• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.107-114
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• 2020

Extreme value distributions have often been used for the analysis (e.g., prediction of return level) of data which are observed from natural disaster. By the extreme value theory, the block maxima asymptotically follow the generalized extreme value distribution as sample size increases; however, this may not hold in a small sample case. For solving this problem, this paper proposes the use of a log-logistic (LLG) distribution whose validity is evaluated through goodness-of-fit test and model selection. The proposed method is illustrated with data from annual maximum earthquake magnitudes of China. Here, we present the predicted return level and confidence interval according to each return period using LLG distribution.

• Physical Therapy Korea
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• v.31 no.1
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• pp.48-54
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• 2024

Background: Promoting patients' safe return home at discharge and reducing length of stay in hospital is key for Restorative Rehabilitation Institution (RMI). Objects: This study was designed to identify the factors influencing the return to home and length of stay among various factors. Methods: A total of 120 stroke patients (76 males and 44 females) who were hospitalized in an adult inpatient unit of a RMI for more than 2 months were retrospectively analyzed for this study (multivariate logistic regression analyses, p < 0.001). As predictor variables for assessing the return to home and length of stay, demographic data (sex, age, duration between onset and admission, length of stay, caregiver after discharge, occupation after discharge, reason for discharge, and household type after discharge) were collected. Additionally, following measurements were selectively collected from patient's medical records: scores of Mini-Mental State Examination Korean version (K-MMSE), modified Barthel Index Korean version (K-MBI), Berg Balance Scale and Functional Ambulation Category were obtained at admission and discharge. Results: The K-MMSE at admission and K-MBI at discharge were found to be the predictors of return to home. Additionally, K-MBI at admission influenced the length of stay. Conclusion: This study suggests cognitive functioning at admission and the level of activities of daily living at discharge predicted the return to home and length of stay.

• Nuclear Engineering and Technology
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• v.47 no.1
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• pp.59-65
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• 2015

Background: After the Fukushima accident, the importance of hazard analysis for extreme external events was raised. Methods: To analyze typhoon-induced hazards, which are one of the significant disasters of East Asian countries, a statistical analysis using the extreme value theory, which is a method for estimating the annual exceedance frequency of a rare event, was conducted for an estimation of the occurrence intervals or hazard levels. For the four meteorological variables, maximum wind speed, instantaneous wind speed, hourly precipitation, and daily precipitation, the parameters of the predictive extreme value theory models were estimated. Results: The 100-year return levels for each variable were predicted using the developed models and compared with previously reported values. It was also found that there exist significant long-term climate changes of wind speed and precipitation. Conclusion: A fragility analysis should be conducted to ensure the safety levels of a nuclear power plant for high levels of wind speed and precipitation, which exceed the results of a previous analysis.

• Journal of electromagnetic engineering and science
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• v.5 no.3
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• pp.140-145
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• 2005

In this paper, an experimental investigation for return loss and a software-based prediction for interference level of single-packaged filtering antenna composed of dielectric waveguide filter and PCB(Printed Circuit Board) slot antenna in transceiver module have been carried out with several different feeding structures in millimeter-wave regime. The implementation and embedding method of the existing air-filled waveguide filters working at millimeter-wave frequency on general PCB substrate have been described. In a view of the implementation of each components, the dielectric waveguide embedded in PCB and LTCC(Low Temparature Co-fired Ceramic) substrates has employed the via fences as a replacement with side walls and common ground plane to prevent energy leakage. The characteristics of several prototypes of filtering antenna embedded in PCB substrate are considered by comparing the wideband and transmission characteristics as a function of bent angle of transmission line connecting two components. In addition, as an essential to the packaging of transceiver module working at millimeter-wave, miniaturization technology maintaining the performances of independent components and the important problems caused by integrating and connecting the different components in different layers are described in this paper.

• International Journal of Human Ecology
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• v.10 no.1
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• pp.87-98
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• 2009

This study examines the socio-cultural readjustment of the Korean students returning from overseas study at an early age. For this study 259 returnee students from elementary through high school completed a questionnaire which covered aspects such as school adjustment and re-acculturative stress in relationship to gender, grade, number of parents accompanying the students overseas, length of overseas stay, age of return, length of stay in Korea, and the acculturative stress experienced in a host culture. The findings indicate that re-acculturative stress level of returnee students is higher than the level of the acculturative stress, and that the two are positively related. Hierarchical multiple regression analyses reveal the grade and acculturative stress of returnee students as a significant predictor of school adjustment. The length of overseas stay and acculturative stress significantly predicted the re-acculturative stress level. The acculturative stress significantly affected both school adjustment and re-acculturative stress of returnee students back in Korea.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.119-129
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• 2022

