• Title/Summary/Keyword: Error index

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Price Volatility, Seasonality and Day-of-the Week Effect for Aquacultural Fishes in Korean Fishery Markets (수산물 시장에서의 양식 어류 가격변동성.계절성.요일효과에 관한 연구 - 노량진수산시장의 넙치와 조피볼락을 중심으로 -)

  • Ko, Bong-Hyun
    • The Journal of Fisheries Business Administration
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    • v.40 no.2
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    • pp.49-70
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    • 2009
  • This study proviedes GARCH model(Bollerslev, 1986) to analyze the structural characteristics of price volatility in domestic aquacultural fish market of Korea. As a case study, flatfish and rock-fish are analyzed as major species with relatively high portion in an aspect of production volume among fish captured in Korea. For analyzing, this study uses daily market data (dating from Jan 1 2000 to June 30, 2008) published by the Noryangjin Fisheries Wholesale Market which is located in Seoul of Korea. This study performs normality test on trading volume and price volatility of flatfish and rock-fish as an advanced empirical approach. The normality test adopted is Jarque-Bera test statistic. As a result, first, a null hypothesis that "an empirical distribution follows normal distribution" was rejected in both fishes. The distribution of daily market data of them were not only biased toward positive(+) direction in terms of kurtosis and skewness, but also characterized by leptokurtic distribution with long right tail. Secondly, serial correlations were found in data on market trading volume and price volatility of two species during very long period. Thirdly, the results of unit root test and ARCH-LM test showed that all data of time series were very stationary and demonstrated effects of ARCH. These statistical characteristics can be explained as a reasonable ground for supporting the fitness of GARCH model in order to estimate conditional variances that reveal price volatility in empirical analysis. From empirical data analysis above, this study drew the following conclusions. First of all, from an empirical analysis on potential effects of seasonality and the day of week on price volatility of aquacultural fish, Monday effects were found in both species and Thursday and Friday effects were also found in flatfish. This indicates that Monday is effective in expanding price volatility of aquacultural fish market and also Monday has higher effects upon the price volatility of fish than other days of week have since it has more new information for weekend. Secondly, the empirical analysis led to a common conclusion that there was very high price volatility of flatfish and rock-fish. This points out that the persistency parameter($\lambda$), an index of possibility for current volatility to sustain similarly in the future, was higher than 0.8-equivalently nearly to 1-in both flatfish and rock-fish, which presents volatility clustering. Also, this study estimated and compared and model that hypothesized normal distributions in order to determine fitness of respective models. As a result, the fitness of GARCH(1, 1)-t model was better than model where the distribution of error term was hypothesized through-distribution due to characteristics of fat-tailed distribution, was also better than model, as described in the results of basic statistic analysis. In conclusion, this study has an important mean in that it was introduced firstly in Korea to investigate in price volatility of Korean aquacultural fishery products, although there was partially a limited of official statistic data. Therefore, it is expected that the results of this study will be useful as a reference material for making and assessing governmental policies. Also, it is looked forward that the results will be helpful to build a fishery business plan as and aspect of producer, and also to take timely measures to potential price fluctuations of fishery products in market. Hence, it is advisable that further studies related to such price volatility in fishery market will extend and evolve into a wider variety of articles and issues in near future.

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Analysis on the Dosimetric Characteristics of Tangential Breast Intensity Modulated Radiotherapy (유방암의 접선 세기조절 방사선치료 선량 특성 분석)

  • Yoon, Mee Sun;Kim, Yong-Hyeob;Jeong, Jae-Uk;Nam, Taek-Keun;Ahn, Sung-Ja;Chung, Wong-Ki;Song, Ju-Young
    • Progress in Medical Physics
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    • v.23 no.4
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    • pp.219-228
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    • 2012
  • The tangential breast intensity modulated radiotherapy (T-B IMRT) technique, which uses the same tangential fields as conventional 3-dimensional conformal radiotherapy (3D-CRT) plans with physical wedges, was analyzed in terms of the calculated dose distribution feature and dosimetric accuracy of beam delivery during treatment. T-B IMRT plans were prepared for 15 patients with breast cancer who were already treated with conventional 3D-CRT. The homogeneity of the dose distribution to the target volume was improved, and the dose delivered to the normal tissues and critical organs was reduced compared with that in 3D-CRT plans. Quality assurance (QA) plans with the appropriate phantoms were used to analyze the dosimetric accuracy of T-B IMRT. An ionization chamber placed at the hole of an acrylic cylindrical phantom was used for the point dose measurement, and the mean error from the calculated dose was $0.7{\pm}1.4%$. The accuracy of the dose distribution was verified with a 2D diode detector array, and the mean pass rate calculated from the gamma evaluation was $97.3{\pm}2.9%$. We confirmed the advantages of a T-B IMRT in the dose distribution and verified the dosimetric accuracy from the QA performance which should still be regarded as an important process even in the simple technique as T-B IMRT in order to maintain a good quality.

