• Title/Summary/Keyword: ARMA(1

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A Hybrid System of Joint Time-Frequency Filtering Methods and Neural Network Techniques for Foreign Exchange Rate Forecasting (환율예측을 위한 신호처리분석 및 인공신경망기법의 통합시스템 구축)

  • 신택수;한인구
    • Journal of Intelligence and Information Systems
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    • v.5 no.1
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    • pp.103-123
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    • 1999
  • Input filtering as a preprocessing method is so much crucial to get good performance in time series forecasting. There are a few preprocessing methods (i.e. ARMA outputs as time domain filters, and Fourier transform or wavelet transform as time-frequency domain filters) for handling time series. Specially, the time-frequency domain filters describe the fractal structure of financial markets better than the time domain filters due to theoretically additional frequency information. Therefore, we, first of all, try to describe and analyze specially some issues on the effectiveness of different filtering methods from viewpoint of the performance of a neural network based forecasting. And then we discuss about neural network model architecture issues, for example, what type of neural network learning architecture is selected for our time series forecasting, and what input size should be applied to a model. In this study an input selection problem is limited to a size selection of the lagged input variables. To solve this problem, we simulate on analyzing and comparing a few neural networks having different model architecture and also use an embedding dimension measure as chaotic time series analysis or nonlinear dynamic analysis to reduce the dimensionality (i.e. the size of time delayed input variables) of the models. Throughout our study, experiments for integration methods of joint time-frequency analysis and neural network techniques are applied to a case study of daily Korean won / U. S dollar exchange returns and finally we suggest an integration framework for future research from our experimental results.

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A hidden Markov model for long term drought forecasting in South Korea

  • Chen, Si;Shin, Ji-Yae;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.225-225
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    • 2015
  • Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

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Convergence research on education needs for prevention and control of infectious diseases (감염병 예방 및 관리에 대한 교육요구도 융복합 연구)

  • Kang, Kyung-hee;Park, Arma;Lim, HyoNam;Hwang, Hye-Jeong;Kim, Kwang Hwan
    • Journal of the Korea Convergence Society
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    • v.12 no.4
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    • pp.95-103
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    • 2021
  • This study was aimed to investigate the education needs for prevention and control of infectious diseases by lifecycle based on age group and to provide the fundamental data to develop the educational programs. A research was conducted with 328 adults over 19 years old for a month of February 2021 through online and mobile survey by Gallup Korea. Research contents include the general characteristics, personal hygiene practices related to infection, perceived risks related to infection, importance and level of knowledge on infectious diseases, and education needs for prevention and control of infectious diseases. For the research data analysis, PASW Statistics Ver 20.0 was used as a statistical program. Ranks from analysis upon conversion as the formula of Borich needs to sum up with importance and knowledge level showed first (Borich 3.11) with treatments for infectious diseases; second (Borich 2.15) with process in case of suspicion and diagnosis of infectious diseases; third (Borich 1.75) with transmission routes of infectious diseases; fourth (Borich 1.73) with preventive ways of infectious diseases; fifth (Borich 1.50) with diagnostic and test methods of infectious diseases; sixth (Borich 1.45) with characteristics of infectious diseases; and seventh (Borich1.38) with main symptoms of infectious diseases. It is anticipated that development of educational programs applying education needs for prevention and control of infectious diseases in this research can contribute to enhance the physical health, mental health, and psychological well-being of the subjects.

A study on the change of complication incidence rate according to introduction of quality evaluation by the DRG payment -focussing on patients with lens surgery (질병군 포괄수가 적정성 평가 도입에 따른 합병증 발생률 변화에 대한 연구 -수정체 수술 환자를 대상으로)

  • Kim, Myoung-Ok;Park, Arma;Lee, Chong Hyung;Kim, Kwang-Hwan
    • Journal of the Korea Convergence Society
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    • v.9 no.6
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    • pp.99-106
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    • 2018
  • The purpose of this study is to investigate incidence rates of complications in response to the introduction of quality evaluation of the DRG(diagnosis related group) payments, focusing on an increasing number of patients with lens surgery as the population aging increases.Fourthly, there were three dependent variables ('vitreous prolapse', 'IOP elevations', and 'other complications') in this study, and therefore multivariate logistic regression was performed. The result of the analysis indicates that as the number of hospitalized days increased, vitreous prolapse decreased to 0.27 times(95% CI 0.08~1.00) and IOP elevation decreased by 0.14 times(95% CI 0.03~1.59), compared to other complications, and this was statistically significant. From the above results, this study is meaningful in that it has compared the evaluation results of the appropriateness of DRG payment and the medical quality for lens surgery complications patients, in response to the introduction of quality evaluation by DRG payment.

