• Title/Summary/Keyword: 가격예측 시뮬레이션

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Validation of Sensing Data Based on Prediction and Frequency (예측 및 빈도 기반의 센싱데이터 신뢰도 판단 기법)

  • Lee, SunYoung;Kim, Ki-Il
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.20 no.7
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    • pp.1398-1405
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    • 2016
  • As wireless sensor networks become eligible as well as useful in several controled systems where surrounding environments are likely to be monitored, their stabilization become important research challenge. Generally, stabilization is mostly dependent on reliability of sensing value. To achieve such reliability in wireless sensor networks, the most of previous research work have tendency to deploy the same type of multiple sensor units on one node. However, these mechanisms lead to deployment problem by increasing cost of sensor node. Moreover, it may decrease reliability in the operation due to complex design. In order to solve this problem, in this paper, we propose a new validation scheme which is based on prediction and frequency value. In the proposed scheme, we take into exceptional cases account, for example, outbreak of fire. Finally, we demonstrate that the proposed scheme can detect abnormal sensing value more than 13 percent as compared to previous work through diverse simulation scenarios.

A Two Factor Model with Mean Reverting Process for Stochastic Mortality (평균회귀확률과정을 이용한 2요인 사망률 모형)

  • Lee, Kangsoo;Jho, Jae Hoon
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.393-406
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    • 2015
  • We examine how to model mortality risk using the adaptation of the mean-reverting processes for the two factor model proposed by Cairns et al. (2006b). Mortality improvements have been recently observed in some countries such as United Kingdom; therefore, we assume long-run mortality converges towards a trend at some unknown time and the mean-reverting processes could therefore be an appropriate stochastic model. We estimate the parameters of the two-factor model incorporated with mean-reverting processes by a Metropolis-Hastings algorithm to fit United Kingdom mortality data from 1991 to 2015. We forecast the evolution of the mortality from 2014 to 2040 based on the estimation results in order to evaluate the issue price of a longevity bond of 25 years maturity. As an application, we propose a method to quantify the speed of mortality improvement by the average mean reverting times of the processes.

Consumer's Demands for the T-Commerce By the Technology Adoption Types (소비자의 기술혁신수용 유형에 따른 T-Commerce 수요도)

  • Park, Sun-Young
    • Journal of Broadcast Engineering
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    • v.13 no.3
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    • pp.319-327
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    • 2008
  • The purpose of study is to investigate the customer oriented transaction environment for the customers' convenience, the plan of public policy in regard to the customer oriented T-Commerce, and the consumption pattern of customers' commercial transaction, necessary for the marketing strategy by analyzing the demand for the T-Commerce with the purchase intention and maximum willingness to pay according to the demographic factors, the pattern of commercial transaction, and the technology innovation types. The results showed that there were statistically significant relations between consumer's willingness price to pay for the T-commerce and the consumer's technology adoption types, monthly internet shopping amounts, and weekly TV-home shopping hours. The simulations on a basis of multiple regression analysis for the T-commerce were illustrated by those factors.

Estimating the Compliance Cost of the Power and Energy Sector in Korea during the First Phase of the Emissions Trading Scheme (발전·에너지업종의 배출권거래제 제1차 계획기간 배출권 구입비용 추정과 전력시장 반응)

  • Lee, Sanglim;Lee, Jiwoong;Lee, Yoon
    • Environmental and Resource Economics Review
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    • v.25 no.3
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    • pp.377-401
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    • 2016
  • This study analyzes how much cost the power generation and energy sector in South Korea have to bear due to the introduction of emissions trading scheme during 2016 - 2017. To this end, the data on the seventh basic plan for long-term electricity supply and demand is applied to the electricity market simulation model called M-Core, and then the model forecasts carbon dioxide emissions to compare with the free emission allowances in the first national emissions permit allocation plan. The main results are as follows. Carbon dioxide emissions are estimated to be less in 2016 but more than the free emission allowances in 2017. When the price of the allowances is changed from \10,000/ton to \20,000/ton, the cost of purchasing the allowances is ranged from \70 billion to \140 billion. Under the assumption that CO2 cost is incorporated into the variable cost, a reversal of merit order between coal and LNG generation takes place when the price of the allowances exceeds \80,000/ton.