The NCAM Land-Atmosphere Modeling Package (LAMP) Version 1: Implementation and Evaluation (국가농림기상센터 지면대기모델링패키지(NCAM-LAMP) 버전 1: 구축 및 평가)

  • Lee, Seung-Jae;Song, Jiae;Kim, Yu-Jung
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.4
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    • pp.307-319
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    • 2016
  • A Land-Atmosphere Modeling Package (LAMP) for supporting agricultural and forest management was developed at the National Center for AgroMeteorology (NCAM). The package is comprised of two components; one is the Weather Research and Forecasting modeling system (WRF) coupled with Noah-Multiparameterization options (Noah-MP) Land Surface Model (LSM) and the other is an offline one-dimensional LSM. The objective of this paper is to briefly describe the two components of the NCAM-LAMP and to evaluate their initial performance. The coupled WRF/Noah-MP system is configured with a parent domain over East Asia and three nested domains with a finest horizontal grid size of 810 m. The innermost domain covers two Gwangneung deciduous and coniferous KoFlux sites (GDK and GCK). The model is integrated for about 8 days with the initial and boundary conditions taken from the National Centers for Environmental Prediction (NCEP) Final Analysis (FNL) data. The verification variables are 2-m air temperature, 10-m wind, 2-m humidity, and surface precipitation for the WRF/Noah-MP coupled system. Skill scores are calculated for each domain and two dynamic vegetation options using the difference between the observed data from the Korea Meteorological Administration (KMA) and the simulated data from the WRF/Noah-MP coupled system. The accuracy of precipitation simulation is examined using a contingency table that is made up of the Probability of Detection (POD) and the Equitable Threat Score (ETS). The standalone LSM simulation is conducted for one year with the original settings and is compared with the KoFlux site observation for net radiation, sensible heat flux, latent heat flux, and soil moisture variables. According to results, the innermost domain (810 m resolution) among all domains showed the minimum root mean square error for 2-m air temperature, 10-m wind, and 2-m humidity. Turning on the dynamic vegetation had a tendency of reducing 10-m wind simulation errors in all domains. The first nested domain (7,290 m resolution) showed the highest precipitation score, but showed little advantage compared with using the dynamic vegetation. On the other hand, the offline one-dimensional Noah-MP LSM simulation captured the site observed pattern and magnitude of radiative fluxes and soil moisture, and it left room for further improvement through supplementing the model input of leaf area index and finding a proper combination of model physics.

Statistical Analysis of Protein Content in Wheat Germplasm Based on Near-infrared Reflectance Spectroscopy (밀 유전자원의 근적외선분광분석 예측모델에 의한 단백질 함량 변이분석)

  • Oh, Sejong;Choi, Yu Mi;Yoon, Hyemyeong;Lee, Sukyeung;Yoo, Eunae;Hyun, Do Yoon;Shin, Myoung-Jae;Lee, Myung Chul;Chae, Byungsoo
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.64 no.4
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    • pp.353-365
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    • 2019
  • A near-infrared reflectance spectroscopy (NIRS) prediction model was set to establish a rapid analysis system of wheat germplasm and provide statistical information on the characteristics of protein contents. The variability index value (VIV) of calibration resources was 0.80, the average protein content was 13.2%, and the content range was from 7.0% to 13.2%. After measuring the near-infrared spectra of calibration resources, the NIRS prediction model was developed through a regression analysis between protein content and spectra data, and then optimized by excluding outliers. The standard error of calibration, R2, and the slope of the optimized model were 0.132, 0.997, and 1.000 respectively, and those of external validation results were 0.994, 0.191, and 1.013, respectively. Based on these results, a developed NIRS model could be applied to the rapid analysis of protein in wheat. The distribution of NIRS protein content of 6,794 resources were analyzed using a normal distribution analysis. The VIV was 0.79, the average protein was 12.1%, and the content range of resources accounting for 42.1% and 68% of the total accessions were 10-13% and 9.5-14.6%, respectively. The composition of total resources was classified into breeding line (3,128), landrace (2,705), and variety (961). The VIV in breeding line was 0.80, the protein average was 11.8%, and the contents of 68% of total resources ranged from 9.2% to 14.5%. The VIV in landrace was 0.76, the protein average was 12.1%, and the content range of resources of 68% of total accessions was 9.8-14.4%. The VIV in variety was 0.80, the protein average was 12.8%, and the accessions representing 68% of total resources ranged from 10.2% to 15.4%. These results should be helpful to the related experts of wheat breeding.

