• Proceedings of the Korean Institute of Building Construction Conference
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• 2023.05a
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• pp.361-362
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• 2023

In construction work, there is often a difference between the estimated construction period and the actual construction period. Accordingly, the project may be delayed from the scheduled date, leading to huge losses due to problems such as increased costs during construction. In this way, it is important to calculate the appropriate construction period at the project planning stage in construction work. To solve this problem, we would like to study a model that will increase the accuracy of the scheduled construction period at the project planning stage. This study compared and analyzed linear regression, Lasso regression, Ridge regression among the types of regression analysis to select an appropriate construction period prediction model to secure an appropriate construction period at the project planning stage to reduce problems during construction.

• Journal of Intelligence and Information Systems
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• v.24 no.4
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• pp.1-32
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• 2018

In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.358-358
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• 2023

본 연구에서는 그동안 수자원분야 강우유출 해석분야에 활용되었던 대표적인 머신러닝&딥러닝(ML&DL) 모델을 활용하여 모델의 하이퍼파라미터 튜닝뿐만 아니라 모델의 특성을 고려한 기상 및 수문데이터의 조합과 전처리(lag-time, 이동평균 등)를 통하여 데이터 특성과 ML&DL모델의 조합시나리오에 따른 일 유입량 예측성능을 비교 검토하는 연구를 수행하였다. 이를 위해 소양강댐 유역을 대상으로 1974년에서 2021년까지 축적된 기상 및 수문데이터를 활용하여 1) 강우, 2) 유입량, 3) 기상자료를 주요 영향변수(독립변수)로 고려하고, 이에 a) 지체시간(lag-time), b) 이동평균, c) 유입량의 성분분리조건을 적용하여 총 36가지 시나리오 조합을 ML&DL의 입력자료로 활용하였다. ML&DL 모델은 1) Linear Regression(LR), 2) Lasso, 3) Ridge, 4) SVR(Support Vector Regression), 5) Random Forest(RF), 6) LGBM(Light Gradient Boosting Model), 7) XGBoost의 7가지 ML방법과 8) LSTM(Long Short-Term Memory models), 9) TCN(Temporal Convolutional Network), 10) LSTM-TCN의 3가지 DL 방법, 총 10가지 ML&DL모델을 비교 검토하여 일유입량 예측을 위한 가장 적합한 데이터 조합 특성과 ML&DL모델을 성능평가와 함께 제시하였다. 학습된 모형의 유입량 예측 결과를 비교·분석한 결과, 소양강댐 유역에서는 딥러닝 중에서는 TCN모형이 가장 우수한 성능을 보였고(TCN>TCN-LSTM>LSTM), 트리기반 머신러닝중에서는 Random Forest와 LGBM이 우수한 성능을 보였으며(RF, LGBM>XGB), SVR도 LGBM수준의 우수한 성능을 나타내었다. LR, Lasso, Ridge 세가지 Regression모형은 상대적으로 낮은 성능을 보였다. 또한 소양강댐 댐유입량 예측에 대하여 강우, 유입량, 기상계열을 36가지로 조합한 결과, 입력자료에 lag-time이 적용된 강우계열의 조합 분석에서 세가지 Regression모델을 제외한 모든 모형에서 NSE(Nash-Sutcliffe Efficiency) 0.8이상(최대 0.867)의 성능을 보였으며, lag-time이 적용된 강우와 유입량계열을 조합했을 경우 NSE 0.85이상(최대 0.901)의 더 우수한 성능을 보였다.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.16 no.5
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• pp.307-314
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• 2023

As supercomputing and hardware technology advances, climate prediction models are improving. The Korean Meteorological Administration adopted GloSea5 from the UK Met Office and now operates an updated GloSea6 tailored to Korean weather. Universities and research institutions use Low-GloSea6 on smaller servers, improving accessibility and research efficiency. In this paper, profiling Low-GloSea6 on smaller servers identified the tri_sor_dp_dp subroutine in the tri_sor.F90 atmospheric model as a CPU-intensive hotspot. Applying linear regression, a type of machine learning, to this function showed promise. After removing outliers, the linear regression model achieved an RMSE of 2.7665e-08 and an MAE of 1.4958e-08, outperforming Lasso and ElasticNet regression methods. This suggests the potential for machine learning in optimizing identified hotspots during Low-GloSea6 execution.

• Journal of the Korean Geographical Society
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• v.49 no.6
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• pp.917-934
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• 2014

Geographically weighted regression(GWR) model has been widely used to estimate spatially heterogeneous real estate prices. The GWR model, however, has some limitations of the selection of different price determinants over space and the restricted number of observations for local estimation. Alternatively, the geographically weighted LASSO(GWL) model has been recently introduced and received a growing interest. In this paper, we attempt to explore various local price determinants for the real estate by utilizing the GWL and its applicability to forecasting the real estate price. To do this, we developed the three hedonic models of OLS, GWR, and GWL focusing on the sales price of apartments in Seoul and compared those models in terms of model fit, prediction, and multicollinearity. As a result, local models appeared to be better than the global OLS on the whole, and in particular, the GWL appeared to be more explanatory and predictable than other models. Moreover, the GWL enabled to provide spatially different sets of price determinants which no multicollinearity exists. The GWL helps select the significant sets of independent variables from a high dimensional dataset, and hence will be a useful technique for large and complex spatial big data.

