• 대기
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• 제21권4호
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• pp.481-495
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• 2011

This study is performed to consider the threshold values of heavy rain warning in Korea using 98 surface meteorological station data and 590 Automatic Weather System stations (AWSs), damage data of National Emergency Management Agency for the period of 2005 to 2009. It is in need to arrange new criteria for heavy rain considering concept of rainfall intensity and rainfall damage to reflect the changed characteristics of rainfall according to the climate change. Rainfall values from the most frequent rainfall damage are at 30 mm/1 hr, 60 mm/3 hr, 70 mm/6 hr, and 110 mm/12 hr, respectively. The cumulative probability of damage occurrences of one in two due to heavy rain shows up at 20 mm/1 hr, 50 mm/3 hr, 80 mm/6 hr, and 110 mm/12 hr, respectively. When the relationship between threshold values of heavy rain warning and the possibility of rainfall damage is investigated, rainfall values for high connectivity between heavy rain warning criteria and the possibility of rainfall damage appear at 30 mm/1 hr, 50 mm/3 hr, 80 mm/6 hr, and 100 m/12 hr, respectively. It is proper to adopt the daily maximum precipitation intensity of 6 and 12 hours, because 6 hours rainfall might be include the concept of rainfall intensity for very-short-term and short-term unexpectedly happened rainfall and 12 hours rainfall could maintain the connectivity of the previous heavy rain warning system and represent long-term continuously happened rainfall. The optimum combinations of criteria for heavy rain warning of 6 and 12 hours are 80 mm/6 hr or 100 mm/12 hr, and 70 mm/6 hr or 110 mm/12 hr.

• Journal of information and communication convergence engineering
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• 제9권4호
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• pp.369-374
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• 2011

Generally the neural network and the Fuzzy compensative algorithms are applied to forecast the time series for power demand with the characteristics of a nonlinear dynamic system, but, relatively, they have a few prediction errors. They also make long term forecasts difficult because of sensitivity to the initial conditions. In this paper, we evaluate the chaotic characteristic of electrical power demand with qualitative and quantitative analysis methods and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction and a time series forecast for multi dimension using Lyapunov Exponent (L.E.) quantitatively. We compare simulated results with previous methods and verify that the present method is more practical and effective than the previous methods. We also obtain the hourly predictability of time series for power demand using the L.E. and evaluate its accuracy.

• 한국태양에너지학회 논문집
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• 제39권5호
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• pp.41-52
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• 2019

The purpose of the work is to develop a simple solar irradiance prediction model using a deep learning method, the LSTM (long term short term memory). Other than existing prediction models, the proposed one uses only the cloudiness among the information forecasted from the national meterological forecast center. The future cloudiness is generally announced with four categories and for three-hour intervals. In this work, a daily irradiance pattern is used as an input vector to the LSTM together with that cloudiness information. The proposed model showed an error of 5% for learning and 30% for prediction. This level of error has lower influence on the load prediction in typical building cases.

• 한국정보통신학회논문지
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• 제13권8호
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• pp.1647-1652
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• 2009

비선형 동력학 시스템으로 구성된 전력 수요의 시계열 데이터를 예측하기 위해 적용된 신경망 및 퍼지 적응 알고리즘 등은 예측오차가 상대적으로 크게 나타났다. 이는 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질에 기인하며 이중 초기값에 민감한 의존성은 장기적인 예측을 더욱더 어렵게 하는 요인으로 작용한다. 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질을 정량 및 정성적인 방식으로 분석 을 수행하고, 시스템 동력학적 특성의 정량분석에 이용되는 Lyapunov 지수를 이용하여 어트랙터 재구성, 다차원 카오스 시계열 데이터를 예측하는 방식으로 수요예측 시뮬레이션을 수행하고 결과를 비교 평가하여 기존 제안방식보다 실용적이며 효과적임을 확인한다.

• 한국환경과학회지
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• 제22권8호
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• pp.965-977
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• 2013

Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. It is necessary to get probabilistic forecasts to establish risk-based reservoir operation policies. Probabilistic forecasts may be useful for the users who assess and manage risks according to decision-making responding forecasting results. Probabilistic forecasting of seasonal inflow to Andong dam is performed and assessed using selected predictors from sea surface temperature and 500 hPa geopotential height data. Categorical probability forecast by Piechota's method and logistic regression analysis, and probability forecast by conditional probability density function are used to forecast seasonal inflow. Kernel density function is used in categorical probability forecast by Piechota's method and probability forecast by conditional probability density function. The results of categorical probability forecasts are assessed by Brier skill score. The assessment reveals that the categorical probability forecasts are better than the reference forecasts. The results of forecasts using conditional probability density function are assessed by qualitative approach and transformed categorical probability forecasts. The assessment of the forecasts which are transformed to categorical probability forecasts shows that the results of the forecasts by conditional probability density function are much better than those of the forecasts by Piechota's method and logistic regression analysis except for winter season data.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2009년도 춘계학술대회
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• pp.171-174
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• 2009

비선형 동력학 시스템으로 구성된 전력 수요의 시계열 데이터를 예측하기 위해 적용된 신경망 및 퍼지 적응 알고리즘 등은 예측오차가 상대적으로 크게 나타났다. 이는 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질에 기인하며 이중 초기값에 민감한 의존성은 장기적인 예측을 더욱더 어렵게 하는 요인으로 작용한다. 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질을 정량 및 정성적인 방식으로 분석을 수행하고, 시스템 동력학적 특성의 정량분석에 이용되는 Lyapunov 지수를 이용하여 어트랙터 재구성, 다차원 카오스 시계열 데이터를 예측하는 방식으로 수요예측 시뮬레이션을 수행하고 결과를 비교 평가하여 기존 제안방식보다 실용적이며 효과적임을 확인한다.

