• Title/Summary/Keyword: mean-variance model

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A Modeling of Daily Temperature in Seoul using GLM Weather Generator (GLM 날씨 발생기를 이용한 서울지역 일일 기온 모형)

  • Kim, Hyeonjeong;Do, Hae Young;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.413-420
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    • 2013
  • Stochastic weather generator is a commonly used tool to simulate daily weather time series. Recently, a generalized linear model(GLM) has been proposed as a convenient approach to tting these weather generators. In the present paper, a stochastic weather generator is considered to model the time series of daily temperatures for Seoul South Korea. As a covariate, precipitation occurrence is introduced to a relate short-term predictor to short-term predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate a time series of seasonal mean temperatures in the GLM weather generator as a covariate.

Derivation and verification of influence function on parameter δ proposed by Ghosh and Kim (Ghosh와 Kim 모수 δ의 영향함수 유도 및 확인)

  • Kim, Minjeong;Kim, Honggie
    • The Korean Journal of Applied Statistics
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    • v.30 no.4
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    • pp.529-538
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    • 2017
  • The Ghosh and Kim zero-altered distribution model is used to analyze count data that have too many or too few zeros. The dispersion type parameter ${\delta}$ in the zero-altered distribution model consists of mean, variance and zero probability and has two forms depending on the relation between ${\mu}$ and ${\sigma}^2$. We derived the influence function on ${\delta}$ when ${\sigma}^2{\geq}{\mu}$. To show the validity of the influence function, we used the Census data on the number of births of married women in Korea to compare the estimated changes in ${\delta}$ using this function with those obtained using the direct deletion method. The result proved that the obtained influence function is very accurate in estimating changes in ${\delta}$ when an observation is deleted.

A Study on Factors Affecting Cultural Competency of General Hospital Nurses (종합병원 간호사의 문화적 역량수준과 영향요인)

  • Chae, Duck-Hee;Park, Yun-Hee;Kang, Kyeong-Hwa;Lee, Tae-Hwa
    • Journal of Korean Academy of Nursing Administration
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    • v.18 no.1
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    • pp.76-86
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    • 2012
  • Purpose: As Korea has been rapidly transformed to be a multicultural society, it becomes essential for nurses to develop cultural competency. The purpose of this descriptive study was to assess the cultural competency level of general hospital nurses and to examine its contributing factors adopting ecological model. Method: A convenience sample of 327 nurses from six general hospitals in Seoul metropolitan area was recruited between November 14 to 28, 2011. Cultural competency was measured using the Korean version of the Caffrey Cultural Competence in Healthcare Scale (CCCHS) and Cultural Competence Assessment(CCA). Hierarchical multiple regression analysis was performed to assess the influence of intrapersonal, cultural-experience, and organizational factors on cultural competency. Results: Mean cultural competency in this study was 2.57(${\pm}0.43$). Cultural competency was associated with job position (p=.044) at the intrapersonal level. At the cultural experience level, foreign language classes experience (p=.005), fluency in a foreign language (p=.000), experience of working with foreign health care professionals (p=.000) were associated cultural competency. At the organizational level, training program (p=.000), job description (p=.002), health education materials (p=.016), insufficient job control (p=.000), and interpersonal conflicts (p=.011) showed significant difference. Foreign language class experience, foreign language fluency, experience of working with foreign health care professionals, and job control were the most consistent predictors of cultural competence and explained 20.4% of the total variance in the proposed ecological model. Conclusions: The findings suggest that to enhance cultural competency in general hospital nurses, cultural experience and organizational factors need to be more fully considered than intrapersonal factors.

Probabilistic Analysis of Failure of Soil Slopes during Earthquakes (지진시 사면파괴의 확률론적 해석)

  • 김영수;정성관
    • Geotechnical Engineering
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    • v.5 no.1
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    • pp.27-34
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    • 1989
  • This study presents a probabilistic analysis of the stability of homogeneous soil slopes during earthquakes. The stability of the slope is measured through its probability of failure rather than the customary factor of safety. The maximum horizontal ground acceleration is deterimined with Donovan and McGuire equation. The earthquake magnitude (m) is a random variable the Probability density function f(m) has been obtained with a use of Richter law. The potential failure surfaces are taken to be of an exponential shape (log-spiral) , Uncertainties of the shear strength parameters along potential failure surface are expressed by one-dimensional random field model. From a first order analysis the mean and variance of safety margin is osculated. The dependence on significant seismic parameters of the probability of failure of the slope is examined and the results are presented in a number of graphs and tables. On the base of the results obtained in this study, it is concluled that (1) the present model is useful in assessing the reliability of soil slopes under both static and seismic conditions: and (2) the probability of failure of a soil slope is greatly affected by the values of the seismic parameters that are associated with it.

