• Title/Summary/Keyword: data-fitting

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Risk Spillover between Shipping Company's Stock Price and Marine Freight Index (해운선사 주가와 해상운임지수 사이의 위험 전이효과)

  • Choi Ki-Hong
    • Journal of Korea Port Economic Association
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    • v.39 no.1
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    • pp.115-129
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    • 2023
  • This study analyzed the risk spillover of BDI on shipping company stock prices through the Copula-CoVaR method based on daily data from January 4, 2010, to October 31, 2022. The main empirical analysis results and policy implications are as follows. First, copula results showed that there was a weak dependence between BDI and shipping company stock prices, and PAN, KOR, and YEN were selected as the most fitting model for dynamic Student-t copula, HMM was selected as the rotated Gumbel copula, and KSS was selected as the best model. Second, in the results of CoVaR, it was confirmed that the upside (downside) CoVaR was significantly different from the upside (downside) VaR in all shipping companies. This means that BDI has a significant risk spillover on shipping companies. In addition, as for the risk spillover, the downside risk is generally lower than the upside risk, so the downside and upside risk spillover were found to be asymmetrical. Therefore, policymakers should strengthen external risk supervision and establish differentiated policies suitable for domestic conditions to prevent systematic risks from BDI shocks. And investors should reflect external risks from BDI fluctuations in their investment decisions and construct optimal investment portfolios to avoid risks. On the other hand, investors propose that the investment portfolio should be adjusted in consideration of the asymmetric characteristics of up and down risks when making investment decisions.

A Survey on the Purchase and Preference of Golf Wear for Men and Women in Their 40s, 50, and 60s (40~60대 남녀의 골프웨어 구매 및 선호실태조사)

  • Kyung Ja Paek
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.4
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    • pp.727-737
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    • 2023
  • This study aimed to provide basic data for the design and R&D of golf wear intended for 64 people in their 40s, 50s, and 60s by identifying the needs for golfers through a survey of golf wear purchasing conditions and preferences. The findings shows that purchases are made at permanent discount stores, and information about products are discovered through TV and Internet advertisements. Golf wear is purchased once or twice a year, with annual expenditures ranging from KRW 500,000 to less than 1 million, with single purchases ranging from KRW 200,000 to less than 500,000. When purchasing golf wear, design was considered first, with women preferring white garment, while men preferred black and gray ones. Men tended to prefer a PK collar button fastening style, while women preferred a knit style with a round neckline. Women preferred semi-fitted and fitted styles, while men preferred semi-fitted and loose-fitting styles, showing significant differences. When considering the production of golf wear, the younger the age of the consumer, the more the results indicated that the design needed to look younger, so it is the necessary to design golf wear that reflects the functional need of golfer while prioritizing designs for various ages.

Dynamic analysis of a coupled steel-concrete composite box girder bridge-train system considering shear lag, constrained torsion, distortion and biaxial slip

  • Li Zhu;Ray Kai-Leung Su;Wei Liu;Tian-Nan Han;Chao Chen
    • Steel and Composite Structures
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    • v.48 no.2
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    • pp.207-233
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    • 2023
  • Steel-concrete composite box girder bridges are widely used in the construction of highway and railway bridges both domestically and abroad due to their advantages of being light weight and having a large spanning ability and very large torsional rigidity. Composite box girder bridges exhibit the effects of shear lag, restrained torsion, distortion and interface bidirectional slip under various loads during operation. As one of the most commonly used calculation tools in bridge engineering analysis, one-dimensional models offer the advantages of high calculation efficiency and strong stability. Currently, research on the one-dimensional model of composite beams mainly focuses on simulating interface longitudinal slip and the shear lag effect. There are relatively few studies on the one-dimensional model which can consider the effects of restrained torsion, distortion and interface transverse slip. Additionally, there are few studies on vehicle-bridge integrated systems where a one-dimensional model is used as a tool that only considers the calculations of natural frequency, mode and moving load conditions to study the dynamic response of composite beams. Some scholars have established a dynamic analysis model of a coupled composite beam bridge-train system, but where the composite beam is only simulated using a Euler beam or Timoshenko beam. As a result, it is impossible to comprehensively consider multiple complex force effects, such as shear lag, restrained torsion, distortion and interface bidirectional slip of composite beams. In this paper, a 27 DOF vehicle rigid body model is used to simulate train operation. A two-node 26 DOF finite beam element with composed box beams considering the effects of shear lag, restrained torsion, distortion and interface bidirectional slip is proposed. The dynamic analysis model of the coupled composite box girder bridge-train system is constructed based on the wheel-rail contact relationship of vertical close-fitting and lateral linear creeping slip. Furthermore, the accuracy of the dynamic analysis model is verified via the measured dynamic response data of a practical composite box girder bridge. Finally, the dynamic analysis model is applied in order to study the influence of various mechanical effects on the dynamic performance of the vehicle-bridge system.