In this paper, we predict the earthquake magnitudes which were recently occurred in Gyeongju and Pohang, using statistical methods based on historical data. For this purpose, we use the five-year block maximum data of 1392~1771 period, which has a relatively high annual density, among the historical earthquake magnitude data of the Chosun Dynasty. Then, we present the prediction and analysis of earthquake magnitudes for the return level over return period in the Chosun Dynasty using the extreme value theory based on the distribution of generalized extreme values (GEV). We use maximum likelihood estimation (MLE) and L-moments estimation for parameters of GEV distribution. In particular, this study also demonstrates via the goodness-of-fit tests that the GEV distribution can be an appropriate analytical model for these historical earthquake magnitude data.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.20 no.8
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• pp.2572-2592
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• 1996

A low-Reynolds-number second moment turbulence closure was developed with the aid of DNS data. Model coefficients of nonlinear return to isotropy term were derived by use of Cayley-Hamilton theorem and two component turbulence limit condition as the functions of invariances of anisotropy and turbulent Reynolds number. Launder and Tselepidakis' cubic mean pressure strain model was modified to fit the predicted pressure-strain components to the DNS data. Two component turbulence limit condition was the precondition to be satisfied in developing the second moment turbulence closure for the realizable Reynolds stress prediction. But the satisfactions of Reynolds stress level and pressure-strain level of each component were compromised because the satisfaction of both levels was impossible.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.20 no.12
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• pp.125-130
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• 2019

A gas-spring has been used in many areas and its use is increasing because it can be designed for a range of purposes. In this study, the behavior of a piston with an orifice hole inside the gas-spring cylinder was predicted using computational fluid dynamics (CFD). The piston was designed to reduce the reaction force if the gas-spring is compressed and to move at a low speed when it is returned. The analysis showed that if the initial gas pressure in the gas-spring is increased to a certain level, the speed of the piston would not decrease with time but will remain constant. The effects of orifice hall size on the piston return speed were investigated. Reducing the size of the orifice hole will increase the pressure difference on both sides of the piston, reduce the piston speed, and make it more constant. On the assumption of a constant speed of the piston, a theoretical solution to the return speed of the piston was derived according to the initial gas pressure, and the results for several initial gas pressures were compared with those of CFD. Comparison studies showed similar results for both methods.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.9
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• pp.1-8
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• 2022

This paper studies market efficiency from a weak form aspect using opening and closing prices of the Shanghai stock exchange composite index (SSEC) and Shenzhen stock exchange composite index (SZSEC) under the expected return theory. Classical methods (autocorrelation and runs test) are used to examine the features of stock returns, and little evidence against mutual independence of returns is found. We predict daily returns of SSEC and SZSEC with AR(p) and VAR(p) models (in this paper, p = 5 is taken as a one-week lag) and perform a virtual experiment on two indexes based on the predicted value of daily returns from AR(p) or VAR(p) model. From the results of AR(p) and VAR(p) for two indexes, we attempt to find out how the market efficiency level changes when the information from the other market is under consideration as we check the market efficiency level in one market. We find that SSEC in 2014-2016 and SZSEC in 2015-2016 are inefficient from the result of autocorrelation, that SSEC in 2016 and SZSEC in 2013 are not efficient from the result of runs test, that the stock market is efficient except 2005, 2009, 2010 and 2017 in SSEC and 2005, 2016 and 2017 in SZSEC and that SSEC is more influenced by SZSEC but SSEC influences SZSEC less from the result of the virtual experiment.

• Management & Information Systems Review
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• v.29 no.2
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• pp.1-25
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• 2010

This study attempted to empirically test the determinants of stock returns in Korean stock market applying multi-factor model proposed by Haugen and Baker(1996). Regression models were developed using 16 variables related to liquidity, risk, historical price, price level, and profitability as independent variables and 690 stock monthly returns as dependent variable. For the statistical analysis, the data were collected from the Kis Value database and the tests of forecasting power in this study minimized various possible bias discussed in the literature as possible. The statistical results indicated that: 1) Liquidity, one-month excess return, three-month excess return, PER, ROE, and volatility of total return affect stock returns simultaneously. 2) Liquidity, one-month excess return, three-month excess return, six-month excess return, PSR, PBR, ROE, and EPS have an antecedent influence on stock returns. Meanwhile, realized returns of decile portfolios increase in proportion to predicted returns. This results supported previous study by Haugen and Baker(1996) and indicated that firm-characteristic model can better predict stock returns than CAPM. 3) The firm-characteristic model has better predictive power than Fama-French three-factor model, which indicates that a portfolio constructed based on this model can achieve excess return. This study found that expected return factor models are accurate, which is consistent with other countries' results. There exists a surprising degree of commonality in the factors that are most important in determining the expected returns among different stocks.