• KSCE Journal of Civil and Environmental Engineering Research
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• v.2 no.2
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• pp.29-38
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• 1982

Nonlinear hydrological model containing the nonlinearity of effective rainfall, lag time and runoff is presented. In the evaluation of rainfall excess, the polynomial fitting method for total rainfall, 5 day antecedant rainfall and direct runoff is developed. In the application to actual watershed, the estimated model parameters of nonlinear lag model reflecting the nonlinearity of lag time are compared with the parameters, by both the fitting method and the correlation, model which are the modified version of the storage function model. The Successive Approximation Method in mathematical solution and Newton-Rhapson method in numerical solution are found to be superior to the conventional numerical graphic method in the analysis of nonlinear processes.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.110-110
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• 2019

유역 강우-유출 과정의 물리적 특성과 비선형성을 반영하여 유출을 예측할 수 있는 새로운 방법을 제시한다. Dynamic wave 이론 기반의 강우-유출 모형과 유역의 지형적, 수문학적 특성을 이용하여 유역의 순간단위도를 S-수문곡선 방법을 통해 유도하였으며, 비선형성을 고려한 유출수문곡선 산정을 위해 순간단위도의 회선적분 시 강우강도별로 달라지는 순간단위도를 반영하였다. 기존 선형 가정에 근거한 단위도 방법이나, kinematic wave 이론 기반의 순간단위도 방법들에 비해 유역 반응의 물리적 특성과 비선형성을 잘 반영할 수 있었으며, 수치 시뮬레이션을 통한 강우유출 예측 방법에 비해 예측에 소요되는 시간이 짧다는 이점을 가졌다. 본 연구에서 제시한 방법에 대한 이상적 유역, 실제 유역에 대한 검증을 진행하였으며 실제 관측결과와 비교해 본 결과 유역의 강우-유출 관계를 정확히 예측하였다는 결론을 얻을 수 있었다.

• Journal of the Korea Institute of Building Construction
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• v.14 no.6
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• pp.631-637
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• 2014

Recently, following the application of modular housing techniques to not only residential sector, but also to business sector, the scope of modular housing market b expanding. In the case of other developed countries, such markets are entering into the maturity stage, though the market in Korea is not fully formed yet. Thus, it is difficult to check its trend to estimated mid- to long-term prospects of the market. In this context, the study predicted demand of the modular housing market by using a non-linear prediction model based on time series analysis. To get the prospects for the modular housing market, the quantity of housing supply was estimated based on the estimated quantity of newly built housings, and assumed that a portion of the supplied quantity would be the demand for modular housings. Based on the assumption of demand for modular housings, several scenarios were analyzed and the prospects of the modular housing market was obtained by utilizing the non-linear prediction model.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.525-537
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• 2016

The paper considers a hybrid model to analyze and forecast time series data based on an empirical mode decomposition (EMD) that accommodates complex characteristics of time series such as nonstationarity and nonlinearity. We aggregate IMFs using the concept of cumulative energy to improve the interpretability of intrinsic mode functions (IMFs) from EMD. We forecast aggregated IMFs and residue with a hybrid model that combines the ARIMA model and an exponential smoothing method (ETS). The proposed method is applied to forecast KOSPI time series and is compared to traditional forecast models. Aggregated IMFs and residue provide a convenience to interpret the short, medium and long term dynamics of the KOSPI. It is also observed that the hybrid model with ARIMA and ETS is superior to traditional and other types of hybrid models.

• The Korean Journal of Financial Management
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• v.16 no.2
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• pp.285-308
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• 1999

