• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2010년도 춘계학술대회 논문집
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• pp.132-133
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• 2010

• 천문학회지
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• 제12권1호
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• pp.1-5
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• 1979

The usual assumption of the pressure equilibrium between the convective elements and the surrounding fluid has been dropped, and the effects of the pressure perturbation of the convective element on its velocity and T perturbation have been estimated.

• Tribology and Lubricants
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• 제31권5호
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• pp.189-194
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• 2015

This paper focuses on the conformal contact problem. A typical example of conformal contact is the contact between a pin and hole. In particular, this paper focuses on the condition for assuming a contact stress field to be a Hertzian pressure profile by using well-known classical solutions associated with Hertzian contact. Persson first developed the conformal contact analysis method around half a century ago, but there have been no significant improvements since then. The present research also adopted this method, but developed new solutions from the viewpoint of application to structural design. The analysis began with a comparison between Persson°Øs conformal contact stress and the Hertzian stress fields. The next step was to check the differences in the normalized stress values of both. This study used the tolerance for the difference in the peak stresses of Persson°Øs solution and the Hertz solution to validate the Hertzian assumption. This gave the range for the difference in radii of the pin and hole when the contact force and mechanical properties of the material are specified. The results showed that, at a tolerance of 5%, the Hertzian assumption is valid if half of the contact angle is less than 35°ý. In addition, the Hertzian assumption holds even for a relatively long contact length, in contrast to the general incomplete contact problem. This paper discusses these results along with other aspects of the application to the design.

• 재무관리연구
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• 제24권3호
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• pp.153-186
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• 2007

It is well known that the distributional properties of financial asset returns exhibit fatter-tails and skewer-mean than the assumption of normal distribution. The correct assumption of return distribution might improve the estimated performance of the Value-at-Risk(VaR) models in financial markets. In this paper, we estimate and compare the VaR performance using the RiskMetrics, GARCH and FIGARCH models based on the normal and skewed-Student-t distributions in two daily returns of the Korean Composite Stock Index(KOSPI) and Korean Won-US Dollar(KRW-USD) exchange rate. We also perform the expected shortfall to assess the size of expected loss in terms of the estimation of the empirical failure rate. From the results of empirical VaR analysis, it is found that the presence of long memory in the volatility of sample returns is not an important in estimating an accurate VaR performance. However, it is more important to consider a model with skewed-Student-t distribution innovation in determining better VaR. In short, the appropriate assumption of return distribution provides more accurate VaR models for the portfolio managers and investors.

• 응용통계연구
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• 제25권1호
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• pp.1-13
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• 2012

생명보험에서 생명표에 기초하여 사망즉시지급식 상품의 일시납 순보험료를 구하기 위해서는 단수부분에 대한 가정이 필요하다. 기존의 대부분의 연구에서는 단수부분에 대한 균등분포를 도입하고 연구를 진행하였다. 하지만, 노년층의 경우 사망원인에서 계절적 요인이 차지하는 비중이 상당히 크다는 점을 고려할 때, 과연 단수부분에 대한 균등 분포 가정이 전 나이구간에 대하여 적절한지에 대한 면밀한 검토가 필요하다. 이에 본 연구에서는 사망데이터로부터 단수부분에 대한 균등분포 가정의 타당성을 조사해보고, 보다 적합한 단수부분에 대한 모형을 제시하고자 한다. 제안된 모형에 기초한 순보험료와 리스크 분석을 통하여 균등분포 가정이 전 나이구간에 대하여 적절하지 않을 때 이를 도입하는 경우에도 큰 문제점이 없이 균등분포 가정을 적용할 수 있는지에 관하여 알아보고자 한다.

