• The Korean Journal of Applied Statistics
• /
• v.34 no.5
• /
• pp.745-760
• /
• 2021

Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible to predict stock prices. However, recent advances in predictive models have led to new attempts to predict the future prices. Here, we summarize past studies on the price prediction by evaluation measures, and predict the direction of stock prices of Samsung Electronics, LG Chem, and NAVER by applying various machine learning models. In addition to widely used technical indicator variables, accounting indicators such as Price Earning Ratio and Price Book-value Ratio and outputs of the hidden Markov Model are used as predictors. From the results of our analysis, we conclude that no models show significantly better accuracy and it is not possible to predict the direction of stock prices with models used. Considering that the models with extra predictors show relatively high test accuracy, we may expect the possibility of a meaningful improvement in prediction accuracy if proper variables that reflect the opinions and sentiments of investors would be utilized.

• KIPS Transactions on Software and Data Engineering
• /
• v.9 no.12
• /
• pp.403-410
• /
• 2020

In addition to the research on noise removal and super-resolution using the data restoration (Output result) function of Autoencoder, research on the performance improvement of clustering using the dimension reduction function of autoencoder are actively being conducted. The clustering function and data restoration function using Autoencoder have common points that both improve performance through the same learning. Based on these characteristics, this study conducted an experiment to see if the autoencoder model designed to have excellent data recovery performance is superior in clustering performance. Skip connection technique was used to design autoencoder with excellent data recovery performance. The output result performance and clustering performance of both autoencoder model with Skip connection and model without Skip connection were shown as graph and visual extract. The output result performance was increased, but the clustering performance was decreased. This result indicates that the neural network models such as autoencoders are not sure that each layer has learned the characteristics of the data well if the output result is good. Lastly, the performance degradation of clustering was compensated by using both latent code and skip connection. This study is a prior study to solve the Hanja Unicode problem by clustering.

• Korean Journal of Agricultural and Forest Meteorology
• /
• v.22 no.4
• /
• pp.299-311
• /
• 2020

This paper analyzes the distribution of water vapor pressure and relative humidity in complex terrains by collecting weather observation data at 6 locations in the valley in Jungdae-ri, Ganjeon-myeon, Gurye-gun, Jeolla South Province and 14 locations in Akyang-myeon, Hadong-gun, Gyeongsang South Province, which form a single drainage basin in rural and mountainous regions. Previously estimated water vapor pressure used in the early warning system for agrometeorological hazard and actual water vapor pressure arrived at using the temperature and humidity that were measured at the highest density (1.5 m above ground) at every hour in the valley of Jungdae-ri between 19 December 2014 and 23 November 2015 and in the valley of Akyang between 15 August 2012 and 18 August 2013 were compared. The altitude-specific gradient of the observed water vapor pressure varied with different hours of the day and the difference in water vapor pressure between high and low altitudes increased in the night. The hourly variations in the water vapor pressure in the weather stations of the valley of Akyang with various topographic and ground conditions were caused by factors other than altitude. From the observed data of the study area, a coefficient that adj usts the variation in the water vapor pressure according to the specific difference in altitude and estimates it closer to the actual measured level was derived. Relative humidity was simulated as water vapor pressure estimated against the saturated water vapor pressure, thus, confirming that errors were further reduced using the derived coefficient than with the previous method that was used in the early warning system.

• Korean Journal of Optics and Photonics
• /
• v.31 no.6
• /
• pp.247-258
• /
• 2020

In this paper, based on a stochastic parallel gradient descent (SPGD) algorithm we study phase control of a coherent-beam-combining system under turbulent atmospheric conditions. Based on the statistical theory of atmospheric turbulence, we carry out the analysis of the phase and wavefront distortion of a laser beam propagating through a turbulent atmospheric medium. We also conduct numerical simulations of a coherent-beam-combining system with 7- and 19-channel laser beams distorted by atmospheric turbulence. Through numerical simulations, we characterize the phase-control characteristics and efficiency of the coherent-beam-combining system under various degrees of atmospheric turbulence. It is verified that the SPGD algorithm is capable of realizing 7-channel coherent beam combining with a beam-combining efficiency of more than 90%, even under the turbulent atmospheric conditions up to cn2 of 10-13 m-2/3. In the case of 19-channel coherent beam combining, it is shown that the same turbulent atmospheric conditions result in a drastic reduction of the beam-combining efficiency down to 60%, due to the elevated impact of the corresponding refractive-index inhomogeneity. In addition, by putting together the number of iterations of the SPGD algorithm required for phase locking under atmospheric turbulence and the time intervals of atmospheric phenomena, which typically are of the order of ㎲, it is estimated that hundreds of MHz to a few GHz of computing bandwidth of SPGD-based phase control may be required for a coherent-beam-combining system to confront such turbulent atmospheric conditions. We expect the results of this paper to be useful for quantitatively analyzing and predicting the effects of atmospheric turbulence on the SPGD-based phase-control performance of a coherent-beam-combining system.