Determination of Maximum Shear Modulus of Sandy Soil Using Pressuremeter Tests (프레셔미터 시험을 이용한 사질토 지반의 최대 전단탄성계수 결정)

  • Kwon, Hyung Min;Jang, Soon Ho;Chung, Choong Ki
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.3C
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    • pp.179-186
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    • 2008
  • Pressuremeter test estimates the deformational properties of soil from the relationship between applied pressure and the displacement of cavity wall. It is general to utilize the reloading curve for the estimation of deformational properties of soil because the initial loading curve can be affected by the disturbance caused by boring. On the other hand, the instrumental resolution or the variation of measured data makes it hard to estimate the maximum shear modulus from pressuremeter test results. This study suggested the methodology estimating the maximum shear modulus from pressuremeter test directly, based on the curve fitting of reloading curve. In addition, the difference was taken into account between the stress state around the probe in reloading and that of the in-situ state. Pressuremeter tests were conducted for 15 cases using a large calibration chamber, together with a number of reference tests. The maximum shear moduli taken from suggested method were compared with those from empirical correlation and bender element test.

Development of Sequential Mixing Model for Analysis of Shear Flow Dispersion (전단류 분산 해석을 위한 순차혼합모형의 개발)

  • Seo, Il Won;Son, Eun Woo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.4B
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    • pp.335-344
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    • 2006
  • In this study, sequential mixing model (SMM) was proposed based on the Taylor's theory which can be summarized as the fact that longitudinal advection and transverse diffusion occur independently and then the balance between the longitudinal shear and transverse mixing maintains. The numerical simulation of the model were performed for cases of different mixing time and transverse velocity distribution, and the results were compared with the solutions of 1-D longitudinal dispersion model (1-D LDM) and 2-D advection-dispersion model (2-D ADM). As a result it was confirmed that SMM embodies the Taylor's theory well. By the comparison between SMM and 2-D ADM, the relationship between the mixing time and the transverse diffusion coefficient was evaluated, and thus SMM can integrate 2-D ADM model as well as 1-D LDM model and be an explanatory model which can represents the shear flow dispersion in a visible way. In this study, the predicting equation of the longitudinal dispersion coefficient was developed by fitting the simulation results of SMM to the solution of 1-D LDM. The verification of the proposed equation was performed by the application to the 38 sets of field data. The proposed equation can predict the longitudinal dispersion coefficient within reliable accuracy, especially for the river with small width-to-depth ratio.

Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model (Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.3B
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    • pp.279-289
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    • 2006
  • The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Three-dimensional thermal-hydraulics/neutronics coupling analysis on the full-scale module of helium-cooled tritium-breeding blanket

  • Qiang Lian;Simiao Tang;Longxiang Zhu;Luteng Zhang;Wan Sun;Shanshan Bu;Liangming Pan;Wenxi Tian;Suizheng Qiu;G.H. Su;Xinghua Wu;Xiaoyu Wang
    • Nuclear Engineering and Technology
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    • v.55 no.11
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    • pp.4274-4281
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    • 2023
  • Blanket is of vital importance for engineering application of the fusion reactor. Nuclear heat deposition in materials is the main heat source in blanket structure. In this paper, the three-dimensional method for thermal-hydraulics/neutronics coupling analysis is developed and applied for the full-scale module of the helium-cooled ceramic breeder tritium breeding blanket (HCCB TBB) designed for China Fusion Engineering Test Reactor (CFETR). The explicit coupling scheme is used to support data transfer for coupling analysis based on cell-to-cell mapping method. The coupling algorithm is realized by the user-defined function compiled in Fluent. The three-dimensional model is established, and then the coupling analysis is performed using the paralleled Coupling Analysis of Thermal-hydraulics and Neutronics Interface Code (CATNIC). The results reveal the relatively small influence of the coupling analysis compared to the traditional method using the radial fitting function of internal heat source. However, the coupling analysis method is quite important considering the nonuniform distribution of the neutron wall loading (NWL) along the poloidal direction. Finally, the structure optimization of the blanket is carried out using the coupling method to satisfy the thermal requirement of all materials. The nonlinear effect between thermal-hydraulics and neutronics is found during the blanket structure optimization, and the tritium production performance is slightly reduced after optimization. Such an adverse effect should be thoroughly evaluated in the future work.