The Relationship between Internet Search Volumes and Stock Price Changes: An Empirical Study on KOSDAQ Market (개별 기업에 대한 인터넷 검색량과 주가변동성의 관계: 국내 코스닥시장에서의 산업별 실증분석)

  • Jeon, Saemi;Chung, Yeojin;Lee, Dongyoup
    • Journal of Intelligence and Information Systems
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    • v.22 no.2
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    • pp.81-96
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    • 2016
  • As the internet has become widespread and easy to access everywhere, it is common for people to search information via online search engines such as Google and Naver in everyday life. Recent studies have used online search volume of specific keyword as a measure of the internet users' attention in order to predict disease outbreaks such as flu and cancer, an unemployment rate, and an index of a nation's economic condition, and etc. For stock traders, web search is also one of major information resources to obtain data about individual stock items. Therefore, search volume of a stock item can reflect the amount of investors' attention on it. The investor attention has been regarded as a crucial factor influencing on stock price but it has been measured by indirect proxies such as market capitalization, trading volume, advertising expense, and etc. It has been theoretically and empirically proved that an increase of investors' attention on a stock item brings temporary increase of the stock price and the price recovers in the long run. Recent development of internet environment enables to measure the investor attention directly by the internet search volume of individual stock item, which has been used to show the attention-induced price pressure. Previous studies focus mainly on Dow Jones and NASDAQ market in the United States. In this paper, we investigate the relationship between the individual investors' attention measured by the internet search volumes and stock price changes of individual stock items in the KOSDAQ market in Korea, where the proportion of the trades by individual investors are about 90% of the total. In addition, we examine the difference between industries in the influence of investors' attention on stock return. The internet search volume of stocks were gathered from "Naver Trend" service weekly between January 2007 and June 2015. The regression model with the error term with AR(1) covariance structure is used to analyze the data since the weekly prices in a stock item are systematically correlated. The market capitalization, trading volume, the increment of trading volume, and the month in which each trade occurs are included in the model as control variables. The fitted model shows that an abnormal increase of search volume of a stock item has a positive influence on the stock return and the amount of the influence varies among the industry. The stock items in IT software, construction, and distribution industries have shown to be more influenced by the abnormally large internet search volume than the average across the industries. On the other hand, the stock items in IT hardware, manufacturing, entertainment, finance, and communication industries are less influenced by the abnormal search volume than the average. In order to verify price pressure caused by investors' attention in KOSDAQ, the stock return of the current week is modelled using the abnormal search volume observed one to four weeks ahead. On average, the abnormally large increment of the search volume increased the stock return of the current week and one week later, and it decreased the stock return in two and three weeks later. There is no significant relationship with the stock return after 4 weeks. This relationship differs among the industries. An abnormal search volume brings particularly severe price reversal on the stocks in the IT software industry, which are often to be targets of irrational investments by individual investors. An abnormal search volume caused less severe price reversal on the stocks in the manufacturing and IT hardware industries than on average across the industries. The price reversal was not observed in the communication, finance, entertainment, and transportation industries, which are known to be influenced largely by macro-economic factors such as oil price and currency exchange rate. The result of this study can be utilized to construct an intelligent trading system based on the big data gathered from web search engines, social network services, and internet communities. Particularly, the difference of price reversal effect between industries may provide useful information to make a portfolio and build an investment strategy.

