• Journal of Korea Water Resources Association
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• v.57 no.8
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• pp.509-518
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• 2024

Flash drought is a rapid-onset drought that occurs rapidly over a short period due to abrupt changes in meteorological and environmental factors. In this study, we utilized satellite-based soil moisture product from the Advanced Microwave Scanning Radiometer-2(AMSR2) ascending X-band to calculate the weekly Flash Drought Intensity Index (FDII). We also analyzed the characteristics of flash droughts on the Korean Peninsula over a 10-year period from 2013 to 2022. The analysis of monthly spatial distribution patterns of the irrigation period across the Korean Peninsula revealed significant variations. In North Korea (NK), a substantial increase in the rate of intensification (FD_INT) was observed due to the rapid depletion of soil moisture, whereas South Korea (SK) experienced a significant increase in drought severity (DRO_SEV). Additionally, regional time series analysis revealed that both FD_INT and DRO_SEV were significantly high in the Gangwon province of both NK and SK. The estimation of probability density by region revealed a clear difference in FD_INT between NK and SK, with SK showing a higher probability of severe drought occurrence primarily due to the high values of DRO_SEV. As a result, it is inferred that the occurrence frequency and damage of flash droughts in NK are higher than those in SK, as indicated by the higher density of large FDII values in the NK region. We analyzed the correlation between DRO_SEV and the Evaporative Stress Index (ESI) across the Korean Peninsula and confirmed a positive correlation ranging from 0.4 to 0.6. It is concluded that analyzing overall drought conditions through the average drought severity holds high utility. These findings are expected to contribute to understanding the characteristics of flash droughts on the Korean Peninsula and formulating post-event response plans.

• Journal of Preventive Medicine and Public Health
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• v.30 no.3 s.58
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• pp.497-507
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• 1997

This study was conducted to evaluate the association of various lifestyle with blood pressure. The data were obtained from the individuals who got routine health examination in Department of Occupational Medicine, Yeungnam University Hospital from June to September, 1996. Among these people, we selected 130 cases of hypertensives (97 males, 33 females) and 150 normotensives(70 males, 80 females) and study was conducted. The authors collected the information of the risk factors related to hypertension such as age, family history of hypertension, fasting blood sugar, serum total cholesterol, alcohol consumption(g/week), smoking history, relative amount of salt intake (low, moderate, high), the frequency' of weekly meat consumption, BMI, daily coffee consumption(cups/day) and the frequency of regular exercise(frequency/week) through questionnaire and laboratory test. By simple analysis, BMI was significantly associated with hypertension in male(p<0.05), and the frequency of weekly meat consumption was significantly associated with hypertension in female(p<0.05). Using logistic regression model, elevated odds ratio was noted for fasting blood sugar, serum total cholesterol, family history of hypertension, alcohol consumption, salt intake and BMI, and reduced odds ratio was noted for coffee consumption and exercise in male but fasting blood sugar(odds ratio=1.022, 95% CI=1.000-1.044), family history in both of parents(odds ratio=3.301, 95% CI=1.864-4.738), salt intake(odds ratio=1.690, 95% CI=1.082-2.298) and BMI(odds ratio=1.204, 95% CI=1.065-1.343) were statistically significant(p<0.05). In female, elevated odds ratio was noted in serum total choles terol, family history of hypertension, BMI and meat consumption. Of all these variables, the family history of hypertension in either of parents(odds ratio=4.981, 95% CI=3.650-6.312), family history in both of parents(odds ratio=16.864, 95% CI=14.577-19.151), BMI(odds ratio=1.167, 95% CI=1.016-1.318) and meat consumption(odds ratio=2.045, 95% CI=1.133-2.963) showed statistically significant association with hypertension in female(p<0.05).

