• ETRI Journal
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• 제43권6호
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• pp.1058-1080
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• 2021

Crime is not a completely random event but rather shows a pattern in space and time. Capturing the dynamic nature of crime patterns is a challenging task. Crime prediction models that rely only on neighborhood influence and demographic features might not be able to capture the dynamics of crime patterns, as demographic data collection does not occur frequently and is static. This work proposes a novel approach for crime count and hotspot prediction to capture the dynamic nature of crime patterns using taxi data along with historical crime and demographic data. The proposed approach predicts crime events in spatial units and classifies each of them into a hotspot category based on the number of crime events. Four models are proposed, which consider different covariates to select a set of independent variables. The experimental results show that the proposed combined subset model (CSM), in which static and dynamic aspects of crime are combined by employing the taxi dataset, is more accurate than the other models presented in this study.

• East Asian Economic Review
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• 제21권2호
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• pp.147-165
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• 2017

This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency prevail during the sample period. Meanwhile, the search frequency has a negative association with the one-week- ahead stock return but not vice versa. In addition to identifying dynamic correlations, the paper also aims to serve as a test bed in which the existence of profitable trading strategies based on big data is explored. Specifically, the strategy interpreting the heightened investor attention as a negative signal for future returns appears to have been superior to the benchmark strategy in terms of the expected utility over wealth. This paper also demonstrates that the big data-based option trading strategy might be able to beat the market under certain conditions. These results highlight the possibility of big data as a potential source-which has been left largely untapped-for establishing profitable trading strategies as well as developing insights on stock market dynamics.

• Journal of information and communication convergence engineering
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• 제13권2호
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• pp.86-96
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• 2015

In mobile communication, mobile services [MSs] (e.g., phone calls, short/multimedia messages, and Internet data) incur a cost to both mobile users (MUs) and mobile service providers (MSPs). The proposed model MobPrice consists of dynamic data pricing schemes for mobile communication in order to achieve optimal usage of MSs at minimal prices. MobPrice inspires MUs to subscribe MSs with flexibility of data sharing and intra-peer exchanges, thereby reducing overall cost. The main contributions of MobPrice are three-fold. First, it proposes a novel k-level data-pricing (kDP) scheme for MSs. Second, it extends the kDP scheme with the notion of service-sharing-based pricing schemes to a collaborative peer-to-peer data-pricing (pDP) scheme and a cluster-based data-pricing (cDP) scheme to incorporate the notion of 'cluster' (made up of two or more MUs) in mobile communication. Third, our performance study shows that the proposed schemes are indeed effective in maximizing MS subscriptions and minimizing MS's price/user.

• 응용통계연구
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• 제36권4호
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• pp.349-360
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• 2023

동적 넬슨-시겔 모형은 채권과 같은 기간 구조를 갖고 있는 금융상품의 이자율 곡선모형에서 널리 사용되고 있다. 본 연구에서는 동적 넬슨-시겔 모형을 상태 공간 모형의 관점에서 설명하고 해당 모형에 적용할 수 있는 베이지안 접근법에 대해 알아보고자 한다. 그리고 SOFR 기간 데이터를 베이지안 동적 넬슨-시겔 모형에 적용하여 그 성능을 확인하고 바시첵 모형, 빈도주의 접근법을 활용한 동적 넬슨-시겔 모형, 2요인 베이지안 동적 넬슨-시겔 모형과 같은 다른 경쟁 모형들과 성능을 비교해보고자 한다. 우리는 베이지안 동적 넬슨-시겔 모형이 SOFR 기간 데이터에 대해서 다른 모형들보다 우수한 성능을 보여준다는 것을 확인할 수 있었다.

• Journal of Information Technology Applications and Management
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• 제26권5호
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• pp.57-65
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• 2019

Recommendation Systems are information technologies that E-commerce merchants have adopted so that online shoppers can receive suggestions on items that might be interesting or complementing to their purchased items. These systems stipulate valuable assistance to the user's purchasing decisions, and provide quality of push service. Traditionally, Recommendation Systems have been designed using a centralized system, but information service is growing vast with a rapid and strong scalability. The next generation of information technology such as Cloud Computing and Big Data Environment has handled massive data and is able to support enormous processing power. Nevertheless, analytic technologies are lacking the different capabilities when processing big data. Accordingly, we are trying to design a conceptual service model with a proposed new algorithm and user adaptation on dynamic recommendation service for big data environment.

