• KSCE Journal of Civil and Environmental Engineering Research
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• v.39 no.1
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• pp.165-174
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• 2019

As a nonstationarity is observed in hydrological data, various studies on nonstationary frequency analysis for hydraulic structure design have been actively conducted. Although the inherent diversity in the atmosphere-ocean system is known to be related to the nonstationary phenomena, a nonstationary frequency analysis is generally performed based on the linear trend. In this study, a nonstationary frequency analysis was performed using climate indices as covariates to consider the climate variability and the long-term trend of the extreme rainfall. For 11 weather stations where the trend was detected, the long-term trend within the annual maximum rainfall data was extracted using the ensemble empirical mode decomposition. Then the correlation between the extracted data and various climate indices was analyzed. As a result, autumn-averaged AMM, autumn-averaged AMO, and summer-averaged NINO4 in the previous year significantly influenced the long-term trend of the annual maximum rainfall data at almost all stations. The selected seasonal climate indices were applied to the generalized extreme value (GEV) model and the best model was selected using the AIC. Using the model diagnosis for the selected model and the nonstationary GEV model with the linear trend, we identified that the selected model could compensate the underestimation of the rainfall quantiles.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.12
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• pp.261-269
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• 2013

In this paper, the evoked potential(EP) was represented by additive delay model to comply with the variational noisy response of stimulus-event synchronization. The hybrid method of delay compensated-Wiener filtered-ensemble averaging(DWEA) was proposed to enhance the EP signal distortion occurred during averaging procedure due to synchronization timing mismatch. The performance of DWEA has been tested by surrogated simulation, which is composed of synthesized arbitrary delay and arbitrary level of added noise. The performance of DWEA is better than those of Wiener filtered-ensemble averaging and of conventional ensemble averaging. DWEA is endurable up to added noise gain of 7 for 10 % mean square error limit. Throughout the experimentation observation, it has been demonstrated that DWEA can be applied to enhance the evoked potential having the synchronization mismatch with added noise.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.206-206
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• 2023

지구온난화로 인한 기후변화에 따라 평균강수량과 증발량이 증가하며 강우지역 집중화와 강우강도가 높아질 가능성이 크다. 우리나라의 경우 협소한 국토면적과 높은 인구밀도로 기후변동의 영향이 크기 때문에 한반도에 적합한 유역규모의 수자원 예측과 대응방안을 마련해야 한다. 이를 위한 수자원 관리를 위해서는 유역에서 강수량, 유출량, 증발량 등의 장기적인 자료가 필요하며 경험식, 물리적 강우-유출 모형 등이 사용되었고, 최근들어 연구의 확장성과 비 선형성 등을 고려하기 위해 딥러닝등 인공지능 기술들이 접목되고 있다. 본 연구에서는 ASOS(동해, 태백)와 AWS(삼척, 신기, 도계) 5곳의 관측소에서 2011년~2020년까지의 일 단위 기상관측자료를 수집하고 WAMIS에서 같은 기간의 오십천 하구 일 유출량 자료를 수집 후 5개 관측소를 기준으로Thiessen 면적비를 적용해 기상자료를 구축했으며 Angstrom & Hargreaves 공식으로 잠재증발산량 산정해 3개의 모델에 각각 기상자료(일 강수량, 최고기온, 최대 순간 풍속, 최저기온, 평균풍속, 평균기온), 일 강수량과 잠재증발산량, 일 강수량 - 잠재증발산량을 학습 후 관측 유출량과 비교결과 기상자료(일 강수량, 최고기온, 최대 순간 풍속, 최저기온, 평균풍속, 평균기온)로 학습한 모델성능이 가장 높아 최적 모델로 선정했으며 일, 월, 연 관측유출량 시계열과 비교했다. 또한 같은 학습자료를 사용해 다층 퍼셉트론(Multi Layer Perceptron, MLP) 앙상블 모델을 구축하여 수자원 분야에서의 인공지능 활용성을 평가했다.

