• Title/Summary/Keyword: Long time Performance

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Comparison of long-term forecasting performance of export growth rate using time series analysis models and machine learning analysis (시계열 분석 모형 및 머신 러닝 분석을 이용한 수출 증가율 장기예측 성능 비교)

  • Seong-Hwi Nam
    • Korea Trade Review
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    • v.46 no.6
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    • pp.191-209
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    • 2021
  • In this paper, various time series analysis models and machine learning models are presented for long-term prediction of export growth rate, and the prediction performance is compared and reviewed by RMSE and MAE. Export growth rate is one of the major economic indicators to evaluate the economic status. And It is also used to predict economic forecast. The export growth rate may have a negative (-) value as well as a positive (+) value. Therefore, Instead of using the ReLU function, which is often used for time series prediction of deep learning models, the PReLU function, which can have a negative (-) value as an output value, was used as the activation function of deep learning models. The time series prediction performance of each model for three types of data was compared and reviewed. The forecast data of long-term prediction of export growth rate was deduced by three forecast methods such as a fixed forecast method, a recursive forecast method and a rolling forecast method. As a result of the forecast, the traditional time series analysis model, ARDL, showed excellent performance, but as the time period of learning data increases, the performance of machine learning models including LSTM was relatively improved.

Phase Switching Mechanism for WiFi-based Long Distance Networks in Industrial Real-Time Applications

  • Wang, Jintao;Jin, Xi;Zeng, Peng;Wang, Zhaowei;Wan, Ming
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.1
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    • pp.78-101
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    • 2017
  • High-quality industrial control is critical to ensuring production quality, reducing production costs, improving management levels and stabilizing equipment and long-term operations. WiFi-based Long Distance (WiLD) networks have been used as remote industrial control networks. Real-time performance is essential to industrial control. However, the original mechanism of WiLD networks does not minimize end-to-end delay and restricts improvement of real-time performance. In this paper, we propose two algorithms to obtain the transmitting/receiving phase cycle length for each node such that real time constraints can be satisfied and phase switching overhead can be minimized. The first algorithm is based on the branch and bound method, which identifies an optimal solution. The second is a fast heuristic algorithm. The experimental results show that the execution time of the algorithm based on branch and bound is less than that of the heuristic algorithm when the network is complex and that the performance of the heuristic algorithm is close to the optimal solution.

A Study of Effects of Stock Option on Firm's Performance (주식매수선택권이 기업성과에 미친 영향에 대한 연구)

  • Shin, Yeon-Soo
    • The Journal of Information Technology
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    • v.9 no.4
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    • pp.75-85
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    • 2006
  • This study is to test the influence of stock option granting information on the firm's performance. The important issue in stock option is that agent cost is the important determinant factor for the long term performance. The agent cost arises between the manager and shareholders. So many study are concentrated in diminishing the agent cost, and develop some substitute tools to measure the agent cost. The event study about stock option analyzes returns around event date at a time. Event study provides estimation periods and cumulative returns. Announcements about stock option are generally associated with positive abnormal returns in short term period, but not showing positive effect in long term period. It is important to investigate the responses of stocks to new information contained in the announcements of stock option. Therefore it is important to study the long term performance in the case of stock option. The event time portfolio approach exists the CAR model, BHAR model and WR model. And the calendar time portfolio approach has the 3 factor model, 4 factor model, CTAR model, and RATS model. This study is forced to develop and arrange two approach method in evaluating the performance, the event time portfolio approach and calendar time portfolio approach.

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Studie8 on Long-Term Performance Evaluation of Geotextiles -for Filter and Drainage- (필터 및 배수용 토목섬유의 장기적 성능 평가에 관한 연구)

  • 권우남
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.35 no.3
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    • pp.130-139
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    • 1993
  • In order to evaluate the long-term permeability performace of the geotextiles, for five different combination of geotextiles and soils the long-term column test method The results obtained are as follows; 1.The gradient range of the initial stage of the long-term permeability curves varied with respect to the soil types, while that of the final stage varied according to the interaction of the soil/geotextile system. 2.The time required for a given soil/geotextile system to reach a interactive stable stage was measured ahout 100 hours for the standard sand and 150 to 600 hours for the silty content soils, respectively. 3.There were no differences between the plain woven geotextile and the non-geotextile in the long-term permeability performance. 4.As the silt content increased, the long-term performance of the geotextiles decreased, and the limiting silt content was about 15%. 5.The thickness and area density of the geotextiles did not influence on the variation of the seepage quantities. 6.The ayerage slope and the transition time of the long-time flow curve were calculated. 7.In order to evaluate the mechanism of soil/geotextile system more perfectly, the gradient ratio test or the hydraulic conductivity test is required.

