• Title/Summary/Keyword: 확률 과정

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A development of stochastic simulation model based on vector autoregressive model (VAR) for groundwater and river water stages (벡터자기회귀(VAR) 모형을 이용한 지하수위와 하천수위의 추계학적 모의기법 개발)

  • Kwon, Yoon Jeong;Won, Chang-Hee;Choi, Byoung-Han;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.12
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    • pp.1137-1147
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    • 2022
  • River and groundwater stages are the main elements in the hydrologic cycle. They are spatially correlated and can be used to evaluate hydrological and agricultural drought. Stochastic simulation is often performed independently on hydrological variables that are spatiotemporally correlated. In this setting, interdependency across mutual variables may not be maintained. This study proposes the Bayesian vector autoregression model (VAR) to capture the interdependency between multiple variables over time. VAR models systematically consider the lagged stages of each variable and the lagged values of the other variables. Further, an autoregressive model (AR) was built and compared with the VAR model. It was confirmed that the VAR model was more effective in reproducing observed interdependency (or cross-correlation) between river and ground stages, while the AR generally underestimated that of the observed.

Performance Analysis of Trading Strategy using Gradient Boosting Machine Learning and Genetic Algorithm

  • Jang, Phil-Sik
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.147-155
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    • 2022
  • In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

A Nuclide Transport Model in the Fractured Rock Medium Using a Continuous Time Markov Process (연속시간 마코프 프로세스를 이용한 균열암반매질에서의 핵종이동 모델)

  • Lee, Y.M.;Kang, C.H.;Hahn, P.S.;Park, H.H.;Lee, K.J.
    • Nuclear Engineering and Technology
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    • v.25 no.4
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    • pp.529-538
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    • 1993
  • A stochastic way using continuous time Markov process is presented to model the one-dimensional nuclide transport in fractured rock matrix as an extended study for previous work [1]. A nuclide migration model by the continuous time Markov process for single planar fractured rock matrix, which is considered as a transient system where a process by which the nuclide is diffused into the rock matrix from the fracture may be no more time homogeneous, is compared with a conventional deterministic analytical solution. The primary desired quantities from a stochastic model are the expected values and variance of the state variables as a function of time. The time-dependent probability distributions of nuclides are presented for each discretized compartment of the medium given intensities of transition. Since this model is discrete in medium space, parameters which affect nuclide transport could be easily incorporated for such heterogeneous media as the fractured rock matrix and the layered porous media. Even though the model developed in this study was shown to be sensitive to the number of discretized compartment showing numerical dispersion as the number of compartments are decreased, with small compensating of dispersion coefficient, the model agrees well to analytical solution.

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Prediction Method of Settlement Based on Field Monitoring Data for Soft Ground Under Preloading Improvement with Ramp Loading (점증 선행 하중으로 개량하는 연약지반의 계측기반 침하량 예측방법 개발)

  • Woo, Sang-Inn;Yune, Chan-Young;Baek, Seung-Kyung;Chung, Choong-Ki
    • Journal of the Korean Geotechnical Society
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    • v.24 no.10
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    • pp.83-91
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    • 2008
  • Previous settlement prediction methods based on settlement monitoring were developed under instantaneous loading condition and have restriction to be applied to soft ground under ramp loading condition. In this study, settlement prediction method under ramp loading was developed. New settlement prediction method under ramp loading considered influence factors of consolidation settlement such as thickness of clayed layer, quantity of surcharge load and preconsolidation pressure, etc. Geometrical correction method based on hyperbolic method (1991) and correction method based on probability theory were applied to increase accuracy of settlement prediction using field monitoring data after ramp loading. Large consolidation tests for ideally controlled one dimensional consolidation under ramp loading condition were performed and the settlement behavior was predicted based on the monitoring data. New prediction method yielded good result of entire settlement behavior by using data during an early stage of ramp load. Additionally, new prediction method offered better settlement prediction which had final settlement prediction in close proximity and low RMSE(Root Mean Square Error) than previous method such as hyperbolic method did.