• Journal of Korean Society of Forest Science
• /
• v.110 no.1
• /
• pp.64-71
• /
• 2021

Recently, climate change has gradually accelerated the occurrence of landslides. Among the various effects caused by landslides,debris flow is recognized as particularly threatening because of its high speed and propagating distance. In this study, the impacts of various factors were analyzed using quantification theory(I) for the prediction of debris flow hazard soil volume in Seoraksan National Park, Korea. According to the range using the stepwise regression analysis, the order of impact factors was as follows: vertical slope (0.9676), cross slope (0.6876), altitude (0.2356), slope gradient (0.1590), and aspect (0.1364). The extent of the normalized score using the five-factor categories was 0 to 2.1864, with the median score being 1.0932. The prediction criteria for debris flow occurrence based on the normalized score were divided into four grades: class I, >1.6399; class II, 1.0932-1.6398; class III, 0.5466-1.0931; and class IV, <0.5465. Predictions of debris flow occurrence appeared to be relatively accurate (86.3%) for classes I and II. Therefore, the prediction criteria for debris flow will be useful for judging the dangerousness of slopes.

• Journal of the Korean Society of Marine Environment & Safety
• /
• v.26 no.7
• /
• pp.922-930
• /
• 2020

Marine accidents involving fishing boats, caused by a loss of stability, have been increasing over the last decade. One of the main reasons for these accidents is a sudden wind attacks. In this regard, the wind loads acting on the ship hull need to be estimated accurately for safety assessments of the motion and maneuverability of the ship. Therefore, this study aims to develop a computational model for the inlet boundary condition and to numerically estimate the wind load acting on a fishing boat. In particular, wind loads acting on a fishing boat at the wind speed profile boundary condition were compared with the numerical results obtained under uniform wind speed. The wind loads were estimated at intervals of 15° over the range of 0° to 180°, and i.e., a total of 13 cases. Furthermore, a numerical mesh model was developed based on the results of the mesh dependency test. The numerical analysis was performed using the RANS-based commercial solver STAR-CCM+ (ver. 13.06) with the k-ω turbulent model in the steady state. The wind loads for surge, sway, and heave motions were reduced by 39.5 %, 41.6 %, and 46.1 % and roll, pitch, and yaw motions were 48.2 %, 50.6 %, and 36.5 %, respectively, as compared with the values under uniform wind speed. It was confirmed that the developed inlet boundary condition describing the wind speed gradient with respect to height features higher accuracy than the boundary condition of uniform wind speed. The insights obtained in this study can be useful for the development of a numerical computation method for ships.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.50 no.7
• /
• pp.445-454
• /
• 2022

Ice accretion on the aircraft components, such as wings, fuselage, and empennage, can occur when the aircraft encounters a cloud zone with high humidity and low temperature. The prevention of ice accretion is important because it causes a decrease in the aerodynamic performance and flight stability, thus leading to fatal safety problems. In this study, a shape design optimization of a multi-element airfoil is performed to minimize the amount of ice accretion on the high-lift device including leading-edge slat, main element, and trailing-edge flap. The design optimization framework proposed in this paper consists of four major parts: air flow, droplet impingement and ice accretion simulations and gradient-free optimization algorithm. Reynolds-averaged Navier-Stokes (RANS) simulation is used to predict the aerodynamic performance and flow field around the multi-element airfoil at the angle of attack 8°. Droplet impingement and ice accretion simulations are conducted using the multi-physics computational analysis tool. The objective function is to minimize the total mass of ice accretion and the design variables are the deflection angle, gap, and overhang of the flap and slat. Kriging surrogate model is used to construct the response surface, providing rapid approximations of time-consuming function evaluation, and genetic algorithm is employed to find the optimal solution. As a result of optimization, the total mass of ice accretion on the optimized multielement airfoil is reduced by about 8% compared to the baseline configuration.

