• Title/Summary/Keyword: coefficient-based method

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Volatility by the level of interest rate and RBC (금리수준별 금리변동성과 위험기준 자기자본제도)

  • An, Junyong;Lee, Hangsuck;Ju, Hyo Chan
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1507-1520
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    • 2014
  • In this paper, we show that there is a positive correlation between the level and the volatility of interest rate and thus suggest that a proper interest rate volatility coefficient (IRVC), a factor used in evaluating the interest rate risk that insurers are exposed to, should be chosen in accordance with the level of interest rate. To this end, we calculate the historical volatility of interest rate using data on government bond yields and show a proportionate relationship between interest rate and historical volatility. The review of exponential Vasicek (EV) and Cox-Ingersoll-Ross (CIR) models for interest rate also confirms the positive correlation between them. The estimation of IRVC by EV and CIR models are 0.9 and 1.1, respectively, which are much smaller than the one under the current risk-based capital (RBC) requirement. We provide modified IRVCs reflecting the level of interest by the two interest rate models. Using modified IRVCs can be a more reasonable method to evaluate the interest rate risk that insurers face.

Performance Analysis of Automatic Target Recognition Using Simulated SAR Image (표적 SAR 시뮬레이션 영상을 이용한 식별 성능 분석)

  • Lee, Sumi;Lee, Yun-Kyung;Kim, Sang-Wan
    • Korean Journal of Remote Sensing
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    • v.38 no.3
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    • pp.283-298
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    • 2022
  • As Synthetic Aperture Radar (SAR) image can be acquired regardless of the weather and day or night, it is highly recommended to be used for Automatic Target Recognition (ATR) in the fields of surveillance, reconnaissance, and national security. However, there are some limitations in terms of cost and operation to build various and vast amounts of target images for the SAR-ATR system. Recently, interest in the development of an ATR system based on simulated SAR images using a target model is increasing. Attributed Scattering Center (ASC) matching and template matching mainly used in SAR-ATR are applied to target classification. The method based on ASC matching was developed by World View Vector (WVV) feature reconstruction and Weighted Bipartite Graph Matching (WBGM). The template matching was carried out by calculating the correlation coefficient between two simulated images reconstructed with adjacent points to each other. For the performance analysis of the two proposed methods, the Synthetic and Measured Paired Labeled Experiment (SAMPLE) dataset was used, which has been recently published by the U.S. Defense Advanced Research Projects Agency (DARPA). We conducted experiments under standard operating conditions, partial target occlusion, and random occlusion. The performance of the ASC matching is generally superior to that of the template matching. Under the standard operating condition, the average recognition rate of the ASC matching is 85.1%, and the rate of the template matching is 74.4%. Also, the ASC matching has less performance variation across 10 targets. The ASC matching performed about 10% higher than the template matching according to the amount of target partial occlusion, and even with 60% random occlusion, the recognition rate was 73.4%.

NDVI Based on UAVs Mapping to Calculate the Damaged Areas of Chemical Accidents (화학물질사고 피해영역 산출을 위한 드론맵핑 기반의 정규식생지수 활용방안 연구)

  • Lim, Eontaek;Jung, Yonghan;Kim, Seongsam
    • Korean Journal of Remote Sensing
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    • v.38 no.6_3
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    • pp.1837-1846
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    • 2022
  • The annual increase in chemical accidents is causing damage to life and the environment due to the spread and residual of substances. Environmental damage investigation is more difficult to determine the geographical scope and timing than human damage investigation. Considering the reality that there is a lack of professional investigation personnel, it is urgent to develop an efficient quantitative evaluation method. In order to improve this situation, this paper conducted a chemical accidents investigation using unmanned aerial vehicles(UAV) equipped with various sensors. The damaged area was calculated by Ortho-image and strength of agreement was calculated using the normalized difference vegetation index image. As a result, the Cohen's Kappa coefficient was 0.649 (threshold 0.7). However, there is a limitation in that analysis has been performed based on the pixel of the normalized difference vegetation index. Therefore, there is a need for a chemical accident investigation plan that overcomes the limitations.

Verification of Validity on Awareness Tool of Business Continuity for Railway Organizations (철도기관을 대상으로 한 사업연속성 인식도구의 타당성 검증)

  • Jeong-ho Chang;Chong-soo Cheung
    • Journal of the Society of Disaster Information
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    • v.19 no.1
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    • pp.195-203
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    • 2023
  • Purpose: This study intends to check validity of tools for awareness of Business Continuity through measurement and analysis on the sub factors of Business Continuity by employees of railway-related organizations. Method: Based on the preceding study, sub factors of the awareness of Business Continuity are divided into 7 and the total of 29 questions were delivered to employees of railway-related organizations for investigation and analysis through the online survey tool. Result: According to EFA result, the number of factors of awareness of Business Continuity based on the theoretical ground was reduced to 7 and the total coefficient of determination was 82.616%. Checking the questions by factor, all the questions were loaded as intended. Conclusion: Validity of measurement tools of Business Continuity whose sub factors are the Context of Organization, Leadership, Planning, Operation, Support, Performance evaluation, and Improvement for railway organizations were secured through the Exploratory Factor Analysis of this study. As for the further tasks, studies on the structural relationship among internalization of business continuity, organization effectiveness, learning support environment, etc are required.

