• 한국농림기상학회지
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• 제25권4호
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• pp.368-375
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• 2023

본 연구에서는 농촌진흥청과 홍콩과학기술대학교의 공동 개발로 생산된 1개월 예측 자료의 오차를 분석하고, 통계적 보정 기법을 활용한 오차 개선 효과를 살펴보고자 하였다. 이를 위해 2013년부터 2021년까지의 과거 예측(hindcast) 자료, 기상관측자료, 다양한 환경정보들을 수집하고 다양한 환경 조건에서의 오차 특성을 분석하였다. 최고기온과 최저기온의 경우, 해발고도와 위도가 높을 수록 예측 오차가 더 크게 나타났다. 평균적으로, 선형회귀모형과 XGBoost로 보정한 예측자료는 보정 전 예측자료보다 각각 0.203, 0.438(최고기온) 및 0.069, 0.390(최저기온) 정도의 RMSE가 감소했으며, 높은 고도와 위도에서의 오차 개선이 더 크게 나타났다. 모든 분석 조건에서 XGBoost가 선형회귀모형보다 우수한 오차 개선 효과를 나타냈다. 본 연구를 통해 예측 자료의 오차가 지형적 조건에 영향을 받는다는 사실을 확인하였고, XGBoost와 같은 기계학습법이 다양한 환경인자들을 고려하여 효과적으로 오차를 개선할 수 있다는 것을 확인하였다.

• 대기
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• 제28권4호
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• pp.509-520
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• 2018

The performance of the newly designed Pusan National University Coupled General Circulation Model (PNU CGCM) Ensemble Forecast System which produce 40 ensemble members for 12-month lead prediction is evaluated and analyzed in terms of boreal winter temperature over South Korea (S. Korea). The influence of ensemble size on prediction skill is examined with 40 ensemble members and the result shows that spreads of predictability are larger when the size of ensemble member is smaller. Moreover, it is suggested that more than 20 ensemble members are required for better prediction of statistically significant inter-annual variability of wintertime temperature over S. Korea. As for the ensemble average (ENS), it shows superior forecast skill compared to each ensemble member and has significant temporal correlation with Automated Surface Observing System (ASOS) temperature at 99% confidence level. In addition to forecast skill for inter-annual variability of wintertime temperature over S. Korea, winter climatology around East Asia and synoptic characteristics of warm (above normal) and cold (below normal) winters are reasonably captured by PNU CGCM. For the categorical forecast with $3{\times}3$ contingency table, the deterministic forecast generally shows better performance than probabilistic forecast except for warm winter (hit rate of probabilistic forecast: 71%). It is also found that, in case of concentrated distribution of 40 ensemble members to one category out of the three, the probabilistic forecast tends to have relatively high predictability. Meanwhile, in the case when the ensemble members distribute evenly throughout the categories, the predictability becomes lower in the probabilistic forecast.

• 산경연구논집
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• 제9권10호
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• pp.83-89
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• 2018

Purpose - The purpose of this study examines when the optimism impact on financial asset price forecasting and the boundary condition of optimism in the financial asset price forecasting. People generally tend to optimistically forecast their future. Optimism is a nature of human beings and optimistic forecasting observed in daily life. But is it always observed in financial asset price forecasting? In this study, two factors were focused on considering whether the optimism that people have applied to predicting future performance of financial investment products (e.g., mutual fund). First, this study examined whether the degree of optimism varied depending on the direction of the prior price trend. Second, this study examined whether the degree of optimism varied according to the forecast period by dividing the future forecasted by people into three time horizon based on forecast period. Research design, data, and methodology - 2 (prior price trend: rising-up trend vs falling-down trend) × 3 (forecast time horizon: short term vs medium term vs long term) experimental design was used. Prior price trend was used between subject and forecast time horizon was used within subject design. 169 undergraduate students participated in the experiment. χ² analysis was used. In this study, prior price trend divided into two types: rising-up trend versus falling-down trend. Forecast time horizon divided into three types: short term (after one month), medium term (after one year), and long term (after five years). Results - Optimistic price forecasting and boundary condition was found. Participants who were exposed to falling-down trend did not make optimistic predictions in the short term, but over time they tended to be more optimistic about the future in the medium term and long term. However, participants who were exposed to rising-up trend were over-optimistic in the short term, but over time, less optimistic in the medium and long term. Optimistic price forecasting was found when participants forecasted in the long term. Exposure to prior price trends (rising-up trend vs falling-down trend) was a boundary condition of optimistic price forecasting. Conclusions - The results indicated that individuals were more likely to be impacted by prior price tends in the short term time horizon, while being optimistic in the long term time horizon.