Forecasting of ADSL vs VDSL; by Using Lotka-Volterra Competition (LVC) Model

  • Cho, Byung-sun;Cho, Sang-Sup
    • Journal of Korea Technology Innovation Society
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    • v.6 no.2
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    • pp.213-227
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    • 2003
  • 초고속 인터넷 서비스는 사용자수의 증가와 더불어 고객의 다양한 욕구 즉 인터넷 방송, 주문형비디오(VOD)서비스, 원격교육, 고화질 TV 등 대용량의 멀티미디어 서비스에 대한 욕구가 폭발적으로 증가하고 있다. 이러한 욕구를 충족하기 위해서는 현재의 초고속 인터넷서비스로서는 속도에 대한 한계에 부딪치게 되어 통신사업자들은 새로운 기술 또는 여러 가지 기술적 대안들을 추구하고 있다. 2002년부터 시작하여 2003년 이후에는 멀티미디어 수요의 증가에 따라 ADSL을 대체하는 기술로 VDSL이 등장하여 매년 꾸준한 신규가입자 수요가 발생하고 있으나, 통신사업자들은 각각의 망 특성, 시장위치, 전략적 필요성 둥에 의해 상용화를 적극 검토,추진하고 있으나 각각 전개하는 방식은 조금씩 다르다. 따라서 본 연구에서는 통신사업자들의 가입자망 진화 전략에 대해 살펴 본 다음 Lot3n-Volterra Competition (LVC) 모델을 이용 ADSL 과 VDSL 두 기술간의 상호 경쟁 및 대체를 통해 어떻게 진화 되어가는지를 살펴보았다. 대표적인 통신사업자인 KT는 막강한 자금력을 바탕으로 시장 확대 및 경쟁사와의 차별화를 위해 VDSL 서비스 조기도입을 서두르고 있고, 하나로는 자금의 열세로 인한 ADSL 투자비를 회수 할때까지 VDSL 서비스를 연기하고 있는 실정이다. ADSL과 VDSL 두 기술의 관계는 Lotka-Volterra Competition (LVC) 모델을 이용한 시뮬레이션 결과를 통해 빠른 속도와 비슷한 가격대의 VDSL이 침략자(predator)로 기존 시장 지배자인 ADSL을 사냥감(prey)으로 빠른 속도로 대체해 나가는 것을 알 수 있었다.

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Traffic Management Scheme for Supporting QoS of VBR/ABR Services in ATM Switching Systems (ATM 스위칭 시스템의 VBR/ABR 서비스 품질 지원을 위한 트랙픽 관리 기법)

  • 유인태
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.8A
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    • pp.1160-1168
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    • 2000
  • This paper presents a real-time integrated traffic management (RITM) scheme that can effectively manage variable bit rate (VBR) and available bit rate (ABR) traffics having unpredictable characteristics in asynchronous transfer mode (ATM) networks. An unique feature of this scheme is that it has a special ATM cell control block which makes it possible to monitor bursty traffics in real-time so that the delay incurred to measure cell arrival rate is minimized. Additionally, the proposed scheme intends to dynamically reassign the leftover network resources to VBR/ABR connections without any deterioration in quality of service (QoS) of the existing connections. The RITM scheme has been verified to reliably monitor incoming traffics and to efficiently manage network resources by computer simulations. The capability of managing the incoming ATM traffics in real-time helps determine an optimal acceptable number of user connections for a given network condition. We can use this value as a threshold to protect the network from being congested and to find out a cost-effective buffer design method.

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Administrative Consolidation Modeling and Simulation Works between Cheongju and Cheongwon

  • Kim, Yeon-Sik;Hong, Sung-Ho;Seong, Tae-Young;Lee, Man-Hyung
    • Korean System Dynamics Review
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    • v.10 no.3
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    • pp.81-104
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    • 2009
  • 이 연구는 청주와 청원의 행정구역 통합에 따른 파급효과를 유량-저량 다이어그램 모형을 구축하여 분석하는 데에 역점을 두며, 제시한 모형은 행정구역 통합에 대한 이론적 고찰과 청주와 청원의 역사적 배경에 토대를 두고, 도시를 구성하는 주요 지표의 인과관계에 기초한다. 첫째, 인구수 측면에서 통합이 이루어질 때의 인구가 분리되어 있을 때의 인구보다 상대적 많이 늘어난다. 분리된 상태에서도 청주와 청원의 인구는 전반적으로 증가 추세를 나타내지만, 통합이 이루어질 경우에는 청원의 인구 유입이 상대적으로 큰 폭으로 늘어나는 경향을 보인다. 둘째, 공무원 수의 측면에서는 통합이 이루어질 때에는 종전에 비해 다소 적은 수의 공무원이 근무하리라고 기대되지만, 그 차이는 미미 하리라고 예측된다. 셋째, 산업체 수와 종업원 수는 인구측면의 시뮬레이션 결과와 유사한 형태를 나타냈다. 통합이 이루어질 경우에는 청주의 산업체수의 변화는 미미하지만, 청원은 산업체 수와 종업원 수에서의 변화가 분리 시나리오에서 보다 큰 증가세를 나타낸다. 넷째, 지방세 수입 측면에서는 통합과 분리 시나리오에 의한 결과 차이가 크지 않았는데, 이는 관련 법령 및 규정에서 통합과 분리에 따른 차이를 조정하고 있기 때문이다. 과거 추세의 측면에서 청주는 지방세 수입 부분이 수렴되고 있는 구조를 나타내고 있으며, 청원은 증가하는 구조를 나타내는데, 청원은 산업체 수와 토지가격의 상승에 따른 세금의 증가로 지방세 규모에서 청주와의 차이가 점차 줄어드리라고 예상한다. 다섯째, 사회기반시설 측면에서 상수도보급률과 도로연장 부문은 통합 시나리오와 분리 시나리오의 결과 차이가 크지는 않았으나, 구축 속도의 측면에서는 통합되는 경우가 청원 지역에 유의미한 효과를 미친다. 왜냐하면 청주에서는 사회기반시설의 상당 부분이 이미 구축되어 있고, 통합 되는 경우에도 사회기반시설측면의 지역개발비가 상당 부분 청원 지역에 우선투자 되도록 통합시 이행결의문이 마련되어 있기 때문이다. 다만, 통합이 이루어지지 않은 경우에도 청원의 사회기반시설 구축은 지속적으로 이루어지리라고 기대된다.

