Statistical Interpretation of Economic Bubbles

Yeo, In-Kwon 한국통계학회 2012 응용통계연구 Vol.25 No.6

In this paper, we propose a statistic to measure investor sentiment. It is a usual phenomenon that an asymmetric volatility (referred to as the leverage effect) is observed in financial time series and is more sensitive to bad news rather than good news. In a bubble state, investors tend to continuously speculate on financial instruments because of optimism about the future; subsequently, prices tend to abnormally increase for a long time. Estimators of the transformation parameter and the skewness based on Yeo-Johnson transformed GARCH models are employed to check whether a bubble or abnormality exist. We verify the appropriacy of the proposed interpretation through analyses of KOSPI and NIKKEI.

변환-역변환을 통한 자기회귀이동평균모형에서의 예측값 추정

여인권,조혜민,Yeo, In-Kwon,Cho, Hye-Min 한국통계학회 2008 응용통계연구 Vol.21 No.3

시계열자료 분석에 있어 주요 목적 중에 하나는 미래에 대한 예측 값을 추정하는 것이다. 이 논문에서는 정상자기회귀이동평균 모형에서 변환-역변환 방법을 이용하여 예측값을 구하는 과정에서 발생하는 문제에 대해 알아보고 회귀분석에서 제안되었던 smearing 추정방법을 시계열분석에서 사용할 수 있도록 붓스트랩을 이용하여 수정한 추정법을 소개한다. Yeo-Johnson 변환 (2000)을 이용한 KOSDAQ지수의 수익률 실증분석을 통해 기존에 사용되고 있는 방법의 문제점과 제안된 방법의 적절성에 대해 고찰해 보았다. One of main goals of time series analysis is to estimate prediction of future values. In this paper, we investigate the bias problem when the transformation and back- transformation approach is applied in ARMA models and introduce a modified smearing estimation to reduce the bias. An empirical study on the returns of KOSDAQ index via Yeo-Johnson transformation was executed to compare the performance of existing methods and proposed methods and showed that proposed approaches provide a bias-reduced estimation of the prediction value.

변환된 자기회귀이동평균 모형에서의 예측구간추정

조혜민,오승언,여인권,Cho, Hye-Min,Oh, Sung-Un,Yeo, In-Kwon 한국통계학회 2007 응용통계연구 Vol.20 No.3

시계열자료를 분석하는데 있어 중요한 목적 중에 하나가 미래값에 대한 예측이다. 일반적으로 자기회귀이동평균모형에서는 백색잡음이 정규분포를 따른다는 가정 하에서 모수의 추론과 예측 및 예측구간의 추정이 이루어지고 있다. 그러나 자료가 이러한 가정을 만족하지 않는 경우, 자료를 가정에 맞게 변환시킨 후 분석하는 방법을 생각해 볼 수 있다. 이 논문에서는 변환된 자료를 분석하여 얻은 결과를 이용하여 본래의 척도에서의 미래값에 대한 예측구간을 추정하는 문제에 대해 알아본다. 제안하는 방법에서는 먼저 적절한 변환을 이용하여 자료를 정규가정을 만족하도록 변환시키고 변환된 자료를 이용하여 미래값에 대한 예측구간을 추정한 후, 역변환을 이용하여 예측구간을 추정한다. 이 논문에서는 시계열분석에서 모델링이 상대적으로 어려운 왜도의 문제를 해결하기 위해 Yeo-Johnson 변환을 중심으로 한 방법론을 소개한다. 모의실험 결과 제안된 방법에 의한 단측예측구간의 포함확률이 변환을 사용하지 않은 구간보다 명목수준에 가까운 것을 확인하였다. One of main aspects of time series analysis is to forecast future values of series based on values up to a given time. The prediction interval for future values is usually obtained under the normality assumption. When the assumption is seriously violated, a transformation of data may permit the valid use of the normal theory. We investigate the prediction problem for future values in the original scale when transformations are applied in ARMA models. In this paper, we introduce the methodology based on Yeo-Johnson transformation to solve the problem of skewed data whose modelling is relatively difficult in the analysis of time series. Simulation studies show that the coverage probabilities of proposed intervals are closer to the nominal level than those of usual intervals.

