• Journal of Positioning, Navigation, and Timing
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• v.4 no.1
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• pp.25-31
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• 2015

In this paper, we described the timing-offset comparison results between various daily jump compensation methods for GPS carrier phase (CP) measurement data. For the performance comparison, we used about 70 days GPS measurement data obtained from two GPS geodetic receivers which share the reference 1 PPS and RF signals and closely located in each other within a few meters. From the experiment results, the followings were observed. First, daily jumps existed in CP measurements depend on not only the environment but also the receiver which will make a full compensation be very hard or impossible. Second, clock bias can be occurred in the case of using a simple compensation with accumulation of daily jumps but it could be used in a short-period frequency comparison campaign (less than about 7 days) despite of its drawback.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Journal of Korea Trade
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• v.23 no.2
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• pp.110-126
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• 2019

Purpose - This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns using the frequency of five minute returns spanning the period from February 2010 through February 2018with periodicity filters. Design/Methodology - This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns occurred from 2010 through 2018, and the very exceptionally large and irregular jumps occurred around 2010-2011, after the EU financial crisis, and 2015-2016. The outliers occurred somewhat frequently around the years of 2015 and 2016. Originality/value - When we include periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro exchange rates have smaller daily jump probabilities by 20-30% than when we do not include the periodicity filters of volatility. Thus, when we consider the periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro have considerably smaller jump probabilities.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.99-112
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• 2016

Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

• Journal of Korean Home Economics Education Association
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• v.28 no.4
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• pp.159-167
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• 2016

This study was performed to investigate the relationship between milk consumption, dietary nutrient intake, and physical strength in Korean adolescents for dietary education of home economics subject at middle and high schools. Intake of milk and milk products, that of dietary nutrients, and physical strength records were surveyed for 298 high school students resided in small and medium-sized cities in Korea. Intake of milk and milk products was collected from three-day dietary survey, and daily dairy equivalent of calcium was calculated by dividing daily calcium intake(mg) from milk and milk products by calcium content(200 mg) of 200 mL milk. Dietary survey was performed during three days including two-weekdays and one-weekend by food record method. Dietary nutrient intake was analyzed by CAN-Pro 3.0. Physical strength records were offered from subjects' schools. Subjects were divided into low intake group(${\leq}0.29/d$), medium intake group(0.30-0.78/d) and high intake group(0.79-5.66/d) according to daily mean dairy equivalent of calcium taken by them, and most of them consumed milk and milk products less than '2' of the recommended value. Daily mean dairy equivalent of calcium was significantly related with high records of '50 m running' and 'stand long jump'(p<0.05), however it was not related with other records of physical strength. Intakes of energy, carbohydrate, protein, fat, calcium, phosphorus, iron, zinc, thiamin, riboflavin, niacin and vitamin E were significantly correlated with high record of '50 m running'(p<0.01). Intakes of nutrients were related with '50 m running' except fat were significantly correlated with high record of 'stand long jump'(p<0.05). Intakes of protein, phosphorus, iron, zinc, vitamin A, $B_6$ and E were significantly correlated with high record of 'long distance running'(p<0.05). In conclusion intake of milk and milk products was related with physical strength records('50 m running' and 'stand long jump') and intakes of most nutrients including energy nutrient, vitamin and mineral were correlated with physical strength records('50 m running', 'stand long jump' and 'long distance running') in Korean adolescents. Therefore, optimal consumption of milk and various nutrients for balanced nutrition during adolescents should be emphasized in dietary education of home economics subject for their strong physical strength.

• Asia pacific journal of information systems
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• v.7 no.1
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• pp.67-83
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• 1997

The utility of learning techniques in investment analysis has been demonstrated in many areas, ranging from forecasting individual stocks to entire market indexes. To date, however, the application of artificial intelligence to financial forecasting has focused largely on short predictive horizons. Usually the forecast window is a single period ahead; if the input data involve daily observations, the forecast is for one day ahead; if monthly observations, then a month ahead; and so on. Thus far little work has been conducted on the efficacy of long-term prediction involving multiperiod forecasting. This paper examines the impact of alternative procedures for extended prediction using knowledge discovery techniques. One dimension in the study involves temporal granularity: a single jump from the present period to the end of the forecast window versus a web of short-term forecasts involving a sequence of single-period predictions. Another parameter relates to the numerosity of input variables: a technical approach involving only lagged observations of the target variable versus a fundamental approach involving multiple variables. The dual possibilities along each of the granularity and numerosity dimensions entail a total of 4 models. These models are first evaluated using neural networks, then compared against a multi-input jump model using case based reasoning. The computational models are examined in the context of forecasting the S&P 500 index.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.959-973
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• 2014

Asset pricing models that account for asymmetric volatility in asset prices have been recently proposed. This article presents an efficient Bayesian method to analyze asset-pricing models. The method is developed by devising a partially collapsed Gibbs sampler that capitalizes on the functional incompatibility of conditional distributions without complicating the updates of model components. The proposed method is illustrated using simulated data and applied to daily S&P 500 data observed from September 1980 to August 2014.

