• Title/Summary/Keyword: residual value

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An Empirical Study for the Existence of Long-term Memory Properties and Influential Factors in Financial Time Series (주식가격변화의 장기기억속성 존재 및 영향요인에 대한 실증연구)

  • Eom, Cheol-Jun;Oh, Gab-Jin;Kim, Seung-Hwan;Kim, Tae-Hyuk
    • The Korean Journal of Financial Management
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    • v.24 no.3
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    • pp.63-89
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    • 2007
  • This study aims at empirically verifying whether long memory properties exist in returns and volatility of the financial time series and then, empirically observing influential factors of long-memory properties. The presence of long memory properties in the financial time series is examined with the Hurst exponent. The Hurst exponent is measured by DFA(detrended fluctuation analysis). The empirical results are summarized as follows. First, the presence of significant long memory properties is not identified in return time series. But, in volatility time series, as the Hurst exponent has the high value on average, a strong presence of long memory properties is observed. Then, according to the results empirically confirming influential factors of long memory properties, as the Hurst exponent measured with volatility of residual returns filtered by GARCH(1, 1) model reflecting properties of volatility clustering has the level of $H{\approx}0.5$ on average, long memory properties presented in the data before filtering are no longer observed. That is, we positively find out that the observed long memory properties are considerably due to volatility clustering effect.

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Study on the Possibility of Seawater Intrusion in the Ulsan Area Using Br : Cl Weight Ratios of Groundwater (지하수의 Br : Cl 함량비를 이용한 울산지역 해수침입 연구)

  • Cho, Byung-Wook;Lee, Byung-Dae;Yoon, Wook;Im, Hyun-Chul
    • Economic and Environmental Geology
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    • v.36 no.5
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    • pp.339-347
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    • 2003
  • Using 171 groundwater chemistry data, seawater intrusion in the Ulsan area was studied. The area near the downstream area of the Taehwa River shows the higher Cl concentrations(11,300 mg/L in maximum), whereas the Cl concentrations are generally low in the eastern coastal area maybe due to the geology of the area. When Cl concentrations are very low, groundwater shows Br:Cl weight ratios significantly deviating from the Br:Cl ratio of seawater($34.7{\times}10^{-4}$). However, Br:Cl ratios are very close to the value of seawater when Cl concentrations are higher than 100 mg/L. Eleven groundwater samples having very high Cl concentrations(>500 mg/L) show that ionic ratios for Ca, Mg, $SO_4$, $HCO_3$ and $SiO_2$ are considerably different from those of seawater. This indicates that the origin of the high Cl groundwaters occurring along the Taehwa River are likely to be the residual salines from the salterns previously located on the alluviums rather than the seawaters intruded recently. These waters seem to be accumulated in the sediments before the drastic expansion of the city. Considering the characteristics of the urban groundwater system where the inflow exceeds the outflow, it is anticipated that the high Cl concentration in the groundwater show a decreasing trend in the future.

Studies for the Processing Factors of Pesticides during the Milling of Wheat Grain (밀의 제분에 따른 밀가루 중 농약 가공계수 산출 연구)

  • Park, So-Young;Park, Kun-Sang;Im, Moo-Hyeog;Choi, Hoon;Chang, Moon-Ik;Kwon, Chan-Hyeok;Kim, Sun-Gu;Lee, Hyo-Ku;Hong, Moo-Ki;Shim, Jae-Han;Kim, Jeong-Han
    • The Korean Journal of Pesticide Science
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    • v.13 no.2
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    • pp.70-78
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    • 2009
  • Processing factors of pesticides in milling process of wheat grain, which are consumed and imported at large quantity were examined to establish reasonable MRL of the processed food. Azinphos-methyl, chlorpyrifos, chlorpyrifos-methyl, fenitrothion, malathion, and trichlorfon were selected for the study according to annual usage and the previous detection record in wheat grain. Dipping process for pesticide application was performed in laboratory, while milling process was conducted under pilot plant system. Processing factors were calculated by analyzing residual pesticides on wheat grain and processing products as wheat flour, bran and red dog. Processing factors were 0.05 for azinphos-methyl, 0.06 for chlorpyrifos, 0.05 for chlorpyrifos-methyl, 0.07 for fenitrothion, 0.07 for malathion, 0.06 for trichlorfon, respectively. Recovery test was also performed to establish extraction efficiency of analytical procedure. The recovery value ranged from 93.2% to 98.6% with standard deviation of 0.1-0.9%.