A Study on Characteristics of Medical Expenses and the Hospitalization Period of Hospitalized Patients Using Diem Payment System at Convalescent Hospitals (요양병원 일당정액제 입원환자의 입원일수 및 진료비 특성에 관한 연구)

  • Roh, Ock-Hee;Lee, Chong Hyung;Park, Arma;Kim, Kwang-Hwan
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.8
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    • pp.407-414
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    • 2016
  • This study was conducted to provide basic data to evaluate the appropriateness of convalescent hospitalization treatment by investigating the number of hospitalization days and the total treatment expenses of a total of 44,037 monthly billing statements requested from the Health Insurance Review and Assessment Service. Evaluated data consisted of medical care expenses of patients of the diem payment system hospitalized at convalescent hospitals in Daejeon, Chungnam, Chungbuk and Sejong from January through December of 2014. According to the analysis result of the general characteristics of the study objects and the canonical correlation analysis of the top 15 main diagnosis names, 7 canonical functions have been deducted. Among them, six canonical functions were shown to be statistically significant (p<0.001), and canonical function 1 had a chi-squared value of 5955.49 and 98 degrees of freedom at p<0.001 level. Overall, the results indicated that if health and welfare service in the regional society is magnified, social hospitalization can be reduced.

A Convergence Study on the Differences in Medical Practices and Medical cost according to Auto Insurance Companies (자동차보험사별 진료특성과 진료비 차이에 관한 융합 연구)

  • Lee, Soo-ja;Lee, Chong Hyung;Park, Arma;Kim, Kwang-Hwan
    • Journal of the Korea Convergence Society
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    • v.8 no.5
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    • pp.61-68
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    • 2017
  • This study investigates the differences in medical practices and medical cost according to auto insurance companies based on 8,589,602 cases that were treated by auto insurance corporation for the year of 2015, from the beginning of January to the end of December. The results of this study can be summarized following. First, in terms of the general characteristic in medical treatment, especially the age, the highest figure in both non-life insurance and mutual aid cooperative was shown in the age of 50 to 59 at 22.8 per cent(p<0.001). Second, in terms of a medical cost per a hospital care, classified by clinic, the costs in the department of internal medicine were much higher than those in the surgical department, and the thoracic surgery among parts of the surgical department showed the highest figures in both non-life insurance and mutual aid cooperative. According to the above summarized results of this study, it can be concluded that Health Insurance Review and Assessment Service has to address the problem on the increase of unnecessary costs and the occurrence of social expenses caused by the delay of patients' rehabilitation and return to their daily lives, by carrying out the evaluation for the appropriateness to organizations that ask for payments of auto insurance.

A study on the expansion of culture industry and establishment of industrialization of well-dying education (웰다잉 교육의 문화산업 확산과 산업화 구축에 관한 연구)

  • Chang, Kyung-Hee;Kim, Moon-Joon;Kim, Seol-Hee;Park, Arma;Ahn, Sang-Yoon;Kim, Kwang-Hwan
    • Journal of Digital Convergence
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    • v.19 no.5
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    • pp.321-331
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    • 2021
  • The purpose of this study is to establish well-dying education, well-dying culture, and industrialization for well-aging. For this, data was collected through Gallup Korea from February 1, 2021 to February 22, 2021. As a result of the study, well-dying education experience was 4.7%, and education satisfaction was surveyed with 2.88 points out of 5. As a result of analyzing the needs of well-dying education according to the age groups, the educational demands of youth and middle-aged were in the order of hospice education and information, life-sustaining medical information, and funeral information. In the case of the young old, it was in the order of hospice education and information, funeral information, and psychological overcoming related to death. In the case of the elderly, the survey was conducted in the order of hospice education and information, funeral information, and life-care related information. The perception of industrialization related to the well-dying culture was inspected in the order of the well-dying café where you can talk about life and death, the well-dying experience such as the entrance experience, and the development of travel products related to culture and art (p<0.05). Such results can be usefully utilized in the development of well-dying education programs for well aging, cultural spreading, and industrialization.

Application Examples of Daecheong Dam for Efficient Water Management Based on Integrated Water Management (통합물관리 기반 효율적 물관리를 위한 대청댐 실무적용 사례)

