• Journal of the Korean Association of Geographic Information Studies
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• v.21 no.2
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• pp.94-106
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• 2018

The epidemiological model is useful for creating simulation and associated preventive measures for disease spread, and provides a detailed understanding of the spread of disease space through contact with individuals. In this study, propose an agent-based spatial model(ABM) integrated with spatial big data to simulate the spread of MERS-CoV infections in real time as a result of the interaction between individuals in space. The model described direct contact between individuals and hospitals, taking into account three factors : population, time, and space. The dynamic relationship of the population was based on the MERS-CoV case in Seoul Metropolitan Government in 2015. The model was used to predict the occurrence of MERS, compare the actual spread of MERS with the results of this model by time series, and verify the validity of the model by applying various scenarios. Testing various preventive measures using the measures proposed to select a quarantine strategy in the event of MERS-CoV outbreaks is expected to play an important role in controlling the spread of MERS-CoV.

• 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 Internet Computing and Services
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• v.25 no.1
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• pp.109-121
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• 2024

In various manufacturing processes such as textiles and automobiles, when equipment breaks down or stops, the machines do not work, which leads to time and financial losses for the company. Therefore, it is important to detect equipment abnormalities in advance so that equipment failures can be predicted and repaired before they occur. Most equipment failures are caused by bearing failures, which are essential parts of equipment, and detection bearing anomaly is the essence of PHM(Prognostics and Health Management) research. In this paper, we propose a preprocessing algorithm called SWT-SVD, which analyzes vibration signals from bearings and apply it to an anomaly transformer, one of the time series anomaly detection model networks, to implement bearing anomaly detection model. Vibration signals from the bearing manufacturing process contain noise due to the real-time generation of sensor values. To reduce noise in vibration signals, we use the Stationary Wavelet Transform to extract frequency components and perform preprocessing to extract meaningful features through the Singular Value Decomposition algorithm. For experimental validation of the proposed SWT-SVD preprocessing method in the bearing anomaly detection model, we utilize the PHM-2012-Challenge dataset provided by the IEEE PHM Conference. The experimental results demonstrate significant performance with an accuracy of 0.98 and an F1-Score of 0.97. Additionally, to substantiate performance improvement, we conduct a comparative analysis with previous studies, confirming that the proposed preprocessing method outperforms previous preprocessing methods in terms of performance.

• Korean Journal of Agricultural and Forest Meteorology
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• v.25 no.4
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• pp.284-301
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• 2023

The changes in rice climatic yield potential (CYP) across the Korean Peninsula are evaluated based on the new climate change scenario produced by the National Institute of Agricultural Sciences with 18 ensemble members at 1 km resolution under a Shared Socioeconomic Pathway (SSP) and Representative Concentration Pathways (RCP) emission scenarios. To overcome the data availability, we utilize solar radiation f or CYP instead of sunshine duration which is relatively uncommon in the climate prediction f ield. The result show that maximum CYP(CYPmax) decreased, and the optimal heading date is progressively delayed under warmer temperature conditions compared to the current climate. This trend is particularly pronounced in the SSP5-85 scenario, indicating faster warming, except for the northeastern mountainous regions of North Korea. This shows the benef its of lower emission scenarios and pursuing more efforts to limit greenhouse gas emissions. On the other hand, the CYPmax shows a wide range of feasible futures, which shows inherent uncertainties in f uture climate projections and the risks when analyzing a single model or a small number of model results, highlighting the importance of the ensemble approach. The f indings of this study on changes in rice productivity and uncertainties in temperature and solar radiation during the 21st century, based on climate change scenarios, hold value as f undamental information for climate change adaptation efforts.

• KIPS Transactions on Software and Data Engineering
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• v.10 no.10
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• pp.391-398
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• 2021

Since the leased line is a structure that exclusively uses two connected areas for data transmission, a stable quality level and security are ensured, and despite the rapid increase in the number of switched lines, it is a line method that is continuously used a lot in companies. However, because the cost is relatively high, one of the important roles of the network operator in the enterprise is to maintain the optimal state by properly arranging and utilizing the resources of the network leased line. In other words, in order to properly support business service requirements, it is essential to properly manage bandwidth resources of leased lines from the viewpoint of data transmission, and properly predicting and managing leased line usage becomes a key factor. Therefore, in this study, various prediction models were applied and performance was evaluated based on the actual usage rate data of leased lines used in corporate networks. In general, the performance of each prediction was measured and compared by applying the smoothing model and ARIMA model, which are widely used as statistical methods, and the representative models of deep learning based on artificial neural networks, which are being studied a lot these days. In addition, based on the experimental results, we proposed the items to be considered in order for each model to achieve good performance for prediction from the viewpoint of effective operation of leased line resources.

