• Title/Summary/Keyword: 인과 모형 분석

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Forecasting Cryptocurrency Prices in COVID-19 Phase: Convergence Study on Naver Trends and Deep Learning (COVID-19 국면의 암호화폐 가격 예측: 네이버트렌드와 딥러닝의 융합 연구)

  • Kim, Sun-Woong
    • Journal of Convergence for Information Technology
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    • v.12 no.3
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    • pp.116-125
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    • 2022
  • The purpose of this study is to analyze whether investor anxiety caused by COVID-19 affects cryptocurrency prices in the COVID-19 pandemic, and to experiment with cryptocurrency price prediction based on a deep learning model. Investor anxiety is calculated by combining Naver's Corona search index and Corona confirmed information, analyzing Granger causality with cryptocurrency prices, and predicting cryptocurrency prices using deep learning models. The experimental results are as follows. First, CCI indicators showed significant Granger causality in the returns of Bitcoin, Ethereum, and Lightcoin. Second, LSTM with CCI as an input variable showed high predictive performance. Third, Bitcoin's price prediction performance was the highest in comparison between cryptocurrencies. This study is of academic significance in that it is the first attempt to analyze the relationship between Naver's Corona search information and cryptocurrency prices in the Corona phase. In future studies, extended studies into various deep learning models are needed to increase price prediction accuracy.

Regional Patterns of Farmland Price Changes for the Farmland Reverse Mortgage System (농지연금 도입에 따른 지역별 농지가격의 변동형태 분석 -경기도와 경상북도 지역을 대상으로-)

  • Lim, Dae-Bong;Cho, Deok-Ho
    • Journal of the Economic Geographical Society of Korea
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    • v.13 no.4
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    • pp.663-680
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    • 2010
  • This paper aims at analysing Regional Patterns of Farmland Price Changes for the Farmland Reverse Mortgage System. Farmland Reverse Mortgage(FRM) is a system in which the aged farmers in the rural areas receive certain amount of money monthly through the liquidation of their own farmlands for the life time. Farmland price affects the farmland annuity considerably. In the future, if the farmland price goes down than the price when the borrower joined FRM, the borrower can get profits from the pension. Based on the results, the farmland price of Kyeonggi-do is strongly related to economic growth rates(index of industrial product). while that of Gyeongsangbuk-do is weakly related to economic variables including economic growth rates. Therefore, the expectation of farmland value rising rate will be higher in Kyeonggi-do than in Gyeongsangbuk-do. Thus the number of borrowers who want to join FRM in Gyeongsangbuk-do will be more than those in Kyeonggi-do.

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A Spread Sheet Model for a Long Range Water Supply Planning (장기 용수 공급계획 수립을 위한 스프레드 쉬트 모형)

  • Kim, Sheung Kown
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.12 no.3
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    • pp.153-162
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    • 1992
  • A mathematical model for a long range water supply planning is developed as a dynamic capacitated facility location problem, in which operating costs and two types of fixed costs are considered. The fixed costs are for water supply systems such as dams and reservoirs and for water conveyance systems of waterways or conduits from each water supply points. A spreadsheet model is developed to support the efficiency of user interface and to implement a heuristic solution procedure. The proposed solution procedure utilizes SOLVER tool and it has been applied to a system with fictitious data but with reality and applicability in mind. As a result of the mathematical analysis, not only the most economic construction timings of surface water facilities and distribution systems but also the most economical water supply operating patterns are identified.

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Water Quality Simulation and Sensitivity Analisys in Nakdong River Using WASP7.2 Model (WASP7.2를 이용한 낙동강의 수질모의 및 민감도분석)

