• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1065-1074
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• 2011

During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.26-26
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• 2018

기후변화로 인한 홍수, 가뭄 등의 자연재해가 빈번히 발생함에 따라서, 수자원의 변동성이 심각해짐에 따라서 물 부족에 대한 관심이 대두되고 있다. 특히, 수문분야에서 수자원의 확보 및 효율적 관리에 대한 중요성 및 관심이 높아지고는 있으나, 물 순환에 대한 이해 및 분석에 대한 부분은 아직 계속적으로 연구할 필요성이 있다. 물 순환에서 다른 수문기상인자들에 비해 직접적인 관측이 어려운 실제증발산은 단순 가정 및 경험식, 또는 물수지 방정식을 통해 어림되어 계산되어 진다. 지상에서 실제증발산을 관측하기 위해 에디 공분산 기반의 플럭스 타워(flux tower)를 이용하여 한 지역(지점)에서의 정량적인 관측이 이뤄지고 있으나, 공간적인 관측은 이뤄지고 있지 않는 문제점을 가지고 있다. 따라서, 기술이 발전함에 따라 다양한 물리식 기반의 재분석자료(reanalysis data)/인공위성(satellite)기반의 실제증발산에 대한 자료가 산출되어진다. 그렇지만, 다양한 물리식 기반으로 산출되는 결과는 알고리즘의 특성상 오차가 발생할 수 있다. 이러한 방법을 해결하기 위하여 다양한 합성 방법을 이용하여 각 알고리즘에서 오차를 보정 및 개선한 최적의 실제증발산 결과를 필요로 하게 된다. 이 연구에서는 재분석/인공위성 기반의 8일 단위 실제증발산 자료를 활용하여 두 가지의 합성 방법(simple taylor skill score, maximize r)을 이용하여 개선된 실제증발산 결과를 산출하기 위하여, 2005년부터 2014년까지의 호주에서의 실제증발산에 대한 합성 결과를 나타내었다. 전반적으로 두 방법으로 산정된 결과는 기존의 결과에 비해 오차가 상당히 개선된 것을 확인 할 수 있었으며, 특히, 다양한 자료를 이용하여 합성하는 방법인 simple taylor skill score방법이 maximize r의 방법에 비해 보다 오차 및 상관성이 높은 것을 확인 할 수 있다. 본 연구에서 합성 방법을 이용하여 기존의 자료에 비해서 개선된 결과를 산정할 수 있는 것을 확인하였고, 향후 가뭄에 직접적으로 연관성을 가진 합성 증발산 자료를 활용하여 가뭄 분석의 신뢰성을 향상시킬 수 있을 것으로 기대된다.

• Biomedical Science Letters
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• v.26 no.3
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• pp.149-156
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• 2020

We developed a simple and rapid method for detecting vancomycin resistance genes, such as vanA and vanB, using loop-mediated isothermal amplification (LAMP). To identify not only vancomycin resistance genes, but also the genus Enterococcus, primers were designed for vanA, vanB, and 16S rRNA. Screening for vancomycin susceptibility in Enterococcus was performed using Etest (bioMérieux Inc). The results of the LAMP assay were compared to those of real-time RT-PCR. The optimal conditions for the LAMP assay were 65℃ for 60 min. The detection limits of the LAMP assay for vanA, and vanB were 2 × 10² copies/reaction. Compared to RT-PCR, the sensitivities and specificities of LAMP for 16S rRNA, vanA, and vanB were 100/100%, 100/100%, and 100/100%, respectively. The vanA genotype-vanB phenotype accounted for 57.5% (46/80) of the vancomycin-resistant Enterococci samples collected from 2016 to 2019. In conclusion, the LAMP assay developed in this study showed high sensitivity and specificity for vancomycin-resistant genes. Moreover, due to the simplicity and rapidity of the LAMP assay, its use can be very useful in clinical microbiology laboratories.

