• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.1-10
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• 2015

This paper offers some long term perspective on what has been happening to some baseball statistics for Korean professional baseball. The data used are league summaries by year over the period 1982-2013. For the baseball statistics, statistically significant positive correlations (p < 0.01) were found for doubles (2B), runs batted in (RBI), bases on balls (BB), strike outs (SO), grounded into double play (GIDP), hit by pitch (HBP), on base percentage (OBP), OPS, earned run average (ERA), wild pitches (WP) and walks plus hits divided by innings pitched (WHIP) increased with year. There was a statistically significant decreasing trend in the correlations for triples (3B), caught stealing (CS), errors (E), completed games (CG), shutouts (SHO) and balks (BK) with year (trend p < 0.01). The ARIMA model of Box-Jenkins is applied to find a model to forecast future baseball measures. Univariate time series results suggest that simple lag-1 models fit some baseball measures quite well. In conclusion, the single most important change in Korean professional baseball is the overall incidence of completed games (CG) downward. Also the decrease of strike outs (SO) is very remarkable.

• Journal of Korean Society for Quality Management
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• v.48 no.3
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• pp.511-520
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• 2020

Purpose: The purpose of this study was to devise an accurate machine learning model for predicting silica concentrations following the addition of impurities, through time series analysis of mining data. Methods: The mining data were preprocessed and subjected to time series analysis using the machine learning model. Through correlation analysis, valid variables were selected and meaningless variables were excluded. To reflect changes over time, dependent variables at baseline were treated as independent variables at later time points. The relationship between independent variables and the dependent variable after n point was subjected to Pearson correlation analysis. Results: The correlation (R2) was strongest after 3 hours, which was adopted as a dependent variable. According to root mean square error (RMSE) data, the proposed method was superior to the other machine learning methods. The XGboost algorithm showed the best predictive performance. Conclusion: This study is important given the current lack of machine learning studies pertaining to the domestic mining industry. In addition, using time series analysis in mining data will show further improvement. Before establishing a predictive model for the proposed method, predictions should be made using data with time series characteristics. After doing this work, it should also improve prediction accuracy in other domains.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.41 no.1
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• pp.84-93
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• 2018

In this paper, we propose an Elman recurrent neural network to predict and analyze a time series of power energy consumption. To this end, we consider the volatility of the time series and apply the sample variance and the detrended fluctuation analyses to the volatilities. We demonstrate that there exists a correlation in the time series of the volatilities, which suggests that the power consumption time series contain a non-negligible amount of the non-linear correlation. Based on this finding, we adopt the Elman recurrent neural network as the model for the prediction of the power consumption. As the simplest form of the recurrent network, the Elman network is designed to learn sequential or time-varying pattern and could predict learned series of values. The Elman network has a layer of "context units" in addition to a standard feedforward network. By adjusting two parameters in the model and performing the cross validation, we demonstrated that the proposed model predicts the power consumption with the relative errors and the average errors in the range of 2%~5% and 3kWh~8kWh, respectively. To further confirm the experimental results, we performed two types of the cross validations designed for the time series data. We also support the validity of the model by analyzing the multi-step forecasting. We found that the prediction errors tend to be saturated although they increase as the prediction time step increases. The results of this study can be used to the energy management system in terms of the effective control of the cross usage of the electric and the gas energies.

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.85-100
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• 2023

The stochastic volatility (SV) model is one of the main methods of modeling time-varying volatility. In particular, SV model is actively used in estimation and prediction of financial market volatility and option pricing. This paper attempts to model the time-varying volatility of the bitcoin market price using SV model. Hidden Markov model (HMM) is combined with the SV model to capture characteristics of regime switching of the market. The HMM is useful for recognizing patterns of time series to divide the regime of market volatility. This study estimated the volatility of bitcoin by using data from Upbit, a cryptocurrency trading site, and analyzed it by dividing the volatility regime of the market to improve the performance of the SV model. The MCMC technique is used to estimate the parameters of the SV model, and the performance of the model is verified through evaluation criteria such as MAPE and MSE.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.399-399
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• 2022

