• 보건행정학회지
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• 제10권2호
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• pp.1-21
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• 2000

This study reviewde various parametic and nonparametic method for forexasting hospital closures in Korea. We compared multivariate discriminant analysis, multivartiate logistic regression, classfication and regression tree, and neural network method based on hit ratio of each model for forecasting hospital closure. Like other studies in the literture, neural metwork analysis showed highest average hit ratio. For policy and business purposes, we combined the four analytical method and constructed a foreasting model that can be easily used to predict the probabolity of hospital closure given financial information of a hospital.

• 대한토목학회논문집
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• 제33권5호
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• pp.1809-1827
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• 2013

기후변화로 인해 발생하는 이상홍수에 대비하기 위해서는 다양한 대책을 강구할 필요가 있다. 그 중 비구조적 대책으로 홍수예경보시스템을 구축하여 홍수에 대비할 수 있도록 하는 것이 중요하다. 본 연구의 목적은 실시간 홍수예측 시스템을 구축하기 위해 뉴로-퍼지 모형과 다중선형회귀 모형을 비교하여 우수한 실시간 홍수예측 모형을 개발하는데 있다. 이를 위해 같은 입력자료를 사용하여 뉴로-퍼지 모형과 다중선형회귀 모형을 구축하고 낙동강 유역의 다양한 홍수사상에 대해 적용하였다. 모의결과 뉴로-퍼지 모형이 다중선형회귀 모형보다 좀 더 나은 예측 결과를 나타내는 것을 확인할 수 있었다. 본 연구는 향후 낙동강 유역의 충분한 선행시간을 확보한 정확도 높은 홍수정보시스템의 구축에 활용할 수 있을 것으로 판단된다.

• 대기
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• 제22권2호
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• pp.245-257
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• 2012

The Asian dust (Hwangsa) forecasting model, Asian Dust Aerosol Model (ADAM) has been modified by using satelliate monitoring of surface vegetation, which enables to simulate dusts occuring not only in springtime but also for all-year-round period. Coupled with the Unified Model (UM), the operational weather forecasting model at KMA, UM-ADAM2 was implemented for operational dust forecasting since 2010, with an aid of development of Meteorology-Chemistry Interface Processor (MCIP) for usage UM. The performance analysis of the ADAM2 forecast was conducted with $PM_{10}$ concentrations observed at monitoring sites in the source regions in China and the downstream regions of Korea from March to December in 2010. It was found that the UM-ADAM2 model was able to simulate quite well Hwangsa events observed in spring and wintertime over Korea. In the downstream region of Korea, the starting and ending times of dust events were well-simulated, although the surface $PM_{10}$ concentration was slightly underestimated for some dust events. The general negative bias less than $35{\mu}g\;m^{3}$ in $PM_{10}$ is found and it is likely to be due to other fine aerosol species which is not considered in ADAM2. It is found that the correlation between observed and forecasted $PM_{10}$ concentration increases as forecasting time approaches, showing stably high correlation about 0.7 within 36 hr in forecasting time. This suggests the possibility that there is potential for the UM-ADAM2 model to be used as an operational Asian dust forecast model.

• The Journal of Asian Finance, Economics and Business
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• 제9권7호
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.

• Water Engineering Research
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• 제2권2호
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• pp.113-121
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• 2001

The objective of this study is to develop a prediction mode for a flood forecasting system in the downstream of the Nakdong river basin. Ranging from the gauging station at Jindong to the Nakdong estuary barrage, the hydraulic flood routing model(DWOPER) based on the Saint Venant equation was calibrated by comparing the calculated river stage with the observed river stages using four different flood events recorded. The upstream boundary condition was specified by the measured river stage data at Jindong station and the downstream boundary condition was given according to the tide level data observed at he Nakdong estuary barrage. The lateral inflow from tributaries were estimated by the rainfall-runoff model. In the calibration process, the optimum roughness coefficients for proper functions of channel reach and discharge were determined by minimizing the sum of the differences between the observed and the computed stage. In addition, the forecasting lead time on the basis of each gauging station was determined by a numerical simulation technique. Also, we suggested a model structure for a real-time flood forecasting system and tested it on the basis of past flood events. The testing results of the developed system showed close agreement between the forecasted and observed stages. Therefore, it is expected that the flood forecasting system we developed can improve the accuracy of flood forecasting on the Nakdong river.