• JSTS:Journal of Semiconductor Technology and Science
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• v.14 no.4
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• pp.478-483
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• 2014

We propose a new method which can extract the information about the electronic traps in the semi-insulating GaN buffer of AlGaN/GaN heterostructure field-effect transistors (HFETs) using a simple test structure. The proposed method has a merit in the easiness of fabricating the test structure. Moreover, the electric fields inside the test structure are very similar to those inside the actual transistor, so that we can extract the information of bulk traps which directly affect the current collapse behaviors of AlGaN/GaN HEFTs. By applying the proposed method to the GaN buffer structures with various unintentionally doped GaN channel thicknesses, we conclude that the incorporated carbon into the GaN back barrier layer is the dominant origin of the bulk trap which affects the current collapse behaviors of AlGaN/GaN HEFTs.

• Archives of Plastic Surgery
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• v.38 no.1
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• pp.102-104
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• 2011

Purpose: The standard treatments of hand fractures today are fixations by K -wires, metal plates, wires and lag screws. But it is very difficult to reconstruct fractures by placing implants into small bony fragments especially in the comminuted fractures and intra-articular fractures. This paper describes a simple method of reconstruction with Histoacryl$^{(R)}$ for comminuted and intra-articular fractures in hands. Methods: 2 cases with comminuted and intra-articular fractures by crushing injury were reconstructed with Histoacryl$^{(R)}$. We performed applying Histoacryl$^{(R)}$ with swab on the bone cortex carefully to avoid Histoacryl$^{(R)}$ infiltrating into the medulla. We could rearrange and fixate bony fragments using only Histoacryl$^{(R)}$, in addition, metal plates, K-wires, wires, and lag screws could be used for secondary fixation if needed. Results: Post-operative X-ray finding of 2 patients assured that the bony fragments of the hand fractures maintained their original positions. Significant displacement and deviation, infection, nonunion, and malunion during the follow-up period were not observed. Conclusion: This study showed the possibility of using Histoacryl$^{(R)}$ in addition as a simple method of fixation in the comminuted and intra-articular hand fractures.

• Journal of Electrical Engineering and Technology
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• v.3 no.1
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• pp.60-67
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• 2008

The vibrations and noise origin in electric material is due to several coupled physical phenomena. The revolving electric machine complete modeling is complex; it does not allow simple parametric machine structure studies for various operation modes. This work presents a simple electromagnetic model which makes possible the machine principal parts flow estimation from flux density. Special interest is given in determining Switched Reluctance Machine (S.R.M) radial acceleration in accordance with the current supply. Our focus will be only on the magnetic origin efforts that are dominating in the S.R.M. The efforts calculation versus the current is presented in the case of a machine with a linearized rate. These efforts are considered as a tangential force producing the torque and a radial force that generates no torque. The application is realized on a 6/4 low power S.R.M type (6 stator teeth and 4 teeth rotor). The mechanical response is substituted in a transfer function. The model takes account of the power supply of the machine, the relation between the current supply and the efforts as well as the vibratory response of the machine to these efforts. Finally, the model is validated by comparison with similar experimental results within the framework of the definite assumptions.

• The Journal of Korean Academic Society of Nursing Education
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• v.12 no.2
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• pp.162-169
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• 2006

Purpose: The purpose of this study was to identify the relationship between Health Locus of Control(HLOC) and Health Promoting Behaviors(HPB) in the nursing college students. Method: Data were collected by the structured questionnaires from 485 nursing students in Gwangju. Data were analyzed by using descriptive statistics, t-test, ANOVA, Pearson's correlation coefficient and Simple regression. Result: The mean score for the HLOC of the nursing students was Internal: 23.858, Powerful others: 17.619, Chance: 15.076. The total mean score for HPB was 2.45(range 1-4). The highest score on the subscale was self-actualization(M=2.914), and the lowest was health responsibility(M=1.905). The score between HPB and HLOC-internal(r=.302, p=.000), HLOC-powerful others (r=.329, p=.000), HLOC-chance(r=.146, p=.001) showed a significantly positive correlation. By means of simple regression analysis, HLOC explained 14.3% of HPB. Conclusion: This study suggests that HLOC accounted for 14.3 % of HPB in the nursing college students.

