• The Korean Journal of Financial Management
• /
• v.22 no.1
• /
• pp.119-146
• /
• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.

• Asian-Australasian Journal of Animal Sciences
• /
• v.14 no.2
• /
• pp.237-242
• /
• 2001

Colostrum deprived, newborn pigs (N=12, $1.64{\pm}0.05kg$) were used to study the renal threshold of carnitine, and effects of emulsified medium-chain triglyceride (MCT, tri-8:0) feeding on kinetics of plasma carnitine and urinary carnitine excretion. An arterial catheter was inserted through an umbilical artery, and a bladder catheter was inserted via the urachus. Piglets were oro-gastrically gavaged with one of six carnitine levels (0, 60, 120, 180, 240, $480{\mu}mol/kg\;W^{0.75}$) with (+MCT) or without medium-chain triglycerides (-MCT) in 0.9% NaCl solution. Blood was sampled into heparinized tubes at 0, 1, 2, 4, 6, 8, 14, and 20 h after gavage, and urine was collected and pooled into 1 h or 2 h composite samples to determine free- and short-chain carnitine concentrations. Plasma from the 12 newborn piglets before gavage contained $10.6{\pm}1.2{\mu}mol/L$ free carnitine and $7.2{\pm}0.6{\mu}mol/L$ acid-soluble acyl carnitine. The renal threshold for carnitine was similar between the MCT and the +MCT group (42.6 13.1 and $46.4{\pm}2.0{\mu}mol/L$, respectively), but the correlation between plasma free carnitine and urinary excretion was altered. Plasma free carnitine linearly increased with increasing carnitine dosage (-MCT group, $R^2=0.95$, p<0.001; +MCT group, $R^2=0.91$, p<0.001), but was decreased by 50% when medium-chain triglycerides were fed. The peak in plasma free carnitine concentration was depressed by medium-chain triglycerides feeding also. Therefore, the plasma and urinary short-chain/free carnitine ratio of the +MCT group was increased by 100% and 40%, respectively (p<0.01). Feeding of medium-chain triglycerides may delay plasma carnitine elevation via altering the kinetics of absorption. Similarly, the plasma and urinary short-chain/free carnitine ratio were affected by interaction between medium-chain triglycerides and time (p<0.01). The present study suggests that an oral carnitine dose over $480{\mu}mol/kg\;W^{0.75}$ may be needed to reach the free carnitine renal threshold within a short period, especially when provided together with medium-chain triglyceride.

• Journal of Photoscience
• /
• v.7 no.3
• /
• pp.115-121
• /
• 2000

Although there are high concentrations of zinc and taurine in ocular tissue, their exact role and correlation in the visual process are not clear. The purpose of present study was to clarity this point using electroretinogram (ERG) recording and spectrophotometer measurements before and after zinc and taurine treatment in bullfrog's eye. The optimal zinc concentration used in this study was 10$^{-2}$ M ZnCl$_2$120 ${mu}ell$/12$m\ell$ ringer solution while the optimal turine concentration was 10$^{-2}$ M taurine 12${mu}ell$/12$m\ell$ ringer solution. For the effects of zinc and taurine on the retinal function, the changes of ERG parameters (especially threshold and b-wave) and absorption spectra were observed before and after treatment. It is noteworthy that high concentrations of zinc and taurine present in the retinal pigment epithelium and the retina. Our results indicate that dark-adapted ERG threshold became elevated and the peak amplitude of b-wave was increased with zinc and taurine treatment. Furthermore there are some synergism effects between zinc and taurine as a result of co-treatment. In spectral scan, absorbance increment due to zinc and taurine treatment was shown over the whole range of spectral range (300-750 nm) with some differences in absorbance increment depending on the case of treatment. As the results of above we believe that zinc and taurine, which are abundant in the retinal pigment epithelium and the retina particularly, may be essential factors for visual process, have some synergism with each other and be required to improve the visual sensitivity during visual adaptation.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2010.05a
• /
• pp.1434-1438
• /
• 2010

