• Proceedings of the Korea Water Resources Association Conference
• /
• 2006.05a
• /
• pp.1822-1829
• /
• 2006

본 연구에서는 계산된 유량과 실측 유량을 비교하여 Clark 단위도 방법의 매개변수를 추정하고자 하였다. 오산천과 진위천 상류유역에 대하여 Arcview와 WMS로 지형자료에 대한 전 처리를 한후, HEC-HMS 프로그램을 이용하여 유출량을 산정하였다. 2001년부터 2005년까지 4개의 사상에 대하여 강우량, 기흥저수지와 이동저수지의 실제 방류량을 이용하여 유출량을 산정하였으며, Clark 모형의 매개변수를 Russel 공식, Sabol 공식 및 HEC-HMS 프로그램에 내장된 Nelder-Mead 최적화 방법을 이용하여 매개변수를 각각 산정하여 회화 지점의 실측 유출량과 비교.평가하였다. 빈도가 큰 유출사상의 경우에는 Sabol 식을 적용한 결과가 Russel 식을 적용한 모의결과보다 첨두유량의 재현성이 우수하게 나타났으며, 유출량이 작은 경우에는 Russel 식을 적용한 모의결과가 우수하였다. 첨두가 중제곱평균제곱근오차, 잔차자승의 합, 절대잔차의 합 등 3가지의 서로다른 목적함수를 적용하여 매개변수를 자동 보정하였을 때, 목적함수에 따른 첨두유량의 오차는 거의 동일하였으며, 첨두시간에 대한 오차는 첨두가중제곱평균제곱근오차를 적용했을 때 가장 작은 것으로 분석되었다. 그리고 Clark 유역 추적모형의 자동보정을 통하여 추정한 매개변수인 도달시간과 저류상수는 강우사상에 따라서 변동하는 특성을 나타내기 때문에 최적의 도달시간 및 저류상수는 홍수사상별로 추정되어야 하며 이 결과는 홍수량 산정을 위한 매개변수 추정과정의 비유일성 및 복잡성을 암시하고 있다.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.19 no.12
• /
• pp.3011-3016
• /
• 2015

Representing protein three-dimensional structure by concatenating a sequence of protein fragments gives an efficient application in analysis, modeling, search, and prediction of protein structures. This paper investigated the effective combination of distance measures, which can exploit large protein structure database, in order to construct a protein fragment library representing native protein structures accurately. Clustering method was used to construct a protein fragment library. Initial clustering stage used inter alpha-carbon distance having low time complexity, and cluster extension stage used the combination of inter alpha-carbon distance, Binet-Cauchy distance, and root mean square deviation. Protein fragment library was constructed by leveraging large protein structure database using the proposed combination of distance measures. This library gives low root mean square deviation in the experiments representing protein structures with protein fragments.

• Journal of Korea Water Resources Association
• /
• v.36 no.2
• /
• pp.315-324
• /
• 2003

Stream flow data was analyzed for determining the lowflow which is the standard for river maintenance flow. Lowflow quantiles were estimated based on the parametric and nonparametric methods and two methods were compared by Monte Carlo simulation study. As the results of the parametric method, three probability distributions such as gamma-2, lognormal-2 and Weibull-2, are selected as appropriate models for stream flow data of 13 stations in Han River Basins. According to simulation results, relative bias (RBIAS) and relative root mean square error (RRMSE) of the lowflow quantiles are the smallest when the applied and population models are the same. The fame statistical properties from the nonparametric models are good within the interpolation range. Among 7 bandwidth selectors used in this study, the RRMSEs of the Park and Marron method (PM) are the smallest while those of the Shoaler and Jones method (SJ) are the largest.

• Journal of the Korea Society of Computer and Information
• /
• v.28 no.7
• /
• pp.11-18
• /
• 2023

In this paper, we evaluate deep learning time series forecasting models. Recent studies show that those models perform better than the traditional prediction model such as ARIMA. Among them, recurrent neural networks to store previous information in the hidden layer are one of the prediction models. In order to solve the gradient vanishing problem in the network, LSTM is used with small memory inside the recurrent neural network along with BI-LSTM in which the hidden layer is added in the reverse direction of the data flow. In this paper, we compared the performance of Informer by comparing with other models (LSTM, BI-LSTM, and Transformer) for real Nitrogen dioxide (NO2) data. In order to evaluate the accuracy of each method, mean square root error and mean absolute error between the real value and the predicted value were obtained. Consequently, Informer has improved prediction accuracy compared with other methods.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.9 no.1
• /
• pp.188-198
• /
• 2005

