• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1453-1463
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• 2016

The most useful financial risk measure may be VaR (Value at Risk) which estimates the maximum loss amount statistically. The VaR tends to be estimated in many industries by using transformed univariate risk including variance-covariance matrix and a specific portfolio. Hong et al. (2016) are defined the Vector at Risk based on the multivariate quantile vector. When a specific portfolio is given, one point among Vector at Risk is founded as the best VaR which is called as an alternative VaR (AVaR). In this work, AVaRs have been investigated for multivariate normal distributions with many kinds of variance-covariance matrix and various portfolio weight vectors, and compared with VaRs. It has been found that the AVaR has smaller values than VaR. Some properties of AVaR are derived and discussed with these characteristics.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.27 no.6
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• pp.714-725
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• 2003

The theory of the current-type electromagnetic flowmeter for a high temporal resolution was developed for two-phase flow measurements. To predict the output of the current-type flowmeter, the three-dimensional virtual potential distribution C and the newly introduced flow pattern coefficient f were derived and computed. The output of flowmeter depends on the liquid conductivity (sensitive to temperature) and flow configurations of the two-phase flow with the sinusoidal excitation over 100 Hz. The flow pattern coefficient was specially devised to separate the dependency on the flow configuration of the two-phase flow from that on the liquid conductivity which can be expressed with the calibration of single-phase flow. Using the finite difference method, the three-dimensional virtual potential distributions were computed for the electrode of finite size. By taking derivative of the virtual potential, the weight functions were evaluated and compared with existing analytic series solution for the point-electrode. There was a reasonable correspondence between the present and existing results. In addition, the flow pattern coefficients were evaluated for annular flows with various film thicknesses, and compared with the experimental results by the impedance spectroscopy. The numerical results agreed well with the experimental data.

• Korean Journal of Community Nutrition
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• v.11 no.1
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• pp.72-82
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• 2006

The purpose of this study was to compare the body compositions and food behaviors of middle aged men with different obesity indices. The subjects were 62 middle aged men who lived Gunsan city. Heights, body weights, soft/lean masses, fat masses, percentages of body fat, and fat distributions were measured. Food habits and health-related lifestyle habits were evaluated based on questionnaires. The subjects were assigned to one of the following groups based on their percentage of body fat ($\%$Fat) ; normal, overweight and obesity. The results were as follows: their heights, fat masses, percentages of body fat, WHR, RBW, BMI and fitness scores were significantly higher in the obese subjects when compared to the normal and overweight subjects. Self-perceptions of weight and desires of weight control were significantly related with their percents of Fat. The overweight and the obese groups skipped meals, ate supper out, ate snacks, smoked tobacco, and exercised less frequently than the normal group. There were no significant differences in the scores of the dietary habits and drinking of alcohol among the three groups. Therefore, proper nutritional education on regular meals and intervention is required if middle aged men want to be of normal weight and have healthy lifestyles.

• Macromolecular Research
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• v.12 no.4
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• pp.325-335
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• 2004

Molecular weight distributions of poly(vinyl neo-decanoate) produced by the bulk polymerization of the monomer to low conversions were investigated to obtain values of the rate constants for the chain transfer to monomer ( $C_{M}$). The value of $C_{M}$ of 7.5($\pm$0.6)${\times}$10$^{-4}$ was obtained from a logarithmic plot of the number distribution at 5,25, and 5$0^{\circ}C$, which suggests that the activation energy for chain transfer is on the order of 20-25 kJ ㏖$^{-1}$ . These plots were linear between the number and weight-average degrees of polymerization, but not over the whole molecular weight range for which a significant signal was observed in the gel permeation chromatography (GPC) trace. Modeling suggests that the deviations observed at high molecular weights can be explained by branching of the chains through chain transfer to the polymer, with a branching density as low as 10$^{-5}$ , without affecting the slope at low values of the number of monomer unit, N. This deviation from the expected distribution of linear chains was used to estimate the branching densities at low conversion.ion.

• Macromolecular Research
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• v.17 no.6
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• pp.365-377
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• 2009

In this feature article, we briefly review the new methods we have utilized recently in the investigation of morphology and phase behavior of block copolymers. We first describe the chromatographic fractionation method to purify block copolymers from their side products of mainly homopolymers or block copolymer precursors inadvertently terminated upon addition of the next monomer in the sequential anionic polymerization. The chromatographic method is extended to the fractionation of the individual block of diblock copolymers which can yield the diblock copolymer fractions of different composition and molecular weight, which also have narrower distributions in both molecular weight and composition. A more detailed phase diagram could be constructed from the set of block copolymer fractions without the need of acquiring many block copolymers each prepared by anionic polymerization. The fractions with narrow distribution in both molecular weight and composition exhibit better long-range ordering and sharper phase transition. Next, epitaxial relationships between two ordered structures in block copolymer thin film is discussed. We employed the direct visualization method, transmission electron microtomography(TEMT) to scrutinize the grain boundary structure.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.631-634
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• 2004

In this paper, the Bayesian recurrent neural network (BRNN) is proposed to predict time series data. Among the various traditional prediction methodologies, a neural network method is considered to be more effective in case of non-linear and non-stationary time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one need to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, we sets the weight vector as a state vector of state space method, and estimates its probability distributions in accordance with the Bayesian inference. This approach makes it possible to obtain more exact estimation of the weights. Moreover, in the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent network with Bayesian inference, what we call BRNN, is expected to show higher performance than the normal neural network. To verify the performance of the proposed method, the time series data are numerically generated and a neural network predictor is applied on it. As a result, BRNN is proved to show better prediction result than common feedforward Bayesian neural network.

