기울기를 이용한 랜덤워크 부호검정

김태윤,박철용,김슬기,김찬진,김현,유주형,장경민,장영석,Kim, Tae Yoon,Park, Cheolyong,Kim, Seul Gee,Kim, Chan Jin,Kim, Hyun,Yu, Ju Hyung,Jang, Kyung Min,Jang, Young Seok 한국데이터정보과학회 2014 한국데이터정보과학회지 Vol.25 No.2

랜덤워크 가설은 금융시장의 예측 어려움을 이론적으로 설명하는 가설이다. 현재까지 다양한 랜덤워크 검정방법들이 개발되어 왔으나 낮은 검정력과 유의수준 왜곡 등의 문제를 보이는 것으로 알려져 있다. 본 논문에서는 이러한 문제점들을 개선하기 위해 부호검정에 기초한 랜덤워크 검정방법을 제안하였다. 랜덤워크와 관련하여 흔히 사용되고 있는 Dickey와 Fuller (1979) 검정과 모의실험을 통해 성능을 비교하였다. Random walk hypothesis is a hypothesis that explains theoretically the difficulty in forecasting in financial market. Various tests for the hypothesis have been developed so far but it is known that those tests suffer from low power and size distortion. In this article, a sign test based on slopes are suggested to overcome these difficulties. A simulation study is conducted to compare this test to the often used Dickey and Fuller (1979) test.

기울기를 이용한 랜덤워크 윌콕슨 부호순위검정

김태윤,박철용,김슬기,김민석,이우정,권윤지,Kim, Tae Yoon,Park, Cheolyong,Kim, Seul Gee,Kim, Min Seok,Lee, Woo Jung,Kwon, Yunji 한국데이터정보과학회 2014 한국데이터정보과학회지 Vol.25 No.6

랜덤워크는 다양한 분야에서 랜덤현상을 기술하는데 이용되고 있으나, 현재까지 개발된 랜덤워크 검정법에는 유의수준 왜곡과 낮은 검정력 등의 문제가 있는 것으로 알려져 있다. 이러한 문제점들을 개선하기 위해 Kim 등 (2014)은 부호검정에 기초한 랜덤워크 검정 (${\rho}=1$)방법을 제안하였다. 본 논문에서는 보다 개선된 랜덤워크 검정법을 제안하고자 부호검정보다 검정력이 우수한 것으로 알려진 윌콕슨 부호순위검정을 이용한 랜덤워크 검정법을 제안하고, 모의실험을 통해 부호검정, 윌콕슨 부호순위검정, 확장 Dickey-Fuller 검정의 성능을 비교하였다. 모의실험 결과 소표본에서 비모수 검정기법들이 ADF 검정보다 우월하다는 사실을 재확인하였다. 새롭게 밝혀진 사실은 부호검정이 윌콕슨 부호순위검정에 비해 높은 검정력을 가지며, 또한 비모수 검정기법들은 ${\rho}$가 양의 부호를 가지는 경우 (0 < ${\rho}$ < 1) 정규분포보다 이중지수분포에서 낮은 검정력을 가지게 되나, ${\rho}$가 음의 부호(-1 < ${\rho}$ < 0)를 갖는 경우에는 정규분포보다 이중지수분포에서 높은 검정력을 보인다는 사실이다. Random walk is used for describing random phenomenon in various areas but tests for random walk developed so far are known to suffer from size distortion and low power. Kim et al. (2014) proposed a sign test for unit root (${\rho}=1$) hypothesis based on slopes. This article proposes a Wilcoxon signed rank test based on slopes for unit root hypothesis, and compares it with the augmented Dickey-Fuller test and the sign test by a simulation study. Our results confirm that the nonparametric tests are better than ADF test for small samples like n = 30. The results also show that the sign test is better than the Wilcoxon signed rank test and that for 0 < ${\rho}$ < 1 (-1 < ${\rho}$ < 0), the nonparametric tests suffer from power loss (improvement) as normal error changes to double exponential error.

