• Nuclear Engineering and Technology
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• 제25권1호
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• pp.154-165
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• 1993

연속시간 마코프프로세스를 이용한 한 통계적 방법에 의한 일차원 지하 핵종이동 모델이 제시되었다. 지하매질은 보편적으로 지하수속도, 분산계수 또는 지연계수 등 물리화학적 변수 등의 비균질성을 보여 일반적인 결정론적 이류분산모델로는 잘 기술되지 않는다. 통계적 모델에서의 최종결과는 시간에 따른 함수로서의 기대값과 그 기대값의 분산도를 보여주는 분산치다. 매질이 균질하다고 생각될 정도로 나뉘어진 구획에 대한 핵종의 농도 분포를 구하여 결정론적인 해석해에 의한 농도분포와 비교하여 비균질 매질, 또는 현저하게 구분되는 다층매질의 경우에 대해서 유용 할 것이라는 결론을 얻었다. 매질을 나눈 구획수가 수치적 분산에 민감한 것으로 나타났지만 해석적 모델에 의해 분산계수가 보정될 수 있었다.

• 재무관리연구
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• 제26권3호
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• pp.199-226
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• 2009

본 논문은 우리나라 주식시장과 외환시장의 기대 수익률과 조건부 변동성간의 시계열적 관계를 2요인 자본자산가격결정모형(two-factor ICAPM)을 이용하여 실증 분석하였다. 주가와 환율의 조건부 분산은 GARCH 모형과 비대칭성을 반영한 GJR(1993) 모형으로 추정하였으며, 주가와 환율과의 조건부 공분산은 Bollerslev(1990)의 일정 상관관계(CCC) 모형과 Engle(2002)의 동태적 조건부상관관계(DCC) 모형을 이용하여 추정하였다. 실증 분석모형은 MGARCH-M 모형을 사용하였으며, 추정방법은 준최우추정법(QMLE)을 사용하였다. 실증 분석결과 외환위기 이후에 주식시장의 기대 수익률은 주가의 분산에 대해, 그리고 환율과의 공분산에 대해 유의한 음(-)의 관계를 갖는 것으로 나타났다. 그러나 외환시장에서 기대 수익률은 조건부 분산과 조건부 공분산에 대해 유의하지 않은 것으로 나타났다. 조건부 분산의 추정에서는 GJR 모형이 GARCH 모형에 비해 더 적합한 것으로 나타났다. 그리고 DCC 모형이 CCC 모형에 비해 설명력이 더 높은 것으로 나타났다. 본 논문의 분석결과는 주식시장에서 환율 변동이 위험 요인으로 작용하고 있기 때문에 포트폴리오 구성이나 위험 관리 등에서 환율 변동을 고려할 필요가 있고, 변수들간의 상관관계는 시변하는 모형을 사용할 필요가 있음을 시사한다.

• 한국수자원학회논문집
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• 제49권4호
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• pp.335-346
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• 2016

본 연구에서는 포아송 클러스터 강우생성모형의 하나인 MBLRP 모형의 매개변수지도를 우리나라에 대하여 제작하고 이에 기반을 둔 가상강우생성 웹 어플리케이션을 개발 및 검증하였다. 이를 위하여 우리나라의 62개 ASOS 지상 강우 관측소에서 관측된 강우자료를 기반으로 서로 다른 수문모의의 목적(홍수량 모의, 장기 유출량 모의, 일반 모의)에 따른 MBLRP 모형의 매개변수지도를 산정한 후, 이를 Ordinary Kriging 기법을 통해 공간 보간하여 우리나라에 대한 매개변수지도를 제작하였으며, 이에 기반을 두고 가상강우 시계열을 생성하는 웹 어플리케이션을 개발하였다. 검증을 위하여 웹어플리케이션을 사용하여 가상강우를 생성한 후 평균, 분산, 자기상관계수, 무강우 확률, 극한강우량 및 다양한 유역에 대한 극한홍수량과 유출량을 계산하고 이를 관측 강우에 근거하여 산출된 값과 비교하였다. 비교 결과 가상 강우의 각종 통계값은 관측강우에 근거한 값과 매우 유사하게 나타났으나, 극한강우와 극한홍수는 관측치에 근거한 값과 비교하여 16%-40% 정도 과소산정되는 경향을 보였다. 이러한 결과는 교정계수로 활용할 수 있도록 등고선도의 형태로 제공되었다. 본 연구에서 개발한 웹 어플리케이션은 모형의 매개변수 산정부터 가상 강우 시계열 생성까지 일련의 과정을 포함하고 있어 강우자료를 필요로 하는 다양한 수문 분석에 활발히 활용될 것으로 기대된다.