An Empirical Analysis on the Appeal Case of Origin Verification for Korean Import Goods Using Bootstrapping Technique (부트스트랩 기법을 활용한 한국 수입 상품의 원산지검증 불복사례 실증분석)

  • Kim, Jong-Hyuk;Heo, Sang-Hyun;Kim, Suk-Chul
    • Korea Trade Review
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    • v.42 no.4
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    • pp.93-114
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    • 2017
  • Under the FTA agreement, preferential tariffs between FTA members will result in tariff reductions. In order to ensure the stable use of the FTA tariff system, it is necessary for the customs authorities to determine whether the origin goods are clearly applicable. This study analyzed the procedure of appeal according to the origin verification system based on the decision made by Korea Customs Service and Tax Tribunal. From this, we examined whether the rate of re-claiming a case rejected in the 'Review System of the Legality Before Taxation' differs. In addition, we carried out a quantitative analysis using bootstrapping technique in order to overcome the scarcity cases of verification of origin among FTA members. The implications of this paper are summarized as follows: First, we tested the hypothesis that the re-claiming rate of Western countries is higher. Second, some issues represented higher re-claiming rate. Third, there was no significant difference between the verification group and the re-claiming rate. Finally, even if an applicant makes a claim again, there is a possibility of being rejected again.

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An Analysis on Climate Change and Military Response Strategies (기후변화와 군 대응전략에 관한 연구)

  • Park Chan-Young;Kim Chang-Jun
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.2
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    • pp.171-179
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    • 2023
  • Due to man-made climate change, global abnormal weather phenomena have occurred, increasing disasters. Major developed countries(military) are preparing for disasters caused by extreme weather appearances. However, currently, disaster prevention plans and facilities have been implemented based on the frequency and intensity method based on statistical data, it is not enough to prepare for disasters caused by frequent extreme weather based on probability basis. The U.S. and British forces have been the fastest to take research and policy approaches related to climate change and the threat of disaster change, and are considering both climate change mitigation and adaptation. The South Korean military regards the perception of disasters to be storm and flood damage, and there is a lack of discussion on extreme weather and disasters due to climate change. In this study, the process of establishing disaster management systems in developed countries(the United States and the United Kingdom) was examined, and the response policies of each country(military) were analyzed using literature analysis techniques. In order to maintain tight security, our military should establish a response policy focusing on sustainability and resilience, and the following three policy approaches are needed. First, it is necessary to analyze the future operational environment of the Korean Peninsula in preparation for the environment that will change due to climate change. Second, it is necessary to discuss climate change 'adaptation policy' for sustainability. Third, it is necessary to prepare for future disasters that may occur due to climate change.

A Study on Application Standard of At-grade Intersection Considering Both Delay and Accident (지체와 사고를 고려한 평면교차로 적용기준에 관한 연구)

  • Park, Je Jin;Jung, Hyung Mo;Ha, Tae Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.3D
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    • pp.295-306
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    • 2008
  • The Intersection is inner traffic facilities and the space where the roads are intersected and connected. And also, the Intersection is the decision-making section for drivers to select the route according to the geometric structure and operation method. However decision-making section cause to raise car accidents rate because it imposes a heavy burden on drivers. In that reason, many countries such as Europe use the Roundabouts to reduce the numbers of decision making and collision. In Korea, the kinds of method are just introduced and it is using now but there are no exact standards. Hence, this study suggests the process to evaluate and determine the types of Intersection which are based on the traffic flow (congestion) and traffic safety (accidents). Firstly, this study presents the number of accident at each Intersection which is depended on the traffic volume. Secondly, this study calculates and analysis the accident at signalized Intersection, non-signalized Intersection and Roundabout by TSIS-NETSIM program. Thirdly, this study concludes the best suitable Intersection type through the materials which are mentioned before.