기본첩포검사에서 소실 및 자극반응의 발현빈도

김태윤,윤두희,이준영,김형옥,김정원 ( Tae Yoon Kim,Dou Hee Yoon,Jun Young Lee,Hyung Ok Kim,Chung Won Kim ) 대한피부과학회 1997 大韓皮膚科學會誌 Vol.35 No.6

Background: The patcl test is widely used for diagnosis of allergic contact dermatitis. However, it is sometimes difficiilt or even impossihle to differentiate between allergic and irritant reactions in patch test readings. The achievernent of valid results from the patch test require intelligent and careful patch testing and physirians with skills and experiences. Objective : The purpos of this study was to assess the frequency, age and sex distr ibution, and the seasonal variatioii of irritant. and lost reactions in standard patch tests. Methods : Patch test records of day 2 and day 4 were reviewed and analysed. Frequency of inritant and lost reactions were analysed by allergen, age, sex and season. Results : A total 212 c ses of standard patch test records(rnale 69, female 143) were analysed. The results were as follovs ; 1. The over all frequency of lost reactions in the standard patch test were 33.5 percents and that of irritant reactions were 8.0 perr.ents. 2. The frequency of lost reactions was lower in the age groups under twenty(7.7%) than in the older age groups(35.5%). However, there was no significant difference het,ween the age groups over the third dec ide. 3. The seasonal variation was evident in lost reactions. The order of frequency was summer(45. 0% ), winf,er(33.7% ), spri,ig and fall(2l.1% ). 4. The order of frequency of lost reactions in the stclndard patch allergen was captan(5.7%), potassium dichromate(5.2%), cobalt chloride(4.7%), mercury amrnoniurn chloride(3.8%) c3lld wool alcohol(3.8%) Conclusion : Our result, show a relatively high frequency of lost and irritant. reaction in the standird patch test, and uggest second readings in the patch test would he of value. (Korean J Dermatol 1997;35(6): 1095-1100)

FLUENT-VOF법을 이용한 자유수면 부근을 정속으로 움직이는 물체주위 유동해석

김태윤,현범수,Kim, Tae-Yoon,Hyun, Beom-Soo 한국항해항만학회 2008 한국항해항만학회지 Vol.32 No.1

VOF법은 유체 체적 비율을 통해 밀도가 다른 두 유체를 한꺼번에 계산할 수 있는 수치해석 기법이다. 상용 CFD프로그램의 VOF옵션을 이용하여 자유수면 부근에서 정속으로 움직이는 물체 주위의 수치해석을 시도하였다. 검증 대상으로는 물 속에 잠겨있는 2차원 날개, 자유수면을 수직으로 관통하는 3원 날개, 그리고 컨테이너 선형이 사용되었다. 검증 결과 정도의 차이는 있지만 상용 코오드의 범용성을 어느 정도 확인할 수 있었고 자유수면 유동장을 모사하는데 VOF법이 무난히 활용될 수 있음을 알 수 있었다. VOF method is known as one of the most effective numerical techniques handling two-fluid domains of different density simultaneously. Present study deals with the numerical analysis of flow field around bodies steadily moving near free-surface using FLUENT-VOF method. Validations were made by applying to three typical examples ; 2-D submerged hydrofoil, 3-D surface piercing body and container ship. It was found that the commercial software, FLUENT, is useful in practical use, and VOF method is capable of handling free-surface around moving bodies although discussions are limited to the analysis in qualitative sense.

방탄소재 활용을 위한 SLS 유리의 이온교환 효과

김태윤,심규인,최세영,Kim, Tae-Yoon,Shim, Gyu-In,Choi, Se-Young 한국군사과학기술학회 2010 한국군사과학기술학회지 Vol.13 No.1

There are a number of studies on chemically strengthened glass. Most of them are strengthened in molten salt bath below transformation range of glass. This research is distinguished from the aforementioned studies in that single $KNO_3$ powder was used by employing screen printing technique. In this study soda-lime-silicate(SLS) glasses for bulletproof glass application with various thicknesses were used. The maximum value of the bending strength is 791MPa heat treated at $480^{\circ}C$, which is about 4.3 times higher than the parent glass, which is the highest strength of all soda-lime glasses. In this study, it is also observed that Vickers hardness increased to $657H_v$, which is about 15% higher than the parent glass($568.7H_v$) and fracture toughness was not changed. Depth profiles measured by electron probe micro analyzer(EPMA) showed a correlation between the migrations of $K^+$ ions with bending strength of ion exchanged glasses.

운동자유도에 따른 어깨관절 굴곡각도의 변화

김태윤,최재원,Kim, Tae-Yoon,Choi, Jae-Won 대한고유수용성신경근촉진법학회 2009 PNF and Movement Vol.7 No.1

Objective : The purpose of this study was conducted to find the change of shoulder flexion by degree of freedom between the Proprioceptive Neuromuscular Facilitation(PNF) pattern, the flexion- abduction- external rotation, and not PNF pattern, the flexion- exteral rotation(except abduction)movement. Method : PNF pattern applied on the unilateral upper extremity in all subjects were the flexion- abduction- external rotation, and not PNF pattern, and twenty-six normal subjects(13 male, 13 female) were tested by Cybex Norm Testing & Rehabilitation System. Results : PNF pattern showed significant increase of flexion than not PNF pattern, the flexion-exteral rotation(except abduction)movement, and also the female group was significantly increased than male group. Conclusion : The results suggested that the application of PNF pattern to the unilateral upper extremity had affected on the shoulder flexion by degree of freedom.