• KIPS Transactions on Software and Data Engineering
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• v.6 no.12
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• pp.565-572
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• 2017

Traditional method for time series analysis, autoregressive integrated moving average (ARIMA) allows to mine significant patterns from the past observations using autocorrelation and to forecast future sequences. However, Korean baseball games do not have regular intervals to analyze relationship among the past attendance observations. To address this issue, we propose artificial neural network (ANN) based attendance prediction model using various measures including performance, team characteristics and social influences. We optimized ANNs using grid search to construct optimal model for regression problem. The evaluation shows that the optimal and ensemble model outperform the baseline model, linear regression model.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
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• v.17 no.1
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• pp.229-249
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• 2022

This paper investigates machine learning models for predicting the designation of administrative issues in the KOSDAQ market through various techniques. When a company in the Korean stock market is designated as administrative issue, the market recognizes the event itself as negative information, causing losses to the company and investors. The purpose of this study is to evaluate alternative methods for developing a artificial intelligence service to examine a possibility to the designation of administrative issues early through the financial ratio of companies and to help investors manage portfolio risks. In this study, the independent variables used 21 financial ratios representing profitability, stability, activity, and growth. From 2011 to 2020, when K-IFRS was applied, financial data of companies in administrative issues and non-administrative issues stocks are sampled. Logistic regression analysis, decision tree, support vector machine, random forest, and LightGBM are used to predict the designation of administrative issues. According to the results of analysis, LightGBM with 82.73% classification accuracy is the best prediction model, and the prediction model with the lowest classification accuracy is a decision tree with 71.94% accuracy. As a result of checking the top three variables of the importance of variables in the decision tree-based learning model, the financial variables common in each model are ROE(Net profit) and Capital stock turnover ratio, which are relatively important variables in designating administrative issues. In general, it is confirmed that the learning model using the ensemble had higher predictive performance than the single learning model.

• The Korean Journal of Applied Statistics
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• v.21 no.4
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• pp.639-647
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• 2008

This study used the characteristics of the knowledge discovery and data mining algorithms to develop tailored hypertension follow up management model - hypertension care predictive model and hypertension care compliance segmentation model - for hypertension management using the Korea National Health Insurance Corporation database(the insureds’ screening and health care benefit data). This study validated the predictive power of data mining algorithms by comparing the performance of logistic regression, decision tree, and ensemble technique. On the basis of internal and external validation, it was found that the model performance of logistic regression method was the best among the above three techniques on hypertension care predictive model and hypertension care compliance segmentation model was developed by Decision tree analysis. This study produced several factors affecting the outbreak of hypertension using screening. It is considered to be a contributing factor towards the nation’s building of a Hypertension follow up Management System in the near future by bringing forth representative results on the rise and care of hypertension.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.10-10
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• 2018

기후변화로 인한 집중호우의 빈도 및 강도가 증가하여 치수 구조물의 설계 홍수 빈도를 초과하는 피해가 발생하고 있다. 본 연구에서는 이러한 침수 피해를 저감하기 위해 수치예보자료를 활용한 홍수 예 경보시스템의 적용성을 비교 평가하였다. 수치예보자료는 국내 기상청에서 제공하는 국지예보모델(LDAPS)과 일본 기상청의 중규모모델(Meso-scale Model ; MSM)을 이용하였으며, 남강댐 유역 내의 산청 유역에 대해 태풍 및 정체 전선 등 3 개의 강우사상을 선정하였다. 강우유출 해석에는 분포형 수문 모형인 KWMSS(Kinematic Wave Method for Subsurface and Surface)를 이용하였다. 그 결과, LDAPS와 MSM 모두 강우발생 유무를 잘 재현하였다. 특히, 광역적 강우인 태풍사상에 대해 강우 예측에서 비교적 높은 정확도를 나타내었다. 강우 예측의 정확도 향상을 위해 강우장의 공간 변위를 고려하여 앙상블 강우 분포를 적용한 결과, 강우 예측의 정확도가 향상되는 것으로 나타났다. 홍수 예측의 경우 두 수치예보자료 모두 유출 패턴을 잘 재현하였다. 앙상블 홍수 예측 결과, 단일 강우 자료를 통한 홍수 예측에서의 예측 불확실성을 개선하는 것으로 나타났다. 3개의 강우 사상에 대해 MSM의 예측 결과가 LDAPS의 예측 결과보다 비교적 높은 상관관계를 나타내었다. 본 연구를 통해 강우 및 홍수 예측에 수치예보자료의 적용 가능성이 있다고 판단되며, 홍수 예 경보의 기초자료로 활용성이 있다고 판단된다.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.153-153
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• 2020