Dynamic Load Allowance of Highway Bridges by Numerical Dynamic Analysis for LRFD Calibration (LRFD 보정을 위한 동적해석에 의한 도로교의 동적하중허용계수)

  • Chung, Tae Ju;Shin, Dong-Ku;Park, Young-Suk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.3A
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    • pp.305-313
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    • 2008
  • A reliability based calibration of dynamic load allowance (DLA) of highway bridge is performed by numerical dynamic analysis of various types of bridges taking into account of the road surface roughness and bridge-vehicle interaction. A total of 10 simply supported bridges with three girder types in the form of prestressed concrete girder, steel plate girder, and steel box girder is analyzed. The cross sections recommended in "The Standardized Design of Highway Bridge Superstructure" by the Korean Ministry of Construction are used for the prestressed concrete girder bridges and steel plate girder bridges while the box girder bridges are designed by the LRFD method. Ten sets of road surface roughness for each bridge are generated from power spectral density (PSD) function by assuming the roadway as "Average Road". A three dimensionally modeled 5-axle tractor-trailer with its gross weight the same as that of DB-24 design truck is used in the dynamic analysis. For the finite element modeling of superstructure, beam elements for the main girder, shell elements for concrete deck, and rigid links between main girder and concrete deck are used. The statistical mean and coefficient of variation of DLA are obtained from a total of 100 DLA results for 10 different bridges with each having 10 sets of road surface roughness. Applying the DLA statistics obtained, the DLA is finally calibrated in a reliability based LRFD format by using the formula developed in the calibration of OHBDC code.

Assessment of soil moisture-vegetation-carbon flux relationship for agricultural drought using optical multispectral sensor (다중분광광학센서를 활용한 농업가뭄의 토양수분-식생-이산화탄소 플럭스 관계 분석)

  • Sur, Chanyang;Nam, Won-Hob
    • Journal of Korea Water Resources Association
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    • v.56 no.11
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    • pp.721-728
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    • 2023
  • Agricultural drought is triggered by a depletion of moisture content in the soil, which hinders photosynthesis and thus increases carbon dioxide (CO2) concentrations in the atmosphere. The aim of this study is to analyze the relationship between soil moisture (SM) and vegetation activity toward quantifying CO2 concentration in the atmosphere. To this end, the MODerate resolution imaging spectroradiometer (MODIS), an optical multispectral sensor, was used to evaluate two regions in South Korea for validation. Vegetation activity was analyzed through MOD13A1 vegetation indices products, and MODIS gross primary productivity (GPP) product was used to calculate the CO2 flux based on its relationship with respiration. In the case of SM, it was calculated through the method of applying apparent thermal inertia (ATI) in combination with land surface temperature and albedo. To validate the SM and CO2 flux, flux tower data was used which are the observed measurement values for the extreme drought period of 2014 and 2015 in South Korea. These two variables were analyzed for temporal variation on flux tower data as daily time scale, and the relationship with vegetation index (VI) was synthesized and analyzed on a monthly scale. The highest correlation between SM and VI (correlation coefficient (r) = 0.82) was observed at a time lag of one month, and that between VI and CO2 (r = 0.81) at half month. This regional study suggests a potential capability of MODIS-based SM, VI, and CO2 flux, which can be applied to an assessment of the global view of the agricultural drought by using available satellite remote sensing products.

Neural Network-Based Prediction of Dynamic Properties (인공신경망을 활용한 동적 물성치 산정 연구)

  • Min, Dae-Hong;Kim, YoungSeok;Kim, Sewon;Choi, Hyun-Jun;Yoon, Hyung-Koo
    • Journal of the Korean Geotechnical Society
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    • v.39 no.12
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    • pp.37-46
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    • 2023
  • Dynamic soil properties are essential factors for predicting the detailed behavior of the ground. However, there are limitations to gathering soil samples and performing additional experiments. In this study, we used an artificial neural network (ANN) to predict dynamic soil properties based on static soil properties. The selected static soil properties were soil cohesion, internal friction angle, porosity, specific gravity, and uniaxial compressive strength, whereas the compressional and shear wave velocities were determined for the dynamic soil properties. The Levenberg-Marquardt and Bayesian regularization methods were used to enhance the reliability of the ANN results, and the reliability associated with each optimization method was compared. The accuracy of the ANN model was represented by the coefficient of determination, which was greater than 0.9 in the training and testing phases, indicating that the proposed ANN model exhibits high reliability. Further, the reliability of the output values was verified with new input data, and the results showed high accuracy.