  • Choi, Jung-Min;Lee, Sang-Ho;Chon, Tae-Soo;Joo, Gea-Jae
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1363-1367
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    • 2007
  • 낙동강 하류지점인 물금은 2003년${\sim}$2005년의 대부분이 부영양화의 기준을 넘고 있다. 본 연구에서는 WASP 모형을 이용하여 낙동강 하류에서 부영양화의 주요원인이 되는 영양물질과 결과적으로 나타나는 Chl-a 농도변화를 모의하였다. Chl-a의 농도모의를 위한 주요 입력자료로서 측정된 동물성 플랑크톤의 개체수가 입력되었다. 선정된 수질조사 지점은 낙동강 본류(왜관, 고령, 적포, 남지, 하남, 낙동강 하구둑)와 지류인 금호강, 회천, 황강, 남강, 밀양강이다. 수질모의 구간은 낙동강 본류(왜관${\sim}$낙동강 하구둑)와 지류인 금호강, 회천, 황강, 남강, 밀양강을 포함한 총 72개의 구간이다. 모형의 모의시간과 출력시간은 각각 1일로 하였다. 2003년의 자료를 이용하여 추정된 수질 매개변수들의 적합성을 확인하기 위해 2004년${\sim}$2005년의 수질자료와 유량자료를 이용하여 검증하였고, 입력된 매개변수와 기상 입력자료(유량, 수온, 일사량, 일조율)의 값을 중심으로 10% 씩 상하로 변화시켰을 때의 민감도를 분석하였다. Chl-a는 민감도분석결과 Chl-a의 성장률과 동물성 플랑크톤의 섭식률에 의해 영향을 많이 받았다. 인은 Chl-a에 영향을 주었지만 질소는 거의 영향이 없었다. 기상자료의 민감도분석결과 유량, 수온, 일조율, 일사량의 순서로 민감하게 모의 되었다. WASP 모형에서 동물성 플랑크톤 개체수의 입력 유 무에 따른 수질모의결과는 동물성 플랑크톤을 입력했을 때가 더 정확히 모의되는 것으로 나타났다.

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Assessing E-service Quality of Digital Libraries (디지털도서관의 e-서비스품질 평가에 관한 연구)

  • Hwang, Jae-Young;Lee, Eung-Bong;Kim, Jong-Hwan
    • Journal of the Korean Society for Library and Information Science
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    • v.41 no.3
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    • pp.55-79
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    • 2007
  • In this study the need for new service qualify assessment scale is investigated to cope with the paradigm change in library information service and the dimension and model for e-service quality assessment applicable to a digital library are developed. In order to verify newly proposed dimension and model for e-service qualify assessment, the dimension which is developed by employing data collected from NDSL(National Digital Science Library) and its factor are analyzed and casuality analysis between independent and dependent variables is executed based on the proposed e-service qualify model We also analyze the gap between customer's ideal expectation and perception and, finally investigate what is the most important dimension among e-service quality in the digital library from the customer's point of view.

Probabilistic Runoff Analysis using Ensemble Technoque with Localization Method (앙상블 기반 지역화 기법을 이용한 확률론적 유출량 분석)

  • Lee, Han-Yong;Jang, Suk-Hwan;Lee, Jae-Kyoung;Jo, Jun-Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.207-207
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    • 2019
  • 최근 우리나라는 지역 특성 및 기후변화의 영향으로 인해 수문학적 요소의 변동성이 커지고 수자원의 지속적인 관리에 있어 유출량은 중요한 문제로 여겨지고 있다. 특히 일부 소하천 또는 접경지역과 같은 미계측유역은 수문학적 요소에 대한 자료가 부족하고 수문모형의 초기치 설정과 과거 유출량 자료를 통하여 최적화한 매개변수를 결정해야하므로 장기유출분석이 어렵다. 본 연구의 적용유역으로 미계측유역인 임진강상류 유역에 대한 유출량 추정을 위해 계측 유역의 자료를 활용하여 모형의 매개변수 등을 추정하는 지역화 기법인 다중선형회귀분석과 공간근접분석을 활용하여 유출량을 산정 및 검증하였다. 또한, 확률론적 예측이 가능한 앙상블 기법 적용을 통한 유출량 예측을 하였고, 이를 예측 정확성 평가지표를 통해 효율성 검토를 수행하여 미계측유역의 유출량에 대해 확률론적 예측을 수행하였다. 대표적 지역화 기법의 적용성을 검토한 결과, 계측유역을 통해 다중선형회귀분석과 공간근접분석을 abcd 모형에 적용하였다. 모의유출량을 산정하고 실측 유출량과 비교 분석 결과 모의정확성이 높게 분석되었다. 이와 같은 검증 결과를 토대로 미계측유역의 유출량을 추정하였다. 또한, 지역화 기법을 앙상블 기법에 적용하여 확률론적 유출량 예측의 효율성을 검토하였다. 적용유역과 같은 지류를 포함하고 있는 임진강하류 유역을 대상으로 수행하였다. 검증기간(2013년~2017년) 동안의 월 예측 유출량 앙상블 생성을 위해 과거 강우량와 증발량(1988년~2012년) 자료를 사용하였으며, 지역화 기법을 적용한 abcd 모형을 이용하였다. 예측 유출량의 정확성 평가를 실시하였으며, 정확성이 비교적 높게 분석되었다. 이와 같은 결과를 토대로 미계측유역의 확률론적 유출량을 예측하였다. 따라서, 대표적 지역화 기법을 앙상블 기법에 적용하여 확률론적 유출량을 예측할 경우 보다 정확한 유출량 예측이 가능하다.