Panperitonitis with Advanced Gastric Cancer - Based on Seminar of Korean Family Medicine Palliative Medicine Research Group - (진행된 위암 환자에게 발생한 범복막염 치료의 완화의학적 접근 - 대한가정의학회 완화의학연구회 세미나를 기초로 하여 -)

  • Jung, Yun-Joo;Kim, Dae-Kyun;Choi, Youn-Seon;Korean Palliative Medicine Research Group, Korean Palliative Medicine Research Group;Shim, Jae-Yong
    • Journal of Hospice and Palliative Care
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    • v.9 no.1
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    • pp.35-39
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    • 2006
  • A 77-year-old female presented panperitonitis due to advanced gastric ranter during palliative care. In the case of panperitonitis following obstruction or perforation, surgical treatment is vital to avoid fatal sepsis and dehydration. However, the risk of surgery and the residual life of a patient must be carefully considered because of high mortality and complication rate in those patients with advanced disease due to the poor condition. The therapeutic value of aggressive hydration, nasogastric tube insertion, and the use of antibiotics is also questionable. Palliative surgery was not performed on this case, and she passed away peacefully in the presence of family after 4 days of palliative medical care. Here is the appropriate management for this kind of patients we would like to recommend through review of relevant references and long discussions. Firstly, we need to predict survival time using clinical variables. Secondly, considering patient status and risk of surgery, non surgical palliative care such as pain control, transient nasogastric tube insertion, and parenteral hydration is recommended. Minimal use of fluid is desirable to minimize complications such as edema and dyspnea if massive hydration in the beginning of treatment is not proved to be effective. Even though started earlier in the course of disease, discontinuation of antibiotics could be discussed with patients and their caregiver if patient status is not improved.

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Effect of Oriental Melon Vinegar Treatment on Growth and Disease Control of Oriental Melon (참외식초 처리가 참외 생육 및 병충해 방제에 미치는 영향)

  • 주길재;안성호;홍순보;박춘근;최원경;이기동
    • Journal of Life Science
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    • v.14 no.1
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    • pp.67-71
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    • 2004
  • Oriental melon vinegar was prepared by two stage fermentations of alcohol and acetic acid. In the alcohol fermentation using oriental melon residual products, alcohol content showed 7.43% in 17$^{\circ}$ brix of initial sugar concentration and 80 h of fermentation time. In the acetic acid fermentation using oriental melon alcohol, acidity showed 5.25% in 250rpm of agitation rate and 200 h of fermentation time. The cultivation esults of oriental melons using its vinegar are as follows. Quantity and quality of samples treated with 500, 1,000 and 2,000 times of oriental melon vinegar were higher than that of control : weight, quality, sugar content and goods production rate were higher to degree of 33∼42 g/piece, 370 ∼460kg/10a, 0.6∼.9$^{\circ}$ Brix, 2∼5%, respectively. Coods production yield of samples treated with 500, 1,000 and 2,000 times of oriental melon vinegar was higher (400∼610 kg/10a) than that of control. The results of control of powdery mildew on oriental melons using oriental melon vinegar as the diluted solution with 500 and 1000 times were identical for control value that used by agrochemical. Powdery mildew were exterminated by 2nd treatment of the diluted solution. In case of aphids, the diluted solution with 500, 1,000 and 2,000 times of oriental melon vinegar exterminated thoroughly by 2nd treatment.