최근 국지성 호우 등 홍수방어 시설의 설계빈도를 초과하는 강우 발생으로 홍수피해가 증가하고 있다. 그 중 도시지역의 내수침수 피해는 전체 피해액의 50%를 넘는다. 그러나 우수관거의 노후화 및 통수능 부족으로 우수의 즉각적인 배출이 이루어지지 않아 침수피해가 증가하고 있다. 침수피해의 주요 원인 중 저지대 지역 및 우수관거의 통수능력 부족이 침수피해의 가장 큰 원인을 차지한다. 따라서 도심지의 경우 내수침수로 인한 피해가 증가하고 있는 점을 감안하면 배수관거와 연계한 저류시스템 구축으로 침수 빈발 지역의 치수 능력 향상을 통하여 경제적 피해를 저감시킬 수 있다. 저류시스템은 현장 노면수 저류를 위한 측구 저류조와 저류조 운영 시스템을 의미하며, 저류조 운영 시스템 모델에 대한 연구를 수행하였다. 측구 저류조 운영 시스템 구축을 위해서 현장 센싱(Sensing)데이터와 연계할 수 있는 정보체계 및 운영 시스템 모델이 필요하다. 이에 센서를 활용한 도심지 측구 저류조 운영 시스템 모델을 제시한다. 먼저 센서의 구성은 측구 저류조 내의 협소한 공간과 전원공급, 방진·방수 문제를 해결할 수 있도록 구성되어야 하며, 무전원 근거리 이동통신기술(RFID)을 적용하여 측구 저류조 운영 시스템 수집서버와 통신하여 센싱 데이터를 저장한다. 데이터는 근거리 RFID 리더기가 측구 저류조로부터 센싱 정보를 수신하여 통신모듈에 수신한 저류조 개폐도어 열림과 닫힘 시그널(signal), RFID의 고유 ID 등을 전달 받아 운영 시스템 내의 RFID 이력 DB(Database)에 기록한다. 기록된 정보는 각각 RFID 일련번호, 기록 시간, 동적센서 시그널 값 등이 저장되어 각각의 측구 저류조의 상태를 확인할 수 있어야 한다. 저류량 산정을 위해서 GIS기반의 하수도 시설물 속성 데이터를 포함하는 운영 시스템을 구성해야 한다. 운영 시스템은 수집된 센서정보를 시계열 단위로 분석하고 위치정보 기준으로 측구 저류조 내의 총 저류량 산출에 필요한 기초정보를 제공하며 결과를 표출한다. 따라서 하수도 시설물의 속성정보를 포함하여 측구 저류조 및 센서의 속성정보 정의가 필요하며, 공간정보 파일(Shape File)을 적용하여 GIS 운영 시스템을 구축하여야 한다. 운영 시스템은 저류조 만관상태와 총 저류량을 산출하여 침수위험 알림을 제공할 수 있으며, 예상 강우에 따른 도심지 피해를 역으로 예측하여 강우사상 빈도에 따른 측구 저류조 체적을 결정할 수 있다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.161-170
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• 2013

The FX (Foreign Exchange) is a form of exchange for the global decentralized trading of international currencies. The simple sense of Forex is simultaneous purchase and sale of the currency or the exchange of one country's currency for other countries'. We can find the consistent rules of trading by comparing the gradient boosting method and the decision trees methods. Methods such as time series analysis used for the prediction of financial markets have advantage of the long-term forecasting model. On the other hand, it is difficult to reflect the rapidly changing price fluctuations in the short term. Therefore, in this study, gradient boosting method and decision tree method are applied to analyze the short-term data in order to make the rules for the revenue structure of the FX market and evaluated the stability and the prediction of the model.

• The Journal of Engineering Geology
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• v.23 no.4
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• pp.409-425
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• 2013

This study presents a prediction of a time-series of the area inundated by effluent from Heavenly Lake caused by ground behavior prior to a volcanic eruption. A GIS-based hydrological algorithm that considers the multi-flow direction of effluent, the absorption and storage capacity of the ground soil, the storage volume of the basin or the depression terrain, was developed. To analyze the propagation pattern, four hypothetical collapse zones on the cheonji ground were set, considering the topographical characteristics and distributions of volcanic rocks at Mt. Baekdu. The results indicate that at 3 hours after collapse, for both scenarios 1 and 2 (collapses of the entire/southern boundary of cheonji), a flood hazard exists for villages in China, but not for those on the North Korean side of the mountain, due to the topographical characteristics of Mt. Baekdu. It is predicted that villages in both North Korea and China would be significantly damaged by flood inundation at 3 hours elapsed time for both scenarios 3 and 4 (collapses on the southern boundary of cheonji and on the southeastern-peak area).