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Robo-Advisor Profitability combined with the Stock Price Forecast of Analyst (애널리스트의 주가 예측이 결합된 로보어드바이저의 수익성 분석)

  • Kim, Sun-Woong
    • Journal of the Korea Convergence Society
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    • v.10 no.9
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    • pp.199-207
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    • 2019
  • This study aims to analyze the profitability of Robo-Advisors portfolio combined with the analysts' forecasts on the Korean stock prices. Sample stocks are 8 blue-chips and sample period is from 2003 to 2019. Robo-Advisor portfolio was suggested using the Black-Litterman model combined with the analysts' forecasts and its profitability was analyzed. Empirical result showed the suggested Robo-Advisor algorithm produced 1% annual excess return more than that of the benchmark. The study documented that the analysts' forecasts had an economic value when applied in the Robo-Advisor portfolio despite the prevalent blames from investors. The profitability on small or medium-sized stocks will need to be analyzed in the Robo-Advisor context because their information is relatively less known to investors and as such is expected to be strongly influenced by the analysts' forecasts.

CFD Study for the Design of Coolant Path in Cryogenic Etch Chuck

  • Jo, Soo Hyun;Han, Ji Hee;Kim, Jong Oh;Han, Hwi;Hong, Sang Jeen
    • Journal of the Semiconductor & Display Technology
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    • v.20 no.2
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    • pp.92-97
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    • 2021
  • The importance of processes in cryogenic environments is increasing in a way to address problems such as critical dimension (CD) narrow and bottlenecks in micro-processing. Accordingly, in this paper, we proceed with the design and analysis of Electrostatic Chuck(ESC) and Coolant in cryogenic environments, and present optimal model conditions to provide the temperature distribution analysis of ESC in these environments and the appropriate optimal design. The wafer temperature uniformity was selected as the reference model that the operating conditions of the refrigerant of the liquid nitrogen in the doubled aluminum path were excellent. Design of simulation (DOS) was carried out based on the wheel settings within the selected reference model and the classification of three mass flow and diameter case, respectively. The comparison between factors with p-value less than 0.05 indicates that the optimal design point is when five turns of coolant have a flow rate of 0.3 kg/s and a diameter of 12 mm. ANOVA determines the interactions between the above factor, indicating that mass flow is the most significant among the parameters of interests. In variable selection procedure, Case 2 was also determined to be superior through the two-Sample T-Test of the mean and variance values by dividing five coolant wheels into two (Case 1 : 2+3, Case 2: 3+2). Finally, heat transfer analysis processes such as final difference method (FDM) and heat transfer were also performed to demonstrate the feasibility and adequacy of the analysis process.

Developing the Vulnerability Factor Structure Affecting Injuries and Health Problems Among Migrant Seafood Processing Industry Workers

  • Jiaranai, Itchaya;Sansakorn, Preeda;Mahaboon, Junjira
    • Safety and Health at Work
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    • v.13 no.2
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    • pp.170-179
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    • 2022
  • Background: The vulnerability of international migrant workers is on the rise, affecting the frequency of occupational accidents at workplaces worldwide. If migrant workers are managed in the same way as native workers, the consequences on safety assurance and risk management will be significant. This study aimed to develop the vulnerability factor model for migrant workers in seafood processing industries because of significant risk-laden labor of Thailand, which could be a solution to control the risk effectively. Methods: A total of 569 migrant workers were surveyed (432 Burmese and 137 Cambodian), beginning with 40 initial vulnerability factors identified in the questionnaire established from experts. The data were analyzed through descriptive analysis; exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) were used to ascertain the model. Results: The result of content validity >0.67 and the Cronbach's alpha of 0.957 specified the high reliability of 40 factors. The EFA indicated a total variance of 65.49%. The final CFA validated the model and had an empirical fitting; chi-square = 85.34, Adjust Goodness-of-Fit Index = 0.96, and root mean square error of approximation = 0.016. The structure concluded with three dimensions and 18 factors. Dimension 1 of the structure, "multicultural safety operation," contained 12 factors; Dimension 2, "wellbeing," contained four factors; and Dimension 3, "communication technology," contained two factors. Conclusion: The vulnerability factor structure developed in this study included three dimensions and 18 factors that were significantly empirical. The knowledge enhanced safety management in the context of vulnerability factor structure for migrant workers at the workplace.