Evaluation of applicability of linkage modeling using PHABSIM and SWAT (PHABSIM과 SWAT을 이용한 연계모델링 적용성 평가)

  • Kim, Yongwon;Byeon, Sangdon;Park, Jinseok;Woo, Soyoung;Kim, Seongjoon
    • Journal of Korea Water Resources Association
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    • v.54 no.10
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    • pp.819-833
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    • 2021
  • This study is to evaluate applicability of linkage modeling using PHABSIM (Physical Habitat Simulation System) and SWAT (Soil and Water Assessment Tool) and to estimate ecological flow for target fishes of Andong downstream (4,565.7 km2). The SWAT was established considering 2 multi purpose dam (ADD, IHD) and 1 streamflow gauging station (GD). The SWAT was calibrated and validated with 9 years (2012 ~ 2020) data of 1 stream (GD) and 2 multi-purpose dam (ADD, IHD). For streamflow and dam inflows (GD, ADD and IHD), R2, NSE and RMSE were 0.52 ~ 0.74, 0.48 ~ 0.71, and 0.92 ~ 2.51 mm/day respectively. As a result of flow duration analysis for 9 years (2012 ~ 2020) using calibrated streamflow, the average Q185 and Q275 were 36.5 m3/sec (-1.4%) and 23.8 m3/sec (0%) respectively compared with the observed flow duration and were applied to flow boundary condition of PHABSIM. The target stream was selected as the 410 m section where GD is located, and stream cross-section and hydraulic factors were constructed based on Nakdong River Basic Plan Report and HEC-RAS. The dominant species of the target stream was Zacco platypus and the sub-dominant species was Puntungia herzi Herzenstein, and the HSI (Habitat Suitability Index) of target species was collected through references research. As the result of PHABSIM water level and velocity simulation, error of Q185 and Q275 were analyzed -0.12 m, +0.00 m and +0.06 m/s, +0.09 m/s respectively. The average WUA (Weighted Usable Area) and ecological flow of Zacco platypus and Puntungia herzi Herzenstein were evaluated 76,817.0 m2/1000m, 20.0 m3/sec and 46,628.6 m2/1000m, 9.0 m3/sec. This results indicated Zacco platypus is more adaptable to target stream than Puntungia herzi Herzenstein.

Data issue and Improvement Direction for Marine Spatial Planning (해양공간계획 지원을 위한 정보 현안 및 개선 방향 연구)

  • CHANG, Min-Chol;PARK, Byung-Moon;CHOI, Yun-Soo;CHOI, Hee-Jung;KIM, Tae-Hoon;LEE, Bang-Hee
    • Journal of the Korean Association of Geographic Information Studies
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    • v.21 no.4
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    • pp.175-190
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    • 2018
  • Recently, policy of the marine advanced countries were switched from the preemption using ocean to post-project development. In this study, we suggest improvement and the pending issues when are deducted to the database of the marine spatial information is constructed over the GIS system for the Korean Marine Spatial Planning (KMSP). More than 250 spatial information in the seas of Korea were processed in order of data collection, GIS transformation, data analysis and processing, data grouping, and space mapping. It's process had some problem occurred to error of coordinate system, digitizing process for lack of the spatial information, performed by overlapping for the original marine spatial information, and so on. Moreover, solution is needed to data processing methods excluding personal information which is necessary when produce the spatial data for analysis of the used marine status and minimized method for different between the spatial information based GIS system and the based real information. Therefore, collection and securing system of lacking marine spatial information is enhanced for marine spatial planning. it is necessary to link and expand marine fisheries survey system. It is needed to the marine spatial planning. The marine spatial planning is required to the evaluation index of marine spatial and detailed marine spatial map. In addition, Marine spatial planning is needed to standard guideline and system of quality management. This standard guideline generate to phase for production, processing, analysis, and utilization. Also, the quality management system improve for the information quality of marine spatial information. Finally, we suggest necessity need for the depths study which is considered as opening extension of the marine spatial information and deduction on application model.

Very short-term rainfall prediction based on radar image learning using deep neural network (심층신경망을 이용한 레이더 영상 학습 기반 초단시간 강우예측)