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An Ex-ante Analysis of Lifting the Japanese Pear's Import Ban on SPS (일본산 배 SPS 수입금지 조치 해제의 사전분석)

  • Han, Suk-Ho;Seo, Hong-Seok;Youm, Jung-Won
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.1
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    • pp.599-608
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    • 2017
  • This paper proposed a methodology to analyze the economic and quantitative effects of lifting the import ban on Japanese pears by applying a price gap approach in the absence of any preference for either type of pear. Assuming that Korea will allow Japanese pear imports in 2018, the simulation results show that an annual average of 50,000 tons will flow into the domestic market from Japan. These imports will cause a decrease in the price and production of domestic pears, which would have a direct effect on the domestic pear industry, leading to an annual average reduction of 93 billion won. The cultivation area and production quantity are projected to be decreased by 0.7% and 1.4%, respectively, compared to the baseline. Also, the annual average reduction in the overall agriculture sector is predicted to be about 209 billion won, which is a 0.4% reduction compared to the baseline. This research is expected to improve the methodologies available for proactive analysis, with the existing analysis focused on customs tariffs when Korea considers joining mega-FTAs.

Minimizing the Risk of an Open Computing Environment Using the MAD Portfolio Optimization (최적포트폴리오 기법을 이용한 개방형 전산 환경의 안정성 확보에 관한 연구)

  • Kim, Hak-Jin;Park, Ji-Hyoun
    • Journal of Intelligence and Information Systems
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    • v.15 no.2
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    • pp.15-31
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    • 2009
  • The next generation IT environment is expected to be an open computing environment based on Grid computing technologies, which allow users to access to any type of computing resources through networks. The open computing environment has benefits in aspects of resource utilization, collaboration, flexibility and cost reduction. Due to the variation in performance of open computing resources, however, resource allocation simply based on users' budget and time constraints often fails to meet the Service Level Agreement(SLA). This paper proposes the Mean-Absolute Deviation(MAD) portfolio optimization approach, in which service brokers consider the uncertainty of performance of resources, and compose resource portfolios that minimize the uncertainty. In order to investigate the effect of this approach, we simulate an open computing environment with varying uncertainty levels, users' constraints, and brokers' optimization strategies. The simulation result concludes threefolds. First, the MAD portfolio optimization improves the success ratio of delivering the required performance to users. Second, the success ratio depends on the accuracy in predicting the variability of performance. Thirdly, the measured variability can also help service brokers expand their service to cost-critical users by discounting the access cost of open computing resources.

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A Study on the Forecasting Model on Market Share of a Retail Facility -Focusing on Extension of Interaction Model- (유통시설의 시장점유율 예측 모델에 관한 연구 -상호작용 모델의 확장을 중심으로)

  • 최민성
    • Journal of Distribution Research
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    • v.5 no.2
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    • pp.49-68
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    • 2001
  • In this chapter, we summarize the results on the optimal location selection and present limitation and direction of research. In order to reach the objective, this study selected and tested the interaction model which obtains the value of co-ordinates on location selection through the optimization technique. This study used the original variables in the model, but the results indicated that there is difference in reality. In order to overcome this difference, this study peformed market survey and found the new variables (first data such as price, quality and assortment of goods, and the second data such as aggregate area, and area of shop, and the number of cars in the parking lot). Then this study determined an optimal variable by empirical analysis which compares an actual value of market share in 1988 with the market share yielded in the model. However, this study found the market share in each variables does not reflect a reality due to an assumption of λ-value in the model. In order to improve this, this study performed a sensitivity analysis which adds the λ value from 1.0 to 2.9 marginally. The analyzed result indicated the highest significance with the market share ratio in 1998 at λ of 1.0. Applying the weighted value to a variable from each of the first data and second data yielded the results that more variables from the first data coincided with the realistic rank on sales. Although this study have some limits and improvements, if a marketer uses this extended model, more significant results will be produced.

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