• 제목/요약/키워드: Optimal forecasting system

검색결과 139건 처리시간 0.025초

자본시장 IT시스템 효율적 용량계획 모델: 심리지수 활용을 중심으로 (Effective Capacity Planning of Capital Market IT System: Reflecting Sentiment Index)

  • 이국형;김미예;박재영;김범수
    • 지식경영연구
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    • 제23권1호
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    • pp.89-109
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    • 2022
  • 최근 COVID-19, 동학개미운동 등 투자환경의 변화로 시스템 처리 허용 수준을 상회하는 트랜잭션이 발생하고 이로 인해 전산장애가 자본시장에서 빈번하게 나타나고 있다. 자본시장 IT시스템들은 장애 영향도가 매우 큰 시스템들로서, 2020년에 예측하지 못한 큰 규모의 트랜잭션이 상당한 기간 유입되어 전산장애가 급증하였다. 다수의 기업들이 높은 수준의 IT시스템 용량계획 정책을 유지하고 있던 상황임에도 불구하고, 이를 상회하는 트랜잭션이 유입된 것은 용량계획에 대한 새로운 접근 방법이 필요함을 시사하고 있다. 이에 본 연구는 다양한 머신러닝 기법을 활용하여 자본시장 IT시스템 용량계획 모델들을 개발하고 성능을 비교 분석한다. 또한, 동학개미운동과 같이 예측하기 힘든 투자자의 행동을 반영할 수 있는 심리지수를 예측에 활용함으로써 용량계획 모델의 성능을 높인다. COVID-19 기간을 포함한 실증데이터를 이용하여 본 연구에서 개발한 용량계획 모델은 실무에서 활용 가능한 수준의 높은 성능과 안정성을 가질 수 있다. 본 연구는 기업의 비용 효율성과 IT시스템 용량 변경에 수반되는 운영상의 제약을 모두 고려한 최적의 파라미터를 제시하였는데, 이것은 자본시장 도메인에서 유용하게 사용될 수 있다. 또한, 본 연구는 투자자의 심리를 반영하는 심리지수가 IT 시스템 용량계획에 중요한 예측요인이 될 수 있는 것을 입증함으로써, 심리지수가 다양한 수요예측에 적극적으로 활용될 수 있음을 보여준다.

다수의 분류 기법의 예측 결과를 결합하기 위한 혼합 정수 계획법의 사용 (Aggregating Prediction Outputs of Multiple Classification Techniques Using Mixed Integer Programming)

  • Jo, Hongkyu;Han, Ingoo
    • 지능정보연구
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    • 제9권1호
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    • pp.71-89
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    • 2003
  • 경영 분류 문제에 대한 많은 연구들은 여러가지 기법들간의 성과 비교에 대한 것이었지만, 각각의 연구들마다 가장 좋은 기법이 어떤 것인가에 대해서는 상이한 결론을 내고 있다. 다수의 분류 기법 중에서 가장 좋은 것을 사용하는 방법에 대한 대안으로,분류 기법을 통합하여 성과를 향상시키는 방법이 있다. 본 연구에서는 개별 분류 기법의 결과를 선형 결합하여 예측력을 높이는 방법을 제시하였다. 최 적 선형 결합 가중치를 계산하기 위해 혼합 정수 계 획 법을 사용하였다. 목적 함수로 사용한 오분류 비용의 최소화에서 오분류 비용은 부도 기업을 모형에서 정상으로 예측한 오류와 정상기업을 모형에서 부도 기업으로 예측한 오류의 합으로 정의하였다. 문제 풀이 과정을 단순화하기 위하여 본 논문에서는 절사점 (cutoff value)을 고정하였고, 경계 함수 (threshold function)를 배제하였다. 정수계획법의 계산을 위해 branch 8, bound 방법을 사용하였다. 선형 결합에 의한 모형의 예측력이 개별 기법에 의해 구축된 모형의 예측력을 상회하였고, 그 차이가 통계적으로도 유의하였다.

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정보통신산업에 있어서 대학의 연구전략-영향요인-성과에 관한 연구: ITRC사업 중심으로 (A Study of R&D Strategy-Environmental Factors-Performances of the Academia in the Information and Telecommunication Industry: An Analysis of ITRC Projects)

  • 이영덕
    • 기술혁신학회지
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    • 제11권4호
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    • pp.431-449
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    • 2008
  • 본 연구는 정보통신 연구개발사업인 ITRC사업을 대상으로 대학연구개발의 동기, 전략, 및 성과간의 관계를 분석을 하였다. 이를 위하여 기존연구를 기반으로 '동기-전략, 환경요인-전략, 및 환경요인-성과 간의 관계'에 관한 연구모형을 설정하였으며, 아울러 설문조사에서 얻어진 데이터를 활용한 통계분석을 통하여 가설을 검증하였다. 가설검증 결과에 대한 종합적인 판단을 통하여 대학에서의 연구개발전략 수립 및 수행에 관련된 정책적인 제언을 하고자 하였으며, 아울러 실제 대학 연구개발성과의 활용도 및 기여도 제고를 위한 정책적 제언도 병행하였다.