수문자료의 계절성은 수자원관리의 관점에서 매우 중요한 요소로서 계절성의 변동은 댐의 운영, 홍수조절, 관계용수 관리 등 다양한 분야와 밀접한 관계를 가지고 있다. 그러나 지금까지의 수문 자료의 계절성 평가는 주로 이수과점에서 이루어지고 있으며 치수관점에서 극치수문량의 계절성을 평가하는 연구는 미진한 실정이다. 이는 극치수문량을 해석하는 방법론으로서 연최대치계열(annual maxima) 즉, Block Maxima가 이용됨에 따라 나타나는 문제점이다. 그러나 부분기간치계열(partial duration series)을 활용하게 되면 자료의 확충뿐만 아니라 자연적으로 극치수문량의 계절성에 대한 평가 또한 가능하다. 이러한 분석과정을 POT(peak over threshold)분석이라 하며 일정 기준값(threshold) 이상의 자료를 모두 취하여 빈도해석에 이용하는 방법으로서 기존 방법의 경우 연최대값이 일반적으로 7월과 8월에만 존재하게 되지만 POT 분석의 경우 여러 달에 걸쳐 빈도해석을 위한 자료가 구성되게 된다. 이를 빈도해석으로 연계시키기 위해서는 계절성을 비정상성으로 고려하여 모형화 할 수 있는 방법론의 개발이 필요하다. 본 연구에서는 이러한 목적을 위해서 계절성을 고려할 수 있는 비정상성빈도해석 기법의 개념을 제시하고 모형으로 개발하고자 한다. GEV 또는 Gumbel 분포의 매개변수와 계절성을 연계시키기 위해서 Fourier 급수가 활용되며 매개변수는 Bayesian 기법을 통해 최적화 된다. 이를 통하여 설계강수량의 계절적 분포를 정량적으로 해석할 수 있으며 미래의 극치강수량에 대한 분포특성 또한 확률적으로 해석이 가능하다. 본 연구에서 제안된 방법은 국내외 시간강수량자료에 적용되어 적합성과 적용성이 평가된다.

• International Journal of Computer Science & Network Security
• /
• v.21 no.11
• /
• pp.345-353
• /
• 2021

Cloud computing represent a new era of computing that's forms through the combination of service-oriented architecture (SOA), Internet and grid computing with virtualization technology. Virtualization is a concept through which every cloud is enable to provide on-demand services to the users. Most IT service provider adopt cloud based services for their users to meet the high demand of computation, as it is most flexible, reliable and scalable technology. Energy based performance tradeoff become the main challenge in cloud computing, as its acceptance and popularity increases day by day. Cloud data centers required a huge amount of power supply to the virtualization of servers for maintain on- demand high computing. High power demand increase the energy cost of service providers as well as it also harm the environment through the emission of CO₂. An optimization of cloud computing based on energy-performance tradeoff is required to obtain the balance between energy saving and QoS (quality of services) policies of cloud. A study about power usage of resources in cloud data centers based on workload assign to them, says that an idle server consume near about 50% of its peak utilization power [1]. Therefore, more number of underutilized servers in any cloud data center is responsible to reduce the energy performance tradeoff. To handle this issue, a lots of research proposed as energy efficient algorithms for minimize the consumption of energy and also maintain the SLA (service level agreement) at a satisfactory level. VM (virtual machine) consolidation is one such technique that ensured about the balance of energy based SLA. In the scope of this paper, we explore reinforcement with fuzzy logic (RFL) for VM consolidation to achieve energy based SLA. In this proposed RFL based active VM consolidation, the primary objective is to manage physical server (PS) nodes in order to avoid over-utilized and under-utilized, and to optimize the placement of VMs. A dynamic threshold (based on RFL) is proposed for over-utilized PS detection. For over-utilized PS, a VM selection policy based on fuzzy logic is proposed, which selects VM for migration to maintain the balance of SLA. Additionally, it incorporate VM placement policy through categorization of non-overutilized servers as- balanced, under-utilized and critical. CloudSim toolkit is used to simulate the proposed work on real-world work load traces of CoMon Project define by PlanetLab. Simulation results shows that the proposed policies is most energy efficient compared to others in terms of reduction in both electricity usage and SLA violation.