The Goldschmidt iterative algorithm for finding a floating point square root calculated it by performing a fixed number of multiplications. In this paper, a variable latency Goldschmidt's square root algorithm is proposed, that performs multiplications a variable number of times until the error becomes smaller than a given value. To find the square root of a floating point number F, the algorithm repeats the following operations: $R_i=\frac{3-e_r-X_i}{2},\;X_{i+1}=X_i{\times}R^2_i,\;Y_{i+1}=Y_i{\times}R_i,\;i{\in}\{{0,1,2,{\ldots},n-1} }}'$with the initial value is $'\;X_0=Y_0=T^2{\times}F,\;T=\frac{1}{\sqrt {F}}+e_t\;'$. The bits to the right of p fractional bits in intermediate multiplication results are truncated, and this truncation error is less than $'e_r=2^{-p}'$. The value of p is 28 for the single precision floating point, and 58 for the doubel precision floating point. Let $'X_i=1{\pm}e_i'$, there is $'\;X_{i+1}=1-e_{i+1},\;where\;'\;e_{i+1}<\frac{3e^2_i}{4}{\mp}\frac{e^3_i}{4}+4e_{r}'$. If '|X_i-1|<2^{\frac{-p+2}{2}}\;'$ is true, $'\;e_{i+1}<8e_r\;'$ is less than the smallest number which is representable by floating point number. So, $\sqrt{F}$ is approximate to $'\;\frac{Y_{i+1}}{T}\;'$. Since the number of multiplications performed by the proposed algorithm is dependent on the input values, the average number of multiplications per an operation is derived from many reciprocal square root tables ($T=\frac{1}{\sqrt{F}}+e_i$) with varying sizes. The superiority of this algorithm is proved by comparing this average number with the fixed number of multiplications of the conventional algorithm. Since the proposed algorithm only performs the multiplications until the error gets smaller than a given value, it can be used to improve the performance of a square root unit. Also, it can be used to construct optimized approximate reciprocal square root tables. The results of this paper can be applied to many areas that utilize floating point numbers, such as digital signal processing, computer graphics, multimedia, scientific computing, etc.

• The KIPS Transactions:PartA
• /
• v.12A no.5 s.95
• /
• pp.413-420
• /
• 2005

The Newton-Raphson iterative algorithm for finding a floating point reciprocal square mot calculates it by performing a fixed number of multiplications. In this paper, a variable latency Newton-Raphson's reciprocal square root algorithm is proposed that performs multiplications a variable number of times until the error becomes smaller than a given value. To find the rediprocal square root of a floating point number F, the algorithm repeats the following operations: '$X_{i+1}=\frac{{X_i}(3-e_r-{FX_i}^2)}{2}$, $i\in{0,1,2,{\ldots}n-1}$' with the initial value is '$X_0=\frac{1}{\sqrt{F}}{\pm}e_0$'. The bits to the right of p fractional bits in intermediate multiplication results are truncated and this truncation error is less than '$e_r=2^{-p}$'. The value of p is 28 for the single precision floating point, and 58 for the double precision floating point. Let '$X_i=\frac{1}{\sqrt{F}}{\pm}e_i$, there is '$X_{i+1}=\frac{1}{\sqrt{F}}-e_{i+1}$, where '$e_{i+1}{<}\frac{3{\sqrt{F}}{{e_i}^2}}{2}{\mp}\frac{{Fe_i}^3}{2}+2e_r$'. If '$|\frac{\sqrt{3-e_r-{FX_i}^2}}{2}-1|<2^{\frac{\sqrt{-p}{2}}}$' is true, '$e_{i+1}<8e_r$' is less than the smallest number which is representable by floating point number. So, $X_{i+1}$ is approximate to '$\frac{1}{\sqrt{F}}$. Since the number of multiplications performed by the proposed algorithm is dependent on the input values, the average number of multiplications Per an operation is derived from many reciprocal square root tables ($X_0=\frac{1}{\sqrt{F}}{\pm}e_0$) with varying sizes. The superiority of this algorithm is proved by comparing this average number with the fixed number of multiplications of the conventional algorithm. Since the proposed algorithm only performs the multiplications until the error gets smaller than a given value, it can be used to improve the performance of a reciprocal square root unit. Also, it can be used to construct optimized approximate reciprocal square root tables. The results of this paper can be applied to many areas that utilize floating point numbers, such as digital signal processing, computer graphics, multimedia, scientific computing, etc.

