• Title/Summary/Keyword: Forecasting system

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Effects of Typhoon and Mesoscale Eddy on Generation and Distribution of Near-Inertial Wave Energy in the East Sea (동해에서 태풍과 중규모 소용돌이가 준관성주기파 에너지 생성과 분포에 미치는 영향)

  • SONG, HAJIN;JEON, CHANHYUNG;CHAE, JEONG-YEOB;LEE, EUN-JOO;LEE, KANG-NYEONG;TAKAYAMA, KATSUMI;CHOI, YOUNGSEOK;PARK, JAE-HUN
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.25 no.3
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    • pp.55-66
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    • 2020
  • Near-inertial waves (NIW) which are primarily generated by wind can contribute to vertical mixing in the ocean. The energetic NIW can be generated by typhoon due to its strong wind and preferable wind direction changes especially on the right-hand side of the typhoon. Here we investigate the generation and distribution of NIW using the output of a real-time ocean forecasting system. Five-year model outputs during 2013-2017 are analyzed with a focus on cases of energetic NIW generation by the passage of three typhoons (Halong, Goni, and Chaba) over the East Sea. Calculations of wind energy input (${\bar{W}}_I$), and horizontal kinetic energy in the mixed layer (${\bar{HKE}}_{MLD}$) reveal that the spatial distribution of ${\bar{HKE}}_{MLD}$, which is strengthened at the right-hand side of typhoon tracks, is closely related with ${\bar{W}}_I$. Horizontal kinetic energy in the deep layer (${\bar{HKE}}_{DEEP}$) shows patch-shaped distribution mainly located at the southern side of the East Sea. Spatial distribution of ${\bar{HKE}}_{DEEP}$ shows a close relationship with negative relative vorticity regions caused by warm eddies in the upper layer. Monthly-mean ${\bar{HKE}}_{MLD}$ and ${\bar{HKE}}_{DEEP}$ during a typhoon passing over the East Sea shows about 2.5-5.7 times and 1.2-1.6 times larger values than those during summer with no typhoons, respectively. In addition, their magnitudes are respectively about 0.4-1.0 and 0.8-1.0 times from those during winter, suggesting that the typhoon-induced NIW can provide a significant energy to enhance vertical mixing at both the mixed and deep layers during summer.

An Estimation of Concentration of Asian Dust (PM10) Using WRF-SMOKE-CMAQ (MADRID) During Springtime in the Korean Peninsula (WRF-SMOKE-CMAQ(MADRID)을 이용한 한반도 봄철 황사(PM10)의 농도 추정)

  • Moon, Yun-Seob;Lim, Yun-Kyu;Lee, Kang-Yeol
    • Journal of the Korean earth science society
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    • v.32 no.3
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    • pp.276-293
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    • 2011
  • In this study a modeling system consisting of Weather Research and Forecasting (WRF), Sparse Matrix Operator Kernel Emissions (SMOKE), the Community Multiscale Air Quality (CMAQ) model, and the CMAQ-Model of Aerosol Dynamics, Reaction, Ionization, and Dissolution (MADRID) model has been applied to estimate enhancements of $PM_{10}$ during Asian dust events in Korea. In particular, 5 experimental formulas were applied to the WRF-SMOKE-CMAQ (MADRID) model to estimate Asian dust emissions from source locations for major Asian dust events in China and Mongolia: the US Environmental Protection Agency (EPA) model, the Goddard Global Ozone Chemistry Aerosol Radiation and Transport (GOCART) model, and the Dust Entrainment and Deposition (DEAD) model, as well as formulas by Park and In (2003), and Wang et al. (2000). According to the weather map, backward trajectory and satellite image analyses, Asian dust is generated by a strong downwind associated with the upper trough from a stagnation wave due to development of the upper jet stream, and transport of Asian dust to Korea shows up behind a surface front related to the cut-off low (known as comma type cloud) in satellite images. In the WRF-SMOKE-CMAQ modeling to estimate the PM10 concentration, Wang et al.'s experimental formula was depicted well in the temporal and spatial distribution of Asian dusts, and the GOCART model was low in mean bias errors and root mean square errors. Also, in the vertical profile analysis of Asian dusts using Wang et al's experimental formula, strong Asian dust with a concentration of more than $800\;{\mu}g/m^3$ for the period of March 31 to April 1, 2007 was transported under the boundary layer (about 1 km high), and weak Asian dust with a concentration of less than $400\;{\mu}g/m^3$ for the period of 16-17 March 2009 was transported above the boundary layer (about 1-3 km high). Furthermore, the difference between the CMAQ model and the CMAQ-MADRID model for the period of March 31 to April 1, 2007, in terms of PM10 concentration, was seen to be large in the East Asia area: the CMAQ-MADRID model showed the concentration to be about $25\;{\mu}g/m^3$ higher than the CMAQ model. In addition, the $PM_{10}$ concentration removed by the cloud liquid phase mechanism within the CMAQ-MADRID model was shown in the maximum $15\;{\mu}g/m^3$ in the Eastern Asia area.

