• Title/Summary/Keyword: Yeo

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Statistical Interpretation of Economic Bubbles

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.889-896
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    • 2012
  • In this paper, we propose a statistic to measure investor sentiment. It is a usual phenomenon that an asymmetric volatility (referred to as the leverage effect) is observed in financial time series and is more sensitive to bad news rather than good news. In a bubble state, investors tend to continuously speculate on financial instruments because of optimism about the future; subsequently, prices tend to abnormally increase for a long time. Estimators of the transformation parameter and the skewness based on Yeo-Johnson transformed GARCH models are employed to check whether a bubble or abnormality exist. We verify the appropriacy of the proposed interpretation through analyses of KOSPI and NIKKEI.

Dam Effects on Spatial Extension of Flood Discharge Data and Flood Reduction Scale I (홍수 유출자료의 공간확장과 홍수저감효과에 대한 댐 영향 분석 I)

  • Kim, Nam Won;Jung, Yong;Lee, Jeong Eun
    • Journal of Korea Water Resources Association
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    • v.48 no.3
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    • pp.209-220
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    • 2015
  • In this study, the effects of changed environment on spatial extension of flood discharge data which is generating discharge data at ungauged watersheds. Especially, effects of dams on spatial extensions of flood discharge data and on natural flow generation were studied. This is somehow an intial trial of flood discharge data generation for heterogeneous watersheds because of dam installation. Data extensions have been performed based on the flood discharge data from YeoJoo water gauge station located on the Nam-Han River. For the evaluation of flood discharge data spatial extension under dam effects and producing natural flow, 41 flood events associated with YeoJoo water gauge station were selected from 1986 to 2010. When flood discharge data were extended based on YeoJoo water gauge station, 77% of selected flood events were over the satisfaction ranges (NSE>0.5) of Nash-Sutcliffe Efficiency for model validation. Extended flood discharge data at Yangpyung has 0.84 NSE obtained from spatial data extension based on YeoJoo water gauge station. Generated natural flow at YeoJoo was influenced strongly by Chungju Dam which has larger effects on streamflow at YeoJoo than Hoangsung Dam. Observed peak discharges after the 1986 of Chungju Dam installation were smaller than those of the obtained natural flow. Through these results, spatial extension of flood discharge data with installed dams works efficiently for ungauged watersheds and natural flow can be generated using extended flood discharge data.

Life and Ideology of Jeong, Yeo Rip - Focused on Antagonistic Propensity to Zhu-xi's Ideology (정여립(鄭汝立)의 생애와 사상 - 반주자학적 성향을 중심으로 -)

  • Choi, Young-Sung
    • (The)Study of the Eastern Classic
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    • no.37
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    • pp.307-344
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    • 2009
  • This year of 2009 is the 420th anniversary for the high treason case in the year of ox (year 1589). Until now, there is an endless discussion still progressing about Jeong, Yeo Rip. The evaluation of such individual varies widely according to the viewpoint of each individual. However, the problem is that such confusion or issue is exaggerated under the pretense of his idea's progressivity. The true identity and ideology of Jeong, Yeo Rip will become clear once we review such fact from the origin. This article considered abstract and ideological evaluation of occasion and took its approach thoroughly based on the historical research of literature. Until now, some parts academic world have denied and argued about the fabrication about every details of Jeong, Yeo Rip and event of high treason in the year of ox while accepting the habitual sentence spoken by such individual without a doubt. They have exaggerated Jeong, Yeo Rip as an 'Incompleted Revolutionist' or 'Individual of Revolutionary Ideology'. However, it is imprecise to speak about the terminology of 'Revolutionary'. His ideology is simply elucidating the principal of original Confucianism or a new interpretation of the principle of Confucianism. Jeong, Yeo Rip wanted to contradict the system of national school based on the Zhu-xi's ideology and returned to the principle of original Confucianism. His idea of utopia based on the Confucianism arouse out of the intention of reviving the spirit of original Confucianism. His antagonistic propensity to Zhu-xi's ideology or political idea has transcended the principle of justification based on Sung Confucianism and was also logical and realistic. He was forced on to the deadly circumstance since the society of Joseon Dynasty couldn't accept such logical and progressive idea and deemed him to be nothing more than a disturbing element for the society.

Selection Conditional on Associated Measurements

  • Yeo, Woon-Bang
    • Journal of the Korean Statistical Society
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    • v.12 no.2
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    • pp.110-114
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    • 1983
  • In this paper, a random subset selection procedure for the choice of the k best objects out of n primary measurements $Y_t$ is considered when only the associated measurements $X_t$ are available. In contrast to Yeo and David (1992), where only the ranks of the X's are needed, the present uses the observed X-values. The approach is illustrated numerically when X and Y are bivariate normal and the standard deviation of X is known.

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Asymptotic Relative Efficiency of t-test Following Transformations

  • Yeo, In-Kwon
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.467-476
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    • 1997
  • The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.

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A study on the single phase AC/AC converter (단상 AC/AC 컨버터에 관한 연구)

  • Bae, Sang-June;Chung, Ta-Kwan
    • Proceedings of the KIEE Conference
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    • 1998.07f
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    • pp.1931-1933
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    • 1998
  • In this paper, single-phase PWM AC to AC converter that operates with unit power factor and sinusoidal input line currents is presented. The output voltage of this converter is able to be obtain step up voltage as well as step down voltage. because the converter applies to operating method of buck-boost converter. The control of this converter is performed with PI control method. By using this control method low lipples in the output current and the voltage as well as fast dynamic response are achieved.

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