• Journal of Korea Water Resources Association
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• v.55 no.10
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• pp.723-736
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• 2022

In this study, monthly precipitation forecasting models that can predict up to 12 months in advance were constructed for the Geum River basin, and two statistical techniques, multiple linear regression (MLR) and artificial neural network (ANN), were applied to the model construction. As predictor candidates, a total of 47 climate indices were used, including 39 global climate patterns provided by the National Oceanic and Atmospheric Administration (NOAA) and 8 meteorological factors for the basin. Forecast models were constructed by using climate indices with high correlation by analyzing the teleconnection between the monthly precipitation and each climate index for the past 40 years based on the forecast month. In the goodness-of-fit test results for the average value of forecasts of each month for 1991 to 2021, the MLR models showed -3.3 to -0.1% for the percent bias (PBIAS), 0.45 to 0.50 for the Nash-Sutcliffe efficiency (NSE), and 0.69 to 0.70 for the Pearson correlation coefficient (r), whereas, the ANN models showed PBIAS -5.0~+0.5%, NSE 0.35~0.47, and r 0.64~0.70. The mean values predicted by the MLR models were found to be closer to the observation than the ANN models. The probability of including observations within the forecast range for each month was 57.5 to 83.6% (average 72.9%) for the MLR models, and 71.5 to 88.7% (average 81.1%) for the ANN models, indicating that the ANN models showed better results. The tercile probability by month was 25.9 to 41.9% (average 34.6%) for the MLR models, and 30.3 to 39.1% (average 34.7%) for the ANN models. Both models showed long-term predictability of monthly precipitation with an average of 33.3% or more in tercile probability. In conclusion, the difference in predictability between the two models was found to be relatively small. However, when judging from the hit rate for the prediction range or the tercile probability, the monthly deviation for predictability was found to be relatively small for the ANN models.

• Industry Promotion Research
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• v.7 no.3
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• pp.115-124
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• 2022

The most difficult things, when we study the future-telling science of human destiny, are in case of what one's individual's fate is bad which is shown by Saju-Palza(四柱八字), In that case, we have faced the problems on how we live ; to follow or to deny our fate under the brief of improving our lives by trying to make hard efforts, regardless of the bad Saju-Palza(四柱八字). However, we can hardly find the clear answer to those questions. 『Liao Fan 4 lessons(了凡四訓)』 shows that one's destiny can be improved by accumulating good deeds despite of the bad Saju-Palza(四柱八字). Someone says that future can be created, not be foreseen. As well, Dr. Steven Coby says that the best definite way to forecast future is in creating the future. Anyhow, the strong desire and curiosity to know one's individual's future is having been lasted until now since the Genesis. we guess these desires may be one of our basic instinct. If then, the function and role of the future-telling science will be to increase the accuracy of future prediction, whether our fate has been fixed or been able to be changeable. Therefore, this study summarizes the definition of confusing terms, focusing on Gyeokguk(格局) and Sangshin(相神), the core of Myeongrihak(命理學), which is considered to be one of the most popular future-telling science. Concering Gyeok(格), in this paper, Nae-Gyeok(內格) has been mainly considered and Oi-Gyeok(外格) or Special-Gyeok(別格) have not been addressed. Specifically, it summarized the views of the classical Myeongri(命理) books and modern scholars on Gyeokguk(格局) and Yongshin(用神). In particular, it also summarized the comparison of various concepts of Gyeokguk(格局), the advantages and disadvantages of each Nae-Gyeok(內格)'s characteristic, the determination order of Nae-Gyeok(內格) and the good case and bad case of it's Gyeok(格). In addition, it was necessary to summarize the concept of Sangshin(相神), which was talked about in 『Japyeongjinjeon』 and to briefly summarize Heeshin(喜神) with a broader concept than Sangshin(相神). The different usage of Sangshin(相神) was also analyzed, between the priority interpretation of Cheongan(天干) in Day-Column(日柱) and the interpretation based on Jijee(地支) in Month-Column(月柱). Finally, this paper was completed, leaving it later as a research task, the confusion that comes from the scholars' acceptance of the comprehensive diversity on the same term.

• Korean Journal of Agricultural Science
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• v.10 no.1
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• pp.61-73
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• 1983

This study was conducted to obtain fundamental informations on the improvement of cropping system to increase in land utilization rate and crop production. In order to group the characteristics of areas, Chungnam province was classified into 4 classes: Suburb (Daedeog Gun, Cheonwon Gun), Plain (Nonsan Gun, Dangjin Gun) Coastal (Seosan Gun, Boryeong Gun) and Hilly region (Gongju Gun, Cheongyang Gun). 100 farm households were sampled from each region, and cropping system and utilization state of paddy and upland in 1982 were surveyed. The results obtained were summarized as follows: 1. Average utilization rate of upland was 161.9 % The utilization rate of upland at plain was highest (188.9 %), and that at suburb showed lowest value (152.0%). 2. Number of crops cultivated at upland was 32 kinds. Among the rate of planting area of each crop. soybean showed highest rate of 18.8%, barley 15.4%, red-pepper 13.1% and chinese' cabbage 10.1% respectively, but the red pepper showed highest rate of planting area at suburb, the barley at hilly region and the soybean at plain and coastal region. 3. Average utilization rate of paddy was 115.6% and the utilization rate of paddy at suburb showed the highest value (140.0%) and that at coastal region the lowest value (108.2%). 4. 12 kinds of crops were cultivated at paddy before or after rice cultivation. Among the crops cultivated at paddy before or after rice cultivation, barley showed the highest area rate (5.0%) of cultivation and strawberry the next but the strawberry showed the highest area rate of cultivation at suburb and barley at other regions. 5. The cropping systems at upland were divided into single cropping and double cropping. Types of double cropping at upland were classified into 38 types by the combinations of crops. Among the types of double cropping, the rate of cultivation area of soybean after barley combination was 35.0%, but at suburb the rate of this type of cropping system was low and the double cropping of vegetable combinations showed high rate. 6. Types of double cropping at paddy were classified into 6 types. As a whole, double cropping of barley after rice combination showed highest rate of cultivation area (42.8%) among crop combinations but at suburb, the area rate of this type cropping was low and cultivation of fruit vegetable after rice showed highest rate. The area rate of post - cropping to rice was 76.3% of whole double cropping area at paddy and significantly higher than the rate of precropping to rice. 7. Some kinds of crop combinations were consisted of same family or closely related crops and the characteristics of the crop rotation between those crops are almost same. The area cultivated those unreasonable crop combinations were 19.09 ha. 8. At upland, planting area of the cereal crops, vegetale crops and industrial crops crops and industrial crops was 88.92ha, 93.70ha and 21.80ha respectively. The Planting area of cereal crops was significantly less than that of vegetable crops. 9. Most of all the research reports on the cropping system from 1910 to 1980 were about the post cropping after rice harvest. The objectives of researches could be classified into 14 kinds and the important objectives of researches were the planting time, the amounting of manuring, the quantity of seeding, the transplanting time, the ridging method, the sowing method and the variety test.

• Journal of Intelligence and Information Systems
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• v.16 no.2
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• pp.19-32
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• 2010

Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.