• Phonetics and Speech Sciences
• /
• v.14 no.2
• /
• pp.67-76
• /
• 2022

This study aimed to examine Korean listeners' mode of perceiving sound duration as prolongation, whether dichotomous or continuous. Thirty-five Korean participants (17 men and 18 women) listened to the Korean segment /s/, which was lengthened by 0-980ms in 20-ms increments. Then, the participants were asked to rate each version of the sound based on a rating of one to 100 (the closer to 100, the more disfluent). To examine whether listeners perceived durational variations for the fricative segment dichotomously or continuously, a curve was estimated using the best-fitting regression model for the observed data with the highest adjusted R-squared value. The mode of perceiving durational variations for the segment was continuous (or gradient) rather than discontinuous (or dichotomous). No gender difference was found in the mode of perceiving prolongation. However, there was a significant gender difference in that men rated the most disfluent sounds higher than women. The findings of this study were further discussed in relation to the existing literature, and clinical implications for the assessment of stuttering were presented.

• Journal of the Korea institute for structural maintenance and inspection
• /
• v.26 no.2
• /
• pp.18-27
• /
• 2022

In this study, the time-dependent chloride ingress behavior in GGBFS concrete was evaluated considering marine exposure conditions and the properties of concrete mixtures. The concrete mixture for this study had 3 levels of water to binder ratio and the substitution rate of GGBFS, and outdoor exposure tests were performed considering submerged area, tidal area, and splash area. According to the evaluation results of diffusion coefficient considering properties of concrete mixtures, as the substitution rate of GGBFS increased, the decreasing rate of the diffusion coefficient decreased based on exposure periods of 730 days(2 years). As the evaluation result of the diffusion behavior according to the marine exposure conditions, the diffusion coefficient was evaluated in the order of submerged area, tidal area, and splash area. In tidal area, a relatively high diffusion coefficient was evaluated due to the repetition of wet and dry seawater. In this study, the effects of GGBFS substitution rate on the decreasing behavior of apparent chloride diffusion coefficient was analyzed in consideration of exposure conditions and periods. Linear regression analysis was performed with apparent chloride diffusion coefficient as output value and GGBFS substitution rate as input value. After 730 days of exposure, the effect of GGBFS on diffusion coefficient was significantly reduced. Even for OPC concrete, after 730 days, the diffusion coefficient was as low as that of GGBFS concrete, so the gradient of the regression equation decreased significantly. It is thought that improved durability performance for chloride ingress can be secured before 730 days through the use of GGBFS.

• Journal of the Earthquake Engineering Society of Korea
• /
• v.26 no.5
• /
• pp.191-202
• /
• 2022

Markov envelope as a theoretical solution of the parabolic wave equation with Markov approximation for the von Kármán type random medium is studied and approximated with the convolution of two probability density functions (pdf) of normal and gamma distributions considering the previous studies on the applications of Radiative Transfer Theory (RTT) and the analysis results of earthquake records. Through the approximation with gamma pdf, the constant shape parameter of 2 was determined regardless of the source distance r_o. This finding means that the scattering process has the property of an inhomogeneous single-scattering Poisson process, unlike the previous studies, which resulted in a homogeneous multiple-scattering Poisson process. Approximated Markov envelope can be treated as the normalized mean square (MS) envelope for ground acceleration because of the flat source Fourier spectrum. Based on such characteristics, the path duration is estimated from the approximated MS envelope and compared to the empirical formula derived by Boore and Thompson. The results clearly show that the path duration increases proportionately to r_o^1/2-r_o², and the peak value of the RMS envelope is attenuated by exp (-0.0033r_o), excluding the geometrical attenuation. The attenuation slope for r_o≤100 km is quite similar to that of effective attenuation for shallow crustal earthquakes, and it may be difficult to distinguish the contribution of intrinsic attenuation from effective attenuation. Slowly varying dispersive delay, also called the medium effect, represented by regular pdf, governs the path duration for the source distance shorter than 100 km. Moreover, the diffraction term, also called the distance effect because of scattering, fully controls the path duration beyond the source distance of 300 km and has a steep gradient compared to the medium effect. Source distance 100-300 km is a transition range of the path duration governing effect from random medium to distance. This means that the scattering may not be the prime cause of peak attenuation and envelope broadening for the source distance of less than 200 km. Furthermore, it is also shown that normal distribution is appropriate for the probability distribution of phase difference, as asserted in the previous studies.