has been widely used for modeling signal processing applications because of its excellent modeling power. However, it has limitation in predictability, which could cause severe problem for real time systems. This paper proposes a new approach that enables static analysis of a process network model by converting it to a hierarchical synchronous dataflow model. For efficient design space exploration in the early design step, mapping application to target architectures has been a crucial part for finding better solution. In this paper, we propose an efficient mapping algorithm. Our mapping algorithm supports both single bus architecture and multiple bus architecture. In the experiments, we show that the automatic conversion approach of the process network model for static analysis is performed successfully for several signal processing applications, and show the effectiveness of our mapping algorithm by comparing it with previous approaches.

• Management & Information Systems Review
• /
• v.35 no.1
• /
• pp.273-286
• /
• 2016

This study investigated the information contents of KOSPI200 Options for intraday big market movement by using minute by minute data. The major findings are summarized as follows; First, big market movement occurred more frequently during 9:00~10:00 and 14:00~14:50. These phenomena reflect market unstability just after opening and near closing. Second, VKSOPI is most closely associated with extreme changes such as KOSPI200 jumps. Third, VKOSPI is showed more predictive power with negative KOSPI200 jumps than KOSPI200 jumps. Fourth, VKOSPI showed predictive power for the positive and negative jumps up to 30 minutes before the jumps occurs. The purpose of this study is to explore the most recent topics in the field of finance, research on market microstructure. This study is an important contribution to investigate intraday information comprehensively in terms of market microstructure effects using the 15-year long-term and the high-frequency data(minute by minute). The results of this study are expected to contribute to detect intraday true jumps, proactive development of market risk indicators, risk management, derivatives investment strategy.

• Management & Information Systems Review
• /
• v.31 no.4
• /
• pp.287-307
• /
• 2012

We empirically examine the price discovery dynamics among the VKOSPI, the KOSPI200 spot, and the KOSPI200 futures markets. The analysis employs the vector-autoregression, Granger causality, impulse response function, and variance decomposition using both daily data from 2009. 04. 13 to 2011. 12. 30 and 1 minute data from the bull market, bear market, and the flat period. The main results are as follows; First, the lead lag relationships between KOSPI200 spot(futures) yield VKOSPI returns could not be found from the daily data analysis. But KOSPI200 spot(futures) have a predictive power for VKOSPI from 1 minute data. Especially KOSPI200 spot(futures) and VKOSPI show the bi-directional effects to each other during the return rising period Second, We chose the VAR(1) the model in daily data but adopt the VAR(3) model in the one minute data to determine the lead lag time. We know that there is predictability during the very short period Third, Spot returns and futures returns makes no difference in daily data results. According to the one minite data results, VKOSPI returns have a predictive power for KOSPI200 spot return, but have no predictive power for KOSPI200 futures return.