• 대기
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• 제32권2호
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• pp.149-162
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• 2022

This study investigated the prediction skill of the Asian dust seasonal forecasting model (GloSea5-ADAM) on the Asian dust and meteorological variables related to the dust generation for the period of 1991~2016. Additionally, we evaluated the prediction skill of those variables depending on the combination of the initial dates in the sub-seasonal scale for the dust source region affecting South Korea. The Asian dust and meteorological variables (10 m wind speed, 1.5 m relative humidity, and 1.5 m air temperature) from GloSea5-ADAM were compared to that from Synoptic observation and European Centre for medium range weather forecasts reanalysis v5, respectively, based on Mean Bias Error (MBE), Root Mean Square Error (RMSE), and Anomaly Correlation Coefficient (ACC) as evaluation criteria. In general, the Asian dust and meteorological variables in the source region showed high ACC in the prediction scale within one month. For all variables, the use of the initial dates closest to the prediction month led to the best performances based on MBE, RMSE, and ACC, and the performances could be improved by adjusting the number of ensembles considering the combination of the initial date. ACC was as high as 0.4 in Spring when using the closest two initial dates. In particular, the GloSea5-ADAM shows the best performance of Asian dust generation with an ACC of 0.60 in the occurrence frequency of Asian dust in March when using the closest initial dates for initial conditions.

• 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.

• 대기
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• 제22권3호
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• pp.345-356
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• 2012

The UK Met Office Unified Model at the KMA has been operationally utilized as the next generation numerical prediction system since 2010 after it was first introduced in May, 2008. Researches need to be carried out regarding various physical processes inside the model in order to improve the predictability of the newly introduced Unified Model. We first performed a preliminary experiment for the domain ($170{\times}170$, 10 km, 38 layers) smaller than that of the operating system using the version 7.4 of the UM local model to optimize its physical processes. The result showed that about 7~8% of the improvement ratio was found at each stage by integrating four factors (u, v, th, q), and the final improvement ratio was 25%. Verification was carried out for one month of August, 2008 by applying the optimized combination to the domain identical to the operating system, and the result showed that the precipitation verification score (ETS, equitable threat score) was improved by 9%, approximately.

• 한국수자원학회논문집
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• 제49권5호
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• pp.361-372
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• 2016

신뢰성 있는 댐유입량의 장기예측은 효율적인 댐운영에 필수적이다. 2000년대 이후 엘리뇨-남방진동(ENSO) 등의 전구기후지수와 지역수문기후와의 원격상관성이 규명되면서, 이를 활용한 미래의 수문조건을 예측하기 위한 연구가 활발히 시도되고 있다. 본 연구에서는 안동댐유역을 대상으로 미국 NOAA에서 제공하는 40개 전구기후지수의 원격상관을 분석하고, 이를 기반으로 1개월 선행 댐유입량의 예측성능 및 활용성을 평가하였다. 본 연구에서는 1) 원격상관을 통해 강수와 기온을 예측하고 SWAT 모델을 이용하여 예측 댐유입량을 산정하는 방법(SWAT-Forecasted), 직접 댐유입량을 예측하는 기법(CIR-Forecasted), 예측시점의 관측값이 과거자료에서 해당하는 순위(rank)에 근거한 방법(Rank-Observed)을 비교하였다. 결과적으로 통계적 방법으로 댐유입량을 직접 예측하는 접근 방식(CIR-Forecasted)이 12월을 제외하고는 다른 방법에 비해 우수한 예측성을 보였다. 이것은 강수량 및 기온 예측정보를 일단위로 상세화하는 가정과 유출모델링과정에서 발생하는 불확실성이 예측결과에 포함되지 않기 때문인 것으로 판단된다. 본 연구결과는 원격상관기반의 1개월 선행 댐유입량 예측이 안동댐 운영에 유용한 정보를 제공할 수 있는 것을 시사하였다.