• International Area Studies Review
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• v.21 no.4
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• pp.41-63
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• 2017

FDI can either be absorbed in the production cycle with domestic investment and create an inducement effect or it can remain as an exogenous factor and increase the volatility of GDP. The purpose of this paper is to research these different impacts that FDI could have. For that, the endogenous growth theory was employed. The statistic method used are the panel model for sectoral analysis, and GARCH model and VAR for time series analysis. Myanmar was selected as this paper's research subject because it is one of countries which had a colossal amount of FDI inflow recently. The panel analysis did not confirm the causality between sectoral FDI and sectoral GDP. The reason for this could be in the lack of data, since sectoral data exists yearly only during 2006-2016. Therefore this study conducted the times series analysis. According to the results, during 2006 until 2010, it showed signs of GARCH but the effect of FDI on GDP was nonexistent, which means FDI was not integrated into the domestic production cycle but stayed in residual terms. During 2011 to 2016, FDI seemed to affect the growth of Myanmar's GDP. The estimation confirmed the existence of GARCH and the Granzer causality test confirmed that FDI influenced the GARCH, which signified FDI increased the volatility of GDP. The VAR analysis showed responses of GDP to FDI was small(about 0.0007). This research assumes that FDI can be divided in two parts: one part which can be assimilated in the domestic production cycle and the other where it stays outside of the production cycle. The former creates production inducement effect and the latter only increases the volatility of GDP. According to this study, the latter outweighs the former impact in Myanmar.

• Korean Journal of Remote Sensing
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• v.34 no.2_1
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• pp.267-282
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• 2018

Despite the continuous development of phenology detection studies using satellite imagery, verification through comparison with the field observed data is insufficient. Especially, in the case of Korean forests patching in various forms, it is difficult to estimate the start of season (SOS) by using only satellite images due to resolution difference. To improve the accuracy of vegetation phenology estimation, this study reconstructed the large scaled forest type map (1:5,000) with MODIS pixel resolution and produced time series vegetation phenology curves from Normalized Difference Vegetation Index (NDVI) and Enhanced Vegetation Index (EVI) derived from MODIS images. Based on the field observed data, extraction methods for the vegetation indices and SOS for Korean forests were compared and evaluated. We also analyzed the correlation between the composition ratio of forest types in each pixel and phenology extraction from the vegetation indices. When we compared NDVI and EVI with the field observed SOS data from the Korea National Arboretum, EVI was more accurate for Korean forests, and the first derivative was most suitable for extracting SOS in the phenology curve from the vegetation index. When the eight pixels neighboring the pixels of 7 broadleaved trees with field SOS data (center pixel) were compared to field SOS, the forest types of the best pixels with the highest correlation with the field data were deciduous forest by 67.9%, coniferous forest by 14.3%, and mixed forest by 7.7%, and the mean coefficient of determination ($R^2$) was 0.64. The average national SOS extracted from MODIS EVI were DOY 112.9 in 2014 at the earliest and DOY 129.1 in 2010 at the latest, which is about 0.16 days faster since 2003. In future research, it is necessary to expand the analysis of deciduous and mixed forests' SOS into the extraction of coniferous forest's SOS in order to understand the various climate and geomorphic factors. As such, comprehensive study should be carried out considering the diversity of forest ecosystems in Korea.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• Journal of Intelligence and Information Systems
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• v.20 no.4
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• pp.1-23
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• 2014