• Journal of Convergence for Information Technology
• /
• v.11 no.7
• /
• pp.104-110
• /
• 2021

A novel selective oxidation process has been developed for low source/drain (S/D) series resistance of the fin channel metal oxide semiconductor field effect transistor (MOSFET). Using this technique, the selective oxidation fin-channel MOSFET (SoxFET) has the gate-all-around structure and gradually enhanced S/D extension regions. The SoxFET demonstrated over 70% reduction in S/D series resistance compared to the control device. Moreover, it was found that the SoxFET behaved better in performance, not only a higher drive current but also higher transconductances with suppressing subthreshold swing and drain induced barrier lowering (DIBL) characteristics, than the control device. The saturation current, threshold voltage, peak linear transconductance, peak saturation transconductance, subthreshold swing, and DIBL for the fabricated SoxFET are 305 ㎂/㎛, 0.33 V, 13.5 𝜇S, 76.4 𝜇S, 78 mV/dec, and 62 mV/V, respectively.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.27 no.1
• /
• pp.200-207
• /
• 2003

In this paper, the effect of the compressive residual stresses which were obtained under the various shot velocities of shot balls on the fatigue behaviors of a spring steel, were investigated. The examination of CT specimen test were executed with the materials(JISG SUP9) which are being commonly used for the springs of automotive vehicles. As a result, the optimal shot velocity of shot balls were acquired considering the peak values of the compressive residual stresses on the surface of specimen and effect on the speed of the fatigue crack propagation da/dN in stage II and the threshold stress intensity factor range Δ$K_{th}$ in stage I. Also the material constant C and the crack propagation index m in the formula of paris law da/dN= C $({\Delta}K^m)$ were suggested in this work to estimate the dependency on the shot velocity.

• Proceedings of the KSRS Conference
• /
• 2008.10a
• /
• pp.430-432
• /
• 2008

Visible channel calibration method using deep convective clouds (DCCs) is developed. The method has advantages that visible radiance is not sensitive to cloud optical thickness (COT) for deep convective clouds because visible radiance no longer increases when COT exceeds 100. Therefore, once DCCs are chosen appropriately, and then cloud optical properties can be assumed without operational ancillary data for the specification of cloud conditions in radiative transfer model. In this study, it is investigated whether IR measurements can be used for the selection of DCC targets. To construct appropriate threshold value for the selection of DCCs, the statistics of cloud optical properties are collected with MODIS measurements. When MODIS brightness temperature (TB) at 11 ${\mu}$ m is restricted to be less than 190 K, it is shown that more than 85% of selected pixels show COT ${\geq}$ 100. Moreover, effective radius ($r_e$) distribution shows a sharp peak around 20 ${\mu}m$. Based on those MODIS observations, cloud optical properties are assumed as COT = 200 and $r_e$ = 20 ${\mu}m$ for the simulation of MODIS visible (0.646 ${\mu}m$) band radiances over DCC targets.

• Journal of Ocean Engineering and Technology
• /
• v.29 no.5
• /
• pp.359-365
• /
• 2015

A reliability analysis of the gravity-based foundation of anoffshore wind turbine was performed by considering the uncertainties of the design variables, including environmental loads. The limit state functions of the gravity-based foundation were defined using the response limits of the support structures suggested in the DNV standard. The wind load couldbe obtained using the GH_bladed software, and the wave load was calculated using the Morison equation. Then, the extreme distributions of the wind and wave loads were estimated by applying the peak over threshold (POT) method to the wind and wave load data. The probability distribution characteristics of the soil properties were defined with reference to a southwest coast geotechnical survey report. The reliability index was evaluated for each failure mode using a first-order reliability method.

• Journal of Veterinary Clinics
• /
• v.37 no.3
• /
• pp.123-129
• /
• 2020

We aimed to investigate the differences in the efficacy of insert and circumaural earphones when performing the brainstem auditory evoked response (BAER) test with dogs. Hearing loss may occur congenitally or secondarily in dogs. The BAER test, unlike the classical ethological method, is the most reliable diagnostic tool to assess canine auditory function. Furthermore, there are certain advantages of using insert earphones rather than the standard, circumaural earphones. We subjected eight dogs to the BAER test with insert earphones and circumaural earphones. The result revealed that the latency of waves was delayed with an insert earphone. The inter-peak latency did not show any significant differences between the two transducers, and the threshold was higher when using an insert earphone. Moreover, the circumaural headphones produced a greater degree of crossover effect than the insert earphones, and this cross-over effect could affect the outcomes of the BAER test. Considering these results, we concluded that insert earphones may be more appropriate when performing the canine BAER test.