• 경제분석
• /
• 제17권2호
• /
• pp.27-55
• /
• 2011

최근 금융시장의 변동성이 현저하게 증폭되면서 이에 대한 원인으로 금융시장의 군집 행동에 대한 이론적 연구가 활발하게 진행되고 있지만 군집행동의 시계열적 특성을 파악할 수 있는 실증적 연구는 거의 없었다. 따라서 본 연구는 연속신념시스템(continuous beliefs system)의 이론적 확장을 통해 군집행동을 시계열적으로 측정할 수 있는 군집행동 파라미터를 도출하였으며 이를 추정하기 위한 계량모형을 제안하였다. 또한 이 모형의 효율적 추정을 위해 MCMC 추정법을 적용하였다. KOSPI와 DOW 지수월별자료를 이용한 실증분석 결과에 의하면 미국보다 우리나라 주식시장의 군집행동이, 그리고 글로벌 금융위기 전보다 글로벌 금융위기 이후에 군집행동이 강하게 나타났다. 또한 글로벌 금융위기로 인해 군집행동의 변동성(표준편차)이 증가하였으며 군집행동은 수익률 변동성과는 달리 지속적인 자기상관을 유지하지 않았다. 이런 결과는 군집행동이 금융시장을 불안하게 만드는 한 원인이 될 수 있음을 나타낸다.

• Pediatric Gastroenterology, Hepatology & Nutrition
• /
• 제26권6호
• /
• pp.346-354
• /
• 2023

Purpose: Approximately 30% of children with chronic liver disease (CLD) are malnourished. However, proper assessment of their nutritional status is difficult. The subjective global nutritional assessment (SGNA) is a comprehensive approach that uses nutrition-focused history and examination, followed by grading of malnourishment. We aimed to study the prevalence of malnutrition in children with CLD using the SGNA tool. Methods: This cross-sectional observational study included patients aged <18 years with CLD. Nutritional assessments were recorded using SGNA tool. Conventional anthropometric measurements were performed and corroborated with nutritional status using SGNA tool. Results: A total of 85 children with CLD and mean age of 62 months were enrolled in this study. The prevalence of malnourished children according to SGNA was 34%; 22% were moderately malnourished and 12% were severely malnourished. We found statistically significant differences in anthropometric parameters among the three groups. A moderate degree of agreement was found between SGNA and weight-for-age (W/A) (p=0.020), mid-upper arm circumference (MUAC) (p<0.001), and triceps skin-fold thickness (TSF)-for-age (p=0.029). Furthermore, a fair degree of agreement was found between height-for-age (H/A) (p=0.001) and weight-for-height (W/H) (p<0.001). The sensitivity of W/A for detecting malnutrition was 93%, H/A was 90%, MUAC was 86%, and TSF was 88%. The sensitivity was much lower for W/H and body mass index for age (55% for both). Conclusion: In our study, more than one-third of children with CLD were malnourished. Nutritional assessment using SGNA is a reliable method for evaluating nutritional status and is significantly correlated with common anthropometric measurements.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제3권5호
• /
• pp.461-474
• /
• 2009

The cognitive radio (CR) technique is a useful tool for improving spectrum utilization by detecting and using the vacant spectrum bands in which cooperative spectrum sensing is a key element, while avoiding interfering with the primary user. In this paper, we propose a novel cluster-based cooperative spectrum sensing scheme in cognitive radio with two solutions for the purpose of improving in sensing performance. First, for the cluster header, we use the double adaptive energy thresholds and a multi-bit quantization with different quantization interval for improving the cluster performance. Second, in the common receiver, the weighed HALF-voting rule will be applied to achieve a better combination of all cluster decisions into a global decision.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• 제10권4호
• /
• pp.281-286
• /
• 2010

We propose a space and time based sensor fusion method and a robust landmark detecting algorithm based on sensor fusion for mobile robot navigation. To fully utilize the information from the sensors, first, this paper proposes a new sensor-fusion technique where the data sets for the previous moments are properly transformed and fused into the current data sets to enable an accurate measurement. Exploration of an unknown environment is an important task for the new generation of mobile robots. The mobile robots may navigate by means of a number of monitoring systems such as the sonar-sensing system or the visual-sensing system. The newly proposed, STSF (Space and Time Sensor Fusion) scheme is applied to landmark recognition for mobile robot navigation in an unstructured environment as well as structured environment, and the experimental results demonstrate the performances of the landmark recognition.