• Computers and Concrete
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• v.24 no.1
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• pp.7-17
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• 2019

The complex phenomenon of the bond formation in geopolymer is not well understood and therefore, difficult to model. This paper present applied statistical models for evaluating the compressive strength of geopolymer. The applied statistical models studied are divided into three different categories - linear regression [least absolute shrinkage and selection operator (LASSO) and elastic net], tree regression [decision and bagging tree] and kernel methods (support vector regression (SVR), kernel ridge regression (KRR), Gaussian process regression (GPR), relevance vector machine (RVM)]. The performance of the methods is compared in terms of error indices, computational effort, convergence and residuals. Based on the present study, kernel based methods (GPR and KRR) are recommended for evaluating compressive strength of Geopolymer concrete.

• Genomics & Informatics
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• v.17 no.4
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• pp.47.1-47.12
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• 2019

The achievements of genome-wide association studies have suggested ways to predict diseases, such as type 2 diabetes (T2D), using single-nucleotide polymorphisms (SNPs). Most T2D risk prediction models have used SNPs in combination with demographic variables. However, it is difficult to evaluate the pure additive contribution of genetic variants to classically used demographic models. Since prediction models include some heritable traits, such as body mass index, the contribution of SNPs using unmatched case-control samples may be underestimated. In this article, we propose a method that uses propensity score matching to avoid underestimation by matching case and control samples, thereby determining the pure additive contribution of SNPs. To illustrate the proposed propensity score matching method, we used SNP data from the Korea Association Resources project and reported SNPs from the genome-wide association study catalog. We selected various SNP sets via stepwise logistic regression (SLR), least absolute shrinkage and selection operator (LASSO), and the elastic-net (EN) algorithm. Using these SNP sets, we made predictions using SLR, LASSO, and EN as logistic regression modeling techniques. The accuracy of the predictions was compared in terms of area under the receiver operating characteristic curve (AUC). The contribution of SNPs to T2D was evaluated by the difference in the AUC between models using only demographic variables and models that included the SNPs. The largest difference among our models showed that the AUC of the model using genetic variants with demographic variables could be 0.107 higher than that of the corresponding model using only demographic variables.

• Journal of Bio-Environment Control
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• v.31 no.1
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• pp.1-7
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• 2022

Strawberry is a stand-out cultivating fruit in Korea. The optimum production of strawberry is highly dependent on growing environment. Smart farm technology, and automatic monitoring and control system maintain a favorable environment for strawberry growth in greenhouses, as well as play an important role to improve production. Moreover, physiological parameters of strawberry plant and it is surrounding environment may allow to give an idea on production of strawberry. Therefore, this study intends to build a machine learning model to predict strawberry's yield, cultivated in greenhouse. The environmental parameter like as temperature, humidity and CO₂ and physiological parameters such as length of leaves, number of flowers and fruits and chlorophyll content of 'Seolhyang' (widely growing strawberry cultivar in Korea) were collected from three strawberry greenhouses located in Sacheon of Gyeongsangnam-do during the period of 2019-2020. A predictive model, Lasso regression was designed and validated through 5-fold cross-validation. The current study found that performance of the Lasso regression model is good to predict the number of flowers and fruits, when the MAPE value are 0.511 and 0.488, respectively during the model validation. Overall, the present study demonstrates that using AI based regression model may be convenient for farms and agricultural companies to predict yield of crops with fewer input attributes.

• The Journal of the Convergence on Culture Technology
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• v.6 no.1
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• pp.111-120
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• 2020

As an application of big data and artificial intelligence techniques, this study proposes an atypical language-based sentimental opinion poll methodology, unlike conventional opinion poll methodology. An alternative method for the sentimental classification model based on existing statistical analysis was to collect real-time Twitter data related to parliamentary elections and perform empirical analyses on the Polarity and Intensity of public opinion using attribute-based sensitivity analysis. In order to classify the polarity of words used on individual SNS, the polarity of the new Twitter data was estimated using the learned Lasso and Ridge regression models while extracting independent variables that greatly affect the polarity variables. A social network analysis of the relationships of people with friends on SNS suggested a way to identify peer group sensitivity. Based on what voters expressed on social media, political opinion sensitivity analysis was used to predict party approval rating and measure the accuracy of the predictive model polarity analysis, confirming the applicability of the sensitivity analysis methodology in the political field.

• Journal of The Korean Society of Agricultural Engineers
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• v.61 no.4
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• pp.75-86
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• 2019

Recently, natural disasters due to abnormal climates are frequently outbreaking, and there is rapid increase of damage to aged agricultural infrastructure. As agricultural infrastructure facilities are in contact with water throughout the year and the number of them is significant, it is important to build a maintenance management system. Especially, the current maintenance management system of pumping and drainage stations among the agricultural facilities has the limit of lack of objectivity and management personnel. The purpose of this study is to develop a performance evaluation model using the factors related to performance degradation of pumping and drainage facilities and to predict the performance of the facilities in response to climate change. In this study, we focused on the pumping and drainage stations belonging to each climatic zone separated by the Korea geographical climatic classification system. The performance evaluation model was developed using three different statistical models of POLS, RE, and LASSO. As the result of analysis of statistical models, LASSO was selected for the performance evaluation model as it solved the multicollinearity problem between variables, and showed the smallest MSE. To predict the performance degradation due to climate change, the climate change response variables were classified into three categories: climate exposure, sensitivity, and adaptive capacity. The performance degradation prediction was performed at each facility using the developed performance evaluation model and the climate change response variables.