• 제목/요약/키워드: Economic prediction

검색결과 624건 처리시간 0.026초

개입 분석 모형 예측력의 비교분석 (Combination Prediction for Nonlinear Time Series Data with Intervention)

  • 김덕기;김인규;이성덕
    • 응용통계연구
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    • 제16권2호
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    • pp.293-303
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    • 2003
  • 개입효과가 포함된 시계열 자료에 대한 여러 시계열 모형에 의한 예측 방법들이 비교 분석된다. 개입이 있는 선형 ARIMA 모형, 비선형 ARCH 모형 및 개입이 있는 비선형 ARCH 모형 그리고 TONG 이 제안한 결합예측방법들이 소개되고, 실증분석으로 개입이 있다고 생각되는 한국건축허가면적 자료로부터 그 예측 수월성이 비교된다.

병원도산 예측지표로서 EVA의 유용성 (A Study on the Usefulness of EVA as Hospital Bankruptcy Prediction Index)

  • 양동현
    • 보건행정학회지
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    • 제12권3호
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    • pp.54-76
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    • 2002
  • This study investigated how much EVA which evaluate firm's value can explain hospital bankruptcy prediction as a explanatory variable including financial indicators in Korea. In this study, artificial neural network and logit regression which are traditional statistical were used as the model for bankruptcy prediction. Data used in this study were financial and economic value added indicators of 34 bankrupt and -:4 non-bankrupt hospitals from the Database of Korean Health Industry Development Institute. The main results of this study were as follows: First, there was a significant difference between the financial variable model including EVA and the financial variable model excluding EVA in pre-bankruptcy analysis. Second, EVA could forecast bankruptcy hospitals up to 83% by the logistic analysis. Third, the EVA model outperformed the financial model in terms of the predictive power of hospital bankruptcy. Fourth, The predictive power of neural network model of hospital bankruptcy was more powerful than the legit model. After all the result of this study will be useful to future study on EVA to evaluate bankruptcy hospitals forecast.

A Comparative Study on the Prediction of KOSPI 200 Using Intelligent Approaches

  • Bae, Hyeon;Kim, Sung-Shin;Kim, Hae-Gyun;Woo, Kwang-Bang
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제3권1호
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    • pp.7-12
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    • 2003
  • In recent years, many attempts have been made to predict the behavior of bonds, currencies, stock or other economic markets. Most previous experiments used the neural network models for the stock market forecasting. The KOSPI 200 (Korea Composite Stock Price Index 200) is modeled by using different neural networks and fuzzy logic. In this paper, the neural network, the dynamic polynomial neural network (DPNN) and the fuzzy logic employed for the prediction of the KOSPI 200. The prediction results are compared by the root mean squared error (RMSE) and scatter plot, respectively. The results show that the performance of the fuzzy system is little bit worse than that of the DPNN but better than that of the neural network. We can develop the desired fuzzy system by optimization methods.

콘크리트 매립형 무선 온습도 센서 기반 적산온도법을 이용한 콘크리트 압축강도 예측에 관한 실험적 연구 (An Experimental Study on the Prediction of Concrete Compressive Strength by the Maturity Method Using Embedded Wireless Temperature and Humidity Sensor)

  • 문동환;장현오;이한승
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2018년도 추계 학술논문 발표대회
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    • pp.94-95
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    • 2018
  • Prediction of compressive strength of concrete by Maturity Method is applied in construction site. However, due to the use of wired type high-priced equipment, economic efficiency and workability are falling. In this study, a newly developed concrete embedded wireless sensor is used to perform a mock-up test. Next, the concrete compressive strength of the Maturity Method is predicted using Saul and Plowman's function as measured temperature data. The predicted concrete strength at the beginning of the age was the actual strength and stiffness, but the error rate was less than 1% at 28th day.

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PREDICTION MODELS FOR SPATIAL DATA ANALYSIS: Application to landslide hazard mapping and mineral exploration

  • Chung, Chang-Jo
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2000년도 춘계 학술대회 논문집 통권 3호 Proceedings of the 2000 KSRS Spring Meeting
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    • pp.9-9
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    • 2000
  • For the planning of future land use for economic activities, an essential component is the identification of the vulnerable areas for natural hazard and environmental impacts from the activities. Also, exploration for mineral and energy resources is carried out by a step by step approach. At each step, a selection of the target area for the next exploration strategy is made based on all the data harnessed from the previous steps. The uncertainty of the selected target area containing undiscovered resources is a critical factor for estimating the exploration risk. We have developed not only spatial prediction models based on adapted artificial intelligence techniques to predict target and vulnerable areas but also validation techniques to estimate the uncertainties associated with the predictions. The prediction models will assist the scientists and decision-makers to make two critical decisions: (i) of the selections of the target or vulnerable areas, and (ii) of estimating the risks associated with the selections.