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A Study on CNN based Production Yield Prediction Algorithm for Increasing Process Efficiency of Biogas Plant

  • Shin, Jaekwon;Kim, Jintae;Lee, Beomhee;Lee, Junghoon;Lee, Jisung;Jeong, Seongyeob;Chang, Soonwoong
    • International journal of advanced smart convergence
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    • 제7권1호
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    • pp.42-47
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    • 2018
  • Recently, as the demand for limited resources continues to rise and problems of resource depletion rise worldwide, the importance of renewable energy is gradually increasing. In order to solve these problems, various methods such as energy conservation and alternative energy development have been suggested, and biogas, which can utilize the gas produced from biomass as fuel, is also receiving attention as the next generation of innovative renewable energy. New and renewable energy using biogas is an energy production method that is expected to be possible in large scale because it can supply energy with high efficiency in compliance with energy supply method of recycling conventional resources. In order to more efficiently produce and manage these biogas, a biogas plant has emerged. In recent years, a large number of biogas plants have been installed and operated in various locations. Organic wastes corresponding to biogas production resources in a biogas plant exist in a wide variety of types, and each of the incoming raw materials is processed in different processes. Because such a process is required, the case where the biogas plant process is inefficiently operated is continuously occurring, and the economic cost consumed for the operation of the biogas production relative to the generated biogas production is further increased. In order to solve such problems, various attempts such as process analysis and feedback based on the feedstock have been continued but it is a passive method and very limited to operate a medium/large scale biogas plant. In this paper, we propose "CNN-based production yield prediction algorithm for increasing process efficiency of biogas plant" for efficient operation of biogas plant process. Based on CNN-based production yield forecasting, which is one of the deep-leaning technologies, it enables mechanical analysis of the process operation process and provides a solution for optimal process operation due to process-related accumulated data analyzed by the automated process.

주문생산 방식의 생산계획 수립을 위한 시뮬레이션 모델 설계 : 판유리 제조 공정을 중심으로 (Simulation Modeling for Production Scheduling under Make-To-Order Production Environment : Focusing on the Flat Glass Production Environment)

  • 최용희;황승준
    • 산업경영시스템학회지
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    • 제42권1호
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    • pp.64-73
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    • 2019
  • The manufacturing companies under Make-To-Order (MTO) production environment face highly variable requirements of the customers. It makes them difficult to establish preemptive production strategy through inventory management and demand forecasting. Therefore, the ability to establish an optimal production schedule that incorporates the various requirements of the customers is emphasized as the key success factor. In this study, we suggest a process of designing the simulation model for establishing production schedule and apply this model to the case of a flat glass processing company. The flat glass manufacturing industry is under MTO production environment. Academic research of flat glass industry is focused on minimizing the waste in the cutting process. In addition, in the practical view, the flat glass manufacturing companies tend to establish the production schedule based on the intuition of production manager and it results in failure of meeting the due date. Based on these findings, the case study aims to present the process of drawing up a production schedule through simulation modeling. The actual data of Korean flat glass processing company were used to make a monthly production schedule. To do this, five scenarios based on dispatching rules are considered and each scenario is evaluated by three key performance indicators for delivery compliance. We used B2MML (Business To Manufacturing Markup Language) schema for integrating manufacturing systems and simulations are carried out by using SIMIO simulation software. The results provide the basis for determining a suitable production schedule from the production manager's perspective.

A Comparative Study of Social Network Tools for Analysing Chinese Elites

  • Lee, HeeJeong Jasmine;Kim, In
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권10호
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    • pp.3571-3587
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    • 2021
  • For accurately analysing and forecasting the social networks of China's political, economic and social power elites, it is necessary to develop a database that collates their information. The development of such a database involves three stages: data definition, data collection and data quality maintenance. The present study recommends distinctive solutions in overcoming the challenges that occur in existing comparable databases. We used organizational and event factors to identify the Chinese power elites to be included in the database, and used their memberships, social relations and interactions in combination with flows data collection methodologies to determine the associations between them. The system can be used to determine the optimal relationship path (i.e., the shortest path) to reach a target elite and to identify of the most important power elite in a social network (e.g., degree, closeness and eigenvector centrality) or a community (e.g., a clique or a cluster). We have used three social network analysis tools (i.e., R, UCINET and NetMiner) in order to find the important nodes in the network. We compared the results of centrality rankings of each tool. We found that all three tools are providing slightly different results of centrality. This is because different tools use different algorithms and even within the same tool there are various libraries which provide the same functionality (i.e., ggraph, igraph and sna in R that provide the different function to calculate centrality). As there are chances that the results may not be the same (i.e. centrality rankings indicating the most important nodes can be varied), we recommend a comparison test using different tools to get accurate results.