• Journal of the Korean Data and Information Science Society
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• 제22권2호
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• pp.149-157
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• 2011

본 연구는 신용평가 과정에서 발생하는 미결정자를 결측자료 문제로 간주하여 MAR와 MNAR 가정 하에서 추론한다. MAR 가정에서 미결정자 추론은 결정자들에 대한 로지스틱 회귀모형의 회귀 계수벡터를 이용하여 미결정자의 부도 확률을 구한 후 결정자의 부도확률과 비교하여 미결정자의 미래 상태를 판단한다. 그리고 MNAR 가정에서의 미결정자 추론은 특성변수가 추가한 로지스틱 모형으로부터 미결정자의 부도확률을 구하고 미결정자를 예측하는 방법을 제안하였다. 두 종류의 실제 자료에 대하여 모의실험을 한 결과, MAR 가정에서 미결정자의 비율이 증가하더라도 원자료의 오분류율과 추론한 결과 차이가 없으며, MNAR 가정에서는 추가적인 변수를 고려하여 미결정자를 추정하였기 때문에 미결정자의 오분류율이 MAR 가정에서의 오분류율보다 감소하고 나아가 전체에서 미결정자가 차지하는 비율이 증가함에 따라 전체의 오분류율이 더욱 감소함을 발견하였다.

• 대한전자공학회논문지SP
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• 제49권2호
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• pp.1-7
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• 2012

일반적으로 바랜 영상 보정 방법들은 색 바램의 현상은 광원의 효과로서, Gray World Assumption 또는 White Patch Retinex와 같은 광원 추정 알고리즘을 사용한다. 그러나 이러한 방법들은 염료의 특성, 온도, 습도, 광원 등에 따라 다르게 바래는 색에 대한 보정은 부정확함을 나타냈다. 본 논문에서는 LCybCrg 색 공간에서의 분류맵을 이용한 바랜 색 보정 방법을 제안한다. 먼저 입력의 색 바랜 영상은 LCybCrg의 보색 공간의 색도를 기반으로 하여 분류되었다. 그리고 RGB 색 공간에서 Gray World Assumption을 기반으로 하여 바랜 색도를 보정하였다. 또한 CybCrg 값으로부터 계산된 가중치는 각각의 영역에서 발생 할 수 있는 윤곽효과를 줄이기 위해 적용되었다. 그 결과 제안한 방법은 바랜 영상에 대해 이전 방법들 보다 더 나은 보정 성능을 보였다.

• 수산경영론집
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• 제23권2호
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• pp.53-67
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• 1992

It has been recognized, virtually from the time of its inception, that fisheries economics, like other aspects of resource economics, should ideally be cast in capital-theoretic terms. The fish population or biomass can be viewed as a capital stock in that, like conventional or man-made capital, it is capable of yielding a sustainable consumption flow through time. This study is to introduce the optimal control theory which was extended from the theory of calculus of variations into the study of former static theory of fisheries economics started by Gordon (1954). The optimal control theory eliminated the inadequacies of the classical techniques to a large extent. From this point of view, this study, on the base of Schaefer model, summerizes most of major results achieved so far, but does so in a manner such that the links with capital theory are made transparent. This study explores two sets of problems. The first concerns the optimal approach to the equilibrium stock, i.e. the optimal investment policy. The second set of problems arises from the relaxation of the highly restrictive assumption of autonomy (i.e. the assumption that the parameters are independent of time), then concludes the relaxation of linearity assumption together with the complexities caused by that.

• 보건행정학회지
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• 제13권3호
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• pp.91-103
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• 2003

The purpose of this study was to provide basic reference data for stabilization scheme of health expenditure through forecasting of health expenditure. The authors analyzed the health expenditure from 1985 to 2000 that had been calculated by Korean institute for health and social affair using transfer function model as ARIMA model with input series. They used GDP as the input series for more precise forecasting. The model of error term was identified ARIMA(2,2,0) and Portmanteau statics of residuals was not significant. Forecasting health expenditure as percent of GDP at 2010 was 6.8%, under assumption of 5% GDP increase rate. Moreover that was 7.4%, under assumption of 3% GDP increase rate and that was 6.4%, under assumption of 7% GDP increase rate.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.33-38
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• 2000

Krishnamoorphy and Raghavarao(1993) invented exact binomial and asymptotically normal test procedures for truthful answering in the repeated randomized response models under the assumption that two repeated response measures are independent. Under the same assumption, Lakshmi and Raghavarao(1992) suggested asymptotic chi-square test for respondents' truthful answering in the same models. In this article we detect the factors and the conditions with which two response variables might be independent, and find the condition for independence in the repeated randomized response models with considering untruthful answer. But, the condition of independence make the randomized model no meaning. Under the assumption of conditional independence between two response variables, we can apply the same logical statements on deriving the tests for truthful answering in the repeated randomized response models as in Krishnamoorphy and Raghavarao(1993).