• 전기학회논문지
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• 제62권2호
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• pp.149-154
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• 2013

Short term load forecasting for electric power demand is essential for stable power system operation and efficient power market operation. High accuracy of the short term load forecasting can keep the power system more stable and save the power market operation cost. We propose an optimal coefficient selection method for exponential smoothing model in short term load forecasting on weekdays. In order to find the optimal coefficient of exponential smoothing model, load forecasting errors are minimized for actual electric load demand data of last three years. The proposed method are verified by case studies for last three years from 2009 to 2011. The results of case studies show that the average percentage errors of the proposed load forecasting method are improved comparing with errors of the previous methods.

• 조명전기설비학회논문지
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• 제28권1호
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• pp.50-56
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• 2014

Accurate midterm load forecasting is essential to preventive maintenance programs and reliable demand supply programs. This paper describes a midterm load forecasting method using autoregressive integrated moving average (ARIMA) model which has been widely used in time series forecasting due to its accuracy and predictability. The various ARIMA models are examined in order to find the optimal model having minimum error of the midterm load forecasting. The proposed method is applied to forecast 104-week load pattern using the historical data in Korea. The effectiveness of the proposed method is evaluated by forecasting 104-week load from 2011 to 2012 by using historical data from 2002 to 2010.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2023년도 학술발표회
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• pp.249-249
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• 2023

Spring drought forecasting in South Korea is essential due to the sknewness of rainfall which could lead to water shortage especially in spring when managed without prediction. Therefore, drought forecasting over South Korea was performed in the current study by thoroughly searching appropriate predictors from the lagged global climate variable, mean sea level pressure(MSLP), specifically in winter season for forecasting time lag. The target predictand defined as accumulated spring precipitation(ASP) was driven by the median of 93 weather stations in South Korea. Then, it was found that a number of points of the MSLP data were significantly cross-correlated with the ASP, and the points with high correlation were regionally grouped. The grouped variables with three regions: the Arctic Ocean (R1), South Pacific (R2), and South Africa (R3) were determined. The generalized linear model(GLM) was further applied for skewed marginal distribution in drought prediction. It was shown that the applied GLM presents reasonable performance in forecasting ASP. The results concluded that the presented regionalization of the climate variable, MSLP can be a good alternative in forecasting spring drought.

• 산업공학
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• 제24권4호
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• pp.351-361
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• 2011

Forecasting of electricity demand have difficulty in adapting to abrupt weather changes along with a radical shift in major regional and global climates. This has lead to increasing attention to research on the immediate and accurate forecasting model. Technically, this implies that a model requires only a few input variables all of which are easily obtainable, and its predictive performance is comparable with other competing models. To meet the ends, this paper presents an energy demand forecasting model that uses the variable selection or extraction methods of data mining to select only relevant input variables, and employs support vector regression method for accurate prediction. Also, it proposes a novel performance measure for time-series prediction, shift index, followed by description on preprocessing procedure. A comparative evaluation of the proposed method with other representative data mining models such as an auto-regression model, an artificial neural network model, an ordinary support vector regression model was carried out for obtaining the forecast of monthly electricity demand from 2000 to 2008 based on data provided by Korea Energy Economics Institute. Among the models tested, the proposed method was shown promising results than others.

• 산업경영시스템학회지
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• 제38권1호
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• pp.118-123
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• 2015

There have been various studies on measurements of flood risk and forecasting models. For river and dam region, PDF and FVI has been proposed for measurement of flood risk and regression models have been applied for forecasting model. For Bo region unlikely river or dam region, flood risk would unexpectedly increase due to outgoing water to keep water amount under the designated risk level even the drain system could hardly manage the water amount. GFI and general linear model was proposed for flood risk measurement and forecasting model. In this paper, FVI with the consideration of duration on GFI was proposed for flood risk measurement at Bo region. General linear model was applied to the empirical data from Bo region of Nadong river to derive the forecasting model of FVI at three different values of Base High Level, 2m, 2.5m and 3m. The significant predictor variables on the target variable, FVI were as follows: ground water level based on sea level with negative effect, difference between ground altitude of ground water and river level with negative effect, and difference between ground water level and river level after Bo water being filled with positive sign for quantitative variables. And for qualitative variable, effective soil depth and ground soil type were significant for FVI.