• Title/Summary/Keyword: Predictability

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Information Variables for the Predictability of Future Changes in Real Growth (실질 성장의 미래 변화 예측을 위한 정보변수)

  • Kim, Tae Ho;Jung, Jae Hwa;Kim, Min Jeong
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.253-265
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    • 2013
  • It has been interested in developing useful information variables that are able to predict the future movement of final objects to attain the specific policy and strategic target. Term structure of interest rates is known as an important variable to predict future business and economic activity, yet there is little empirical work on the predictability of future changes in real output. This study attempts to develop the statistical model and examine whether domestic term structure of interest rates can predict variations of future cumulative changes in real growth on a long time horizon.

Development of the Aircraft CO2 Measurement Data Assimilation System to Improve the Estimation of Surface CO2 Fluxes Using an Inverse Modeling System (인버스 모델링을 이용한 지표면 이산화탄소 플럭스 추정 향상을 위한 항공기 관측 이산화탄소 자료동화 체계 개발)

  • Kim, Hyunjung;Kim, Hyun Mee;Cho, Minkwang;Park, Jun;Kim, Dae-Hui
    • Atmosphere
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    • v.28 no.2
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    • pp.113-121
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    • 2018
  • In order to monitor greenhouse gases including $CO_2$, various types of surface-, aircraft-, and satellite-based measurement projects have been conducted. These data help understand the variations of greenhouse gases and are used in atmospheric inverse modeling systems to simulate surface fluxes for greenhouse gases. CarbonTracker is a system for estimating surface $CO_2$ flux, using an atmospheric inverse modeling method, based on only surface observation data. Because of the insufficient surface observation data available for accurate estimation of the surface $CO_2$ flux, additional observations would be required. In this study, a system that assimilates aircraft $CO_2$ measurement data in CarbonTracker (CT2013B) is developed, and the estimated results from this data assimilation system are evaluated. The aircraft $CO_2$ measurement data used are obtained from the Comprehensive Observation Network for Trace gases by the Airliner (CONTRAIL) project. The developed system includes the preprocessor of the raw observation data, the observation operator, and the ensemble Kalman filter (EnKF) data assimilation process. After preprocessing the raw data, the modeled value corresponding spatially and temporally to each observation is calculated using the observation operator. These modeled values and observations are then averaged in space and time, and used in the EnKF data assimilation process. The modeled values are much closer to the observations and show smaller biases and root-mean-square errors, after the assimilation of the aircraft $CO_2$ measurement data. This system could also be used to assimilate other aircraft $CO_2$ measurement data in CarbonTracker.

Evaluation of Long-Term Seasonal Predictability of Heatwave over South Korea Using PNU CGCM-WRF Chain (PNU CGCM-WRF Chain을 이용한 남한 지역 폭염 장기 계절 예측성 평가)

  • Kim, Young-Hyun;Kim, Eung-Sup;Choi, Myeong-Ju;Shim, Kyo-Moon;Ahn, Joong-Bae
    • Atmosphere
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    • v.29 no.5
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    • pp.671-687
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    • 2019
  • This study evaluates the long-term seasonal predictability of summer (June, July and August) heatwaves over South Korea using 30-year (1989~2018) Hindcast data of the Pusan National University Coupled General Circulation Model (PNU CGCM)-Weather Research and Forecasting (WRF) chain. Heatwave indices such as Number of Heatwave days (HWD), Heatwave Intensity (HWI) and Heatwave Warning (HWW) are used to explore the long-term seasonal predictability of heatwaves. The prediction skills for HWD, HWI, and HWW are evaluated in terms of the Temporal Correlation Coefficient (TCC), Root Mean Square Error (RMSE) and Skill Scores such as Heidke Skill Score (HSS) and Hit Rate (HR). The spatial distributions of daily maximum temperature simulated by WRF are similar overall to those simulated by NCEP-R2 and PNU CGCM. The WRF tends to underestimate the daily maximum temperature than observation because the lateral boundary condition of WRF is PNU CGCM. According to TCC, RMSE and Skill Score, the predictability of daily maximum temperature is higher in the predictions that start from the February and April initial condition. However, the PNU CGCM-WRF chain tends to overestimate HWD, HWI and HWW compared to observations. The TCCs for heatwave indices range from 0.02 to 0.31. The RMSE, HR and HSS values are in the range of 7.73 to 8.73, 0.01 to 0.09 and 0.34 to 0.39, respectively. In general, the prediction skill of the PNU CGCM-WRF chain for heatwave indices is highest in the predictions that start from the February and April initial condition and is lower in the predictions that start from January and March. According to TCC, RMSE and Skill Score, the predictability is more influenced by lead time than by the effects of topography and/or terrain feature because both HSS and HR varies in different leads over the whole region of South Korea.

Characteristics of Signal-to-Noise Paradox and Limits of Potential Predictive Skill in the KMA's Climate Prediction System (GloSea) through Ensemble Expansion (기상청 기후예측시스템(GloSea)의 앙상블 확대를 통해 살펴본 신호대잡음의 역설적 특징(Signal-to-Noise Paradox)과 예측 스킬의 한계)