• Journal of the Korean Data and Information Science Society
• /
• v.25 no.3
• /
• pp.513-522
• /
• 2014

Using the assumption that the price of a stock follows a geometric Brownian motion with constant volatility, Black and Scholes (BS) derived a formula that gives the price of a European call option on the stock as a function of the stock price, the strike price, the time to maturity, the risk-free interest rate, the dividend rate paid by the stock, and the volatility of the stock's return. However, implied volatilities of BS method tend to depend on the stock prices and the time to maturity in practice. To address this shortcoming, we estimate the implied volatility function as a function of the strike priceand the time to maturity for data consisting of the daily prices for KOSPI200 call options from January 2007 to May 2009 using support vector regression (SVR), the multiple additive regression trees (MART) algorithm, and ordinary least squaress (OLS) regression. In conclusion, use of MART or SVR in the BS pricing model reduced both RMSE and MAE, compared to the OLS-based BS pricing model.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2008.05a
• /
• pp.1072-1076
• /
• 2008

본 연구에서는 한강유역 109개 지점의 강우관측소에서 관측된 지속기간별 연최대강우량을 기본으로 각 지속기간별 L-모멘트값을 산정하고, 한강유역에 적합한 빈도해석기법을 정의하기 위하여 지역구분을 실시하였다. 지역구분을 위한 군집분석을 수행하기 위하여 각 지점별 기상학적 인자와 지형학적 인자를 변수로 사용하였다. 군집분석 기법인 Ward, 평균연결법, Fuzzy-c means, Two-Step방법을 이용하여 지역구분을 실시하였다. GIS를 이용하여 각 방법들을 이용하여 군집된 결과를 도시한 결과 Fuzzy-c means방법으로 구분된 지역구분이 적합한 것으로 나타났다. 또한 구분된 지역의 동질성 여부를 판단하고 적정 분포형을 선정하였으며 지점빈도해석 및 지역빈도해석을 통하여 빈도별 확률 수문량을 산정하였다. 산정된 결과의 정확도 알아보기 위해 모의발생을 시킨 후, 각 기법별로 산정된 상대 평균 제곱근 오차(Relative Root Mean Square Error, RRMSE)를 비교 분석한 결과 대체적으로 지수홍수법과 계층적 방법이 낮은 RRMSE를 나타냈다. 따라서 한강유역에서는 지수홍수법과 계층적 방법을 적용한 지역빈도해석이 적합한 것으로 판단된다.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2011.05a
• /
• pp.408-408
• /
• 2011

수자원관리와 수문모형에 있어 강수, 증발산, 침투, 침루 등의 물 순환과정에 대한 실질적인 이해와 분석연구의 중요도가 높아지고 있는 실정이며, 그중에서도 토양수분은 강수의 침투, 유출 등의 지표면과 대기사이의 질량 및 에너지이동에 관여하는 중요한 요소로서 수자원 및 수문현상에 직접적인 영향을 미친다. 이를 위해 강수, 증발산, 토양수분과 같은 수문변수에 대한 다양한 관측이 실시되어야 하지만 국내에서는 지속적이고 안정적으로 지상관측을 할 수 없는 실정이며 관련 기반기술도 매우 취약하다. 따라서 이를 극복하기 위해서는 위성영상자료를 이용함으로써 한반도 전체에 대한 광역적인 토양수분자료의 획득을 용이하게 한다. 본 연구의 연구유역은 수자원 연구를 위해서 지정된 용담댐 시험유역으로 하였으며, 토양수분 관측지점의 지상관측 수문자료인 각 지점별 강수량, 지면온도, 인공위성자료인 MODIS 정규식생지수 등의 가용자료를 수집하고 신경망모형을 활용한 토양수분자료 생산 모형을 개발하여, 개선된 시공간 분해능과 공간정보 대표성을 가진 광역 토양수분자료를 생산하고 적용타당성을 분석하였다. 산정된 토양수분모형의 적용가능성을 파악하고자 용담댐 유역의 각 지점별 토양수분 관측데이터와 추정데이터를 비교한 결과 추천, 부귀, 상정 지점의 경우 평균 약 0.9257의 상관계수와 약 1.2917의 평균제곱근오차를 보였고, 검증지점인 천천2의 경우 약 0.8982의 상관계수와 약 5.1361의 평균제곱근오차의 결과를 보여주었으며 토양수분 추정모형의 적용가능성이 높음을 확인할 수 있었다.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.2
• /
• pp.349-356
• /
• 2009

In this study, we suggest the estimation method of the relative risk for the unemployment statistics of a small area such as si, gun, gu in Korea. The considered method are the usual pooled estimator, weighted estimator with the inverse of log-variance as weights, and the Jackknife estimator. And we compare with the efficiency of the three estimators by estimating the bias and mean square errors using real data from the 2002 Economically Active Population Survey of Gyeonggi-do. We compute the unemployed rate of male and female in small areas, and then estimate the common relative risk for the unemployed rate between male and female. Also, the stability and reliability of the three estimators for the common relative risk was evaluated using the RB(relative bias) and the RRMSE(relative root mean square error) of these estimators. Finally, the Jackknife estimator turned out to be much more efficient than the other estimators.