• Journal of the Korea Convergence Society
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• v.12 no.4
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• pp.249-258
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• 2021

Bitcoin prices have been soaring recently as investors flock to cryptocurrency exchanges. The purpose of this study is to predict the Bitcoin price using a deep learning model and analyze whether Bitcoin is profitable through investment strategy. LSTM is utilized as Bitcoin prediction model with nonlinearity and long-term memory and the profitability of MA cross-over strategy with predicted prices as input variables is analyzed. Investment performance of Bitcoin strategy using LSTM forecast prices from 2013 to 2021 showed return improvement of 5.5% and 46% more than market price MA cross-over strategy and benchmark Buy & Hold strategy, respectively. The results of this study, which expanded to recent data, supported the inefficiency of the cryptocurrency market, as did previous studies, and showed the feasibility of using the deep learning model for Bitcoin investors. In future research, it is necessary to develop optimal prediction models and improve the profitability of Bitcoin investment strategies through performance comparison of various deep learning models.

• Journal of Korea Water Resources Association
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• v.54 no.10
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• pp.795-805
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• 2021

In this study, after developing an LSTM-based deep learning model for estimating daily runoff in the Soyang River Dam basin, the accuracy of the model for various combinations of model structure and input data was investigated. A model was built based on the database consisting of average daily precipitation, average daily temperature, average daily wind speed (input up to here), and daily average flow rate (output) during the first 12 years (1997.1.1-2008.12.31). The Nash-Sutcliffe Model Efficiency Coefficient (NSE) and RMSE were examined for validation using the flow discharge data of the later 12 years (2009.1.1-2020.12.31). The combination that showed the highest accuracy was the case in which all possible input data (12 years of daily precipitation, weather temperature, wind speed) were used on the LSTM model structure with 64 hidden units. The NSE and RMSE of the verification period were 0.862 and 76.8 m³/s, respectively. When the number of hidden units of LSTM exceeds 500, the performance degradation of the model due to overfitting begins to appear, and when the number of hidden units exceeds 1000, the overfitting problem becomes prominent. A model with very high performance (NSE=0.8~0.84) could be obtained when only 12 years of daily precipitation was used for model training. A model with reasonably high performance (NSE=0.63-0.85) when only one year of input data was used for model training. In particular, an accurate model (NSE=0.85) could be obtained if the one year of training data contains a wide magnitude of flow events such as extreme flow and droughts as well as normal events. If the training data includes both the normal and extreme flow rates, input data that is longer than 5 years did not significantly improve the model performance.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.354-354
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• 2022

딥러닝(Deep Learning)은 일반적으로 인공신경망(Artificial Neural Network) 를 의미하는데, 이에 따른 결과는 데이터의 양, 변수, 학습모델의 학습횟수, 은닉층(Hidden Layer)의 개수 등 여러 요소로 인해 결정된다. 본 연구에서는 물리적 장기유출 모형인 SWAT의 결과를 참값으로 LSTM모형의 매개변수인 은닉층 갯수와 학습횟수등의 시나리오를 바탕으로 검보정을 수행하였으며, 최적의 목적함수를 갖는 매개변수를 도출하였다. 이를 이용하여 유량지속곡선을 도출한결과를 SWAT의 결과와 비교해본 결과 매우 높은 상관성을 도출하였으며 이를 통해 수자원분야에서 인공신경망의 활용 가능성을 확인하였다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.40 no.3
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• pp.273-283
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• 2020

Because of climate change, the occurrence of localized and heavy rainfall is increasing. It is important to predict floods in urban areas that have suffered inundation in the past. For flood prediction, not only numerical analysis models but also machine learning-based models can be applied. The LSTM (Long Short-Term Memory) neural network used in this study is appropriate for sequence data, but it demands a lot of data. However, rainfall that causes flooding does not appear every year in a single urban basin, meaning it is difficult to collect enough data for deep learning. Therefore, in addition to the rainfall observed in the study area, the observed rainfall in another urban basin was applied in the predictive model. The LSTM neural network was used for predicting the total overflow, and the result of the SWMM (Storm Water Management Model) was applied as target data. The prediction of the inundation map was performed by using logistic regression; the independent variable was the total overflow and the dependent variable was the presence or absence of flooding in each grid. The dependent variable of logistic regression was collected through the simulation results of a two-dimensional flood model. The input data of the two-dimensional flood model were the overflow at each manhole calculated by the SWMM. According to the LSTM neural network parameters, the prediction results of total overflow were compared. Four predictive models were used in this study depending on the parameter of the LSTM. The average RMSE (Root Mean Square Error) for verification and testing was 1.4279 ㎥/s, 1.0079 ㎥/s for the four LSTM models. The minimum RMSE of the verification and testing was calculated as 1.1655 ㎥/s and 0.8797 ㎥/s. It was confirmed that the total overflow can be predicted similarly to the SWMM simulation results. The prediction of inundation extent was performed by linking the logistic regression with the results of the LSTM neural network, and the maximum area fitness was 97.33 % when more than 0.5 m depth was considered. The methodology presented in this study would be helpful in improving urban flood response based on deep learning methodology.

