• Journal of the Korean Data and Information Science Society
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• 제28권6호
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• pp.1327-1336
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• 2017

In this study, the problems in the short term stock market forecasting are analyzed and the feasibility of the ARIMA method and the backpropagation neural network is discussed. Neural network and genetic algorithm in short term stock forecasting is also examined. Since the backpropagation algorithm often falls into the local minima trap, we optimized the backpropagation neural network and established a genetic algorithm based on backpropagation neural network for forecasting model in order to achieve high forecasting accuracy. The experiments adopted the korea composite stock price index series to make prediction and provided corresponding error analysis. The results show that the genetic algorithm based on backpropagation neural network model proposed in this study has a significant improvement in stock price index series forecasting accuracy.

• The Journal of the Korea institute of electronic communication sciences
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• 제19권2호
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• pp.383-388
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• 2024

This paper is a study to derive the predicted value of power generation based on the photovoltaic power generation data measured in Jeollanam-do, South Korea. Multivariate variables such as direct current, alternating current, and environmental data were measured in the inverter to measure the amount of power generation, and pre-processing was performed to ensure the stability and reliability of the measured values. Correlation analysis used only data with high correlation with power generation in time series data for prediction using partial autocorrelation function (PACF). Deep learning models were used to measure the amount of power generation to predict the amount of photovoltaic power generation, and the results of correlation analysis of each multivariate variable were used to increase the prediction accuracy. Learning using refined data was more stable than when existing data were used as it was, and the solar power generation prediction algorithm was improved by using only highly correlated variables among multivariate variables by reflecting the correlation analysis results.

• Journal of Korean Society of Industrial and Systems Engineering
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• 제40권1호
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• pp.87-94
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• 2017

Many industrial accidents have occurred continuously in the manufacturing industries, construction industries, and service industries of Korea. Fatal accidents have occurred most frequently in the construction industries of Korea. Especially, the trend analysis of the accident rate and fatal accident rate is very important in order to prevent industrial accidents in the construction industries systematically. This paper considers forecasting of the accident rate and fatal accident rate with static and dynamic time series analysis methods in the construction industries. Therefore, this paper describes the optimal accident rate and fatal accident rate by minimization of the sum of square errors (SSE) among regression analysis method (RAM), exponential smoothing method (ESM), double exponential smoothing method (DESM), auto-regressive integrated moving average (ARIMA) model, proposed analytic function model (PAFM), and kalman filtering model (KFM) with existing accident data in construction industries. In this paper, microsoft foundation class (MFC) soft of Visual Studio 2008 was used to predict the accident rate and fatal accident rate. Zero Accident Program developed in this paper is defined as the predicted accident rate and fatal accident rate, the zero accident target time, and the zero accident time based on the achievement probability calculated rationally and practically. The minimum value for minimizing SSE in the construction industries was found in 0.1666 and 1.4579 in the accident rate and fatal accident rate, respectively. Accordingly, RAM and ARIMA model are ideally applied in the accident rate and fatal accident rate, respectively. Finally, the trend analysis of this paper provides decisive information in order to prevent industrial accidents in construction industries very systematically.

• Journal of Korean Society of Industrial and Systems Engineering
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• 제37권4호
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• pp.82-89
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• 2014

Recently, the mineral resource protection policies and regulations in production countries of natural resources including rare metals are becoming more stringent. Such environment makes which market has malfunction. In other word, those are not perfect or pure market. Therefore because each market of natural resources have special or unique characters, it is difficult to forecast their market prices. In this study, we constructed several models to estimate prices of natural resources using statistical tools like ARIMA and their business indices. And for examples, Indium and Coal were introduced.

• Journal of the Korean Society of Safety
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• 제25권6호
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• pp.47-52
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• 2010

Many industrial accidents have occurred over the years in the manufacturing and construction industries in Korea. However, as the service industry has increased continuously, the share of the accident rate in the service industry was 39.07% in 2009, while the manufacturing industry share was 33.73%. The service industry share overtook the manufacturing industry share for the first time. Therefore, this research considers prevention of industrial accidents in the service industry as well as manufacturing and construction industries. This paper describes a procedure and a method to estimate efficient accident rate forecasting and estimated zero accident time in the service industry in order to prevent industrial accidents in the transportation, storage, and telecommunication divisions. This paper proposes a model using an analytical function for the sake of very efficient accident rate forecasting. Accordingly, this paper has develops a program for accident rate forecasting, zero accident time estimating, and calculation of achievement probability through MFC (Microsoft Foundation Class) software Visual Studio 2008 in the transportation, storage, and telecommunication divisions. In results of this paper, ARIMA (Auto Regressive Integrating Moving Average) is regarded as a very efficient forecasting model for the transportation, storage, and telecommunication division. In testing this model, value minimizing the Sum of Square Errors (SSE) was calculated as 0.2532. Finally the results of this paper are sure to help establish easy accident rate forecasting and strategy or method of zero accident time in the service industry for prevention of industrial accidents.