  • Yu-Kyung Hyun;Yeon-Hee Park;Johan Lee;Hee-Sook Ji;Kyung-On Boo
    • Atmosphere
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    • v.34 no.1
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    • pp.55-67
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    • 2024
  • This paper aims to provide a detailed introduction to the concept of the Ratio of Predictable Component (RPC) and the Signal-to-Noise Paradox. Then, we derive insights from them by exploring the paradoxical features by conducting a seasonal and regional analysis through ensemble expansion in KMA's climate prediction system (GloSea). We also provide an explanation of the ensemble generation method, with a specific focus on stochastic physics. Through this study, we can provide the predictability limits of our forecasting system, and find way to enhance it. On a global scale, RPC reaches a value of 1 when the ensemble is expanded to a maximum of 56 members, underlining the significance of ensemble expansion in the climate prediction system. The feature indicating RPC paradoxically exceeding 1 becomes particularly evident in the winter North Atlantic and the summer North Pacific. In the Siberian Continent, predictability is notably low, persisting even as the ensemble size increases. This region, characterized by a low RPC, is considered challenging for making reliable predictions, highlighting the need for further improvement in the model and initialization processes related to land processes. In contrast, the tropical ocean demonstrates robust predictability while maintaining an RPC of 1. Through this study, we have brought to attention the limitations of potential predictability within the climate prediction system, emphasizing the necessity of leveraging predictable signals with high RPC values. We also underscore the importance of continuous efforts aimed at improving models and initializations to overcome these limitations.

Stock Price Predictability of Financial Ratios and Macroeconomic Variables: A Regulatory Perspective

  • Kwag, Seung Woog;Kim, Yong Seog
    • Industrial Engineering and Management Systems
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    • v.12 no.4
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    • pp.406-415
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    • 2013
  • The present study examines a set of financial ratios in predicting the up or down movements of stock prices in the context of a securities law, the Sarbanes-Oxley Act of 2002 (SOA), controlling for macroeconomic variables. Using the logistic regression with proxy betas to alleviate the incompatibility problem between the firm-specific financial ratios and macroeconomic indicators, we report evidence that financial ratios are meaningful predictors of stock price changes, which subdue the influence of macroeconomic indicators on stock returns, and more importantly that the SOA truly improves the stock price predictability of financial ratios for the markup sample. The empirical results further suggest that industry and time effects exist and that for the markdown sample the SOA actually deteriorates the predictive power of financial ratios.

Decision-tree Model of Treatment-seeking Behaviors after Detecting Symptoms by Korean Stroke Patients

  • Oh Hyo-Sook;Park Hyeoun-Ae
    • Journal of Korean Academy of Nursing
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    • v.36 no.4
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    • pp.662-670
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    • 2006
  • Purpose. This study was performed to develop and test a decision-tree model of treatment-seeking behaviors about when Korean patients visit a doctor after experiencing stroke symptoms. Methods. The study used methodological triangulation. The model was developed based on qualitative data collected from in-depth interviews with 18 stroke patients. The model was tested using quantitative data collected from interviews and a structured questionnaire involving 150 stroke patients. The predictability of the decision-tree model was quantified as the proportion of participants who followed the pathway predicted by the model. Results. Decision outcomes of the model were categorized into immediate and delayed treatment-seeking behavior. The model was influenced by lowered consciousness, social-group influences, perceived seriousness of symptoms, past history of hypertension or stroke, and barriers to hospital visits. The predictability of the model was found to be 90.7%. Conclusions. The results from this study can help healthcare personnel understand the education needs of stroke patients regarding treatment-seeking behaviors, and hence aid in the development of educational strategies for stroke patients.

A Study on the Predictability of Random Time Delay of Telecontroller via Internet (인터넷을 통한 원격제어기의 임의 시간지연의 예측가능성에 대한 연구)

  • Shim, Hyun-Seung;Huh, Kyung-Moo;Kim, Jang-Gi
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.10
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    • pp.849-858
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    • 2001
  • One of the important problems which should be solved in the telecontroller control is the time delay problem. In this paper, we propose a method of solving a random time delay problem using QoS(quality of service), and we show not only how to solve an unpredictable time delay problem but also how to compute a maximum time delay that could satisfy a basic assumption of many telecontroller methods. Using our proposed method, it is find that we can offer more stable time delay in telecontroller than using TCP and UDP.

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Forecasting Sow's Productivity using the Machine Learning Models (머신러닝을 활용한 모돈의 생산성 예측모델)

  • Lee, Min-Soo;Choe, Young-Chan
    • Journal of Agricultural Extension & Community Development
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    • v.16 no.4
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    • pp.939-965
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    • 2009
  • The Machine Learning has been identified as a promising approach to knowledge-based system development. This study aims to examine the ability of machine learning techniques for farmer's decision making and to develop the reference model for using pig farm data. We compared five machine learning techniques: logistic regression, decision tree, artificial neural network, k-nearest neighbor, and ensemble. All models are well performed to predict the sow's productivity in all parity, showing over 87.6% predictability. The model predictability of total litter size are highest at 91.3% in third parity and decreasing as parity increases. The ensemble is well performed to predict the sow's productivity. The neural network and logistic regression is excellent classifier for all parity. The decision tree and the k-nearest neighbor was not good classifier for all parity. Performance of models varies over models used, showing up to 104% difference in lift values. Artificial Neural network and ensemble models have resulted in highest lift values implying best performance among models.

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Warp-Based Load/Store Reordering to Improve GPU Time Predictability

  • Huangfu, Yijie;Zhang, Wei
    • Journal of Computing Science and Engineering
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    • v.11 no.2
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    • pp.58-68
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    • 2017
  • While graphics processing units (GPUs) can be used to improve the performance of real-time embedded applications that require high throughput, it is challenging to estimate the worst-case execution time (WCET) of GPU programs, because modern GPUs are designed for improving the average-case performance rather than time predictability. In this paper, a reordering framework is proposed to regulate the access to the GPU data cache, which helps to improve the accuracy of the estimation of GPU L1 data cache miss rate with low performance overhead. Also, with the improved cache miss rate estimation, tighter WCET estimations can be achieved for GPU programs.