수술실 간호사의 간호업무 분석

권성복,조경숙,박영숙,김동옥,이여진,이은희 대한간호행정학회 2008 간호행정학회지 Vol.14 No.1

Purpose: The purpose of this study was to identify nurses' duties and tasks for job analysis of the nurses in the operating room. Methods: This study was descriptive investigation research using the 3-point likert scale questionnaires and the level of importance, difficulty and the frequency of each duty and task were analyzed. Data were collected by 422 OR nurses from 57 hospitals. Results: Job of OR nurses included 13 duties and 105 tasks. The 13 duties were ‘management of operative patient’, ‘assistive work for operation’, ‘supportive work for operation’, ‘infection control in OR’, ‘management of equipments and instruments for operation’, ‘administrating medicine for operation’, ‘supplies management for operation’, ‘safety management for operation’, ‘environmental management for operating room’, ‘administrative work for operation’, ‘education for operating room personnel’, ‘development of operation procedure books’ and ‘self development of OR personnel’. Conclusion: This study identified duties and tasks performed by OR nurses. Based on these results, the importance, frequency, and difficulty in this study will provide research evidence for developing training programs for OR nurses.

파라콰트 중독에서의 항산화치료

권운용,조유환,송형곤,김명천,이중의,서길준,윤여규 대한응급의학회 2001 대한응급의학회지 Vol.12 No.4

Background: Paraquat causes severe tissue toxicity when ingested, but has no effective treatment modality. We have shown that high dose vitamin C has effective antioxidant activities against the paraquat intoxication in a previous animal experiment. This study was designed to evaluate the effect of antioxidant therapy with high dose vitamin C and vitamin E in human cases of paraquat intoxication. Methods: From August 1999 to August 2001, 19 paraquat intoxication patients who visited the emergency department of the Seoul National University Hospital and the Kyounghee University Hospital were enrolled to this study. They were devided into two groups, a control group(9 patients) and a study group(10 patients). The control group received only conservative managements including gastro-intestinal decontaminati-on. The study group received conservative managements plus the antioxidant therapy which was composed of vitamin C 24 gm/day intravenously and 20 gm/day orally, and vitamin E 1.6 gm/day orally. Results: In the study group, 5 of 10 patients(50%) survived, but all patients of the control group died(p=0.003). There were no significant differences in age, sex, and usage of gastric lavage and activated charcoal between the two groups. Difference in ingested amount of paraquat between the two groups could not be analyzed due to the inexact and subjective measuring methods based on patients' histories. Conclusion: Antioxidant therapy with high dose vitamin C and vitamin E is effective in vival rate in paraquat intoxicated patients.

자궁경부종양에서 HPVDNAChip^(�) 및 Hybrid Capture Ⅱ^(TM)검사를 이용한 인유두종 바이러스의 검출

여소진,김달수,남계현,심일구,김태희,이해혁,이권해 대한부인종양 콜포스코피학회 2003 Journal of Gynecologic Oncology Vol.14 No.2