• Journal of the Korean Society of Clothing and Textiles
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• v.41 no.2
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• pp.326-340
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• 2017

This study explores the daily life of Korean designers in New York. We use in-depth interviews within the daily lives of participants to first reveal the time structure and meaning of everyday life. In this everyday time frame, this study reveals the content and meaning of life in New York, which is especially useful for fashion majors. Participants were 11 single Korean women around 30 years old working as designers in New York. Data was collected from Manhattan, New York, from November 2013 to February 2014 through the use of in-depth interviews and participant observation. Data collected daily life information on time usage, money, and energy that is first summarized into 229 meaning units. In the following, 55 central meanings were derived from stories common to behaviors for study participants and 19 subcategories were compressed into academic language. Finally, the generalized categories are divided into six categories of study life, work life, future life, family life, leisure life and fashion life. As a result of the first study, the daily time structure consisted of customary public time and personal repeat time. Second, the customary public time categories included the studying for 'Beginning to jump again to the best', 'Now working as a designer in New York', and future life expecting 'Future growing as a career woman'. Repeated personal time categories include family life: 'A single life of a lonely and poor gentile', leisure life: 'Healing life that is supported by abundant advanced culture', and fashion life: 'New York fashion life coexist with harmony'. Third, work was the center of everyday life for study participants versus fashion and leisure that were central to everyday life when not working.

• The Korean Journal of Food And Nutrition
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• v.6 no.4
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• pp.255-267
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• 1993

This study was performed to investigate the correlations among physical anthropometric measurement, diet intakes, physical fitness test, and serum lipids in eight sedentary women(control group), and twenty seven exercising women(aerobic groups), aged 35~45 years. The results of the study are as follows : 1) systolic blood pressure(SBP) and diastolic blood pressure(DBP) of aerobic groups were lower than serf entary. Pulse rate was decreased according to the length of aerobic periods. Muscular endurance and jump power of all subjects were stronger than standard range, and those of aerobic exercising groups were stronger than control group. Muscular power of the upper half of the body In all subjects were lower than standard range. 2) Daily calorie intakes of all subjects were in the ring: of recommended dietary allowances (RDA) for Koreans. But daily protein Intakes were higher than RDA. daily cholestrol intakes of all subjects were slightly less than 200~300 mg: which is normal consumption of Koreans. 3) There was a significant positive correlation between serum 7G and daily protein intakes. It was considered that excessive protein intake converted to serum 7G. There was not a significant correlation between serum TC and dietary TC. Therefore, dietary TC seemed to have not much effect on serum TC. Physical fitness was negatively related to serum TG, TC, LDL-C, but positively related to HDL-C, HDL-C /TC. It was found that the serum lipids could be changed better according to improving the physical fitness. There were significant positive correlations between SBP and serum TC, LDL-C. (According to this results), the higher SBP, the higher serum TC, LDL-C tended to be. There was a significant positive correlations between sit up and weightloss nth exercise r=0.7(p<0.001), push ups and weightless with exercise r=0.5(p<0.001). It was considered that muscle strength could be improved according to the weightloss. 4) The purpose of exercise in aerobic groups was rather promoting health than reducing body fatness. Most of al1 subjects (83.2%) drank caffeine-contained beverage therefore, we should concern about that absorption of Fe could be Interrupted and blood pressure could be elevated by caffeine.

• Communications for Statistical Applications and Methods
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• v.29 no.1
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• pp.127-150
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• 2022

We discuss multiple change-point estimation as edge detection in piecewise smooth functions with finitely many jump discontinuities. In this paper we propose change-point estimators using concentration kernels with Fourier coefficients. The change-points can be located via the signal based on Fourier transformation system. This method yields location and amplitude of the change-points with refinement via concentration kernels. We prove that, in an appropriate asymptotic framework, this method provides consistent estimators of change-points with an almost optimal rate. In a simulation study the proposed change-point estimators are compared and discussed. Applications of the proposed methods are provided with Nile flow data and daily won-dollar exchange rate data.