우리나라에선 크고 작은 가뭄 피해가 자주 일어나고 있으며 최근엔 유래 없는 다년가뭄이 발생하면서 가뭄에 대한 경각심이 커지고 있다. 가뭄에 적절하게 대응하여 피해를 경감시키기 위해서는 신뢰도 높은 가뭄 예측이 선행되어야 한다. 이에 본 연구는 앙상블 예측과 베이즈이론(Bayes' theorem)을 수문학적 가뭄지수 중 하나인 SRI(Standardized Runoff Index)에 적용해 가뭄 확률 전망을 실시했으며 이를 EDP(Ensemble Drought Prediction)라고 칭하였다. 국내 8개 댐유역에서 EDP를 생성하고 개선하는 과정은 다음과 같이 진행된다. 우선 TANK모형을 활용한 1개월 선행 유량 예측(Ensemble Streamflow Prediction, ESP)의 결과를 SRI로 변환하여 EDP 확률분포를 생성한다. 그런 다음, EDP를 개선하기 위해 그 기초인 ESP에서 미흡한 토양수분 초기조건을 보완하고자 베이즈이론을 활용했다. APCC(APEC Climate Center)의 위성 관측 SMI(Soil Moisture Index) 자료로 SRI와의 회귀식을 구축, 이를 우도함수로 정의해 사전 EDP 분포를 업데이트한 EDP+ 확률분포를 생성했다. 그 결과, EDP와 EDP+ 모두 심도가 깊은 가뭄을 전망할수록 예측력이 기후학적 예측보다 좋지 않았다. 그럼에도 우도함수로 사용한 회귀식의 정확도가 높을수록 EDP+의 정확도도 향상되는 경향이 나타났으며, 이는 베이즈이론을 사용한다면 가뭄 확률 전망을 개선할 수 있다는 것을 의미하고 있다. 하지만, 확정 전망 정확도는 확률 전망 정확도와는 관계가 없었는데 이는 확정 전망과 확률 전망이 본질적으로 다르기 때문인 것으로 사료된다.

• 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.

• Journal of Korean Society of Water and Wastewater
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• v.36 no.4
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• pp.239-248
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• 2022

The prediction of algal bloom is an important field of study in algal bloom management, and chlorophyll-a concentration(Chl-a) is commonly used to represent the status of algal bloom. In, recent years advanced machine learning algorithms are increasingly used for the prediction of algal bloom. In this study, XGBoost(XGB), an ensemble machine learning algorithm, was used to develop a model to predict Chl-a in a reservoir. The daily observation of water quality data and climate data was used for the training and testing of the model. In the first step of the study, the input variables were clustered into two groups(low and high value groups) based on the observed value of water temperature(TEMP), total organic carbon concentration(TOC), total nitrogen concentration(TN) and total phosphorus concentration(TP). For each of the four water quality items, two XGB models were developed using only the data in each clustered group(Model 1). The results were compared to the prediction of an XGB model developed by using the entire data before clustering(Model 2). The model performance was evaluated using three indices including root mean squared error-observation standard deviation ratio(RSR). The model performance was improved using Model 1 for TEMP, TN, TP as the RSR of each model was 0.503, 0.477 and 0.493, respectively, while the RSR of Model 2 was 0.521. On the other hand, Model 2 shows better performance than Model 1 for TOC, where the RSR was 0.532. Explainable artificial intelligence(XAI) is an ongoing field of research in machine learning study. Shapley value analysis, a novel XAI algorithm, was also used for the quantitative interpretation of the XGB model performance developed in this study.