CLT 프로그램이 배드민턴 선수의 Functional Movement Screen 점수에 미치는 효과

김태윤,김석환,Kim, Tae-Yoon,Kim, Seok-Hwan 대한고유수용성신경근촉진법학회 2016 PNF and Movement Vol.14 No.1

Purpose: The purpose of this study was to determine the effects of a coordinative locomotor training program on the functional movement screen (FMS) scores of badminton players. Methods: The participants consisted of 31 badminton players who were randomly assigned to either an experimental group (n=15) or a control group (n=16), and engaged in exercise five times per week for six weeks. The experimental group engaged in coordinative locomotor training and the control group engaged in general exercise. An FMS kit (USA) was used to measure the following: FMS score, deep squat, hurdle step, in-line lunge, shoulder mobility, active straight leg raise, trunk stability push up, and rotary stability. Results: The FMS score, deep squat, hurdle step, in-line lunge, active straight leg raise, and trunk stability push up showed significant improvement in the experimental group (p<0.05). Conclusion: The coordinative locomotor training program was able to produce confirmation that functional movement screen scores change in the case of effective exercise interventions in badminton players.

경제위기시 환율신뢰구간 예측 알고리즘 개발

김태윤,권오진,Kim, Tae-Yoon,Kwon, O-Jin 한국데이터정보과학회 2011 한국데이터정보과학회지 Vol.22 No.5

본 연구는 경제위기시 환율의 신뢰구간 예측 알고리즘을 개발하는 것을 주된 목적으로 한다. 경제위기시 환율의 움직임의 특징은 평상시에 비해 변동성이 극도로 증가한다는 점이다. 본 연구에서는 이러한 변동성을 효율적으로 추정하기 위해 시계열 데이터의 변동성 추정에 유용한 것으로 알려진 블록 붓스트랩 기법을 사용하여 그 유용성을 보인다. This paper is mainly concerned about providing confidence prediction interval for exchange rate during economic crisis. Our proposed method is to use block bootstrap method for prediction interval for next day. It is shown that block bootstrap method is particularly effective for interval prediction of exchange rate during economic crisis.

샤르코 마리투스 병 환자의 족관절 통증에 대한 족관절 추나를 병행한 한의학적 치료 증례보고

김태윤,한창,이제균,박종훈,금창준,오재우,주환수,Kim, Tae-Yoon,Han, Chang,Lee, Je-Kyun,Park, Jong-Hoon,Kum, Chang-Jun,Oh, Jae-Woo,Joo, Hwan-soo 척추신경추나의학회 2015 척추신경추나의학회지 Vol.10 No.1

Background : Charcot Marie Tooth disease can cause muscle weakness and foot deformity. Ankle pain induced by foot deformity affect patients' gait pattern and quality of life. Objectives : The purpose of this study is to evaluate the traditional Korean medicine treatment for ankle pain induced with Charcot-Marie Tooth Disease, especially Chuna manual therapy on ankle joints. Methods : One patient was treated with acupuncture, phamacopuncture, herbal medication and chuna manual therapy on ankle joints. To evaluate the pain of ankle, lower back and lower extremity, visual analog scale(VAS) was measured. Results : After treatment for 5 week, the pain of ankle joint was declined from VAS 6 to VAS 2. Conclusions : Traditional Korean medicine treatment including acupuncture, pharmacopuncture, herbal medication and Chuna manual therapy is effective for ankle pain with foot deformity. But further studies are required to prove the effectiveness of Chuna manual therapy on ankle joints.

유산소성 운동이 비만 고등학생의 혈중지질 농도에 미치는 영향

김태윤,Kim, Tae-Yoon 대한물리치료과학회 1997 대한물리치료과학회지 Vol.4 No.2

The purpose of this paper was to evaluated a effect of aerobic exercise for obesity high school student. The subjects were 20 obesity boys and 20 obesity girls as above 25% body fat. The exercise program of this study composed to intensity of $60{\pm}10%$ HRmax, 4 day/weeks and $40{\sim}50$ min/day during twelve weeks. The results were summerized as follows : 1. There were significantly decreased on T-cholesterol, LDL, Triglyceride between pre and post tests of exercise group and HDL-cholesterol was significantly increased but no significant difference of the non exercise group in men. 2. There were significantly decreased on T-cholesterol, LDL, Triglyceride between pre and post tests but no significant difference in HDL of the exercise group in women. 3. There were no significant difference between men and women.