• Journal of Korea Water Resources Association
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• v.57 no.3
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• pp.225-236
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• 2024

To prepare for the impending climate crisis, it is necessary to establish policies and strategies based on scientific predictions and analyses of climate change impacts. For this, climate change should be considered, however, in conventional scenario-led approach, researchers select and utilize representative climate change scenarios. Using the representative climate change scenarios makes prediction results high uncertain and low reliable, which leads to have limitations in applying them to relevant policies and design standards. Therefore, it is necessary to utilize scenario-neutral approach considering possible change ranges due to climate change. In this study, hydrologic risk was estimated for Boryeong after generating 343 time series of climate stress and calculating drought return period from bivariate drought frequency analysis. Considering 18 scenarios of SSP1-2.6 and 18 scenarios of SSP5-8.5, the results indicated that the hydrologic risks of drought occurrence with maximum return period ranged 0.15±0.025 within 20 years and 0.3125±0.0625 within 50 years, respectively. Therefore, it is necessary to establish drought policies and countermeasures in consideration of the corresponding hydrologic risks in Boryeong.

• Journal of Korean Society of Forest Science
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• v.111 no.4
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• pp.461-472
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• 2022

Natural and anthropogenic factors cause forest types to continuously change. Since the ratio of forest area by forest type is important information for identifying the characteristics of national forest resources, an accurate understanding of the prospect of forest type change is required. The study aim was to use National Forest Inventory (NFI) time-series data to understand the characteristics of forest type change and to estimate future prospects of nationwide forest type change. We used forest type change information from the fifth and seventh NFI datasets, climate, topography, forest stand, and disturbance variables related to forest type change to analyze trends and characteristics of forest type change. The results showed that the forests in Korea are changing in the direction of decreasing coniferous forests and increasing mixed and broadleaf forests. The forest sites that were changing from coniferous to mixed forests or from mixed to broadleaf forests were mainly located in wet topographic environments and climatic conditions. The forest type changes occurred more frequently in sites with high disturbance potential (high temperature, young or sparse forest stands, and non-forest areas). We used a climate change scenario (RCP 8.5) to establish a forest type change model (SVM) to predict future changes. During the 40-year period from 2015 to 2055, the SVM predicted that coniferous forests will decrease from 38.1% to 28.5%, broadleaf forests will increase from 34.2% to 38.8%, and mixed forests will increase from 27.7% to 32.7%. These results can be used as basic data for establishing future forest management strategies.

• Journal of Korean Society of Forest Science
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• v.113 no.1
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• pp.40-50
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• 2024

Pine forests are continuously declining due to competition with broadleaf trees, such as oaks, as a consequence of changes in the natural dynamics of forest ecosystem. This natural decline creates a risk of losing the various benefits pine trees have provided to people in the past. Therefore, it is necessary to prepare future forest management directions by considering the state of pine tree decline in each region. The goal of this study is to understand the characteristics of pine forest changes according to forest dynamics and to predict future regional changes. For this purpose, we evaluated the trend of change in pine forests and extracted various variables(topography, forest stand type, disturbance, and climate) that affect the change, using time-series National Forest Inventory (NFI) data. Also, using selected key variables, a model was developed to predict future changes in pine forests. As a results, it showed that the importance of pine trees in forests across the country has decreased overall over the past 10 years. Also, 75% of the sample points representing pine trees remained unchanged, while the remaining 25% had changed to mixed forests. It was found that these changes mainly occurred in areas with good moisture conditions or disturbance factors inside and outside the forest. In the next 10 years, approximately 14.2% of current pine forests was predicted to convert to mixed forests due to changes in natural forest dynamics. Regionally, the rate of pine forest change was highest in Jeju(42.8%) and Gyeonggi(26.9%) and lowest in Gyeongbuk(8.8%) and Gangwon(13.8%). It was predicted that pine forests would be at a high risk of decline in western areas of the Korean Peninsula, including Gyeonggi, Chungcheong, and Jeonnam. This results can be used to make a management plan for pine forests throughout the country.