• The Korean Journal of Applied Statistics
• /
• v.26 no.5
• /
• pp.835-845
• /
• 2013

Travel-time is considered the most typical and preferred traffic information for intelligent transportation systems(ITS). This paper proposes a real-time travel-time prediction method for a national highway. In this paper, the K-nearest neighbor(KNN) method is used for travel time prediction. The KNN method (a nonparametric method) is appropriate for a real-time traffic management system because the method needs no additional assumptions or parameter calibration. The performances of various models are compared based on mean absolute percentage error(MAPE) and coefficient of variation(CV). In real application, the analysis of real traffic data collected from Korean national highways indicates that the proposed model outperforms other prediction models such as the historical average model and the Kalman filter model. It is expected to improve travel-time reliability by flexibly using travel-time from the proposed model with travel-time from the interval detectors.

• The Korean Journal of Financial Studies
• /
• v.13 no.1
• /
• pp.1-17
• /
• 2007

고빈도의 주가 데이터 시계열의 확률적 진폭성을 다 시간 축척 가중치를 사용하여 정립된 비모수적 추정방법으로 이 논문에서는 추정하였다. 이 방법을 한국종합 주가지수에 적용하였다. 확률과정에 의한 주가 움직임은 표류 항보다 확산 항이 고빈도 시계열에 있어서는 중요시된다. 데이터의 이산시간 간격이 매우 짧으면 표류 항은 그 값이 매우 작아 거의 0에 가깝다. 이 경우에는 주가 행동이 확산 항에 의하여 결정된다. 주가 확률과정의 확산 항은 결정짓는 인자는 주가의 확률적 진폭성이다. 따라서 주가의 운동을 정확히 파악하기 위해서는 확률적 진폭성의 추정이 관건이 된다. 일별 한국종합주가지수를 사용하여 연별로 추정한 확률적 진폭성은 상당이 크다. 연도의 관점에서 볼 때 주가는 일별로 상당히 변동하고 있다는 것을 이 결과는 함의하고 있다. 주가가 상승하고 있는 기간에는 그렇지 않은 기간에 비해 진폭성이 증가하고 있다. IMF 이전과 이후는 확률적 진폭성의 질이 다르다. IMF 이후에 확률적 진폭성의 측면에서 구조변화가 발생하였다. 변화된 특성은 진폭성이 매우 크다는 것이다.

• The Korean Journal of Financial Management
• /
• v.19 no.2
• /
• pp.211-231
• /
• 2002

본 연구의 목적은 VECM(Vector Error Correction Model)과 인공지능모형(Artificial Neural Networks)을 이용하여 우리나라 증권시장과 거시경제 변수들과의 장기적 관계에 대한 설명력을 비교해보고자 함에 있다. VECM이 APT(Arbitrage Pricing Theory)에 기초를 둔 선형동학모형이라고 한다면, 인공지능모형은 비모수적 비선형모형이라는 점에서, 두 방법론의 분석결과를 직접 비판하는 것은 의미있는 연구라고 할 수 있다. 인공지능모형을 주로 활용하는 선행연구들에 의하면, 증권시장은 시장의 특이패턴들로 인해 계량경제학적 접근인 선형 모형보다는 인공지능모형을 통해 증권시장의 움직임을 설명하고 예측하는 것이 더 바람직할 수도 있다는 것이다. 따라서, 본 연구에서는 VECM분석에서 자료의 안정성을 검증하고, 공적분 백터를 발견한 이후, 장기적 균형관계의 실증적 분석을 하였다. 그리고, 인공지능모형에서는 delta rule과 Sigmoid 함수를 이용한 GRNN(General Regression Neural Net)과 Back-Propagation등의 방법들을 활용하였다. 이러한 분석결과, Back-Propagation 모형이 다른 모든 모형들보다도 더 우수한 설명력을 보여주고 있었다. 이러한 결과들은 인공지능모형이 동태적인 선형 모형보다도 더 우수한 설명력을 제공할 수 있는 가능성을 보여주고 있었다.

• Journal of Digital Convergence
• /
• v.11 no.9
• /
• pp.147-151
• /
• 2013

On retrieving high frequency keywords in information retrieval system, mismatchings to user's request are problems because of the various meanings of keywords in the existing ontology configuration. In this paper, it is to construct personnel selection ontology and rules in personnel management which are composed of various concepts and knowledges based on semantic web technology and suggest selection procedures to support these rules and knowledge retrieval system to verify suitability of selection results. This system utilizes a method of extraction of speech features by using non-parametric correlation coefficient. This proposed method has been validated by showing that the result average SNR of the experiment evaluation of the proposed techniques was shown to be decreased by .752dB.

• Journal of Korea Water Resources Association
• /
• v.44 no.2
• /
• pp.125-134
• /
• 2011

The paper is to estimate willingness-to-pay (WTP) for residential water quality improvement in Busan, using non-parametric approach. There are several significant advantages of non-parametric approach, compared to parametric methods. That is, no probability distribution assumption is necessary so that there are no needs to assume or test goodness of fit, model specification and heteroscedasticity statistically. For the reliability and the validity of contingent valuation method a survey was conducted for 665 respondents, who were sampled by stratified random sampling method, by personal interview method. The result of mean WTP for residential water quality improvement in Busan was estimated to be 3,190 won to 3,331 won per month per household, while median WTP being 1,750 won. Provided that our sample is broadly representative of the Busan's population, an estimate of the annual aggregated benefit of residential water improvement for all Busan households is approximately 50.2 billion won in case of mean WTP or 27.5 billion won in case of median WTP.