Development of Diameter Growth Models by Thinning Intensity of Planted Quercus glauca Thunb. Stands

  • Jung, Su Young;Lee, Kwang Soo;Kim, Hyun Soo
    • Journal of People, Plants, and Environment
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    • v.24 no.6
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    • pp.629-638
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    • 2021
  • Background and objective: This study was conducted to develop diameter growth models for thinned Quercus glauca Thunb. (QGT) stands to inform production goals for treatment and provide the information necessary for the systematic management of this stands. Methods: This study was conducted on QGT stands, of which initial thinning was completed in 2013 to develop a treatment system. To analyze the tree growth and trait response for each thinning treatment, forestry surveys were conducted in 2014 and 2021, and a one-way analysis of variance (ANOVA) was executed. In addition, non-linear least squares regression of the PROC NLIN procedure was used to develop an optimal diameter growth model. Results: Based on growth and trait analyses, the height and height-to-diameter (H/D) ratio were not different according to treatment plot (p > .05). For the diameter of basal height (DBH), the heavy thinning (HT) treatment plot was significantly larger than the control plot (p < .05). As a result of the development of diameter growth models by treatment plot, the mean squared error (MSE) of the Gompertz polymorphic equation (control: 2.2381, light thinning: 0.8478, and heavy thinning: 0.8679) was the lowest in all treatment plots, and the Shapiro-Wilk statistic was found to follow a normal distribution (p > .95), so it was selected as an equation fit for the diameter growth model. Conclusion: The findings of this study provide basic data for the systematic management of Quercus glauca Thunb. stands. It is necessary to construct permanent sample plots (PSP) that consider stand status, location conditions, and climatic environments.

Position of the hyoid bone and its correlation with airway dimensions in different classes of skeletal malocclusion using cone-beam computed tomography

  • Shokri, Abbas;Mollabashi, Vahid;Zahedi, Foozie;Tapak, Leili
    • Imaging Science in Dentistry
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    • v.50 no.2
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    • pp.105-115
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    • 2020
  • Purpose: This study investigated the position of the hyoid bone and its relationship with airway dimensions in different skeletal malocclusion classes using cone-beam computed tomography (CBCT). Materials and Methods: CBCT scans of 180 participants were categorized based on the A point-nasion-B point angle into class I, class II, and class III malocclusions. Eight linear and 2 angular hyoid parameters(H-C3, H-EB, H-PNS, H-Me, H-X, H-Y, H-[C3-Me], C3-Me, H-S-Ba, and H-N-S) were measured. A 3-dimensional airway model was designed to measure the minimum cross-sectional area, volume, and total and upper airway length. The mean crosssectional area, morphology, and location of the airway were also evaluated. Data were analyzed using analysis of variance and the Pearson correlation test, with P values <0.05 indicating statistical significance. Results: The mean airway volume differed significantly among the malocclusion classes(P<0.05). The smallest and largest volumes were noted in class II (2107.8±844.7 ㎣) and class III (2826.6±2505.3 ㎣), respectively. The means of most hyoid parameters (C3-Me, C3-H, H-Eb, H-Me, H-S-Ba, H-N-S, and H-PNS) differed significantly among the malocclusion classes. In all classes, H-Eb was correlated with the minimum cross-sectional area and airway morphology, and H-PNS was correlated with total airway length. A significant correlation was also noted between H-Y and total airway length in class II and III malocclusions and between H-Y and upper airway length in class I malocclusions. Conclusion: The position of the hyoid bone was associated with airway dimensions and should be considered during orthognathic surgery due to the risk of airway obstruction.

Subjective Health and Factors of Health-related Quality of Life in Elderly Haenyo (해녀 노인의 건강수준과 건강 관련 삶의 질에 영향을 미치는 요인연구)

  • Chae, Myungah;Kim, Jeung-Im;Choi, Kyung Sook;Han, Ki-Hye
    • Women's Health Nursing
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    • v.24 no.2
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    • pp.105-115
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    • 2018
  • Purpose: To investigate the subjective health and health-related quality of life (HRQoL) in Haenyo. Methods: Subjects were 100 elderly Haenyo in Jeju island who belonged to a fishing-village society. Main variables were activities of daily living (ADL), instrumental ADL (IADL), the HRQoL, subjective health, and depression. Subjective health and differences of HRQoL by variables were analyzed by t-test or ANOVA using IBM SPSS Statistics 23. Hierarchical multiple regression was executed to examine the effects of the major factors on the quality of life. Results: The mean age was 69.9 years, the mean period for diving career was 51.5 years, and work hours per month were 37.8. Comorbidity of diseases was 2.74, and the common health problems were osteoporosis and headache/dizziness. HRQoL was significantly different by age (F=4.52, p=.013), education (F=6.10, p=.003), muljil work years (F=3.93, p=.050), depression (t=-3.04, p=.030), subjective health state (F=30.62, p<.01), and degenerative arthritis (F=-2.38, p=.019). In the final model by hierarchical multiple regression, ADL/IADL (${\beta}=.41$, p<.001), depression (${\beta}=-.29$, p<.001), and subjective health (${\beta}=.43{\sim}.51$, p<.001) were significant and explained 63.5% of the total variance of HRQoL. Conclusion: Haenyo have specific health problems different from those of elderly women in general. ADL/IADL, depression and subjective health affected their HRQoL. It is clear that Haenyos' health problems need further study to improve their health.