Characteristics of the alkaline protease from the moderate halophile, Halomonas sp. ES 10 (Halomonas sp. ES 10이 생산하는 alkaline protease의 특성)

  • Kim, Chan-Jo;Oh, Man-Jin;Choi, Seong-Hyun
    • Applied Biological Chemistry
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    • v.35 no.4
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    • pp.237-241
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    • 1992
  • The protease from Halomonas sp. ES 10 was purified by methanol precipitation, gel filtration on Sephadex G-150 and G-200, and ion exchange chromatography on DEAE-Sephadex A-50. The purified enzyme was found to be homogeneous by polyacrylamide gel electrophoresis. The specific activity of purified enzyme was 1,014 units/mg protein, and the yield of the total activity from the culture filtrate was 7%. The optimal temperature and pH for the enzyme activity were $35^{\circ}C$, and pH 11.0, respectively. And the enzyme was stable in the range of $pH\;7.5{\sim}11.0$. The residual activity of the enzyme was 70%, when the enzyme was incubated at $50^{\circ}C$ for 40 min. The Km value of the enzyme was 7.4 mg/ml to milk casein. $Li^+$, $Ca^{2+}$, SDS and Tween 80 were appeared to activators, whereas $Hg^{2+}$ and EDTA to inhibitors. The addition of DFP and PMSF showed the relative enzyme activities of 63% and 107%, respectively, suggesting that the enzyme may not belong to serine type protease. When the alkaline protease was treated with 0.5 M and 1 M NaCl, the relative enzyme activities were 95% and 65%, respectively. This enzyme showed 20% and 15% higher enzyme activity than that of Aspergillus oryzae (Sigma Chemical Company product, P4755) in the presence of 0.5 M and 1 M NaCl.

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Synthesis of Hyper Crosslinked Polymer Particle Having Hydroxyl Group (하이드록시기를 갖는 Hyper Crosslinked 고분자 입자의 합성)

  • Jeon, Hyo-Jin;Kim, Dong-Ok;Park, Jea-Sung;Kim, Jong-Sik;Kim, Dong-Wook;Jung, Mi-Sun;Shin, Seong-Whan;Lee, Sang-Wook
    • Polymer(Korea)
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    • v.35 no.1
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    • pp.66-71
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    • 2011
  • With the synthesis of hyper crosslinked polymer particle (HCPP), having microporous structure with hydroxyl functional group, synthesized via polymerization reaction consists of three stepssuspension polymerization, hyper crosslinking by Friedel-Craft catalysis and hydrolysis reaction, the effects of the ratio of each monomer, hyper crosslinking conditions and $CO_2$ supercritical drying on the variations of surface morphology, pore size & distribution and BET surface area of HCPP have been investigated. It was observed that the formation of surface crack or fracture of HCPP was intimately related with the degree of hyper crosslinking reaction between microphase separated domains. And the value of BET surface area of HCPP increased with the increase of reaction temperature, time and the amounts of solvent used in hyper crosslinking step. Moreover, $CO_2$ supercritical drying was proven to be a very effective method for removing stabilizer, unreacted monomers and oligomers from HCPP but needed to add methanol as a co-solvent for efficient removing of residual catalyst.

Geostatistical Approach to Integrated Modeling of Iron Mine for Evaluation of Ore Body (철광산의 광체 평가를 위한 지구통계학적 복합 모델링)

  • Ahn, Taegyu;Oh, Seokhoon;Kim, Kiyeon;Suh, Baeksoo
    • Geophysics and Geophysical Exploration
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    • v.15 no.4
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    • pp.177-189
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    • 2012
  • Evaluation of three-dimensional ore body modeling has been performed by applying the geostatistical integration technique to multiple geophysical (electrical resistivity, MT) and geological (borehole data, physical properties of core) information. It was available to analyze the resistivity range in borehole and other area through multiple geophysical data. A correlation between resistivity and density from physical properties test of core was also analyzed. In the case study results, the resistivity value of ore body is decreased contrast to increase of the density, which seems to be related to a reason that the ore body (magnetite) includes heavy conductive component (Fe) in itself. Based on the lab test of physical properties in iron mine region, various geophysical, geological and borehole data were used to provide ore body modeling, that is electrical resistivity, MT, physical properties data, borehole data and grade data obtained from borehole data. Of the various geostatistical techniques for the integrated data analysis, in this study, the SGS (sequential Gaussian simulation) method was applied to describe the varying non-homogeneity depending on region through the realization that maintains the mean and variance. With the geostatistical simulation results of geophysical, geological and grade data, the location of residual ore body and ore body which is previously reported was confirmed. In addition, another highly probable region of iron ore bodies was estimated deeper depth in study area through integrated modeling.