• Korean Journal of Digital Imaging in Medicine
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• v.9 no.1
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• pp.37-43
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• 2007

1. Purpose : This study is to present effective exposure conditions to acquire the best image of simple abdomen in Film Screen (F.S) system and Computed Radiography (C.R) system. 2. Method : In the F.S system, while an exposure condition was fixed as 70kVp, images of a patients simple abdomen were taken under the different mAs exposure conditions. Among these images, the best one was chosen by radiologists and radiological technologists. In the C.R system, the best image of the same patient was acquired with the same method from the F.S system. Both characteristic curves from F.S system and C.R system were analyzed. 3. Results : In the F.S system, the best exposure condition of simple abdomen was 70kVp and 20mAs. In the CR system, with the fixed condition at 70kVp, the image densities of human organs, such as liver, kidney, spleen, psoas muscle, lumbar spine body and iliac crest, were almost same despite different environments (3.2mAs, 8mAs, 12mAs, 16mAs and 20mAs). However, when the exposure conditions were over or under (below) 12mAs, the images between the abdominal wall and the directly exposed part became blurred because the gap of density was decreased. In the C.R system, while the volume of mAs was decreased, an artifact of quantum mottle was increased. 4. Conclusion : This study shows that the exposure condition in the C.R system can be reduced 40% than in the F.S system. This paper concluded that when the exposure conditions are set in CR environment, after the analysis of equipment character, such as image processing system(EDR : Exposure Data Recognition processing), PACS and so on, the high quality of image with maximum information can be acquired with a minimum exposure dose.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1531-1548
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• 2016

Let C[0, t] denote the space of real-valued continuous functions on [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}\mathbb{R}^n$ by $Z_n(x)=(\int_{0}^{t_1}h(s)dx(s),{\ldots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $ t_n=t$ is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. Using a simple formula for a conditional expectation on C[0, t] with $Z_n$, we evaluate a generalized analytic conditional Wiener integral of the function $G_r(x)=F(x){\Psi}(\int_{0}^{t}v_1(s)dx(s),{\ldots},\int_{0}^{t}v_r(s)dx(s))$ for F in a Banach algebra and for ${\Psi}=f+{\phi}$ which need not be bounded or continuous, where $f{\in}L_p(\mathbb{R}^r)(1{\leq}p{\leq}{\infty})$, {$v_1,{\ldots},v_r$} is an orthonormal subset of $L_2[0,t]$ and ${\phi}$ is the Fourier transform of a measure of bounded variation over $\mathbb{R}^r$. Finally we establish various change of scale transformations for the generalized analytic conditional Wiener integrals of $G_r$ with the conditioning function $Z_n$.

• Smart Structures and Systems
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• v.16 no.4
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• pp.641-665
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• 2015

In this paper, a simple and efficient phenomenological macroscopic one-dimensional model is proposed which is able to simulate main features of shape memory alloys (SMAs) particularly ferro-elasticity effect. The constitutive model is developed within the framework of thermodynamics of irreversible processes to simulate the one-dimensional behavior of SMAs under uniaxial simple tension-compression as well as pure torsion+/- loadings. Various functions including linear, cosine and exponential functions are introduced in a unified framework for the martensite transformation kinetics and an analytical description of constitutive equations is presented. The presented model can be used to reproduce primary aspects of SMAs including transformation/orientation of martensite phase, shape memory effect, pseudo-elasticity and in particular ferro-elasticity. Experimental results available in the open literature for uniaxial tension, torsion and bending tests are simulated to validate the present SMA model in capturing the main mechanical characteristics. Due to simplicity and accuracy, it is expected the present SMA model will be instrumental toward an accurate analysis of SMA components in various engineering structures particularly when the ferro-elasticity is obvious.