목적 : 인유두종 바이러스는 자궁경부암의 의의있는 원인 인자이다. 이 연구의 목적은 HPVDNAChip??검사를 이용하여 정상, 전암병변, 침윤성 경부암의 인유두종 바이러스의 분포를 알아보고 그 결과를 Hybrid CaptureⅡ^(^(TM)) 검사와 비교하였다. 연구 방법 : 149명의 대상환자 중 57명은 병변이 없었고, 59명은 전암 병변이었으며, 33명은 침윤성 경부암이었다. HPVDNAChip??검사와 이 검사처럼 아형 66, 69를 제외한 고위험군(HPV-16/18/31/33/35/45/51/52/56/58/59/68) 인유두종 바이러스를 검사할 수 있는 Hybrid CaptureⅡ^(^(TM))검사를 이용하여 연구하였다. 결과 : 두 검사 모두 인유두종 바이러스를 검사하는 데 유용하였고, 결과가 의의있게 일치하였다(kappa value 0.721, p<0.01). Hybrid CaptureⅡ^(^(TM))검사에서 양성이나 HPVDNAChip??검사에서 음성인 경우는 18명(12.1%)으로 평균 Hybrid CaptureⅡ^(^(TM))값이 120.7±233.0 (mean±SD)이였고, 두 검사 모두 양성인 경우의 Hybrid CaptureⅡ^(^(TM))값은 448.1±732.8 (mean±SD)이였다. Hybrid CaptureⅡ^(^(TM))검사의 민감도는 94.6%이고, 특이도는 78.9%였고 HPVDNAChip??검사의 민감도는 83.7%이고, 특이도는 89.5%였다. HPVDNAChip??검사는 모두 15가지의 고위험군의 인유두종 바이러스 아형을 알아낼 수 있으며 아형 16이 전암병변(28.8%, 15/59)과 침윤성 경부암(48.5%, 19/33)에서 가장 흔한 아형이었으며 그 다음으로 흔한 아형은 58이었다. 결론 : HPVDNAChip??검사는 Hybrid CaptureⅡ^(^(TM))검사처럼 인유두종 바이러스 검사에 매우 민감하고 유용한 검사이다. HPVDNAChip??검사는 Hybrid CaptureⅡ^(^(TM))검사와 비교할 때, 인유두종 바이러스의 아형과 중복감염에 대한 정보를 준다. 앞으로 HPVDNAChip??검사의 자궁경부암의 선별검사로서의 가치에 대한 연구가 더 필요하다. Objective : Human Papillomavirus (HPV) is well known as one of the major risk HPVDNAChip?? factors for cervical cancer. The purpose of this study is to know HPV genotype distribution in women with normal cervix, precancerous lesion, and invasive cervical cancer by HPVDNAChip?? test. In addition, the result of HPVDNAChip?? test was compared with Hybrid CaptureⅡ^(TM) system for HPV detection. Methods : One hundred forty nine patients were included in this study. 57 women had normal cervix, 59 women had precancerous lesion, and 33 women had invasive cervical cancer. We tested them with two method for detection of Human Papillomavirus (HPV) by HPVDNAChip?? test and Hybrid CaptureⅡ^(TM) system. Hybrid CaptureⅡ^(TM) test can detect same high-risk HPVs (16/18/31/33/35/39/45/51/52/56/58/59/68) with HPVDNAChip?? test which can detect additional 66 & 69 high risk types of HPV. Results : Both methods for the detection of HPV were useful tests. The correlation between the results of two methods was very significant (kappa value 0.721 [p<0.01]). Positive Hybrid CaptureⅡ^(TM) test and negative HPVDNAChip?? test group were 18 women (12.1%) and average Hybrid CaptureⅡ^(TM) titer value of this group was 120.7±233.0 (mean±SD), positive Hybrid CaptureⅡ^(TM) test and positive HPVDNAChip?? test group were 84 women (54.4%) and average titer was 448.1±732.8. The Hybrid CaptureⅡ^(TM) test showed a sensitivity of 94.6% and a specificity of 78.9% and the HPVDNAChip?? test showed a sensitivity of 83.7% and a specificity of 89.5%. HPVDNAChip?? test detected total 14 genotype of HPV. HPV-16 was 28.8% (15/59) in precancerous lesion and 48.5% (19/33) in invasive cancer, most common in both groups. Next common type HPV-58 was 25.4% (12/59) in precancerous lesion and 9.1% (3/33) in invasive cancer. Conclusion : HPVDNAChip?? test is very sensitive and effective method for detection of Human Papillomavirus (HPV) infection as Hybrid CaptureⅡTMtest. In comparison with Hybrid CaptureⅡ^(TM) test, HPV genotype and multiple HPV infection information can be given by HPVDNAChip?? test. Further study will be needed to know the value of screening of cervical cancer by HPVDNAChip?? test in future.