• 대기
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• 제32권3호
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• pp.191-206
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• 2022

Assimilation trials were performed using the Korea Institute of Atmospheric Prediction Systems (KIAPS) Korea Integrated Model (KIM) semi-operational forecast system to assess the impact of ground-based Global Navigation Satellite System (GNSS) Zenith Total Delay (ZTD) on forecast. To use the optimal observation in data assimilation of KIM forecast system, in this study, the ZTD observation were pre-processed. It involves the bias correction using long term background of KIM, the quality control based on background and the thinning of ZTD data. Also, to give the effect of observation directly to data assimilation, the observation operator which include non-linear model, tangent linear model, adjoint model, and jacobian code was developed and verified. As a result, impact of ZTD observation in both analysis and forecast was neutral or slightly positive on most meteorological variables, but positive on geopotential height. In addition, ZTD observations contributed to the improvement on precipitation of KIM forecast, specially over 5 mm/day precipitation intensity.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2023년도 학술발표회
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• pp.37-37
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• 2023

There is currently a high-accuracy modern forecasting method that uses machine learning algorithms or artificial neural network models to forecast river water levels or flowrate. As a result, this study aims to develop a mathematical model based on artificial neural networks to effectively forecast river water levels upstream of Tranh Culvert in North Vietnam's Bac Hung Hai irrigation system. The mathematical model was thoroughly studied and evaluated by using hydrological data from six gauge stations over a period of twenty-two years between 2000 and 2022. Furthermore, the results of the developed model were also compared to those of the long-short-term memory neural networks model. This study performs four predictions, with a forecast time ranging from 6 to 24 hours and a time step of 6 hours. To validate and test the model's performance, the Nash-Sutcliffe efficiency coefficient (NSE), mean absolute error, and root mean squared error were calculated. During the testing phase, the NSE of the model varies from 0.981 to 0.879, corresponding to forecast cases from one to four time steps ahead. The forecast results from the model are very reasonable, indicating that the model performed excellently. Therefore, the proposed model can be used to forecast water levels in North Vietnam's irrigation system or rivers impacted by tides.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2002년도 추계학술대회
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• pp.321-339
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• 2002

The result of variance decomposition through yield of Treasury of 30 year maturity of USA, S&P 500 index, stock price of KEPCO has 76.12% of impulse of KEPCO stock price at short-term horizon, but they have 51.40% at long-term horizon. After one year, they occupy 13.65%, and 33.25%. So their effects are increased. By the way, S&P 500 index and yield of Treasury of 30 year maturity of USA have relatively more effect for forecast of stock price oi KEPCO at short-term & long-term. The yield of Treasury of 30 year maturity of USA more than S&P 500 index have more effect for stock price of KEPCO. It is why. That foreign investors through fall of stock price of USA invest for emerging market is less than movement for emerging market of hedge funds through effect of fall of yield of Treasury of 30 year maturity of USA, according to relative effects for stock price of Korea companies. The result of variance decomposition through won/dollar foreign exchange rate, yield of corporate bond of 3 year maturity, Korea Stock Price index(KOSPI), stock price of KEPCO has 81.33% of impulse of KEPCO stock price at short-term horizon, but they have 41.73% at long-term horizon. After one year, they occupy 23.57% and 34.70%. So their effects are increased. By the way, KOSPI and won/dollar foreign exchange rate have relatively more effect for forecast of stock price of KEPCO at short-term & long-term. The won/dollar foreign exchange rate more than KOSPI have more effect for stock price of KEPCO. It is why. The recovery of economic condition through improvement of company revenue causes of rising of KOSPI. But, if persistence of low interest rate continues, fall of won/dollar foreign exchange rate will be more aggravated. And it will give positive effect for stock price of KEPCO. This gives more positive effect at two main reason. Firstly, through fall of won/dollar foreign exchange rate and rising of credit rating of Korea will be followed. Therefore, foreign investors will invest more funds to Korea. Secondly, inflow of foreign investment funds through profit of won/dollar foreign exchange rate and stock investment will be occurred. If appreciation of won against dollar is forecasted, foreign investors will buy won. Through this won, investors will do investment. Won/dollar foreign exchange rate is affected through external factors of yen/dollar foreign exchange rate, etc. Therefore, the exclusion of instable factors for foreign investors through rising of credit rating of Korea is necessary things.

• Asia pacific journal of information systems
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• 제7권1호
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• pp.67-83
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• 1997

The utility of learning techniques in investment analysis has been demonstrated in many areas, ranging from forecasting individual stocks to entire market indexes. To date, however, the application of artificial intelligence to financial forecasting has focused largely on short predictive horizons. Usually the forecast window is a single period ahead; if the input data involve daily observations, the forecast is for one day ahead; if monthly observations, then a month ahead; and so on. Thus far little work has been conducted on the efficacy of long-term prediction involving multiperiod forecasting. This paper examines the impact of alternative procedures for extended prediction using knowledge discovery techniques. One dimension in the study involves temporal granularity: a single jump from the present period to the end of the forecast window versus a web of short-term forecasts involving a sequence of single-period predictions. Another parameter relates to the numerosity of input variables: a technical approach involving only lagged observations of the target variable versus a fundamental approach involving multiple variables. The dual possibilities along each of the granularity and numerosity dimensions entail a total of 4 models. These models are first evaluated using neural networks, then compared against a multi-input jump model using case based reasoning. The computational models are examined in the context of forecasting the S&P 500 index.