Application of Support Vector Regression for Improving the Performance of the Emotion Prediction Model (감정예측모형의 성과개선을 위한 Support Vector Regression 응용)

  • Kim, Seongjin;Ryoo, Eunchung;Jung, Min Kyu;Kim, Jae Kyeong;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.18 no.3
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    • pp.185-202
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    • 2012
  • .Since the value of information has been realized in the information society, the usage and collection of information has become important. A facial expression that contains thousands of information as an artistic painting can be described in thousands of words. Followed by the idea, there has recently been a number of attempts to provide customers and companies with an intelligent service, which enables the perception of human emotions through one's facial expressions. For example, MIT Media Lab, the leading organization in this research area, has developed the human emotion prediction model, and has applied their studies to the commercial business. In the academic area, a number of the conventional methods such as Multiple Regression Analysis (MRA) or Artificial Neural Networks (ANN) have been applied to predict human emotion in prior studies. However, MRA is generally criticized because of its low prediction accuracy. This is inevitable since MRA can only explain the linear relationship between the dependent variables and the independent variable. To mitigate the limitations of MRA, some studies like Jung and Kim (2012) have used ANN as the alternative, and they reported that ANN generated more accurate prediction than the statistical methods like MRA. However, it has also been criticized due to over fitting and the difficulty of the network design (e.g. setting the number of the layers and the number of the nodes in the hidden layers). Under this background, we propose a novel model using Support Vector Regression (SVR) in order to increase the prediction accuracy. SVR is an extensive version of Support Vector Machine (SVM) designated to solve the regression problems. The model produced by SVR only depends on a subset of the training data, because the cost function for building the model ignores any training data that is close (within a threshold ${\varepsilon}$) to the model prediction. Using SVR, we tried to build a model that can measure the level of arousal and valence from the facial features. To validate the usefulness of the proposed model, we collected the data of facial reactions when providing appropriate visual stimulating contents, and extracted the features from the data. Next, the steps of the preprocessing were taken to choose statistically significant variables. In total, 297 cases were used for the experiment. As the comparative models, we also applied MRA and ANN to the same data set. For SVR, we adopted '${\varepsilon}$-insensitive loss function', and 'grid search' technique to find the optimal values of the parameters like C, d, ${\sigma}^2$, and ${\varepsilon}$. In the case of ANN, we adopted a standard three-layer backpropagation network, which has a single hidden layer. The learning rate and momentum rate of ANN were set to 10%, and we used sigmoid function as the transfer function of hidden and output nodes. We performed the experiments repeatedly by varying the number of nodes in the hidden layer to n/2, n, 3n/2, and 2n, where n is the number of the input variables. The stopping condition for ANN was set to 50,000 learning events. And, we used MAE (Mean Absolute Error) as the measure for performance comparison. From the experiment, we found that SVR achieved the highest prediction accuracy for the hold-out data set compared to MRA and ANN. Regardless of the target variables (the level of arousal, or the level of positive / negative valence), SVR showed the best performance for the hold-out data set. ANN also outperformed MRA, however, it showed the considerably lower prediction accuracy than SVR for both target variables. The findings of our research are expected to be useful to the researchers or practitioners who are willing to build the models for recognizing human emotions.