Development of Bicycle Accident Prediction Model and Suggestion of Countermeasures on Bicycle Accidents (자전거 사고예측모형 개발 및 개선방안 제시에 관한 연구)

  • Kwon, Sung-Dae;Kim, Yoon-Mi;Kim, Jae-Gon;Ha, Tae-Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.35 no.5
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    • pp.1135-1146
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    • 2015
  • This thesis aims to improve the safety of bicycle traffic for activating the use of bicycle, main means of non-powered and non-carbon transportation in order to cope with worldwide crisis such as climate change and energy depletion and to implement sustainable traffic system. In this regard, I analyzed the problem of bicycle roads currently installed and operated, and developed the bicycle accident forecasting model. Following are the processes for this. First, this study presented the current status of bicycle road in Korea as well as accident data, collect the data on bicycle traffic accidents generated throughout the country for recent 3 years (2009~2011) and analyzed the features of bicycle traffic accidents based on the data. Second, this study selected the variable affecting the number of bicycle accidents through accident feature analysis of bicycle accidents at Jeollanam-do, and developed accident forecast model using the multiple regression analysis of 'SPSS Statistics 21'. At this time, the number of accidents due to extension per road types (crossing, crosswalk, other single road) was used. To verify the accident forecast model deduced, this study used the data on bicycle accident generated in Gwangju, 2011, and compared the prediction value with actual number of accidents. As a result, it was found out that reliability of accident forecast model was secured through reconciling with actual number of cases except certain data. Third, this study carried out field survey on the bicycle road as well as questionnaire on satisfaction of bicycle road and use of bicycle for analysis of bicycle road problems, and presented safety improvement measures for the problems deduced as well as bicycle activation plans. This study is considered to serve as the fundamental data for planning and reorganizing of bicycle road in the future, and expected to improve safety of bicycle users and to promote activation of bicycle use as the means of transportation.

The Economic Growth of Korea Since 1990 : Contributing Factors from Demand and Supply Sides (1990년대 이후 한국경제의 성장: 수요 및 공급 측 요인의 문제)

  • Hur, Seok-Kyun
    • KDI Journal of Economic Policy
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    • v.31 no.1
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    • pp.169-206
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    • 2009
  • This study stems from a question, "How should we understand the pattern of the Korean economy after the 1990s?" Among various analytic methods applicable, this study chooses a Structural Vector Autoregression (SVAR) with long-run restrictions, identifies diverse impacts that gave rise to the current status of the Korean economy, and differentiates relative contributions of those impacts. To that end, SVAR is applied to four economic models; Blanchard and Quah (1989)'s 2-variable model, its 3-variable extensions, and the two other New Keynesian type linear models modified from Stock and Watson (2002). Especially, the latter two models are devised to reflect the recent transitions in the determination of foreign exchange rate (from a fixed rate regime to a flexible rate one) as well as the monetary policy rule (from aggregate targeting to inflation targeting). When organizing the assumed results in the form of impulse response and forecasting error variance decomposition, two common denominators are found as follows. First, changes in the rate of economic growth are mainly attributable to the impact on productivity, and such trend has grown strong since the 2000s, which indicates that Korea's economic growth since the 2000s has been closely associated with its potential growth rate. Second, the magnitude or consistency of impact responses tends to have subsided since the 2000s. Given Korea's high dependence on trade, it is possible that low interest rates, low inflation, steady growth, and the economic emergence of China as a world player have helped secure capital and demand for export and import, which therefore might reduced the impact of each sector on overall economic status. Despite the fact that a diverse mixture of models and impacts has been used for analysis, always two common findings are observed in the result. Therefore, it can be concluded that the decreased rate of economic growth of Korea since 2000 appears to be on the same track as the decrease in Korea's potential growth rate. The contents of this paper are constructed as follows: The second section observes the recent trend of the economic development of Korea and related Korean articles, which might help in clearly defining the scope and analytic methodology of this study. The third section provides an analysis model to be used in this study, which is Structural VAR as mentioned above. Variables used, estimation equations, and identification conditions of impacts are explained. The fourth section reports estimation results derived by the previously introduced model, and the fifth section concludes.