• Journal of the Korean Association of Geographic Information Studies
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• v.21 no.4
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• pp.50-63
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• 2018

The rapid urbanization had led to a distortion of natural hydrological cycle system. The change in hydrological cycle structure is causing streamflow depletion, changing the existing use tendency of water resources. To manage such phenomena, a streamflow depletion impact assessment technology to forecast depletion is required. For performing such technology, it is indispensable to build GIS-based spatial data as fundamental data, but there is a shortage of related research. Therefore, this study was conducted to use the use of GIS-based time series spatial data for streamflow depletion assessment. For this study, GIS data over decades of changes on a national scale were constructed, targeting 6 streamflow depletion impact factors (weather, soil depth, forest density, road network, groundwater usage and landuse) and the data were used as the basic data for the operation of continuous hydrologic model. Focusing on these impact factors, the causes for streamflow depletion were analyzed depending on time series. Then, using distributed continuous hydrologic model based DrySAT, annual runoff of each streamflow depletion impact factor was measured and depletion assessment was conducted. As a result, the default value of annual runoff was measured at 977.9mm under the given weather condition without considering other factors. When considering the decrease in soil depth, the increase in forest density, road development, and groundwater usage, along with the change in land use and development, and annual runoff were measured at 1,003.5mm, 942.1mm, 961.9mm, 915.5mm, and 1003.7mm, respectively. The results showed that the major causes of the streaflow depletion were lowered soil depth to decrease the infiltration volume and surface runoff thereby decreasing streamflow; the increased forest density to decrease surface runoff; the increased road network to decrease the sub-surface flow; the increased groundwater use from undiscriminated development to decrease the baseflow; increased impervious areas to increase surface runoff. Also, each standard watershed depending on the grade of depletion was indicated, based on the definition of streamflow depletion and the range of grade. Considering the weather, the decrease in soil depth, the increase in forest density, road development, and groundwater usage, and the change in land use and development, the grade of depletion were 2.1, 2.2, 2.5, 2.3, 2.8, 2.2, respectively. Among the five streamflow depletion impact factors except rainfall condition, the change in groundwater usage showed the biggest influence on depletion, followed by the change in forest density, road construction, land use, and soil depth. In conclusion, it is anticipated that a national streamflow depletion assessment system to be develop in the future would provide customized depletion management and prevention plans based on the system assessment results regarding future data changes of the six streamflow depletion impact factors and the prospect of depletion progress.

• Journal of Korean Society of Forest Science
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• v.81 no.2
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• pp.124-138
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• 1992

This study was carried out to estimate long-term demand functions, and to project consumption of roundwood to the year 2030, using time series data for the period 1970-1990. Especially, the unique features of this study are in the estimation of demand functions for roundwood by species group and by end-use with help of dummy variables. It also, attempts to show how dummy variables can be utilized for improving the estimation result. The result of this study reveals that hardwood roundwood consumption is being substituted by softwood roundwood due to the rapid increase in the relative price of softwood, and this trend is expected to continue in the near future. The consumption of roundwood by mining industry is projected to fall as the coal :mining is expected to decline. The parametric estimates of timber demand function by species group and by end-use indicate that the demand for timber in Korea is more responsive to the performance of domestic economy as a whole, represented by GDP in this study, than to other variables such as own and substitute prices. The effects of population growth and substitute prices could not be determined.

• Environmental and Resource Economics Review
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• v.19 no.3
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• pp.485-508
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• 2010

This paper examines the long memory property and investigates cointegration in the dynamics of crude oil markets. For these purposes, we apply the joint ARMA-FIAPARCH model with structural break and the vector error correction model (VECM) to three daily crude oil prices: Brent, Dubai and West Texas Intermediate (WTI). In all crude oil markets, the property of long memory exists in their volatility, and the ARMA-FIAPARCH model adequately captures this long memory property. In addition, the results of the cointegration test and VECM estimation indicate a bi-directional relationship between returns and the conditional variance of crude oil prices. This finding implies that the dynamics of returns affect volatility, and vice versa. These findings can be utilized for improving the understanding of the dynamics of crude oil prices and forecasting market risk for buyers and sellers in crude oil markets.

• Journal of the Korea Society of Computer and Information
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• v.15 no.6
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• pp.121-128
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• 2010

Spatial data mining has been developed to support spatial association knowledge between spatial features or its non-spatial attributes for an application areas. At the present time, a number of researchers attempt to the data mining techniques apply to the several analysis areas, for examples, civil engineering, environmental, agricultural areas. Despite the efforts that, until such time as not existed practical systems for the gCRMDMs. gCRMDMs is merged with very large spatial database and CRM information system. Also, it is discovery the association rule for the predictions of customer's shopping pattern informations in a huge database consisted with spatial and non-spatial dataset. For this goal, gCRMDMs need spatial data mining techniques. But, nowadays, in a most case not exist utilizable model for the gCRMDMs. Therefore, in this paper, we proposed a practical gCRMDMs model to support a customer, store, street, building and geographical suited to the trade area.

• 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.