Development of Gated Myocardial SPECT Analysis Software and Evaluation of Left Ventricular Contraction Function (게이트 심근 SPECT 분석 소프트웨어의 개발과 좌심실 수축 기능 평가)

  • Lee, Byeong-Il;Lee, Dong-Soo;Lee, Jae-Sung;Chung, June-Key;Lee, Myung-Chul;Choi, Heung-Kook
    • The Korean Journal of Nuclear Medicine
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    • v.37 no.2
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    • pp.73-82
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    • 2003
  • Objectives: A new software (Cardiac SPECT Analyzer: CSA) was developed for quantification of volumes and election fraction on gated myocardial SPECT. Volumes and ejection fraction by CSA were validated by comparing with those quantified by Quantitative Gated SPECT (QGS) software. Materials and Methods: Gated myocardial SPECT was peformed in 40 patients with ejection fraction from 15% to 85%. In 26 patients, gated myocardial SPECT was acquired again with the patients in situ. A cylinder model was used to eliminate noise semi-automatically and profile data was extracted using Gaussian fitting after smoothing. The boundary points of endo- and epicardium were found using an iterative learning algorithm. Enddiastolic (EDV) and endsystolic volumes (ESV) and election fraction (EF) were calculated. These values were compared with those calculated by QGS and the same gated SPECT data was repeatedly quantified by CSA and variation of the values on sequential measurements of the same patients on the repeated acquisition. Results: From the 40 patient data, EF, EDV and ESV by CSA were correlated with those by QGS with the correlation coefficients of 0.97, 0.92, 0.96. Two standard deviation (SD) of EF on Bland Altman plot was 10.1%. Repeated measurements of EF, EDV, and ESV by CSA were correlated with each other with the coefficients of 0.96, 0.99, and 0.99 for EF, EDV and ESV respectively. On repeated acquisition, reproducibility was also excellent with correlation coefficients of 0.89, 0.97, 0.98, and coefficient of variation of 8.2%, 5.4mL, 8.5mL and 2SD of 10.6%, 21.2mL, and 16.4mL on Bland Altman plot for EF, EDV and ESV. Conclusion: We developed the software of CSA for quantification of volumes and ejection fraction on gated myocardial SPECT. Volumes and ejection fraction quantified using this software was found valid for its correctness and precision.

Quantitative Microbial Risk Assessment of Pathogenic Vibrio through Sea Squirt Consumption in Korea (우렁쉥이에 대한 병원성 비브리오균 정량적 미생물 위해평가)

  • Ha, Jimyeong;Lee, Jeeyeon;Oh, Hyemin;Shin, Il-Shik;Kim, Young-Mog;Park, Kwon-Sam;Yoon, Yohan
    • Journal of Food Hygiene and Safety
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    • v.35 no.1
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    • pp.51-59
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    • 2020
  • This study evalutated the risk of foodborne illness from Vibrio spp. (Vibrio vulnificus and Vibrio cholerae) through sea squirt consumption. The prevalence of V. vulnificus and V. cholerae in sea squirt was evaluated, and the predictive models to describe the kinetic behavior of the Vibrio in sea squirt were developed. Distribution temperatures and times were collected, and they were fitted to probabilistic distributions to determine the appropriate distributions. The raw data from the Korea National Health and Nutrition Examination Survey 2016 were used to estimate the consumption rates and amount of sea squirt. In the hazard characterization, the Beta-Poisson model for V. vulnificus and V. cholerae infection was used. With the collected data, a simulation model was prepared and it was run with @RISK to estimate probabilities of foodborne illness by pathogenic Vibrio spp. through sea squirt consumption. Among 101 sea squirt samples, there were no V. vulnificus positive samples, but V. cholerae was detected in one sample. The developed predictive models described the fates of Vibrio spp. in sea squirt during distribution and storage, appropriately shown as 0.815-0.907 of R2 and 0.28 of RMSE. The consumption rate of sea squirt was 0.26%, and the daily consumption amount was 68.84 g per person. The Beta-Poisson model [P=1-(1+Dose/β)] was selected as a dose-response model. With these data, a simulation model was developed, and the risks of V. vulnificus and V. cholerae foodborne illness from sea squirt consumption were 2.66×10-15, and 1.02×10-12, respectively. These results suggest that the risk of pathogenic Vibrio spp. in sea squirt could be considered low in Korea.