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Evaluation of improvement effect on the spatial-temporal correction of several reference evapotranspiration methods (기준증발산량 산정방법들의 시공간적 보정에 대한 개선효과 평가)

  • Kim, Chul-Gyum;Lee, Jeongwoo;Lee, Jeong Eun;Kim, Hyeonjun
    • Journal of Korea Water Resources Association
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    • v.53 no.9
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    • pp.701-715
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    • 2020
  • This study compared several reference evapotranspiration estimated using eight methods such as FAO-56 Penman-Monteith (FAO PM), Hamon, Hansen, Hargreaves-Samani, Jensen-Haise, Makkink, Priestley-Taylor, and Thornthwaite. In addition, by analyzing the monthly deviations of the results by the FAO PM and the remaining seven methods, monthly optimized correction coefficients were derived and the improvement effect was evaluated. These methods were applied to 73 automated synoptic observation system (ASOS) stations of the Korea Meteorological Administration, where the climatological data are available at least 20 years. As a result of evaluating the reference evapotranspiration by applying the default coefficients of each method, a large fluctuation happened depending on the method, and the Hansen method was relatively similar to FAO PM. However, the Hamon and Jensen-Haise methods showed more large values than other methods in summer, and the deviation from FAO PM method was also large significantly. When comparing based on the region, the comparison with FAO PM method provided that the reference evapotranspiration estimated by other methods was overestimated in most regions except for eastern coastal areas. Based on the deviation from the FAO PM method, the monthly correction coefficients were derived for each station. The monthly deviation average that ranged from -46 mm to +88 mm before correction was improved to -11 mm to +1 mm after correction, and the annual average deviation was also significantly reduced by correction from -393 mm to +354 mm (before correction) to -33 mm to +9 mm (after correction). In particular, Hamon, Hargreaves-Samani, and Thornthwaite methods using only temperature data also produced results that were not significantly different from FAO PM after correction. It can be also useful for forecasting long-term reference evapotranspiration using temperature data in climate change scenarios or predicting evapotranspiration using monthly or seasonal temperature forecasted values.

Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

Retrieval of the Variation of Optical Characteristics of Asian Dust Plume according to their Vertical Distributions using Multi-wavelength Raman LIDAR System (다파장 라만 라이다 관측을 통한 황사의 이동 고도 분포에 따른 광학적 특성 변화 규명)

  • Shin, Sung-Kyun;Park, Young-San;Choi, Byoung-Choel;Lee, Kwonho;Shin, Dongho;Kim, Young J.;Noh, Youngmin
    • Korean Journal of Remote Sensing
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    • v.30 no.5
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    • pp.597-605
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    • 2014
  • The continuous observations for atmospheric aerosols were conducted during 3 years (2009 to 2011) by using Gwangju Institute of Science and Technology (GIST) multi-wavelength Raman lidar at Gwangju, Korea ($35.10^{\circ}N$, $126.53^{\circ}E$). The aerosol depolarization ratios calculated from lidar data were used to identify the Asian dust layer. The optical properties of Asian dust layer were different according to its vertical distribution. In order to investigate the difference between the optical properties of each individual dust layers, the transport pathway and the transport altitude of Asian dust were analyzed by Hybrid Single Particle Lagrangian Integrated Trajectory (HYSPLIT) model. We consider that the variation of optical properties were influenced not only their transport pathway but also their transport height when it passed over anthropogenic pollution source regions in China. The lower particle depolarization ratio values of $0.12{\pm}0.01$, higher lidar ratio of $67{\pm}9sr$ and $68{\pm}9sr$ at 355 nm and 532 nm, respectively, and higher ${\AA}ngstr\ddot{o}m$ exponent of $1.05{\pm}0.57$ which are considered as the optical properties of pollution were found. In contrast with this, the higher particle depolarization ratio values of $0.21{\pm}0.09$, lower lidar ratio of $48{\pm}5sr$ and $46{\pm}4sr$ at 355 nm and 532 nm, respectively, and lower ${\AA}ngstr\ddot{o}m$ exponent of $0.57{\pm}0.24$ which are considered as the optical properties of dust were found. We found that the degree of mixing of anthropogenic pollutant aerosols in mixed Asian dust govern the variation of optical properties of Asian dust and it depends on their altitude when it passed over the polluted regions over China.