COVID-19 Surveillance using Wastewater-based Epidemiology in Ulsan (울산지역 하수기반역학을 이용한 코로나19 감시 연구)

  • Gyeongnam Kim;Jaesun Choi;Yeon-Su Lee;Dae-Kyo Kim;Junyoung Park;Young-Min Kim;Youngsun Choi
    • Journal of Food Hygiene and Safety
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    • v.39 no.3
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    • pp.260-265
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    • 2024
  • During the coronavirus 2019 (COVID-19) pandemic, wastewater-based epidemiology was used for surveying infectious diseases. In this study, wastewater surveillance was employed to monitor COVID-19 outbreaks. Wastewater influent samples were collected from four sewage treatment plants in Ulsan (Gulhwa, Yongyeon, Nongso, and Bangeojin) between August 2022 and August 2023. The samples were concentrated using the polyethylene glycol-sodium chloride pretreatment method. Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) RNA was extracted and detected using real-time polymerase chain reaction. Next generation sequences was used to perform correlation analysis between SARS-CoV-2 concentrations and COVID-19 cases and for COVID-19 variant analysis. A strong correlation was observed between SARS-CoV-2 concentrations and COVID-19 cases (correlation coefficient, r = 0.914). The COVID-19 variant analysis results were similar to the clinical variant genomes of three epidemics during the study period. In conclusion, monitoring COVID-19 via analyzing wastewater facilitates early recognition and prediction of epidemics.

The Effects of the Computer Aided Innovation Capabilities on the R&D Capabilities: Focusing on the SMEs of Korea (Computer Aided Innovation 역량이 연구개발역량에 미치는 효과: 국내 중소기업을 대상으로)

