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가중 최소제곱 서포트벡터기계의 혼합모형을 이용한 수익률 기간구조 추정
노성균,심주용,황창하,Nau, Sung-Kyun,Shim, Joo-Yong,Hwang, Chang-Ha 한국통계학회 2008 응용통계연구 Vol.21 No.1
Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data. 수익률 기간구조(term structure of interest rates, 이하 수익률곡선)는 자료의 성격이 경시적(longitudinal)이므로 만기까지 기간과 시간을 동시에 입력변수로 고려해야만 유용하고 효율적인 함수추정이 가능하다. 고러나 이러한 방법은 다루어야 하는 자료가 대용량이기 때문에 대용량 자료에 적합하고 실행속도가 빠른 추정기법을 개발하는 것이 필요하다. 한편 자료에 내재하는 자기상관성 구조 때문에 과대 적합된 추정 결과를 얻기 쉽다. 따라서 본 논문에서는 이러한 문제를 해결하기 위해서 가중 LS-SVM(least squares support vector machine, 최소제곱 서포트벡터기계)의 혼합모형을 제안한다. 미국 재무부 채권에 대한 사례연구를 통해서 추정 결과가 증권시장 붕괴 같은 이례적 사건의 현상을 잘 반영하고 있음을 확인할 수 있었다.
장기간 스노우보드 운동이 골밀도 및 골대사에 미치는 영향
김을교,최동재,노성균 명지대학교 예체능연구소 2002 藝體能論集 Vol.13 No.-
The purpose of this study was to investigate the effect of the BMD and BMM for L spin AP, Femoral-neck and seurm Ca, seurm P after 12 weeks snowboard exercise. The total sample was 7 students of university male, consisted of 7 students for inexperienced snowboard group. The results were as follows : 1. Each time BMD for L spine AP was’t shown to significantly but decrease after 6 weeks exercise more then pre-exercise and after 12 weeks exercise more then 6 weeks 2. Each time BMB for Femoral-neck was’t shown to significantly but decrease after 6 weeks exercise more then pre-exercise, some increase after 12 weeks exercise more then 6 weeks exercise. 3. Each time BMD for seurm Ca was’t shown to significantly but decrease after 6 weeks exercise more then pre-exercise, some increase after 12 weeks exercise more then 6 weeks exercise. 4. Each time BMD for seurm P was’t shown to significantly but decrease after 6 weeks exercise more then pre-exercise, some increase after 12 weeks exercise more then 6 weeks exercise. From this study, 12 weeks snowboard exercise was shown to effect about BMD and BMM for L spine AP, Femoral-neck and seum Ca, seurm P in 7 students of university male for inexperienced snowboard but was’t shown to significantly
이수정,권굉보,노성균 대한소화기내시경학회 1993 Clinical Endoscopy Vol.13 No.1
Surgery for a mid-esophageal lesion requires an open thoracotomy, But authors resected out a stenotic thoracic esphageal lesion with laparoscopic instrument without open thoracotomy. The patient was 50 years old woman with a long history of progressive dyaphagia. A small (3 cm in diameter) smooth ovoid submucosal mass lesion was found at 26 cm distal from incisor on both esophagoscopy and esophagogram. Two 5 mm and two 10 mm trocars were inserted into the right pleural cavity under general anesthesia with double lumen endotracheal tube, An induced pneumothorax by insuffulation of CO2 gas made lung collapse and a good exposure of esophagus. Transorally introduced esophagoscope helped to demonstrate the exact location of lesion and also to give a guide at safe excision of mass with prevention of mucosal perforation. The lesion was found to be a congromeration of an inflammed hilar lympnode and hypertorphic esophageal muscle. The entire lesion was carefully dissected from esphageal mucosa and resected out en bloc. A chest tube was introduced through a trocar site. The lung was reinflated immediately. Post-operatively patient was very comfortable. Laparoscopic surgery is very effective and safe, and it could be applied for the resection of lung bullae, benign pulmonary neoplasm and for an excision of benign esophageal tumor.