Market forecasting aims to estimate the sales volume of a product or service that is sold to consumers for a specific selling period. From the perspective of the enterprise, accurate market forecasting assists in determining the timing of new product introduction, product design, and establishing production plans and marketing strategies that enable a more efficient decision-making process. Moreover, accurate market forecasting enables governments to efficiently establish a national budget organization. This study aims to generate a market growth curve for ICT (information and communication technology) goods using past time series data; categorize products showing similar growth patterns; understand markets in the industry; and forecast the future outlook of such products. This study suggests the useful and meaningful process (or methodology) to identify the market growth pattern with quantitative growth model and data mining algorithm. The study employs the following methodology. At the first stage, past time series data are collected based on the target products or services of categorized industry. The data, such as the volume of sales and domestic consumption for a specific product or service, are collected from the relevant government ministry, the National Statistical Office, and other relevant government organizations. For collected data that may not be analyzed due to the lack of past data and the alteration of code names, data pre-processing work should be performed. At the second stage of this process, an optimal model for market forecasting should be selected. This model can be varied on the basis of the characteristics of each categorized industry. As this study is focused on the ICT industry, which has more frequent new technology appearances resulting in changes of the market structure, Logistic model, Gompertz model, and Bass model are selected. A hybrid model that combines different models can also be considered. The hybrid model considered for use in this study analyzes the size of the market potential through the Logistic and Gompertz models, and then the figures are used for the Bass model. The third stage of this process is to evaluate which model most accurately explains the data. In order to do this, the parameter should be estimated on the basis of the collected past time series data to generate the models' predictive value and calculate the root-mean squared error (RMSE). The model that shows the lowest average RMSE value for every product type is considered as the best model. At the fourth stage of this process, based on the estimated parameter value generated by the best model, a market growth pattern map is constructed with self-organizing map algorithm. A self-organizing map is learning with market pattern parameters for all products or services as input data, and the products or services are organized into an $N{\times}N$ map. The number of clusters increase from 2 to M, depending on the characteristics of the nodes on the map. The clusters are divided into zones, and the clusters with the ability to provide the most meaningful explanation are selected. Based on the final selection of clusters, the boundaries between the nodes are selected and, ultimately, the market growth pattern map is completed. The last step is to determine the final characteristics of the clusters as well as the market growth curve. The average of the market growth pattern parameters in the clusters is taken to be a representative figure. Using this figure, a growth curve is drawn for each cluster, and their characteristics are analyzed. Also, taking into consideration the product types in each cluster, their characteristics can be qualitatively generated. We expect that the process and system that this paper suggests can be used as a tool for forecasting demand in the ICT and other industries.

• Economic and Environmental Geology
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• v.34 no.4
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• pp.375-383
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• 2001

We extracted sea surface heights(SSH) from the TopexJPoseidon(T/P) radar altimeter data to compare with fhe SSH estimated from in-situ lide gauges(T/G) at Ulleungdo, Pohang, and SockcholMucko sites. Selection criteria such as wet/dry troposphere, ionosphere, and ocean tide were used to estimate accurate SSH. For time series analysis, the one-hour interval tide gauge SSHs were resampled al lO-day interval of the satellite SSHs. The ocean tide model applied in the altimeter data processing showed periodic aliasings of 175.5 day, 87.8 day, 62J day, 58.5 day, 49.5 day and 46.0 day, and, hence, the ZOO-day filtering was applied to reduce these spectral noises. Wavenumber correlation analysis was also applied to extract common components between the two SSHs, resulting in enhancing the correlation coefficient(CC) dramatically. The original CCs between the satenite and tide gauge SSHs are 0.46. 0.26, and 0.]5, respectively. Ulleungdo shows the largest cc bec;luase the site is far from the coast resulting in the minimun error in the satellite observations. The CCs were then increased to 0.59, 030, and 0.30, respectively, after 200.day filtering, and to 0.69, 0.63. and 0.59 after removing inversely correlative components using wavenumber correlation analysis. The CCs were greatly increased by 87, 227, and 460% when the wavenumber correlation analysis was followed by 2oo-day filtering, resulting in the final CCs of 0.86, 0.85, 0.84, respectively. It was found that the best SSHs were estimated when the two methods were applied to the original data. The low-pass filtered TIP SSHs were found to be well correlated with the TIG SSHs from tide gauges, and the best correlation results were found when we applied both low-pass filtering and spectral correlation analysis to the original SSHs.

• Current Research on Agriculture and Life Sciences
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• v.8
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• pp.129-138
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• 1990