The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.239-251
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    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.

Analysis of the Effect of Objective Functions on Hydrologic Model Calibration and Simulation (목적함수에 따른 매개변수 추정 및 수문모형 정확도 비교·분석)

  • Lee, Gi Ha;Yeon, Min Ho;Kim, Young Hun;Jung, Sung Ho
    • Journal of Korean Society of Disaster and Security
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    • v.15 no.1
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    • pp.1-12
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    • 2022
  • An automatic optimization technique is used to estimate the optimal parameters of the hydrologic model, and different hydrologic response results can be provided depending on objective functions. In this study, the parameters of the event-based rainfall-runoff model were estimated using various objective functions, the reproducibility of the hydrograph according to the objective functions was evaluated, and appropriate objective functions were proposed. As the rainfall-runoff model, the storage function model(SFM), which is a lumped hydrologic model used for runoff simulation in the current Korean flood forecasting system, was selected. In order to evaluate the reproducibility of the hydrograph for each objective function, 9 rainfall events were selected for the Cheoncheon basin, which is the upstream basin of Yongdam Dam, and widely-used 7 objective functions were selected for parameter estimation of the SFM for each rainfall event. Then, the reproducibility of the simulated hydrograph using the optimal parameter sets based on the different objective functions was analyzed. As a result, RMSE, NSE, and RSR, which include the error square term in the objective function, showed the highest accuracy for all rainfall events except for Event 7. In addition, in the case of PBIAS and VE, which include an error term compared to the observed flow, it also showed relatively stable reproducibility of the hydrograph. However, in the case of MIA, which adjusts parameters sensitive to high flow and low flow simultaneously, the hydrograph reproducibility performance was found to be very low.

Development of Deep-Learning-Based Models for Predicting Groundwater Levels in the Middle-Jeju Watershed, Jeju Island (딥러닝 기법을 이용한 제주도 중제주수역 지하수위 예측 모델개발)

  • Park, Jaesung;Jeong, Jiho;Jeong, Jina;Kim, Ki-Hong;Shin, Jaehyeon;Lee, Dongyeop;Jeong, Saebom
    • The Journal of Engineering Geology
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    • v.32 no.4
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    • pp.697-723
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    • 2022
  • Data-driven models to predict groundwater levels 30 days in advance were developed for 12 groundwater monitoring stations in the middle-Jeju watershed, Jeju Island. Stacked long short-term memory (stacked-LSTM), a deep learning technique suitable for time series forecasting, was used for model development. Daily time series data from 2001 to 2022 for precipitation, groundwater usage amount, and groundwater level were considered. Various models were proposed that used different combinations of the input data types and varying lengths of previous time series data for each input variable. A general procedure for deep-learning-based model development is suggested based on consideration of the comparative validation results of the tested models. A model using precipitation, groundwater usage amount, and previous groundwater level data as input variables outperformed any model neglecting one or more of these data categories. Using extended sequences of these past data improved the predictions, possibly owing to the long delay time between precipitation and groundwater recharge, which results from the deep groundwater level in Jeju Island. However, limiting the range of considered groundwater usage data that significantly affected the groundwater level fluctuation (rather than using all the groundwater usage data) improved the performance of the predictive model. The developed models can predict the future groundwater level based on the current amount of precipitation and groundwater use. Therefore, the models provide information on the soundness of the aquifer system, which will help to prepare management plans to maintain appropriate groundwater quantities.