• Journal of Korean Society of Water and Wastewater
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• v.11 no.1
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• pp.81-87
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• 1997

Coagulation is very important process in water works. The subsequent processes are directly affected by this process. Many factors such as turbidity, alkalinity, pH, hardness, total organic carbon(TOC), velocity gradient and flocculation time effect on coagulation process. Among these factors, specially TOC is being concerned target substance to be removed due to trihalomenthanes(THMs) precursor and alkalinity is being one of the major parameter for removing TOC. We have researched the consumption of coagulant with TOC alkalinity concentration of water and removal efficiency of residual TOC and turbidity with alkalinity. Furthermore we have investigated particle size distributions with velocity gradient and alkalinity. The consumption of coagulant was proportionally increased to TOC and alkalinity concentration and the removal of TOC in Nakdong river water was very difficult more than 150 mg/l in alkalinity but large morecular weight organic such as humic acid could be removed easily. Coagulation of low alkalinity water was more rapidly occured than of high alkalinity water by analyzing the particle size distributions. High alkalinity water needed higher mixing energy for a good coagulation within limited flocculation time.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2001.04a
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• pp.172-181
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• 2001

Upflow anaerobic sludge blanket (UASB) system employs granular sludge to treat various wastewaters including landfill leachate. CH$_4$ production of the granules determines overall performance of a UASB reactor. Sludge granules are developed by self-granulation of microorganisms and dynamic balance between granule growth and decay results in coexistence of granules with different sizes in the reactor. In this study, granules taken from a laboratory-scale UASB reactor were classified into 4 groups based on their diameters and their Physicochemical characteristics we were investigated. Each group was analyzed for settling ability, specific methanogenic activity (SMA), and elemental content. Settling ability was proportional to granule diameter. suggesting effective detainment of larger granules in the reactor. When acetate or glucose was used as a substrate, all groups showed relatively slight difference in SMA. However SMA with a volatile fatty acid mixture showed significant increase with granule diameter, suggesting better establishment of syntrophic relationship in larger granules. Larger granules showed higher value of SMA upon environmental changes (i.e., PH, temperature, or toxicant concentration). Comparative analysis of elemental contents showed that content (dry weight %) of most tested elements (iron, calcium, phosphorus, zinc, nickel. and manganese) deceased with granule diameter, suggesting importance of these elements for initial granulation. Taken together, this study verified experimentally that Physicochemical Properties of granules are related to granule size distributions. Overall results of physicochemical characterization supports that larger.

• Journal of Powder Materials
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• v.14 no.6
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• pp.362-366
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• 2007

Magnesium and magnesium alloys are promising materials for light weight and high strength applications. In order to obtain homogeneous and high quality products in powder compaction and powder forging processes, it is very important to control density and density distributions in powder compacts. In this study, a model for densification of metallic powder is proposed for pure magnesium. The mode] considers the effect of powder characteristics using a pressure-dependent critical density yield criterion. Also with the new model, it was possible to obtain reasonable physical properties of pure magnesium powder using cold iso-state pressing. The proposed densification model was implemented into the finite element method code. The finite element analysis was applied to simulating die compaction of pure magnesium powders in order to investigate the density and effective strain distributions at room temperature.

• Journal of Korean Society for Atmospheric Environment
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• v.18 no.6
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• pp.465-474
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• 2002

In order to reflect variability due to exposure factors as well as to assess uncertainty associated with cancer risk posed by airborne trace metals, a Monte Calro analysis has been made in this study. Input parameters for Monte Carlo analysis were developed or adjusted using body weight, lifetime, and exposure frequency of Koreans. Ambient distributions of toxic metals were founded to be lognormal distributions for most of them using goodness-of-fit tests. Thus, the 95% UCL and 95% LCL of carcinogenic metals were estimated by H-statistic method for lognormal distribution, respectively. The results of Monte Carlo analysis of 95% UCL showed that the 95th percentile risks for men and women were 1.2 and 1.1 times higher than an acceptable risk of 10$^{-5}$ , respectively. The probabilities which those risks exceed the acceptable risk were estimated to be 8% and 6%, respectively, while to be 95% and 94%, respectively on the basis of the minimum acceptable risk of 10$^{-6}$ , respectively. Approximately 90% of total cancer risk came from human carcinogens such as arsenic and hexavalent chromium. Therefore, it is necessary to properly manage both arsenic and hexavalent chromium emissions in the study area.