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A Study on The Housing Consumption Problem in Young Single-Person Household - Focusing on Reduction of Housing Area - (서울시 청년 1인 가구 주거 문제 분석 - 주거소비 면적 감소 현상을 중심으로 -)

  • Jo, Haeun;Kim, Euijune
    • Journal of the Korean Regional Science Association
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    • v.34 no.1
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    • pp.49-60
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    • 2018
  • The purpose of the study is to analyze the housing problems of single-person household in 20-35 age group. Using the survey of Household's Consumption in 2014, we estimated the housing demand function of young single-person household in Seoul. As a result, the coefficient of the permanent income for young single-person household housing was significantly lower than other groups and the housing demand was also lower than others. Since current income isn't come up to permanent income enough, the housing consumption of young single-person household shrinks. It implies the role of the housing financial market is less activated. That is, the difficulty of realization of permanent income and lack of housing finance are the main cause of the imbalance of housing demand of one young person. Therefore, it implies that in order to alleviate the housing problem of the young single-person household, a policy to balance the permanent income with the housing demand is needed.

An Analysis on the Causality between Production Activity and Electricity Consumption in Manufacturing Sector (제조업 생산활동과 전력소비 간의 인과관계 분석)

  • Lim, Jaekyu;Kim, Jong-Ik
    • Environmental and Resource Economics Review
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    • v.23 no.2
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    • pp.349-364
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    • 2014
  • This study analyzed Granger causality between power consumption and production activity in manufacturing sector, by using error correction model. It found that there exists the connection between power consumption and production activity in manufacturing sector. By reflecting the industrial characteristics, it found not only the bilateral causality (power consumption ${\leftrightarrow}$ production activity) in power non-intensive industry, high value-added industry and low value-added industry, but also one-way causality (power consumption ${\rightarrow}$ production activity) in power-intensive industry. These results imply that power demand management policy focusing on efficiency improvement is necessary primarily to minimize negative impacts on production activity, and also stable power supply system is required to meet the increase of power demand.

The Structural Relationships Between College Student's Altruistic Behavior and Related Variables in the Times of Convergence (융복합 시대의 대학생의 이타행동과 관련변인들의 구조적 관계 분석)

  • Chang, Yong-Hee;Lee, Jae-Shin
    • Journal of Digital Convergence
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    • v.14 no.3
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    • pp.361-372
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    • 2016
  • The purpose of this study was to examine the mediating effect of moral elevation and self control on the relationship between moral identity, character strengths, family strengths, and altruistic behavior in the times of convergence. The collected data were analyzed by SEM. The results of this study were as follows: First, moral self has indirect effect on altruistic behavior through moral elevation and self control in turn, and character strengths, have indirect effect on altruistic behavior through moral elevation and self control and moral elevation, self control in turn, and family strengths have indirect effect on altruistic behavior through self control. Second, it was found that there was a significant gender difference in the structural weights of character strengths and moral elevation.

An Empirical Analysis of Market Power in The Dallas-Forth Worth Milk Market (Dallas-Forth Worth 우유시장의 시장지배력 측정에 관한 연구)

  • KIM, Donghun
    • International Area Studies Review
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    • v.14 no.3
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    • pp.35-60
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    • 2010
  • In this paper, we develop a dynamic structural model based on a dynamic supergame and measure market power for the Dallas-Forth Worth fluid milk market in the U.S. In particular, we compare the conduct parameter estimates from a static model with that from the dynamic model and illustrate bias in the market-power measure in a static model. And we also analyze the cyclical behavior of firm conduct. We find that the conduct parameter in a static model underestimates true market power if firms' behaviors are posited by a dynamic oligopoly game. We also verify that firm conduct in the Dallas-Forth Worth fluid milk market is countercyclical against demand shocks and expected future cost shocks. Our results indicate that the firms' conduct in the Dallas-Forth Worth fluid milk market is consistent with what dynamic oligopoly models predict. This implies that the firms consider not only the contemporary reactions of the other firms' but also future market competition. Therefore, the measurement of market power requires the specification of fully dynamic pricing relationship.