• Journal of the Korean Statistical Society
• /
• v.22 no.1
• /
• pp.71-81
• /
• 1993

Among k independent normal populations with unknown means and a common unknown variance, the problem of detecting the population with the largest absolute value of mean is considered. This problem is formulated in a manner close to the framework of testing hypotheses, and the maximum error probability and the minimum power are considered. The power charts necessary to determine the sample size are provided. The problem of detecting the population with the smallest absolute value of mean is also considered.

• Progress in Medical Physics
• /
• v.16 no.4
• /
• pp.166-175
• /
• 2005

The purpose of this study is to develop the optimization method for adjusting the film isocenter shift and to suggest the quantitative acceptable criteria for film dosimetry after optimization In the dynamic conformal arc radiation therapy (DCAR). The DCAR planning was peformed In 7 patients with brain metastasis. Both absolute dosimetry with ion chamber and relative film dosimetry were peformed throughout the DCAR using BrainLab's micro-multileaf collimator. An optimization method for obtaining the global minimum was used to adjust for the error in the film isocenter shift, which is the largest pan of systemic errors. The mean of point dose difference between measured value using ion chamber and calculated value acquired from planning system was $0.51{\pm}0.43\%$ and maximum was $1.14\%$ with absolute dosimetry These results were within the AAPM criteria of below $5\%$. The translation values of film isocenter shift with optimization were within ${\pm}$1 mm in all patients. The mean of average dose difference before and after optimization was $1.70{\pm}0.35\%$ and $1.34{\pm}0.20\%$, respectively, and the mean ratios over $5\%$ dose difference was $4.54{\pm}3.94\%$ and $0.11{\pm}0.12\%$, respectively. After optimization, the dose differences decreased dramatically and a ratio over $5\%$ dose difference and average dose difference was less than $2\%$. This optimization method is effective in adjusting the error of the film isocenter shift, which Is the largest part of systemic errors, and the results of this research suggested the quantitative acceptable criteria could be accurate and useful in clinical application of dosimetric verification using film dosimetry as follows; film isocenter shift with optimization should be within ${\pm}$1 mm, and a ratio over $5\%$ dose difference and average dose difference were less than $2\%$.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.32 no.2D
• /
• pp.137-145
• /
• 2012

According to the National Police Agency, the total number of traffic accidents which occurred in 2010 was 226,878. Intersection accidents accounts for 44.8%, the largest portion of the entire traffic accidents. An research on the signalized intersection is constantly made, while an research on the unsignalized intersection is yet insufficient. This study selected traffic volume, road width, and sight distance as the input variables which affect unsignalized intersection accidents, and number of accidents as the output variable to build a model using ANFIS(Adaptive Neuro-Fuzzy Inference System). The forecast performance of this model is evaluated by comparing the actual measurement value with the forecasted value. The compatibility is evaluated by R2, the coefficient of determination, along with Mean Absolute Error (MAE) and Mean Square Error (MSE), the indicators which represent the degree of error and distribution. The result shows that the $R^2$ is 0.9817, while MAE and MSE are 0.4773 and 0.3037 respectively, which means that the explanatory power of the model is quite decent. This study is expected to provide the basic data for establishment of safety measure for unsignalized intersection and the improvement of traffic accidents.

• Journal of Korean Neurosurgical Society
• /
• v.64 no.6
• /
• pp.913-921
• /
• 2021

Objective : Accurate measurement of T1 slope (a component of T1s minus cervical lordosis [CL]) is often constrained by anatomical limitations. In this situation, efforts should be made to find the exact meaning of T1s-CL and whether there are any alternatives to it. Methods : We enrolled 117 patients who received two-level anterior cervical discectomy and fusion (ACDF). Occipital slope, C2 slope (C2s), C7 slope (C7s), T1, O-C2 angle (O-C2A), C2-7 angle (C2-7A), O-C7 angle (O-C7A), T1s-CL, C7-T1 angle (C7-T1A), and C2-7 sagittal vertical axis were measured. We determined 16° (T1s-CL) as the reference point for dividing subjects into the mismatch group and the balance group, and a comparative analysis was performed. Results : The mean value of C7-T1A was constantly maintained within 2.6° peri-operatively. In addition, C2s and T1s-CL showed the same absolute change (Δ|0.8|°). The mean values of T1s-CL of the mismatch and balance groups were 23.0° and 7.6°, respectively. The five factors with the largest differences between the two groups were as follows : C2s (Δ13.3°), T1s-CL (Δ15.4°), O-C2A (Δ8.7°), C2-7A (Δ14.7°), and segmental angle (Δ7.9°) before surgery. Only four factors showed statistically significant change between the two groups after ACDF : T1s-CL (Δ4.0° vs. Δ0.2°), C2s (Δ3.2° vs. Δ0.7°), O-C2A (Δ2.6° vs. Δ1.3°), C2-7A (Δ6.3° vs. Δ1.3°). A very strong correlation between T1s-CL and C2s was also found (r=|0.88-0.96|). Conclusion : C2s itself may be the essential key to represent T1s-CL. The amounts and directions of change of these two factors (T1s-CL and C2s) were also almost identical. The above phenomenon was re-confirmed once again through the correlation analysis.

• Radiation Oncology Journal
• /
• v.23 no.3
• /
• pp.176-185
• /
• 2005

Purpose: Film dosimetry as a part of patient specific intensity modulated radiation therapy quality assurance (IMRT QA) was peformed to develop a new optimization method of film isocenter offset and to then suggest new quantitative criteria for film dosimetry. Materials and Methods: Film dosimetry was peformed on 14 IMRT patients with head and neck cancers. An optimization method for obtaining the local minimum was developed to adjust for the error in the film isocenter offset, which is the largest part of the systemic errors. Results: The adjust value of the film isocenter offset under optimization was 1 mm in 12 patients, while only two patients showed 2 mm translation. The means of absolute average dose difference before and after optimization were 2.36 and $1.56\%$, respectively, and the mean ratios over a $5\%$ tolerance were 9.67 and $2.88\%$. After optimization, the differences in the dose decreased dramatically. A low dose range cutoff (L-Cutoff) has been suggested for clinical application. New quantitative criteria of a ratio of over a $5\%$, but less than $10\%$ tolerance, and for an absolute average dose difference less than $3\%$ have been suggested for the verification of film dosimetry. Conclusion: The new optimization method was effective in adjusting for the film dosimetry error, and the newly quantitative criteria suggested in this research are believed to be sufficiently accurate and clinically useful.

• Journal of Intelligence and Information Systems
• /
• v.16 no.2
• /
• pp.19-32
• /
• 2010

Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.