Improved Deep Learning-based Approach for Spatial-Temporal Trajectory Planning via Predictive Modeling of Future Location

  • Zain Ul Abideen;Xiaodong Sun;Chao Sun;Hafiz Shafiq Ur Rehman Khalil
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권7호
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    • pp.1726-1748
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    • 2024
  • Trajectory planning is vital for autonomous systems like robotics and UAVs, as it determines optimal, safe paths considering physical limitations, environmental factors, and agent interactions. Recent advancements in trajectory planning and future location prediction stem from rapid progress in machine learning and optimization algorithms. In this paper, we proposed a novel framework for Spatial-temporal transformer-based feed-forward neural networks (STTFFNs). From the traffic flow local area point of view, skip-gram model is trained on trajectory data to generate embeddings that capture the high-level features of different trajectories. These embeddings can then be used as input to a transformer-based trajectory planning model, which can generate trajectories for new objects based on the embeddings of similar trajectories in the training data. In the next step, distant regions, we embedded feedforward network is responsible for generating the distant trajectories by taking as input a set of features that represent the object's current state and historical data. One advantage of using feedforward networks for distant trajectory planning is their ability to capture long-term dependencies in the data. In the final step of forecasting for future locations, the encoder and decoder are crucial parts of the proposed technique. Spatial destinations are encoded utilizing location-based social networks(LBSN) based on visiting semantic locations. The model has been specially trained to forecast future locations using precise longitude and latitude values. Following rigorous testing on two real-world datasets, Porto and Manhattan, it was discovered that the model outperformed a prediction accuracy of 8.7% previous state-of-the-art methods.

냉각 시스템 및 에너지 저장 시스템을 갖춘 상업용 빌딩의 수요자원 거래시장 대응을 위한 운영 스케줄링 (Operation Scheduling in a Commercial Building with Chiller System and Energy Storage System for a Demand Response Market)

  • 손준호;노대석
    • 한국산학기술학회논문지
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    • 제19권8호
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    • pp.312-321
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    • 2018
  • 한국의 수요자원(Demand Response, DR) 거래시장은 자연재해 또는 예기치 않은 발전소 사고로 인한 전력수급 위기 시 최대수요를 억제하며, 발전소 건설비용 절감 및 운영예비력 확보를 위한 목적으로 운영되고 있다. 수요자원 거래시장에 참여한 수용가는 전력거래소로부터 수요 감축 1시간 전 급전지시를 통보 받으며, 요청된 수요자원 감축을 통하여 기본급과 실적금을 정산 받는다. 본 논문에서는 냉각 시스템과 ESS을 갖춘 수용가가 계시별요금제와 수요자원 거래시장에 동시 참여 시, 최적 운영계획 수립을 위한 DR 에너지관리 알고리즘을 제안 하였다. 제안된 알고리즘은 주위온도 예측오차가 있는 전일 운영 스케줄링과 DR 운영일 리스케줄링의 두 가지 운영 스케줄링으로 구성된다. 전일 운영 스케줄링의 경우, 냉각 시스템, ESS의 운영스케줄링은 과거 주위온도 데이터를 기반으로 생성된 주위온도 시나리오와 불확실한 DR감축 시나리오에 의해 결정된다. 또한 DR 운영일에 대한 리스케줄링은 수용가의 DR 수익과 건물내부 열괘적성이 보장되며 제안된 방법은 혼합정수 선형 프로그래밍(Mixed Integer Linear Programming, MILP)에 의해 기대 에너지 비용을 최소화한다.