  • Kang, Kwon-Su;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.85-85
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    • 2017
  • 효율적 물관리란 거대한 물순환 과정에서 인간이 편안한 삶을 사는데 필요한 물의 이용효율을 극대화하는 것이다. 과거의 물관리는 이원화된 수량과 수질관리, 수량중심에서는 용수공급과 홍수조절이 주요한 관심사였다. 현재는 과거의 물관리에 친수와 환경을 더한 복잡한 분야로 확대되고 있다. 통합물관리란 물을 최적으로 관리하기 위해 물관리 이해당사자간의 소통과 물 기술의 고도화를 기반으로 기존에 분산된 물관리 구성요소들(시설 정보, 수량 수질 등)을 권역적으로 관리하는 것을 말한다. 본 연구에서는 대청댐 방류에 따른 금강 하류부의 홍수추적을 위해 수행한 댐하류 소유역별 강우량 빈도분석 과정, 용담댐 방류를 고려한 대청댐 홍수도달시간 검토, Poincare Section과 신경망기법을 이용한 수문자료 예측, 추계학적 다변량 해석과 다변량 신경망해석에 의한 대청댐 유입량 산정과정, 보조여수로 건설에 따른 주여수로와 보조여수로간의 연계운영방안, 단계(관심, 주의, 경계, 심각)를 고려한 대청댐 확보수위 산정, 저수지 중장기 운영계획 수립과 댐 운영 기준수위를 결정하기 위해 누가차분방식으로 적용되는 갈수기 유입량 빈도분석에 대한 실무적용 사례를 소개하고자 한다. 강우량 빈도분석 과정은 L-모멘트방법(Hosking과 Wallis, 1993)을 적용하였고, 홍수도달시간 검토는 평균유속, 하류 수위상승 기점 영향검토, 수리학적 모형(FLDWAV, Progressive lag method 등)을 활용하였다. 카오스 이론을 도입하여 대청댐 수문자료의 상관성 검토 및 추계학적 모형을 이용한 모의발생을 유도하여 수문자료 예측을 시행하였다. 추계학적 모형과 신경망모형 연구의 대상은 대청댐으로, 시계열 자료는 댐의 월강우량, 월유입량, 최고기온, 평균기온, 최소기온, 습도, 증발량 등의 자료를 기반으로 하였다. 적용기간은 1981~2009년의 자료를 이용하여 2010년 1월부터 12월까지 12개월 동안의 월유입량을 예측하였다. 수문자료 해석의 기본이 되는 약 30년간의 자료를 이용하여 분석을 실시하였다. 대청댐의 유입량 예측을 위해 적용된 모형으로는 추계학적 모형인 ARMA모형, TF모형, TFN 모형 등이 적용되었고, 또한 신경망 모형의 종류인 다층 퍼셉트론, PCA모형 등을 활용하여 실측치와 가장 가깝게 근사화시키는 방법론을 찾고자 하였다. 또한, 기존여수로와 보조여수로 연계운영을 위해 3차원 수치해석을 통한 댐하류 안정성 검토 및 확보수위 산정을 통해 단계(관심, 주의, 경계, 심각)별로 대처가 가능한 수위를 산정하였다.

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A Study on the Characteristic of Treatment and Dental Caries Occurrence after the Insurance Benefit about the Pit and Fissure Sealing (치면열구전색술에 대한 보험급여 이후 진료특성 및 치아우식 발생에 관한 연구)

  • Sung, Soon-Im;Lee, Chong Hyung;Park, Arma;Kim, Kwang-Hwan
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.8
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    • pp.654-661
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    • 2016
  • This study was conducted to investigate treatment tendency and dental caries occurrence after receiving insurance coverage for pit and fissure sealing. Data were obtained from statements for insurance payments received by the Daejeon branch health insurance review and assessment service from December 2009 until December 31 2014. As to the Pit and Fissure Sealing current state by year, there was most a lot of the number of examinee and the treatment number of teeth in 2010. The per capita average treatment number of teeth was highest (3.39) in 2013. As to the result that it analyze the first molar Pit and Fissure Sealing in 2010 according to the general feature, man was high than the woman, it showed up by age in the age of 7 most highly, and the summer was the highest among by season. The upper jaw left first molar was the most common location, although the upper jaw on the right side first molar, lower jaw right side first molar, and lower jaw left first molar were also affected. In 2010, the procedure was conducted more in the upper jaw right side first molar and enforces the recharge since 2011 to 2014, men were treated more than women, the recharge which is the most abundant in the age of 7 was performed by age, and the procedure was performed more during summer than in other seasons. It is forecasted that at August, 2015 most high demand shows according to the result that it predicts the tooth treatment number until December 2015 based upon the treatment number of teeth from December 2009 until November 2014 and be reduced in comparison with the year 2014. Thus, tooth brushing alone is not sufficient to prevent dental caries. Indeed, conducting pit and fissure sealing in infants and toddlers, as well as elementary middle and high school oral health centers is expected to be effective at preventing dental caries.

Modeling Study of Development of Dying Well Education Program for the Medical Personnel in Korea (의료진 대상 웰 다잉 교육프로그램 개발을 위한 모델링에 관한 연구)

  • Kim, Kwang-Hwan;Kim, Yong-Ha;Ahn, Sang-Yoon;Lee, Chong Hyung;Hwang, Hye-Jeong;Lee, Moo-Sik;Kim, Moon-Joon;Park, Arma;Shim, Moon-Sook;Song, Hyeon-Dong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.10
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    • pp.6234-6241
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    • 2014
  • The purpose of this study was to examine the status of medical staff stress and accommodating manners on the death of patients in a hospital setting for serving the basic information to develop a death education program of medical personnel from April 1 to April 30, 2014. A survey was performed on 353 medical personnel at K university hospital, located in Daejeon metropolitan city. Frequency analysis, chi-square test, and independent t-test were used to analyze the data. The results showed that 'to understand the value of the time and preparedness of a meaningful future' were the most important perspectives on the contents of death education (p<0.05), 'in order to change perceptions and attitudes toward death positively' was the most important reason why they required death education'(p<0.05), 'case-based teaching and problem-based learning' was the most effective way of death education (p<0.05), 'negative or hostile response of a patient's guardian to medical personnel' was the largest stress that medical personnel confront upon witnessing a death'(p<0.05). An understanding of the death of patients by medical personnel and an awareness of the need for death education will help improve the understanding of the patient, their guardian, and medical personnel themselves. The main findings will contribute to the development of a specific death education program on the medical personnel in a hospital setting.