  • Yoon, Seongsim;Park, Heeseong;Shin, Hongjoon
    • Journal of Korea Water Resources Association
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    • v.53 no.12
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    • pp.1159-1172
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    • 2020
  • This study applied deep convolution neural network based on U-Net and SegNet using long period weather radar data to very short-term rainfall prediction. And the results were compared and evaluated with the translation model. For training and validation of deep neural network, Mt. Gwanak and Mt. Gwangdeoksan radar data were collected from 2010 to 2016 and converted to a gray-scale image file in an HDF5 format with a 1km spatial resolution. The deep neural network model was trained to predict precipitation after 10 minutes by using the four consecutive radar image data, and the recursive method of repeating forecasts was applied to carry out lead time 60 minutes with the pretrained deep neural network model. To evaluate the performance of deep neural network prediction model, 24 rain cases in 2017 were forecast for rainfall up to 60 minutes in advance. As a result of evaluating the predicted performance by calculating the mean absolute error (MAE) and critical success index (CSI) at the threshold of 0.1, 1, and 5 mm/hr, the deep neural network model showed better performance in the case of rainfall threshold of 0.1, 1 mm/hr in terms of MAE, and showed better performance than the translation model for lead time 50 minutes in terms of CSI. In particular, although the deep neural network prediction model performed generally better than the translation model for weak rainfall of 5 mm/hr or less, the deep neural network prediction model had limitations in predicting distinct precipitation characteristics of high intensity as a result of the evaluation of threshold of 5 mm/hr. The longer lead time, the spatial smoothness increase with lead time thereby reducing the accuracy of rainfall prediction The translation model turned out to be superior in predicting the exceedance of higher intensity thresholds (> 5 mm/hr) because it preserves distinct precipitation characteristics, but the rainfall position tends to shift incorrectly. This study are expected to be helpful for the improvement of radar rainfall prediction model using deep neural networks in the future. In addition, the massive weather radar data established in this study will be provided through open repositories for future use in subsequent studies.

Synthesis and Structural Study of Extraframework ZrI6Tl119+ Cationic Cluster in Zeolite A (제올라이트 A 동공 내 비골격 ZrI6Tl119+ 양이온 클러스터의 합성과 구조 연구)

  • Hyeon Seung, Lim;Jong Sam, Park;Cheol Woong, Kim;Woo Taik, Lim
    • Korean Journal of Mineralogy and Petrology
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    • v.35 no.4
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    • pp.447-455
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    • 2022
  • Fully dehydrated Tl12-LTA (|Tl12|[Si12Al12O48]-LTA,Tl12-A) was treated with 6.0×103 Pa of ZrI4 (g) at 623 K for 72 hr under anhydrous conditions. The crystal structure of product, |Zr0.25I1.5Tl12|[Si12Al12O48]-LTA, was determined by single-crystal crystallography using synchrotron X-radiation in the cubic space group Pm3m (a = 12.337(2) Å). It was refined using all data to the final error index (for the 712 unique reflections for which Fo> 4σ(Fo) R1/wR2= 0.055/0.189. In this structure, octahedral ZrI62- ions center about 25% of the large cavities (Zr-I = 2.91(4) Å). Each coordinates to eight Tl+ ions and they are further bridged by Tl+ ions in the planes of 8-rings to form a cubic three-dimensional ZrI6Tl119+ cationic cluster. About 1.5 Tl+ ions per unit cell moved to deeper side of sodalite cavity after reaction with ZrI4(g). The remaining Tl+ ions occupy well-established cation positions near 6- and 8-rings.

Derivation of Stem Taper Equations and a Stem Volume Table for Quercus acuta in a Warm Temperate Region (난대지역 붉가시나무의 수간곡선식 도출 및 수간재적표 작성)

  • Suyoung Jung;Kwangsoo Lee;Hyunsoo Kim; Joonhyung Park;Jaeyeop Kim;Chunhee Park;Yeongmo Son
    • Journal of Korean Society of Forest Science
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    • v.112 no.4
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    • pp.417-425
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    • 2023
  • The aim of this study was to derive stem taper equations for Quercus acuta, one of main evergreen broad-leaved tree species found in warm temperate regions, and to prepare a stem volume table using those stem taper equations. A total of 688 individual trees were used in the analysis, which were collected from Jeonnam-do, Gyeongnam-do, and Jeju-do. The stem taper models applied to derive the stem curve pattern were the Max and Burkhart, Kozak, and Lee models. Among the three stem taper models, the best explanation of the stem curve shape of Q. acuta was found to be given by the Kozak model, which showed a fitness index of 0.9583, bias of 0.0352, percentage of estimated standard error of 1.1439, and mean absolute deviation of 0.6751. Thus, the stem taper of Q. acuta was estimated using the Kozak model. Moreover,thestemvolumecalculationwasperforme d by applying the Smalian formula to the diameter and height of each stem interval. In addition, an analysis of variance (ANOVA) was conducted to compare the two existing Q. acuta stem volume tables (2007 and 2010) and the newly created stem volume table (2023). This analysis revealed that the stem volume table constructed in the Wando region in 2007 included about twice as much as the stem volume tables constructed in 2010 and 2023. The stem volume table (2023) developed in this study is not only based on the regional collection range and number of utilized trees but also on a sound scientific basis. Therefore, it can be used at the national level as an official stem volume table for Q. acuta.