• 응용통계연구
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• 제15권2호
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• pp.395-403
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• 2002

반응표면방법론에서의 세번째 단계에서는 일차모형이 가정되고, 반응표면의 곡선효과는 중앙점과 2수준 부분실시법에서의 실험을 통해서 검토된다. 참모형이 2차 모형인 경우를 가정하자. 최적실험계획을 선택하기 위해서 Box와 Draper(1959)는 관심영역에서 예측치 y(x)의 평균제곱오차를 적분한 값인 가중평균제곱오차(AMSE)를 최소화 시키는 최적실험계획 기준을 제안하였다. AMSE는 예측치의 가중분산과 가중제곱편의 량의 합으로 분할될 수 있다. AMSE는 실험계획 적률과 참모형의 회귀계수들의 값에 종속되어서 가중평균제곱오차를 최 소화하는 실험 계획을 찾기는 불가능하다. 실용적인 대안으로 Box와 Draper(1959)는 가중제곱편의 량을 최소화하는 실험계획을 제안했고, 이 실험계획의 상자점들이 중앙점을 향해서 축소됨을 보였다. 이 논문에서는 표준화된 회귀계수들의 값에 대해서 실험계획의 최소효율을 최대화하는 강건한 실험계획을 제안한다.

• 한국농공학회지
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• 제23권4호
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• pp.46-52
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• 1981

The aim at this study has the stochastic hydrological analysis for the annual mean discharge and monthly discharge which were observed at Lobith of River Rhine in the Netherlands from 1901 to 1972. After this study was analysed by computer IBM 370 and Hewlett Parkard 9800, the results were as follows; 1.When 72 data was divided into two groups of subsample data as 36 data, they do not have their properties to be non-homogeneous and inconsistent due to F-test and t-test. 2.The credit limits of the serial correlation coefficient was fluctuated $\pm$0. 231 which was shown in Fig. 3. at significant level 99% by Anderson's test. 3.The correlogram at short term was shown to be no short-term persistence as Fig. 3. 4.Since the correlogram at long term has displayed that Hurst's coefficient was 0.6144 between 0.6 and 0.7, it was to be no long-term persistence. 5.The stochastic model with annual discharge of this River Rhine was shown with $\chi$t=2195+483. 8 $\varepsilon$t as $\chi$t=$\mu$+oet and $\varepsilon$t=$_1$ø$\varepsilon$t-$_1$+ζt where t=1,2,3,..., ζt is an independent series with mean zero and variance (1-ø2), $\varepsilon$t is the dependent series, and 4' is the parameter of the model. 6.The serial correlation coefficient of monthly discharge was explained as $\chi$$_1$ = 0.34 . sin(6-$\pi$t+$\pi$) as Fig.4. and the River Rhine has no large fluctuation and smoothly changed during that time.

• 대한토목학회논문집
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• 제12권2호
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• pp.191-203
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• 1992

본(本) 문(文)은 사질토의 거동을 예측함에 있어서 각 토질매개변수의 민감도를 규명하는데 있다. Lade의 2중일경화구성모델을 선정하여 이 모델에 필요한 14종의 토질매개변수를 시험자료로 부터 회귀분석 방법에 의하여 각각 27개 씩 구하였다. 이 때 사용된 시료는 백마강 모래이며, 시험은 12회의 등방 압축시험과 구속압력을 달리한 9회의 배수3축압축시험을 하였다. 또한 이들 토질매개변수의 평균, 분산 및 변동계수 등을 구하여 각 토질매개변수의 특성을 파악하였으며 평균에 표준편차를 증감하여 응력-변형율을 해석하고 그 분산의 범위를 검토하여 민감도를 분석하였다.

• Asian-Australasian Journal of Animal Sciences
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• 제29권12호
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• pp.1675-1681
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• 2016

The aim of this study was to detect positional candidate genes located within the support interval (SI) regions based on the results of red blood cell, mean corpuscular volume (MCV), and mean corpuscular hemoglobin quantitative trait locus (QTL) in Sus scrofa chromosome 13, and to verify the correlation between specific single-nucleotide polymorphisms (SNPs) located in the exonic region of the positional candidate gene and the three genetic traits. The flanking markers of the three QTL SI regions are SW38 and S0215. Within the QTL SI regions, 44 genes were located, and runt-related transcription factor 1, dual-specificity tyrosine-(Y)-phosphorylation regulated kinase 1A (DYRK1A), and potassium inwardly-rectifying channel, subfamily J, member 15 KCNJ15-which are reported to be related to the hematological traits and clinical features of Down syndrome-were selected as positional candidate genes. The ten SNPs located in the exonic region of the three genes were detected by next generation sequencing. A total of 1,232 pigs of an $F_2$ resource population between Landrace and Korean native pigs were genotyped. To investigate the effects of the three genes on each genotype, a mixed-effect model which is the considering family structure model was used to evaluate the associations between the SNPs and three genetic traits in the $F_2$ intercross population. Among them, the MCV level was highly significant (nominal $p=9.8{\times}10^{-9}$) in association with the DYRK1A-SNP1 (c.2989 G$F_2$ intercross, our approach has limited power to distinguish one particular positional candidate gene from a QTL region.