증권의 가격형성에 유리한 뉴스와 불리한 뉴스가 도착할 때 이 뉴스가 주가의 변동성에 미치는 영향의 정도는 차이가 있다. 불리한 뉴스가 변동성에 미치는 영향도가 유리한 뉴스가 변동성에 미치는 영향도보다 크다. 따라서 불리한 뉴스가 발생할 때 형성되는 변동성의 양이 유리한 뉴스의 도착시보다 크다. 그리고 충격의 크기에 따라 이 충격이 야기하는 변동성의 양의 크기에도 차이가 존재한다. 일반 자기회귀 조건부 이분산 과정은 유리한 뉴스와 불리한 뉴스를 대칭적으로 반영하고 있다. 이 뉴스들을 비대칭적으로 포착하는 자기회귀 조건부 이분산 과정의 모형들을 실증적으로 분석하였다. 뉴스의 비대칭성과 규모를 적절히 포착하고 있는 모형들이 비선형 일반 자기회귀 조건부 이분산 과정, 지수 일반 자기회귀 조건부 이분산 과정과 정보 포착 자기회귀 조건부 이분간 과정임이 발견되었다. 이 중 비선형 일반 자기회귀 조건부 이분산 과정이 가장 좋은 모형으로 보인다. 비선형 일반 자기회귀 조건부 이분산 과정의 경우 예측오차의 승멱(power)이 약 1.5이다. 따라서 일반 자기회귀 조건부 이분산 과정의 예측오차의 승멱인 2에 비하여 작다. 이 사실은 일반 자기회귀 조건부 이분산의 예측오차의 승멱이 과도하게 측정되고 없음을 알 수 있다. 뉴스의 비대칭성과 규모를 반영하고 있는 모형들은 한결같이 예측오차의 크기에 적절한 가중치를 부여하여 예측오차의 크기를 조정하고 있다. 이 모형의 성질과 실증분석의 결과에 의하여 예측오차의 승멱은 2 이하로 수정하여 사용해야 한다는 점이 시사되고 있다. 음의 충격이 양의 충격보다 주가의 변동성을 크게 하고 없음이 발견되었다. 주가형성에 유리한 뉴스와 불리한 뉴스가 주가의 변동성에 미치는 영향의 차이와 충격의 중대성을 양으로 표시하는 규모의 차이를 반영해주는 변수들의 추정된 계수가 미국과 일본보다 절대값에 있어서 상당히 작다. 이 현상은 뉴스의 비대칭성과 규모보다는 발생하는 충격, 즉 뉴스 자체에 보다 민감하게 반응하고 있음을 보여주고 있다. 물론 투자자들이 뉴스의 비대칭성과 규모를 완전히 무시하고 투자활동을 전개하고 있다는 것을 의미하는 것은 아니다.

• Journal of Korean Society of Transportation
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• v.31 no.1
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• pp.65-76
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• 2013

Traffic accidents at signalized intersections have been increased annually so that it is required to examine the causation to reduce the accidents. However, the current existing accident models were developed mainly by using non-linear regression models such as Poisson methods. These non-linear regression methods lack to reveal the complicated causation for traffic accidents, though they are the right choice to study randomness and non-linearity of accidents. Therefore, it is required to utilize another statistical method to make up for the lack of the non-linear regression methods. This study developed accident prediction models for 4 legged signalized intersections with Poisson methods and compared them with structural equation models. This study used structural equation methods to reveal the complicated causation of traffic accidents, because the structural equation method has merits to explain more causational factors for accidents than others.

• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

• Journal of Korea Water Resources Association
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• v.30 no.3
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• pp.279-291
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• 1997

This study is to evaluate the accuracy and practicality of the existing four conceptual models, two linear models of Clark and Nash model and two nonlinear models of Laruenson and WBN model, and to select an appropriate model to simulate the rainfall-runoff process in a given catchment. The variability of parameters for linear models is generally larger than that of nonlinear models. The errors in peak discharge are similar among the four conceptual models buy the errors in time to peak are quite different. Nonlinear models produce better results for time distribution than linear models. A comparison of the conceptual models to predict overall hydrograph using Friedman two-way analysis of variance by rank test indicates that nonlinear models are slightly better than linear models.

• Journal of the Korean earth science society
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• v.28 no.2
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• pp.214-226
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• 2007

Because precipitation is influenced by various atmospheric variables, it is highly nonlinear. Although precipitation predicted by a dynamic model can be corrected by using a nonlinear Artificial Neural Network, this approach has limits such as choices of the initial weight, local minima and the number of neurons, etc. In the present paper, we correct simulated precipitation by using a multiple linear regression (MLR) method, which is simple and widely used. First of all, Ensemble hindcast is conducted by the PNU/CME Coupled General Circulation Model (CGCM) (Park and Ahn, 2004) for the period from April to August in 1979-2005. MLR is applied to precipitation simulated by PNU/CME CGCM for the months of June (lead 2), July (lead 3), August (lead 4) and seasonal mean JJA (from June to August) of the Northeast Asian region including the Korean Peninsula $(110^{\circ}-145^{\circ}E,\;25-55^{\circ}N)$. We build the MLR model using a linear relationship between observed precipitation and the hindcasted results from the PNU/CME CGCM. The predictor variables selected from CGCM are precipitation, 500 hPa vertical velocity, 200 hPa divergence, surface air temperature and others. After performing a leave-oneout cross validation, the results are compared with the PNU/CME CGCM's. The results including Heidke skill scores demonstrate that the MLR corrected results have better forecasts than the direct CGCM result for rainfall.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.163-171
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• 2009

Classical linear models have been generally used to analyze and forecast hydrologic time series. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.