• Journal of Korea Port Economic Association
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• 제32권2호
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• pp.25-37
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• 2016

The economy of South Korea has experienced two financial crises: the 1997 Asian financial crisis and the 2008 global financial crisis. These crises had a significant impact on the nation's macro-economic indicators. Furthermore, they had a profound influence on container traffic in container ports in Busan, which is the largest port in South Korea in terms of TEUs handled. However, the impact of the Asian financial crisis on container throughput is not clear. In this study, we assume that the two financial crises are independent and different, and then analyze how each of them impacted container throughput in Busan ports. To perform this analysis, we use an intervention model that is a special type of ARIMA model with input series. Intervention models can be used to model and forecast a response series and to analyze the impact of an intervention or event on the series. This study focuses on the latter case, and our results show that the impacts of the financial crises vary considerably.

• Journal of the Korea Society of Computer and Information
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• 제25권12호
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• pp.261-270
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• 2020

In this study, we identify promising technologies for Piggyback transportation system by analyzing the relevant patent information. In order for this, we first develop the patent database by extracting relevant technology keywords from the pioneering research papers for the Piggyback flactcar system. We then employed textmining to identify the frequently referred words from the patent database, and using these words, we applied the LDA (Latent Dirichlet Allocation) algorithm in order to identify "topics" that are corresponding to "key" technologies for the Piggyback system. Finally, we employ the ARIMA model to forecast the trends of these "key" technologies for technology forecasting, and identify the promising technologies for the Piggyback system. with keyword search method the patent analysis. The results show that data-driven integrated management system, operation planning system and special cargo (especially fluid and gas) handling/storage technologies are identified to be the "key" promising technolgies for the future of the Piggyback system, and data reception/analysis techniques must be developed in order to improve the system performance. The proposed procedure and analysis method provides useful insights to develop the R&D strategy and the technology roadmap for the Piggyback system.

• Journal of the Korea Society for Simulation
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• 제25권3호
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• pp.65-76
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• 2016

Self-adaptive software is software that adapts by itself to system requirements about the recognized problems without stopping the software cycle. In order to reduce the unnecessary adaptation in the system having the critical points, we propose proactive approach which can predict the future operation after a critical point. In this paper, we predict the future operation after a critical point using a hybrid model to deal with the characteristics of the observed data with the linear and non-linear pattern. The operation of the prediction method is determined on a timing decision indicator based on the prediction accuracy. The two main points of contributions of this paper are to reduce uncertainty about the future operation by predicting the situation after a critical point using hybrid model and to reduce unnecessary adaptation implementation by deciding a timing based on a timing decision indicator.

• The Journal of Bigdata
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• 제5권2호
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• pp.111-120
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• 2020

Despite the recent economic contraction caused by the Corona 19 incident, interest in the residential environment is growing as more people live at home due to the increase in telecommuting, thereby increasing demand for remodeling. In addition, the government's real estate policy is also expected to have a visible impact on the sales of the interior and furniture industries as it shifts from regulatory policy to the expansion of housing supply. Accurate demand forecasting is a problem directly related to inventory management, and a good demand forecast can reduce logistics and inventory costs due to overproduction by eliminating the need to have unnecessary inventory. However, it is a difficult problem to predict accurate demand because external factors such as constantly changing economic trends, market trends, and social issues must be taken into account. In this study, LSTM model and 1D-CNN model were compared and analyzed by artificial intelligence-based time series analysis method to produce reliable results for manufacturers producing furniture components.

• The Korean Journal of Applied Statistics
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• 제32권1호
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• pp.149-160
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• 2019

The electricity consumption time series data of 'A' University from July 2016 to June 2017 is analyzed via nonparametric functional data clustering since the time series data can be regarded as realization of continuous functions with dependency structure. We use a Bouveyron and Jacques (Advances in Data Analysis and Classification, 5, 4, 281-300, 2011) method based on model-based functional clustering with an FEM algorithm that assumes a Gaussian distribution on functional principal components. Clusterwise analysis is provided with cluster mean functions, densities and cluster profiles.