α-feature map scaling for raw waveform speaker verification (α-특징 지도 스케일링을 이용한 원시파형 화자 인증)

  • Jung, Jee-weon;Shim, Hye-jin;Kim, Ju-ho;Yu, Ha-Jin
    • The Journal of the Acoustical Society of Korea
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    • v.39 no.5
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    • pp.441-446
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    • 2020
  • In this paper, we propose the α-Feature Map Scaling (α-FMS) method which extends the FMS method that was designed to enhance the discriminative power of feature maps of deep neural networks in Speaker Verification (SV) systems. The FMS derives a scale vector from a feature map and then adds or multiplies them to the features, or sequentially apply both operations. However, the FMS method not only uses an identical scale vector for both addition and multiplication, but also has a limitation that it can only add a value between zero and one in case of addition. In this study, to overcome these limitations, we propose α-FMS to add a trainable parameter α to the feature map element-wise, and then multiply a scale vector. We compare the performance of the two methods: the one where α is a scalar, and the other where it is a vector. Both α-FMS methods are applied after each residual block of the deep neural network. The proposed system using the α-FMS methods are trained using the RawNet2 and tested using the VoxCeleb1 evaluation set. The result demonstrates an equal error rate of 2.47 % and 2.31 % for the two α-FMS methods respectively.

Formation and Removal of Trihalomethanes based on Characterization of Hydrophobic and Hydrophilic Precursors (전구물질의 소수성 및 친수성 특성에 따른 트리할로메탄의 생성과 제거에 관한 연구)

  • Jeon, Heekyung;Kim, Junsung;Choi, Yoonchan;Choi, Haeyeon;Chung, Yong
    • Journal of Korean Society on Water Environment
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    • v.24 no.1
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    • pp.123-128
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    • 2008
  • The Dissolved Organic Carbon (DOC) existing in a water includes both hydrophobic and hydrophilic substances however, most of the discussion focuses on hydrophobic substances. The hydrophobic fraction was easily removed by absorption or coagulation more than hydrophilic fraction. Therefore, control of the hydrophilic fraction is very important in water treatment process. This study is to determine the variation of DOC, the removal efficiency of DOC, and Trihalomethane formation potential (THMFP) after each stage of water treatment process by fractionating Natural Organic Matters (NOM) into hydrophobic and hydrophilic substance. DOC from raw water was fractionated at acidic pH (pH<2) using XAD 8 resin column, into two fraction : hydrophobic substance (i.e. humic substance) adsorbed on XAD 8 and hydrophilic substance which represent the organics contained in the final effluent. THMFP was carried out according to the following set condition: Cl2/DOC=4 mg/mg, incubation at $25^{\circ}C$ in darkness, pH 7 adjust with HCl or NaOH as necessary, and 72hour-contact time. THMs analyzed in this study were chloroform, bromodichloromethane, dibromochloromethan, and bromoform. Sewage was almost evenly split between the hydrophobic (56%) and hydrophilic fraction (44%). But, Aldrich humic substance (AHS) was found to contain less hydrophilics (14%) than hydrophobics (86%). The formation of THMs may depend on the source which is characterized by the composition of organic matters such as AHS and sewage. The THMFP yield of sewage and AHS were assessed as follows. The value of the THMFP reaction yield, AHS $172.65{\mu}g/mg$, is much higher than that of sewage $41.68{\mu}g/mg$. This illustrates possible significant difference in THMFP according to the component type and the proportion of organic matter existing in water source. Apparently AHS react with chlorine to produce more THMFP than do the smaller molecules found in sewage. Water treatment process may reduce THMFP, nevertheless residual DOC (the more hydrophilic substance) has significant THMFP. Further reduction in organic halide precursors requires application of alternative treatment techniques.