상아질 결합제가 컴포머의 불소유리에 미치는 영향에 관한 연구

윤여상,김종수,권순원,김용기 대한소아치과학회 2001 大韓小兒齒科學會誌 Vol.28 No.2

본 연구의 목적은 와동 충전시 충전재와 지질 사이에 개재되는 상아질 결합제가, 수복물에서 유리되는 불소가 와동 벽으로 침투하는 과정에 어떠한 영향을 주는지를 조사함이었고, 부가적으로 레진 강화형-글라스 아이오노머 시멘트의 접착에도 상아질 결합제를 도포하는 것이 체질과의 결합력을 강화시킬 수 있는지에 대해 평가하고자 하였다. Fuji II LCR와 Dyract APR를 선정하여 상아질 결합제의 도포 여부에 따른 불소 유리량 측정과 전단 결합 강도도를 비교분석하였으며, 치질 내로의 불소 침투 양상은 교환 시기에 있는 재2유구지에 Fuji II LCR와 Dyract APR를 충전하고 3주내에 발거하여 EPMA필 분석하였다. 상아질 결합제는 불소 유리량을 현저하게 감소시키는 것으로 나타났으며(p<0.05) Fuji II LCR의 경우 상아질 결합제의 도포가 결합강도를 증가시키지 못하였다. EPMA분석결과 상아질 결합제는 충전재로부터 유리되어 나오는 불소가 치질 내로 확산되는 것을 방해하는 것으로 확인되었다. It is well known that glass-ionomer cement and compomer can release fluoride which can inhibit the progresion of dental caries. The purposes of thins study were to evaluate whether the fluoride from fluoride-containing ailing materials can penetrate the dentin bonding adhesive and the dentin bonding adhesive can increase the bond strength of resin-modified glass lonomer. The amount of fluoride release from resin-modified glass lonomer and compomer was measured during 28 days of period find statistically analyzed by t-test. The bond strength of each material with/without dentin bonding adhesive was measured and also statistically analyzed by t-test. The distribution of fluoride from each material into the tooth was explored by electron probe microanalysis system (EPMA). The expenmental teeth used were second primary molars about to exfoliate. The amount of fluoride from each material was diminished by dentin bonding adhesive during 28 days(p<0.05) and the bond strength was not increased by dentin adhesive in resin-modified glass ionomer. The bond strength of group VI was not detectable. The distribution of fluoride from earth material into teeth was according to dentino-enamel junction and dispersed into pulp from pulpal floor. The widest distribution was shown in resin-modified glass ionomer cement filled without the application of dentin bonding adhesive.

14-15세 한국인 안모의 실물사진계측분석에 의한 연구

오재권,김여갑 대한악안면성형재건외과학회 2001 Maxillofacial Plastic Reconstructive Surgery Vol.23 No.2

A PHOTOMETRIC STUDY OF MAXILLOFACIAL NORMALS IN 14∼15 YEAR-OLD KOREAN. The primary method of diagnosis in craniofacial deformity patient is used by gross inspection. The study for objective analysis and evaluation in Korean maxillofacial soft tissue portions is rare and our normals have been based on Caucasian such as American. But it is difficult to apply it to ours so we studied the frontal photometric measurements for maxillofacial Korean normals. The photograph were taken with the subject sitting in head position parallel with interpupillary plane to the floor. During taking pictures, facial analyser by Obwegeser in Martin was used for correct measurements. 54 male and 57 female ages 14 to 15 years were selected from a group of 111 healthy middle school students in Inchon. 1.The vertical measurements in glabella-subnasale, subnasale-stomion and stomion-menton in the male were higher than in the female subjects in 14∼15 years old Korean, so middle and lower third face were higher than those of female(p<0.05). 2.The horizontal measurements of female was higher than those of male in the rt. and It. eye width but smaller in nose width and lip width(p<0.05). 3.There was no significant difference in gender compared with soft cheek and mention angle measurements When our reports were compared with american white population, the vertical proportions in Korean normals were similar to american and the line measurements in middle facial length, nose width and intercanthal distance were higher than those of american. Key words : Maxillofacial korean normals, Frontal photometric measurements