• 한국농공학회논문집
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• 제54권2호
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• pp.67-75
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• 2012

Different from other natural hazards including floods, drought advances slowly and spreads widely, so that the preparedness is quite important and effective to mitigate the impacts from drought. Evaluation and forecast the status of drought for the present and future utilizing the meteorological scenario for agricultural drought can be useful to set a plan for agricultural drought mitigation in agriculture water resource management. In this study, drought climate scenario model on the basis of historical drought records for preparing agricultural drought mitigation was developed. To consider dependency and correlation between various climate variables, this model was utilized the historical climate pattern using reference year setting of four drought levels. The reference year for drought level was determined based on the frequency analysis result of monthly effective rainfall. On the basis of this model, drought climate scenarios at Suwon and Icheon station were set up and these scenarios were applied on the water balance simulation of reservoir water storage for Madun reservoir as well as the soil moisture model for Gosam reservoir watershed. The results showed that drought climate scenarios in this study could be more useful for long-term forecast of longer than 2~3 months period rather than short-term forecast of below one month.

• 대기
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• 제22권1호
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• pp.117-128
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• 2012

Does snow depth initialization have a quantitative impact on sub-seasonal to seasonal prediction skill? To answer this question, a snow depth initialization technique for seasonal forecast system has been implemented and the impact of the initialization on the seasonal forecast of surface air temperature during the wintertime is examined. Since the snow depth observation can not be directly used in the model simulation due to the large systematic bias and much smaller model variability, an anomaly rescaling method to the snow depth initialization is applied. Snow depth in the model is initialized by adding a rescaled snow depth observation anomaly to the model snow depth climatology. A suite of seasonal forecast is performed for each year in recent 12 years (1999-2010) with and without the snow depth initialization to evaluate the performance of the developed technique. The results show that the seasonal forecast of surface air temperature over East Asian region sensitively depends on the initial snow depth anomaly over the region. However, the sensitivity shows large differences for different timing of the initialization and forecast lead time. Especially, the snow depth anomaly initialized in the late winter (Mar. 1) is the most effective in modulating the surface air temperature anomaly after one month. The real predictability gained by the snow depth initialization is also examined from the comparison with observation. The gain of the real predictability is generally small except for the forecasting experiment in the early winter (Nov. 1), which shows some skillful forecasts. Implications of these results and future directions for further development are discussed.

• 대기
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• 제26권1호
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• pp.35-45
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• 2016

Initialization of the global seasonal forecast system is as much important as the quality of the embedded climate model for the climate prediction in sub-seasonal time scale. Recent studies have emphasized the important role of soil moisture initialization, suggesting a significant increase in the prediction skill particularly in the mid-latitude land area where the influence of sea surface temperature in the tropics is less crucial and the potential predictability is supplemented by land-atmosphere interaction. This study developed a new soil moisture initialization method applicable to the KMA operational seasonal forecasting system. The method includes first the long-term integration of the offline land surface model driven by observed atmospheric forcing and precipitation. This soil moisture reanalysis is given for the initial state in the ensemble seasonal forecasts through a simple anomaly initialization technique to avoid the simulation drift caused by the systematic model bias. To evaluate the impact of the soil moisture initialization, two sets of long-term, 10-member ensemble experiment runs have been conducted for 1996~2009. As a result, the soil moisture initialization improves the prediction skill of surface air temperature significantly at the zero to one month forecast lead (up to ~60 days forecast lead), although the skill increase in precipitation is less significant. This study suggests that improvements of the prediction in the sub-seasonal timescale require the improvement in the quality of initial data as well as the adequate treatment of the model systematic bias.