특정 대상에 대한 개인 수준의 문화적 성향이 사용자 경험에 미치는 조절효과에 대한 실증적 연구: 미국, 독일, 러시아의 4개 디지털 기기 사용자를 대상으로 (An Empirical Study on How the Moderating Effects of Individual Cultural Characteristics towards a Specific Target Affects User Experience: Based on the Survey Results of Four Types of Digital Device Users in the US, Germany, and Russia)

  • 이인성;최지웅;김소령;이기호;김진우
    • Asia pacific journal of information systems
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    • 제19권1호
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    • pp.113-145
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    • 2009
  • Recently, due to the globalization of the IT(Information Technology) market, devices and systems designed in one country are used in other countries as well. This phenomenon is becoming the key factor for increased interest on cross-cultural, or cross-national, research within the IT area. However, as the IT market is becoming bigger and more globalized, a great number of IT practitioners are having difficulty in designing and developing devices or systems which can provide optimal experience. This is because not only tangible factors such as language and a country's economic or industrial power affect the user experience of a certain device or system but also invisible and intangible factors as well. Among such invisible and intangible factors, the cultural characteristics of users from different countries may affect the user experience of certain devices or systems because cultural characteristics affect how they understand and interpret the devices or systems. In other words, when users evaluate the quality of overall user experience, the cultural characteristics of each user act as a perceptual lens that leads the user to focus on a certain elements of experience. Therefore, there is a need within the IT field to consider cultural characteristics when designing or developing certain devices or systems and plan a strategy for localization. In such an environment, existing IS studies identify the culture with the country, emphasize the importance of culture in a national level perspective, and hypothesize that users within the same country have same cultural characteristics. Under such assumptions, these studies focus on the moderating effects of cultural characteristics on a national level within a certain theoretical framework. This has already been suggested by cross-cultural studies conducted by scholars such as Hofstede(1980) in providing numerical research results and measurement items for cultural characteristics and using such results or items as they increase the efficiency of studies. However, such national level culture has its limitations in forecasting and explaining individual-level behaviors such as voluntary device or system usage. This is because individual cultural characteristics are the outcome of not only the national culture but also the culture of a race, company, local area, family, and other groups that are formulated through interaction within the group. Therefore, national or nationally dominant cultural characteristics may have its limitations in forecasting and explaining the cultural characteristics of an individual. Moreover, past studies in psychology suggest a possibility that there exist different cultural characteristics within a single individual depending on the subject being measured or its context. For example, in relation to individual vs. collective characteristics, which is one of the major cultural characteristics, an individual may show collectivistic characteristics when he or she is with family or friends but show individualistic characteristics in his or her workplace. Therefore, this study acknowledged such limitations of past studies and conducted a research within the framework of 'theoretically integrated model of user satisfaction and emotional attachment', which was developed through a former study, on how the effects of different experience elements on emotional attachment or user satisfaction are differentiated depending on the individual cultural characteristics related to a system or device usage. In order to do this, this study hypothesized the moderating effects of four cultural dimensions (uncertainty avoidance, individualism vs, collectivism, masculinity vs. femininity, and power distance) as suggested by Hofstede(1980) within the theoretically integrated model of emotional attachment and user satisfaction. Statistical tests were then implemented on these moderating effects through conducting surveys with users of four digital devices (mobile phone, MP3 player, LCD TV, and refrigerator) in three countries (US, Germany, and Russia). In order to explain and forecast the behavior of personal device or system users, individual cultural characteristics must be measured, and depending on the target device or system, measurements must be measured independently. Through this suggestion, this study hopes to provide new and useful perspectives for future IS research.

지진발생 대응을 위한 상하수도시설 관리 및 기술 현황에 대한 고찰 (A review on recent advances in water and wastewater treatment facilities management for earthquake disaster response)

  • 박정수;최준석;김극태;윤영한;박재형
    • 상하수도학회지
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    • 제34권1호
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    • pp.9-21
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    • 2020
  • The proper operation and safety management of water and wastewater treatment systems are essential for providing stable water service to the public. However, various natural disasters including floods, large storms, volcano eruptions and earthquakes threaten public water services by causing serious damage to water and wastewater treatment plants and pipeline systems. Korea is known as a country that is relatively safe from earthquakes, but the recent increase in the frequency of earthquakes has increased the need for a proper earthquake management system. Interest in research and the establishment of legal regulations has increased, especially since the large earthquake in Gyeongju in 2016. Currently, earthquakes in Korea are managed by legal regulations and guidelines integrated with other disasters such as floods and large storms. The legal system has long been controlled and relatively well managed, but technical research has made limited progress since it was considered in the past that Korea is safe from earthquake damage. Various technologies, including seismic design and earthquake forecasting, are required to minimize possible damages from earthquakes, so proper research is essential. This paper reviews the current state of technology development and legal management systems to prevent damages and restore water and wastewater treatment systems after earthquakes in Korea and other countries. High technologies such as unmanned aerial vehicles, wireless networks and real-time monitoring systems are already being applied to water and wastewater treatment processes, and to further establish the optimal system for earthquake response in water and wastewater treatment facilities, continuous research in connection with the Fourth Industrial Revolution, including information and communications technologies, is essential.