백서 Paraquat 두여에 의한 간과 폐 조직의 산화성 손상에서 Vitamin C와 Deferoxamine의 항산화 효과에 관한 연구

정연권,서길준,정중식,정성은,최국진,윤여규 대한응급의학회 2000 대한응급의학회지 Vol.11 No.4

Background: The toxicity of paraquat has been known to be caused by oxygen free radicals which leads to the lipid peroxidation and multiple organ failure. Although vitamin C has been known to be a potent antioxidant, recently there are numerous data which have shown that a low dose of vitamin C may act as a prooxidant due to the stimulation of the Fenton reaction with metal ions, which produces hydroxyl radicals. It has been reported that a deferoxamine in paraquat intoxication could reduce the production of the hydroxyl radicals by the inhibition of the Fenton reaction through the reduction of iron ion in tissue. The aim of this study was to evaluate the effect of the high and low dose of vitamin C and deferoxamine on lipid peroxidation and plasma TNF-α in paraquat intoxication. Methods: Female Sprague -Dawley rats were divided into seven groups: control group which was not given paraquat(20 mg/kg), P group which was given paraquat only, PVH group given paraquat and high dose of vitamin C(100 mg/kg), PVL group given paraquat and low dose of vitamin C(10 mg/kg), PVHD given paraquat, high dose of vitamine C and deferoxamine(100 mg/kg), PVLD given paraquat, low dose of vitamin C and deferoxamine, and PD given paraquat and deferoxamine. Animals were killed at 6 and 24 hours after treatment. Malondialdehyde(MDA), superoxide dismutase(SOD) and glutathione(GSH) contents, catalase activity, plasma TNF-α, and histologic changes in the lung and liver tissue were measured. Results: The lung histology in the PVH and PD or PVHD groups showed the significant decreases in the alveolar edema and interstitial thickness compared to the P group. The liver histololgy in the PVH and PVHD groups demonstrated marked differences in the central venous and sinusoidal dilatation compared to that of the P group. While the MDA levels of the lung and liver in the PVH and PD groups showed the significant reduction compared to that of the P group at 6 hours after treatment, all groups showed the significant changes compared to the P group at 24 hours. There was no significant change of the SOD levels of the lung and liver at 6 hours among all groups. At 24 hours, the SOD levels of the lung in PVH, PVL, and PVHD groups showed the significant increases compared to the P group. The increase of the SOD level in groups combined with deferoxamine, however, revealed a little reduction. The SOD level of the liver in PVH group only significantly increased compared to the P group at 24 hours. There was no significant change of the GSH level of the lung and liver among all groups at 6 hours. At 24 hours, the GSH level of the lung and liver were significantly increased in both PVH and PD group and PVH group, respectively, compared to the P group. Although the catalase activity of the lung was not significantly increased, that of liver was signiflcantly increased in both PVHD and PD groups compared to the P group at 6 hours. The catalase activities of the lung and liver were significantly increased in PVH, PD, and PVHD at 24 hours. The concentrations of the plasma TNF-α were slightly decreased at 6 hours and slightly increased at 24 hours compared to that of the P group, but they were not significant. Conclusion: This study showed that although the low dose of vitamin C had no effect, the high dose of vitamin C revealed a decrease of the MDA level and an increase of SOD, GSH, and catalase activity in the lung and liver tissues, and the effect of the high dose of vitamin C increased with time. The administration of the deferoxamine with or without high dose of vitamin C, however, significantly showed the inhibition of the lipid peroxidation and antioxidant effect and low dose vitamin C decreased the effect of deferoxamine. The effects of the vitamin C and deferoxamine on plasma TNP-α were not clearly shown.

골수강내 금속정을 사용한 경골 골절의 치료 : Rigid Nail과 Flexible Nail의 비교 Comparison between Rigid and Flexible Nails

윤여헌,노권재 梨花女子大學校 醫科大學 醫科學硏究所 1994 EMJ (Ewha medical journal) Vol.17 No.1

1987년 1월부터 1993년 6월까지 이화여자대학교의과대학 정형외과학교실에서 골수강내 금속정 삽입술로 치료한 108예의 경골 골절을 flexible nail로치료한 군(제 1군)과 rigid nail로 치료한 군(제 2군)으로 나누고 각각의 성적을 비교 분석한 결과는다음과 같다. 1) 골유합에 소요된 기간은 평균 17.5주였으며,rigid nail이 flexible nail에 비하여 현저히 단축되었다. 2) 합병증의 발생은 17예(15%)였으며, flexiblenail은 각형성이나 골길이의 단축 등 부정유합이많았고, rigid nail은 골감염이 많았다. To dilrectly coimpare the rigid and flexible jlltrarnedullary nails for the treatment of tibialfractiires, we restrospectively reviewed the clinical result of 108 tibial fractures treated at theEwha Womans University Hospital between January 1987 to June 1993. Twenty-one cases werebelonged to the flexible nail(FN) group, while 87 fractures were included to the rigid(nonlocking or interlocking) nail(RN) group. Average period between the injury and fracture union was overall 17.5 weeks(range, 11-67)and it was much shorter in the RN group(15.2 weeks) than the FN group(29.0). Complicationsduring and after treatment in terms of malunion as well as delayed or non-union, were alsomore common in the FN group. However. deep wound infecctions were only found after rigidnailing. In conclusion, in view of the fracture union time and comptication rate, rigid nailing showedbetter results than the flexible one. But the flexible nails had several inherent advantages especially ill the technical aspects of their use.