• 소음진동
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• 제7권5호
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• pp.847-852
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• 1997

Many investigations about the dynamic analysis of the structural system based on the BBA(Building Block Approach) method which predict dynamic characteristics of synthesized structures from each structure. But it is actually sometimes difficult to remove mounts from structures. In this paper, TFSM(The Transfer Function Separation Method) is developed which can predict dynamic characteristics of separated structures from the data of vibrational experiment of the synthesized structures. By combining TFSM with BBA, this paper also proposes the method which can predict dynamic characteristics of mount-modified structure without removing mounts from structures. And the proposed method is verified by the experimental data of plates.

• 한국추진공학회:학술대회논문집
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• 한국추진공학회 2017년도 제48회 춘계학술대회논문집
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• pp.1088-1092
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• 2017

본 논문에서는 액체로켓엔진 가스발생기 연소시험에서 서로 다른 동압 센서를 통해 측정한 동압 결과를 비교하였다. 열 충격에 의한 영향으로 서로 다른 방식 및 제조사의 센서는 시간에 따른 동압 차이가 발생함을 확인하였다. 하지만, 연소불안정 분석에 있어 중요한 인자인 특성주파수와 RMS 값에 있어서는 센서에 따른 차이가 미미함을 확인하였다.

• Journal of Electrical Engineering and Technology
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• 제7권6호
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• pp.884-890
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• 2012

Hysteretic behavior model of soft magnetic material usually used in electrical machines and electronic devices is necessary for numerical solution of Maxwell equation. In this study, a new dynamic hysteresis model is presented, based on the nonlinear dynamic system identification from measured data capabilities of fuzzy clustering algorithm. The developed model is based on a Gustafson-Kessel (GK) fuzzy approach used on a normalized gathered data from measured dynamic cycles on a C core transformer made of 0.33mm laminations of cold rolled SiFe. The number of fuzzy rules is optimized by some cluster validity measures like 'partition coefficient' and 'classification entropy'. The clustering results from the GK approach show that it is not only very accurate but also provides its effectiveness and potential for dynamic magnetic hysteresis modeling.

• Structural Engineering and Mechanics
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• 제70권1호
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• pp.1-11
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• 2019

This study deals with a method based on the modified bivariate gamma function for reconstructions of dynamic behavior of delaminated composite plates subjected to impact loads. The proposed bivariate gamma function is associated with micro-genetic algorithms, which is capable of solving inverse problems to determine the stiffness reduction associated with delamination. From computing the unknown parameters, it is possible for the entire dynamic response data to develop a prediction model of the dynamic response through a regression analysis based on the measurement data. The validity of the proposed method was verified by comparing with results employing a higher-order finite element model. Parametric results revealed that the proposed method can reconstruct dynamic responses and the stiffness reduction of delaminated composite plates can be investigated for different measurements and loading locations.

• The Journal of Asian Finance, Economics and Business
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• 제7권1호
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• pp.259-268
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• 2020

The purpose of this study is to examine the predictive effects of intuition, business analytic, networking capabilities on innovation performance. The data was collected using a cross-sectional quantitative survey. A total of 292 useable responses were collected from Thai Processed Food Exporters (TPFE). The findings also indicated that the hypothesized relationships between the independent and dependent variables fit the empirical data. Specifically, it is revealed that strategic intuition, business analytic capabilities, network-based capabilities and dynamic capabilities had a direct effect on dynamic strategy. They also had statistically significant direct and indirect effects on dynamic performance. Based on the results of the correlation test, the researchers developed a dynamic capability model for the development of the dynamic performance of the operators, which included concepts, principles, methods, tools and guidelines. Furthermore, the impacts of intuition, business analytic, networking capabilities on dynamic strategy are also examined in this study. It makes a considerable contribution to the existing literature on dynamic strategy of TPFE, particularly in regards to explaining the performance.