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Long Term Impact of Distribution Information Technology Investment on Firm Value (무선인식 유통정보기술 투자가 장기 주가수익률에 미치는 영향에 관한 연구)

  • Son, Sam-Ho
    • Journal of Distribution Science
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    • v.17 no.3
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    • pp.69-83
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    • 2019
  • Purpose - This paper investigates the long term impact of RFID investment on firm value in Korea. We wand to find out why the long term performance of some firm's RFID investment is better than others. To understand the dynamics of the long term returns from RFID investment announcements, we divide our events into groups for each of the independent firm characteristic variable such as investment time period, kind of markets, industries, solvency and growth potential. We composed portfolios based on the RFID investment announcement date for each group and evaluate the monthly abnormal excess returns. Research design, data, and methodology - Based on these calendar-time portfolios, we measure the long term returns from 86 RFID investment announcements of 46 firms from 2003 to 2017. We construct the calendar-time portfolio for 3, 6, 9, 12 months of holding periods. Using the weighted least squares method, we regress the raw monthly returns of the portfolios on the Fama-French model and Carhart(1997) model. As a result, we can get the estimated risk adjusted mean monthly abnormal excess return αP for each of the calendar-time portfolio. Results - We found that early adopters, large firms, non-manufacturing firms have very significant excess returns. We also found modestly significant excess returns for financially stable firms and slow growing firms. Put together, top managers of the firms which plan to invest RFID should understand the strategic role of RFID adoption and the generalized business process of distribution information technology investment in Korea. Moreover, the findings of this paper provide useful trading strategies to the managers of large funds who are considering on investing in RFID adopting firms. Conclusions - Put together, the results of this paper give us a new insight into how the RFID and IT technology in general and other characteristic factors' interactions affect the long term performance of firms. Using the unbiased estimates of long term returns of the calendar-time portfolios, this paper extends the understandings on short term impact of RFID adoption of existing studies. This paper also extends the current understandings of firm characteristics that affect the long term performance of RFID adopting firms.

An Experimental Study on the Long-Term Performance Variation of the Plate-Type Enthalpy Exchange Element Made of Paper (판형 종이 재질 전열교환 소자의 장기 성능 변화에 대한 실험적 연구)

  • Kim, Nae-Hyun
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.28 no.4
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    • pp.165-170
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    • 2016
  • Long-term performance of the enthalpy exchange element is a topic of current interest due to the concern of possible performance degradation over time. In this study, a 350 CMH enthalpy recovery ventilator equipped with an enthalpy exchange element was installed in an office room, and the performance has been traced over the past 5 years. The appearance, overall dimension, thermal performance, leakage ratio and anti-bacterial performance were checked annually. Results showed that the change in thermal performance (sensible, latent and enthalpy efficiency) was negligible with periodic cleaning with an air gun. However, the leakage ratio increased with time, measuring 7.3% after 5 years. Anti-bacterial test revealed that no bacteria were found during the test period. The largest change in the dimension occurred at the middle location of the element, although the change was less than 2% of the initial value.

The design method of dead-time compensator for processes with multiplicative uncertainty and long dead time (승산 불확실성을 가지는 시간 지연 시스템의 제어기 설계 방법)

  • 김인희;마진석;최병태;김우현;구본호;권우현
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.237-237
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    • 2000
  • In this paper, The modified dead-time compensator for plants with an integrator and long dead time is proposed. The design procedure takes account of the closed-loop performance and robustness. The tuning of the controller can be done using some information about the plant and its uncertainties. The proposed controller is compared to others recently presented in the literature. Some simulation results verify good closed-performance and robustness of the proposed DTC.

A Study about Measurement Model of Long Term Performance in Stock Split (주식분할의 장기성과 측정 모델에 대한 연구)

  • Shin, Yeon-Soo
    • The Journal of Information Technology
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    • v.9 no.3
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    • pp.77-89
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    • 2006
  • The event study analyzes returns around event date at a time. Event study provides estimation periods and cumulative returns. Stock split announcements are generally associated with positive abnormal returns. It is important to investigate the responses of stocks to new information contained in the announcements of stock splits. So It is important to study the long term performance in the case of Stock Split. This Study forced to two approach method in evaluating the performance, the event time portfolio approach and calendar time portfolio approach. The event time portfolio approach exists the CAR model, BHAR model and WR model. And the calendar time portfolio approach has the 3 factor model, 4 factor model, CTAR model, and RATS model.

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Automatic Diameter Control System with Long Time-Delay for Crystal Grower (FF - CZ150) (긴 시간지연을 갖는 단결정 실리콘 성장기(Crystal Grower - FF CZ150)의 자동 직경 제어 시스템)

  • Park, Jong-Sik;Kim, Jong-Hun;Yang, Seung-Hyun;Lee, Suk-Won
    • Proceedings of the KIEE Conference
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    • 2002.07d
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    • pp.2089-2092
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    • 2002
  • The PID controller have the simple structure and show the comparatively good control performance. Crystal Grower(FF-CZ150) melt polycrystalline silicon at the temperature of about 1450$^{\circ}C$, then grow it into a single crystalline ingot. The automatic diameter control system of the Crystal Grower has a good performance with only PD control. But it contain the integrator in the plant which has a long time delay. In this paper, we show the secondary approximate model and applies time delay controller which has good performance for the plant with long time delay. It will be able to improve the response characteristic against a standard input and a load disturbance.

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Bivariate long range dependent time series forecasting using deep learning (딥러닝을 이용한 이변량 장기종속시계열 예측)

  • Kim, Jiyoung;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.69-81
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    • 2019
  • We consider bivariate long range dependent (LRD) time series forecasting using a deep learning method. A long short-term memory (LSTM) network well-suited to time series data is applied to forecast bivariate time series; in addition, we compare the forecasting performance with bivariate fractional autoregressive integrated moving average (FARIMA) models. Out-of-sample forecasting errors are compared with various performance measures for functional MRI (fMRI) data and daily realized volatility data. The results show a subtle difference in the predicted values of the FIVARMA model and VARFIMA model. LSTM is computationally demanding due to hyper-parameter selection, but is more stable and the forecasting performance is competitively good to that of parametric long range dependent time series models.