Ship Collision Risk of Suspension Bridge and Design Vessel Load (현수교의 선박충돌 위험 및 설계박하중)

  • Lee, Seong Lo;Bae, Yong Gwi
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.1A
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    • pp.11-19
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    • 2006
  • In this study ship collision risk analysis is performed to determine the design vessel for collision impact analysis of suspension bridge. Method II in AASHTO LRFD bridge design specifications which is a more complicated probability based analysis procedure is used to select the design vessel for collision impact. From the assessment of ship collision risk for each bridge pier exposed to ship collision, the design impact lateral strength of bridge pier is determined. The analysis procedure is an iterative process in which a trial impact resistance is selected for a bridge component and a computed annual frequency of collapse(AF) is compared to the acceptance criterion, and revisions to the analysis variables are made as necessary to achieve compliance. The acceptance criterion is allocated to each pier using allocation weights based on the previous predictions. This AF allocation method is compared to the pylon concentration allocation method to obtain safety and economy in results. This method seems to be more reasonable than the pylon concentration allocation method because AF allocation by weights takes the design parameter characteristics quantitatively into consideration although the pylon concentration allocation method brings more economical results when the overestimated design collision strength of piers compared to the strength of pylon is moderately modified. The design vessel for each pier corresponding with the design impact lateral strength obtained from the ship collision risk assessment is then selected. The design impact lateral strength can vary greatly among the components of the same bridge, depending upon the waterway geometry, available water depth, bridge geometry, and vessel traffic characteristics. Therefore more researches on the allocation model of AF and the selection of design vessel are required.

Evaluation of Flood Events Considering Correlation between Flood Event Attributes (홍수사상 요소의 상관성을 고려한 홍수사상의 평가)

  • Lee, Jeong Ho;Yoo, Ji Young;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.3B
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    • pp.257-267
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    • 2010
  • A flood event can be characterized by three attributes such as peak discharge, total flood volume, and flood duration, which are correlated each other. However, the amount of peak discharge is only used to evaluate the flood events for the hydrological plan and design. The univariate analysis has a limitation in describing the complex probability behavior of flood events. Thus, the univariate analysis cannot derive satisfying results in flood frequency analysis. This study proposed bivariate flood frequency analysis methods for evaluating flood events considering correlations among attributes of flood events. Parametric distributions such as Gumbel mixed model and bivariate gamma distribution, and a non-parametric model using a bivariate kernel function were introduced in this study. A time series of annual flood events were extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distributions and return periods were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. Applicabilities of bivariate flood frequency analysis were examined by comparing the return period acquired from the proposed bivariate analyses and the conventional univariate analysis.

A Study on the Sensibility Analysis of School Life and the Will to Farming of Students at Korea National College of Agricultural and Fisheries (한국농수산대학 재학생의 학교생활 감성 분석 및 영농의지에 관한 연구)

  • Joo, J.S.;Lee, S.Y.;Kim, J.S.;Shin, Y.K.;Park, N.B.
    • Journal of Practical Agriculture & Fisheries Research
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    • v.21 no.2
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    • pp.103-114
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    • 2019
  • In this study we examined the preferences of college life factors for students at Korea National College of Agriculture and Fisheries(KNCAF). Analytical techniques of unstructured data used opinion mining and text mining techniques, and the results of text mining were visualized as word cloud. And those results were used for statistical analysis of the students' willingness to farm after graduation. The items of the favorable survey consisted of 10 items in 5 areas including university image, self-capacity, dormitory, education system, and future vision. After classifying the emotions of positive and negative in the collected questionnaire, a dictionary of positive and negative was created to evaluate the preference. The items of 'college image' at the time of university support, 'self after 10 years' after graduation, 'self-capacity' and 'present KNCAF' showed high positive emotion. On the other hand, positive emotion was low in the items of 'college dormitory', 'educational course', 'long-term field practice' and 'future of Korean agriculture'. In the cross-analysis of the difference in the will to farming according to gender, farming base, and entrance motivation, the will to farm according to gender and entrance motivation showed statistically significant results, but it was not significant in farming base. Also in binary logistic regression analysis on the will to farming, the statistically significant variable was found to be 'motivation for admission'