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장단기 앙상블 모델과 이미지를 활용한 주가예측 향상 알고리즘 : 석유화학기업을 중심으로 (Stock Price Prediction Improvement Algorithm Using Long-Short Term Ensemble and Chart Images: Focusing on the Petrochemical Industry)

  • 방은지;변희용;조재민
    • 한국멀티미디어학회논문지
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    • 제25권2호
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    • pp.157-165
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    • 2022
  • As the stock market is affected by various circumstances including economic and political variables, predicting the stock market is considered a still open problem. When combined with corporate financial statement data analysis, which is used as fundamental analysis, and technical analysis with a short data generation cycle, there is a problem that the time domain does not match. Our proposed method, LSTE the operating profit and market outlook of a petrochemical company and estimates the sales and operating profit of the company, it was possible to solve the above-mentioned problems and improve the accuracy of stock price prediction. Extensive experiments on real-world stock data show that our method outperforms the 8.58% relative improvements on average w.r.t. accuracy.

Correlation Analysis between Building Damage Cost and Major Factors Affected by Typhoon

  • Yang, Sungpil;Yu, Yeongjin;Kim, Sangho;Son, Kiyoung
    • 국제학술발표논문집
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    • The 6th International Conference on Construction Engineering and Project Management
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    • pp.702-703
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    • 2015
  • Currently, according to the climate change, serious damage by Typhoon has been occurred in the world. In this respect, the research on the damage prediction model to minimize the damage from various natural disaster has been conducted in several developed countries. In the case of U.S, various damage prediction models of buildings from natural disasters have been used widely in many organizations such as insurance companies and governments. In South Korea, although studies regarding damage prediction model of hurricane have been conducted, the scope has been only limited to consider the property of hurricane. However, it is necessary to consider various factors such as socio-economic, physical, geographical, and built environmental factors to predict the damages. Therefore, to address this issue, correlation analysis is conducted between various variables based on the data of hurricane from 2003 to 2012. The findings of this study can be utilized to develop for predicting the damage of hurricane on buildings.

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대구경 상수도관로의 경제적수명 산정 연구: P상수도 사례연구 (A study on the economical life of large-diameter water pipe: case study in P waterworks)

  • 김기범;서지원;최태호;구자용
    • 상하수도학회지
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    • 제32권1호
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    • pp.37-45
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    • 2018
  • This study develops a model to estimate the economic life of the large-diameter water supply pipeline in Korea by supplementing existing methods used to perform similar calculations. To evaluate the developed methodology, the model was applied to the actual target area with the conveyance pipe in P waterworks. The application yielded an economic life computation of 39.7 years, considering the cost of damages, maintenance, and renewal of the pipeline. Based on a sensitivity analysis of the derived results, the most important factor influencing the economic life expectancy was the predicted failure rate. The methodology for estimating the economic life of the water supply pipeline proposed in this study is one of the core processes of basic waterworks facility management planning. Therefore, the methods and results proposed in this study may be applied to asset management planning for water service providers.

경기종합지수 보완을 위한 AI기반의 합성보조지수 연구 (A Study on AI-based Composite Supplementary Index for Complementing the Composite Index of Business Indicators)

  • 정낙현;오태연;김강희
    • 품질경영학회지
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    • 제51권3호
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    • pp.363-379
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    • 2023
  • Purpose: The main objective of this research is to construct an AI-based Composite Supplementary Index (ACSI) model to achieve accurate predictions of the Composite Index of Business Indicators. By incorporating various economic indicators as independent variables, the ACSI model enables the prediction and analysis of both the leading index (CLI) and coincident index (CCI). Methods: This study proposes an AI-based Composite Supplementary Index (ACSI) model that leverages diverse economic indicators as independent variables to forecast leading and coincident economic indicators. To evaluate the model's performance, advanced machine learning techniques including MLP, RNN, LSTM, and GRU were employed. Furthermore, the study explores the potential of employing deep learning models to train the weights associated with the independent variables that constitute the composite supplementary index. Results: The experimental results demonstrate the superior accuracy of the proposed composite supple- mentary index model in predicting leading and coincident economic indicators. Consequently, this model proves to be highly effective in forecasting economic cycles. Conclusion: In conclusion, the developed AI-based Composite Supplementary Index (ACSI) model successfully predicts the Composite Index of Business Indicators. Apart from its utility in management, economics, and investment domains, this model serves as a valuable indicator supporting policy-making and decision-making processes related to the economy.