• Water for future
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• v.54 no.7
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• pp.53-60
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• 2021

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.19 no.3
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• pp.28-37
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• 2020

This study developed a deep learning model that predicts rental demand for public bicycles. For this, public bicycle rental data, weather data, and subway usage data were collected. After building an exponential smoothing model, ARIMA model and LSTM-based deep learning model, forecasting errors were compared and evaluated using MSE and MAE evaluation indicators. Based on the analysis results, MSE 348.74 and MAE 14.15 were calculated using the exponential smoothing model. The ARIMA model produced MSE 170.10 and MAE 9.30 values. In addition, MSE 120.22 and MAE 6.76 values were calculated using the deep learning model. Compared to the value of the exponential smoothing model, the MSE of the ARIMA model decreased by 51% and the MAE by 34%. In addition, the MSE of the deep learning model decreased by 66% and the MAE by 52%, which was found to have the least error in the deep learning model. These results show that the prediction error in public bicycle rental demand forecasting can be greatly reduced by applying the deep learning model.

• Journal of Korea Water Resources Association
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• v.55 no.12
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• pp.1115-1124
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• 2022

The impact of climate change on water resources was evaluated for Chungju Dam and Soyang-gang Dam basins by constructing an integrated modeling framework consisting of a dam inflow prediction model based on the Variable Infiltration Capacity (VIC) model, a distributed hydrologic model, and an LSTM based dam outflow prediction model. Considering the uncertainty of future climate data, four models of CMIP6 GCM were used as input data of VIC model for future period (2021-2100). As a result of applying future climate data, the average inflow for period increased as the future progressed, and the inflow in the far future (2070-2100) increased by up to 22% compared to that of the observation period (1986-2020). The minimum value of dam discharge lasting 4~50 days was significantly lower than the observed value. This indicates that droughts may occur over a longer period than observed in the past, meaning that citizens of Seoul metropolitan areas may experience severe water shortages due to future droughts. In addition, compared to the near and middle futures, the change in water storage has occurred rapidly in the far future, suggesting that the difficulties of water resource management may increase.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.34 no.3
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• pp.47-57
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• 2022

We carried out studies on prediction in concentration of dissolved oxygen (DO) with LSTM model and prediction in occurrence of hypoxia water mass (HWM) with decision tree. As results of study on prediction in DO concentration, a large number of Hidden node caused high complexity of model and required enough Epoch. And it was high accuracy in long Sequence length as prediction time step increased. The results of prediction in occurrence of HWM showed that the accuracy of nonHWM case was 66.1% in 30 day prediction, it was higher than 37.5% of HWM case. The reason is that the decision tree might overestimate DO concentration.

• Journal of Service Research and Studies
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• v.13 no.2
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• pp.99-113
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• 2023

In a customer-based industry, customer retention is the competitiveness of a company, and improving customer retention improves the competitiveness of the company. Therefore, accurate prediction and management of potential dormant customers is paramount to increasing the competitiveness of the enterprise. In particular, there are numerous competitors in the domestic card industry, and the government is introducing an automatic closing system for dormant card management. As a result of these social changes, the card industry must focus on better predicting and managing potential dormant cards, and better predicting dormant customers is emerging as an important challenge. In this study, the Recurrent Neural Network (RNN) methodology was used to predict potential dormant customers in the card industry, and in particular, Long-Short Term Memory (LSTM) was used to efficiently learn data for a long time. In addition, to redefine the variables needed to predict dormant customers in the card industry, Unified Theory of Technology (UTAUT), an integrated technology acceptance theory, was applied to redefine and group the variables used in the model. As a result, stable model accuracy and F-1 score were obtained, and Hit-Ratio proved that models using LSTM can produce stable results compared to other algorithms. It was also found that there was no moderating effect of demographic information that could occur in UTAUT, which was pointed out in previous studies. Therefore, among variable selection models using UTAUT, dormant customer prediction models using LSTM are proven to have non-biased stable results. This study revealed that there may be academic contributions to the prediction of dormant customers using LSTM algorithms that can learn well from previously untried time series data. In addition, it is a good example to show that it is possible to respond to customers who are preemptively dormant in terms of customer management because it is predicted at a time difference with the actual dormant capture, and it is expected to contribute greatly to the industry.

• Korean Chemical Engineering Research
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• v.58 no.4
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• pp.588-595
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• 2020

Prediction and control of nitrogen oxides (NO_x) emission is of great interest in industry due to stricter environmental regulations. Herein, we propose an artificial intelligence (AI)-based framework for prediction of NO_x emission. The framework includes pre-processing of data for training of neural networks and evaluation of the AI-based models. In this work, Long-Short-Term Memory (LSTM), one of the recurrent neural networks, was adopted to reflect the time series characteristics of NO_x emissions. A decision tree was used to determine a time window of LSTM prior to training of the network. The neural network was trained with operational data from a heating furnace. The optimal model was obtained by optimizing hyper-parameters. The LSTM model provided a reliable prediction of NO_x emission for both training and test data, showing an accuracy of 93% or more. The application of the proposed AI-based framework will provide new opportunities for predicting the emission of various air pollutants with time series characteristics.