  • Shim, Jae Eok;Byeon, Moo Jang;Moon, Hyo Gon;Oh, Jay In
    • Asia pacific journal of information systems
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    • v.23 no.3
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    • pp.25-53
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    • 2013
  • This study analyzes the effect of Computer Aided Innovation (CAI) to improve R&D Capabilities empirically. Survey was distributed by e-mail and Google Docs, targeting CTO of 235 SMEs. 142 surveys were returned back (rate of return 60.4%) from companies. Survey results from 119 companies (83.8%) which are effective samples except no-response, insincere response, estimated value, etc. were used for statistics analysis. Companies with less than 50billion KRW sales of entire researched companies occupy 76.5% in terms of sample traits. Companies with less than 300 employees occupy 83.2%. In terms of the type of company business Partners (called 'partners with big companies' hereunder) who work with big companies for business occupy 68.1%. SMEs based on their own business (called 'independent small companies') appear to occupy 31.9%. The present status of holding IT system according to traits of company business was classified into partners with big companies versus independent SMEs. The present status of ERP is 18.5% to 34.5%. QMS is 11.8% to 9.2%. And PLM (Product Life-cycle Management) is 6.7% to 2.5%. The holding of 3D CAD is 47.1% to 21%. IT system-holding and its application of independent SMEs seemed very vulnerable, compared with partner companies of big companies. This study is comprised of IT infra and IT Utilization as CAI capacity factors which are independent variables. factors of R&D capabilities which are independent variables are organization capability, process capability, HR capability, technology-accumulating capability, and internal/external collaboration capability. The highest average value of variables was 4.24 in organization capability 2. The lowest average value was 3.01 in IT infra which makes users access to data and information in other areas and use them with ease when required during new product development. It seems that the inferior environment of IT infra of general SMEs is reflected in CAI itself. In order to review the validity used to measure variables, Factors have been analyzed. 7 factors which have over 1.0 pure value of their dependent and independent variables were extracted. These factors appear to explain 71.167% in total of total variances. From the result of factor analysis about measurable variables in this study, reliability of each item was checked by Cronbach's Alpha coefficient. All measurable factors at least over 0.611 seemed to acquire reliability. Next, correlation has been done to explain certain phenomenon by correlation analysis between variables. As R&D capabilities factors which are arranged as dependent variables, organization capability, process capability, HR capability, technology-accumulating capability, and internal/external collaboration capability turned out that they acquire significant correlation at 99% reliability level in all variables of IT infra and IT Utilization which are independent variables. In addition, correlation coefficient between each factor is less than 0.8, which proves that the validity of this study judgement has been acquired. The pair with the highest coefficient had 0.628 for IT utilization and technology-accumulating capability. Regression model which can estimate independent variables was used in this study under the hypothesis that there is linear relation between independent variables and dependent variables so as to identify CAI capability's impact factors on R&D. The total explanations of IT infra among CAI capability for independent variables such as organization capability, process capability, human resources capability, technology-accumulating capability, and collaboration capability are 10.3%, 7%, 11.9%, 30.9%, and 10.5% respectively. IT Utilization exposes comprehensively low explanatory capability with 12.4%, 5.9%, 11.1%, 38.9%, and 13.4% for organization capability, process capability, human resources capability, technology-accumulating capability, and collaboration capability respectively. However, both factors of independent variables expose very high explanatory capability relatively for technology-accumulating capability among independent variable. Regression formula which is comprised of independent variables and dependent variables are all significant (P<0.005). The suitability of regression model seems high. When the results of test for dependent variables and independent variables are estimated, the hypothesis of 10 different factors appeared all significant in regression analysis model coefficient (P<0.01) which is estimated to affect in the hypothesis. As a result of liner regression analysis between two independent variables drawn by influence factor analysis for R&D capability and R&D capability. IT infra and IT Utilization which are CAI capability factors has positive correlation to organization capability, process capability, human resources capability, technology-accumulating capability, and collaboration capability with inside and outside which are dependent variables, R&D capability factors. It was identified as a significant factor which affects R&D capability. However, considering adjustable variables, a big gap is found, compared to entire company. First of all, in case of partner companies with big companies, in IT infra as CAI capability, organization capability, process capability, human resources capability, and technology capability out of R&D capacities seems to have positive correlation. However, collaboration capability appeared insignificance. IT utilization which is a CAI capability factor seemed to have positive relation to organization capability, process capability, human resources capability, and internal/external collaboration capability just as those of entire companies. Next, by analyzing independent types of SMEs as an adjustable variable, very different results were found from those of entire companies or partner companies with big companies. First of all, all factors in IT infra except technology-accumulating capability were rejected. IT utilization was rejected except technology-accumulating capability and collaboration capability. Comprehending the above adjustable variables, the following results were drawn in this study. First, in case of big companies or partner companies with big companies, IT infra and IT utilization affect improving R&D Capabilities positively. It was because most of big companies encourage innovation by using IT utilization and IT infra building over certain level to their partner companies. Second, in all companies, IT infra and IT utilization as CAI capability affect improving technology-accumulating capability positively at least as R&D capability factor. The most of factor explanation is low at around 10%. However, technology-accumulating capability is rather high around 25.6% to 38.4%. It was found that CAI capability contributes to technology-accumulating capability highly. Companies shouldn't consider IT infra and IT utilization as a simple product developing tool in R&D section. However, they have to consider to use them as a management innovating strategy tool which proceeds entire-company management innovation centered in new product development. Not only the improvement of technology-accumulating capability in department of R&D. Centered in new product development, it has to be used as original management innovative strategy which proceeds entire company management innovation. It suggests that it can be a method to improve technology-accumulating capability in R&D section and Dynamic capability to acquire sustainable competitive advantage.

Analysis of the Effect of the Revised Ground Amplification Factor on the Macro Liquefaction Assessment Method (개정된 지반증폭계수의 Macro적 액상화 평가에 미치는 영향 분석)

  • Baek, Woo-Hyun;Choi, Jae-Soon
    • Journal of the Korean Geotechnical Society
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    • v.36 no.2
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    • pp.5-15
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    • 2020
  • The liquefaction phenomenon that occurred during the Pohang earthquake (ML=5.4) brought new awareness to the people about the risk of liquefaction caused by the earthquake. Liquefaction hazard maps with 2 km grid made in 2014 used more than 100,000 borehole data for the whole country, and regions without soil investigation data were produced using interpolation. In the mapping of macro liquefaction hazard for the whole country, the site amplification effect and the ground water level 0 m were considered. Recently, the Ministry of Public Administration and Security (2018) published a new site classification method and amplification coefficient of the common standard for seismic design. Therefore, it is necessary to rewrite the liquefaction hazard map reflecting the revised amplification coefficient. In this study, the results of site classification according to the average shear wave velocity in soils before and after revision were compared in the whole country. Also, liquefaction assessment results were compared in Gangseo-gu, Busan. At this time, two ground accelerations corresponding to the 500 and 1,000 years of return period and two ground water table, 5 m for the average condition and 0 m the extreme condition were applied. In the drawing of liquefaction hazard map, a 500 m grid was applied to secure a resolution higher than the previous 2 km grid. As a result, the ground conditions that were classified as SC and SD grounds based on the existing site classification standard were reclassified as S2, S3, and S4 through the revised site classification standard. Also, the result of the Liquefaction assessments with a return period of 500 years and 1,000 years resulted in a relatively overestimation of the LPI applied with the ground amplification factor before revision. And the results of this study have a great influence on the liquefaction assessment, which is the basis of the creation of the regional liquefaction hazard map using the amplification factor.