This study investigated the relationship between the cutflow of rural population and agricultural policy by using time series method. For the analytical tools, decomposition time series methods and regression technique were employed in computing seasonal fluctuation and cyclical fluctuation of population migration. Also, this study predicted farmhouse, rural population till the 2000's by means of the mathematical methods. The analytical forms employed in forecasting farmhouse, rural population were Exponential curve, Gompertz curve and Transcendental form. The major findings of this study were identified as follows: 1) Rural population and farmhouse population began to decrease from 1965 and hastily went down since 1975. Rural population which accounted for 36.4 percent, 35.6 percent of national population respectively in 1960 diminished about two times: 17.5 percent, 17.1 percent respectively. 2) The rapid decreasing of the rural population was caused because of the outflow of rural people to the urban regions. Of course, that was also caused from the natural decreases but the main reason was heavily affected more the former than the latter. In the outflowing course shaped from rural to the urban regions, rural people concentrated on such metropolis as Seoul, Pusan, Keanggi. But these trends were diminishing slowly. On the other hand, compared with that of the 1970's the migration to Keanggi was still increasing in the 1980's. That is, people altered the way of migration from the migration to Seoul, Pusan to the migration to the out-skirts of Seoul. 3) The seasonal fluctuation index of population migration has gone down since the June which the request of agricultural labor force increases and has turned to be greatly wanted in the March as result of decomposition time series method. As result of cyclical analysis, the cyclical patterns of migration have greatly 7 cycle. 4) As result of forecasting the rural and farmhouse population, rural and farmhouse population in the 2000 will be about 9,655(thousand/people) and 4,429(thousand/people) respectively. Thus, it is important to analyze the probloms that rural and farmhouse population will decrease or increase by the degree. But fairly defining the agricultural into a industry that supply the food, this problem - how much our nation need the rural and farmhouse population - is greatly significant too. Therefore, the basic problems of the agricultural including the outflows of rural people are the earning differentials between rural and urban regions. And we should regard the problems of the gap of relative incomes between rural and urban regions as the main task of the agricultural policy and treat the agricultural policy in the viewpoint of developing economic equilibrium than efficiency by using actively the natural resources of the rural regions.

• Journal of the Korean Association of Geographic Information Studies
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• v.22 no.4
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• pp.116-130
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• 2019

In South Korea, forest fire occurrences are increasing in size and duration due to various factors such as the increase in fuel materials and frequent drying conditions in forests. Therefore, it is necessary to minimize the damage caused by forest fires by appropriately providing the probability of forest fire risk. The purpose of this study is to improve the Daily Weather Index(DWI) provided by the current forest fire forecasting system in South Korea. A new Fire Risk Index(FRI) is proposed in this study, which is provided in a 5km grid through the synergistic use of numerical weather forecast data, satellite-based drought indices, and forest fire-prone areas. The FRI is calculated based on the product of the Fine Fuel Moisture Code(FFMC) optimized for Korea, an integrated drought index, and spatio-temporal weighting approaches. In order to improve the temporal accuracy of forest fire risk, monthly weights were applied based on the forest fire occurrences by month. Similarly, spatial weights were applied using the forest fire density information to improve the spatial accuracy of forest fire risk. In the time series analysis of the number of monthly forest fires and the FRI, the relationship between the two were well simulated. In addition, it was possible to provide more spatially detailed information on forest fire risk when using FRI in the 5km grid than DWI based on administrative units. The research findings from this study can help make appropriate decisions before and after forest fire occurrences.

• Korean Journal of Agricultural and Forest Meteorology
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• v.3 no.3
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• pp.135-142
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• 2001

This study attempts to categorizes the factors of forest fire occurrences based on regional meteorologic data and general forest no characteristics of 18 cities and guns in Kangwon province. lo accomplish this goal, some statistical analyses such as analysis of variance, correspondence analysis and multidimensional scaling were adopted. To reveal the forest fires pattern of study region, a categorization process was conducted by employing the quantification approach which modified and quantified the metric-data of fire occurrence dates. Also, The fire occurrence similarity was compared by using multidimensional scaling for each study region. The major results are summarized as follows: It was found that the meteorological factors emerged as different to each region are average and maximum temperature, minimum dew point temperature and average and maximum wind speed. In the result of correspondence analysis representing relationships between fire causes and study regions, Kangrung is caused by arsonist, Chulwon, Hwachen and Yanggu caused by military factor, Sokcho and Chunchen caused by the debris burning, and Samchuk caused by general man-caused fires, respectively. Finally, the forest fire occurrence pattern of this study regions were divided into five areas such as, group I including Samchuk, Kangryung, Chunchen, Wonju, Hongchen and Hhoingsung, group II including Donghae, Taebaek, Yangyang and Pyongchang, group III including Jungsun, Chulwon and Whachen, group Ⅵ including Gosung, Injae and Yanggu, and group V including Shokcho and Youngwol.