• 대기
• /
• 제17권3호
• /
• pp.269-279
• /
• 2007

This study investigates the possibility of seasonal prediction for tropical cyclone activity in the western North Pacific by using a dynamical modeling approach. We use data from the SMIP/HFP (Seasonal Prediction Model Inter-comparison Project/Historical Forecast Project) experiment with the Korea Meteorological Administration's GDAPS (Global Data Assimilation and Prediction System) T106 model, focusing our analysis on model-generated tropical cyclones. It is found that the prediction depends primarily on the tropical cyclone (TC) detecting criteria. Additionally, a scaling factor and a different weighting to each ensemble member are found to be essential for the best predictions of summertime TC activity. This approach indeed shows a certain skill not only in the category forecast but in the standard verifications such as Brier score and relative operating characteristics (ROC).

• Journal of Electrical Engineering and Technology
• /
• 제10권6호
• /
• pp.2393-2405
• /
• 2015

This paper considers a decentralized multiple faults detection and isolation (FDI) scheme for reconfigurable manipulators. Inspired by their modularization property, a global sliding mode (GSM) based stable adaptive fuzzy decentralized controller is investigated for the system in fault free, while for the system suffering from multiple faults (actuator fault and sensor fault), the decentralized sliding mode observer (DSMO) is employed to detect their occurrence. Hereafter, the time and location of faults can be determined by a fault isolation scheme via a bank of DSMOs. Finally, the effectiveness of the proposed schemes in controlling, detecting and isolating faults is illustrated by the simulations of two 3-DOF reconfigurable manipulators with different configurations successfully.

• 전기학회논문지
• /
• 제62권9호
• /
• pp.1249-1254
• /
• 2013

A torque control algorithm suitable for detecting an open circuit failure in which one of the three phases is unable to supply power to a motor in the permanent magnet synchronous motor is presented in this paper. When the failure occurs in the inverter, the output torque of motor is restricted. A new method which is implemented by using only a processor algorithm internally without any hardware redundancy circuit is proposed. A simulation and experimental study is carried out with a three phase inverter system to show the validity of the proposed method.

• 한국정보과학회논문지:컴퓨팅의 실제 및 레터
• /
• 제14권9호
• /
• pp.911-915
• /
• 2008

소프트웨어 버스마크는 프로그램을 식별하는데 사용될 수 있는 프로그램의 고유한 특징을 말한다. 본 논문에서는 정적 API 트레이스 정보를 이용하여 자바 클래스 도용을 탐지하는 방법을 제안한다. 정적 API 트레이스를 생성할 때 제어 흐름을 분석하여 버스마크의 강인성을 높였고, 트레이스를 비교할 때 준전체 정렬 방법을 사용하여 서로 다른 프로그램을 구별할 수 있는 신뢰성을 높였다. XML Parser 패키지에 대한 신뢰도와 강인도 실험 결과를 통하여 본 논문에서 제안하는 정적 API 트레이스 버스마크가 자바 클래스 도용을 탐지하는데 있어서 기존의 버스마크들보다 효과적임을 보였다.

• Toxicological Research
• /
• 제26권4호
• /
• pp.237-243
• /
• 2010

Endocrine disrupting chemicals (EDCs) have been shown to interfere with physiological systems, i.e., adversely affecting hormone balance (endocrine system), or disrupting normal function, in the female and male reproductive organs. Although endocrine disruption is a global concern for human health, its impact and significance and the screening strategy for detecting these synthetic or man-made chemicals are not clearly understood in female and male reproductive functions. Thus, in this review, we summarize the interference of environmental EDCs on reproductive development and function, and toxicological mechanism(s) of EDCs in in vitro and in vivo models of male and female reproductive system. In addition, this review highlights the effect of exposure to multiple EDCs on reproductive functions, and brings attention to their toxicological mechanism(s) through estrogen receptors.

• 로봇학회논문지
• /
• 제4권3호
• /
• pp.177-184
• /
• 2009

This paper presents an active assisted-living system in wireless sensor and actor network (WSAN) in which the mobile robot roles an actor. In order to provide assisted-living service to the elderly people, position recognition of the sensor node attached on the user and localization of the mobile robot should be performed at the same time. For the purpose, we use received signal strength indication (RSSI) to find the position of the person and ubiquitous sensor nodes including ultrasonic sensor which performs both transmission of sensor information and localization like global positioning system. Active services are moving to the elderly people by detecting activity sensor and visual tracking and voice chatting with remote monitoring system.