• 한국식생활문화학회지
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• 제23권6호
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• pp.779-792
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• 2008

The consumption of a wide variety of food groups is considered one of the key components of nutritional adequacy. The 2005 Dietary Guidelines for Koreans includes the consumption of a variety of foods from diverse food groups as a component of a normal diet. A survey was conducted to evaluate the relationship between the dietary diversity of food groups and nutrient intake in elderly patients (age 65 and above) at a rural area in Korea (Inje). 296 subjects (111 male and 185 female) were probed in a 3 day 24-recall dietary survey. Subjects were grouped according to food group intake frequency, based on six food groups (grain, meat/fish/legume/egg, vegetable, fat/oil, dairy, fruit). Nutritional quality was evaluated according to the numbers of nutrients under EAR (Estimated Average Requirements), and MAR (mean adequacy ratios). The frequency of elderly subjects consuming a meat/fish/legumes/egg food group less than once per day was 29.4%. The frequency of elderly subjects consuming fat/oil food group less than once per day was 65.8%. The percentage of subjects who did not eat dairy food was 88.8%, and that of subjects who did not eat fruit was 57.5%. A stepwise multiple regression analysis was used to develop models relating nutritional quality to possible food group intake frequency factors. Using the number of nutrients under EAR as a dependent variable, the meat/fish/legume/egg food group intake frequency explained 9.9% of variance, followed by the grain group, fat/oil group, dairy group, and vegetable and fruit group (Model $R^2$=0.260). For mean nutrient adequacy ratio as a dependent variable, the model $R^2$ was 0.326. The results of this study suggest that a highly varied diet in elderly might be associated with better nutritional quality, as assessed by nutrient intake. Accordingly, dietary guidelines should take into consideration nutritional characteristics in order to improve intake from all major food groups and to provide a variety of foods in the diet.

• 한국간호교육학회지
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• 제8권1호
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• pp.61-71
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• 2002

purpose : The purpose of this study was to find out the influencing factors of smoking-cessation behavior of patients with coronary heart disease and to suggest the model of smoking-cessation behavior which was based on the relationship between influencing factors and then to test its fitness empirically. method : This study was based on the Theory of Reasoned Action and a hypothetical model was constructed with fifteen paths in consideration of main predictive factors of smoking-cessation behavior such as biological factor, disease-related characteristics, self-efficacy, supportive factor, environmental factor, disease-related perception factor, intention-to-quit, and psychological factor. The validity of a smoking- cessation model was tested to 264 patients with coronary heart disease by using SPSS 8.0 and Window LISREL 8.12a. results : 1. Seven of the 15 paths of smoking-cessation behavior proved to be significant. 2. The final model excluded three paths in the hypothetical model was demonstrated to be improved by $x^2$=44.31 (df=38, p=.22), Goodness of Fit Index (GFI)=.98, Adjusted Goodness of Fit Index (AGFI)=.96, Non-Normed Fit Index(NNFI)=1.00, Normed Fit Index(NFI)=1.00, and Root Mean Square Residual(RMR)=.24. 3.The smoking-cessation behavior was influenced directly by biological factor, self-efficacy, supportive factor, environmental factor, intention-to-quit, and psychological factor. The smoking-cessation behavior was accounted for 82% of variance by these factors. conclusion : although the adolescents' smoking behavior can be predicted by only smoking intention, it is hard to predict the adults' smoking-cessation behavior by only this factor. Therefore, intention-to-quit, self-efficacy, supportive factor should be improved because these are promotive factors for smoking-cessation behavior. Biological factor, environmental factor, and psychological factor are inhibitive factors, so nicotine replacement therapy is helpful to the high nicotine-dependents, and ex-smokers avoid other smokers in their environment and also patients should learn and practice the stress coping-skills.

• Animal Bioscience
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• 제34권2호
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• pp.185-191
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• 2021

Objective: The objective of this study was to estimate the genetic parameters for worm resistance (WR) and associated characteristics, using the linear-threshold animal model via Bayesian inference in single- and multiple-trait analyses. Methods: Data were collected from a herd of Santa Inês breed sheep. All information was collected with animals submitted to natural contamination conditions. All data (number of eggs per gram of feces [FEC], Famacha score [FS], body condition score [BCS], and hematocrit [HCT]) were collected on the same day. The animals were weighed individually on the day after collection (after 12-h fasting). The WR trait was defined by the multivariate cluster analysis, using the FEC, HCT, BCS, and FS of material collected from naturally infected sheep of the Santa Inês breed. The variance components and genetic parameters for the WR, FEC, HCT, BCS, and FS traits were estimated using the Bayesian inference under the linear and threshold animal model. Results: A low magnitude was obtained for repeatability of worm-related traits. The mean values estimated for heritability were of low-to-high (0.05 to 0.88) magnitude. The FEC, HCT, BCS, FS, and body weight traits showed higher heritability (although low magnitude) in the multiple-trait model due to increased information about traits. All WR characters showed a significant genetic correlation, and heritability estimates ranged from low (0.44; single-trait model) to high (0.88; multiple-trait model). Conclusion: Therefore, we suggest that FS be included as a criterion of ovine genetic selection for endoparasite resistance using the trait defined by multivariate cluster analysis, as it will provide greater genetic gains when compared to any single trait. In addition, its measurement is easy and inexpensive, exhibiting greater heritability and repeatability and a high genetic correlation with the trait of resistance to worms.