• Korean Journal of Construction Engineering and Management
• /
• v.9 no.1
• /
• pp.87-95
• /
• 2008

The government wants to apply the construction cost estimating method based on historical data published in the first six months of 2004. Construction companies, however, require the proposed cost estimation model, to be improved which makes it difficult to predict a reasonable construction costs. This paper presents an improved historical data selection model after analyzing the problem of previous method throughout comparing contracted unit prices of reinforced concrete works selected by the previous model to market prices. The model which can select more feasible data would assist participates such as general contractors and sub-contractors to earn a proper profits.

• The Korean Journal of Applied Statistics
• /
• v.34 no.1
• /
• pp.25-38
• /
• 2021

Recently the need for network surveillance to detect abnormal behavior within dynamic social networks has increased. We consider a dynamic version of the degree corrected stochastic block model (DCSBM) to simulate dynamic social networks and to monitor for a significant structural change in these networks. To apply a control charting procedure to network surveillance, in-control model parameters must be estimated from the Phase I data, that is from historical data. In network surveillance, however, there are many situations where sufficient relevant historical data are unavailable. In this paper we propose a self-starting Shewhart control charting procedure for detecting change in the dynamic networks. This procedure can be a very useful option when we have only a few initial samples for parameter estimation. Simulation results show that the proposed procedure has good in-control performance even when the number of initial samples is very small.

• Korean Journal of Agricultural and Forest Meteorology
• /
• v.23 no.2
• /
• pp.122-133
• /
• 2021

Cultivar parameter calibration can be affected by the reliability of the input data to a crop growth model. In South Korea, two sets of weather stations, which are included in the automated synoptic observing system (ASOS) or the automatic weather system (AWS), are available for preparation of the weather input data. The objectives of this study were to estimate the cultivar parameter using those sets of weather data and to compare the uncertainty of these parameters. The cultivar parameters of CERES-Rice model for Shindongjin cultivar was calibrated using the weather data measured at the weather stations included in either ASO S or AWS. The observation data of crop growth and management at the experiment farms were retrieved from the report of new cultivar development and research published by Rural Development Administration. The weather stations were chosen to be the nearest neighbor to the experiment farms where crop data were collected. The Generalized Likelihood Uncertainty Estimation (GLUE) method was used to calibrate the cultivar parameters for 100 times, which resulted in the distribution of parameter values. O n average, the errors of the heading date decreased by one day when the weather input data were obtained from the weather stations included in AWS compared with ASO S. In particular, reduction of the estimation error was observed even when the distance between the experiment farm and the ASOS stations was about 15 km. These results suggest that the use of the AWS stations would improve the reliability and applicability of the crop growth models for decision support as well as parameter calibration.

• The Korean Journal of Applied Statistics
• /
• v.32 no.5
• /
• pp.703-720
• /
• 2019

The influence of temperature on electricity demand is increasing due to extreme weather and climate change, and the climate impacts involves nonlinearity, asymmetry and complexity. Considering changes in government energy policy and the development of the fourth industrial revolution, it is important to assess the climate effect more accurately for stable management of electricity supply and demand. This study aims to analyze the effect of temperature change on electricity demand using the partial linear model. The main results obtained using the time-unit high frequency data for meteorological variables and electricity consumption are as follows. Estimation results show that the relationship between temperature change and electricity demand involves complexity, nonlinearity and asymmetry, which reflects the nonlinear effect of extreme weather. The prediction accuracy of in-sample and out-of-sample electricity forecasting using the partial linear model evidences better predictive accuracy than the conventional model based on the heating and cooling degree days. Diebold-Mariano test confirms significance of the predictive accuracy of the partial linear model.

• Journal of Environmental Impact Assessment
• /
• v.28 no.2
• /
• pp.83-100
• /
• 2019

This study, we conducted a non-parametric trend test (Seasonal Kendall tests, LOWESS) and Cross Correlation. We aimed to identify water quality trends using the weekly data for 9 variables (Water Temperature, EC, DO, BOD, COD, T-N, T-P, TOC and Chl-a) collected from 4 sites in the Paldang Lake from 2004.01 to 2016.12. According to the Seasonal Kendall test, Water temperature increased but EC, T-N and T-P decreased trend. LOWESS showed that BOD was gradually decreased from 2013 to 2016. but COD gradually increased between 2012 and 2016. As a result, it was confirmed that the period between 2012 and 2013 was a turning point in the increase of COD along with the decrease of BOD at all sites in Paldang Lake. Results of Cross Correlation showed that there was no time difference between all of Water variables and Sites. In this study, it is necessary to analyze the cause of the transition period and to monitoring the water quality more precisely for better water quality management in Paldang Lake.