• The Journal of Asian Finance, Economics and Business
• /
• v.8 no.1
• /
• pp.1-6
• /
• 2021

This research examines the stock market index determinants and the prediction using the FFT curve fitting of the Jakarta Stock Exchange (JKSE) Composite Index during the COVID-19 pandemic. This paper has used daily data of Jakarta Stock Exchange (JKSE) Composite Index, interest rate, and exchange rate from 15 October 2019 to 15 September 2020, and a total of 224 observations, retrieved from Indonesia Stock Exchange (IDX), Indonesia Statistics Central Bureau and Observation & Research of Taxation. The study covers descriptive statistics, multicollinearity test, hypothesis tests, determination test, and prediction using FFT curve fitting. The results unveil four fresh and robust evidence. Partially, the interest rate has affected positively and significantly the stock market index. Partially, the exchange rate has affected negatively and significantly the stock market index. The F-test result, interest rate, and exchange rate have significantly affected the stock market index (JKSE) simultaneously. Furthermore, the FFT curve fitting has predicted that the stock market fluctuates and increases over time. The results have shown a strong influence of the independent variables and the dependent variable. The value of Adjusted R-Square is 0.719, which means that the independent variables have simultaneously impacted the dependent variable for 71.9%; other factors have influenced the remaining 28.1%.

• Journal of Environmental Impact Assessment
• /
• v.14 no.6
• /
• pp.387-402
• /
• 2005

In this study, we tried to predict the change of future land-cover and relationships between land-cover change and geo-spatial information in the Gongju area by using fuzzy logic operation. Quantitative evaluation of prediction models was carried out using a prediction rate curve using. Based on the analysis of correlations between the geo-spatial information and land-cover change, the class with the highest correlation was extracted. Fuzzy operations were used to predict land-cover change and determine the land-cover prediction maps that were the most suitable. It was predicted that in urban areas, the urban expansion of old and new towns would occur centering on the Gem-river, and that urbanization of areas along the interchange and national roads would also expand. Among agricultural areas, areas adjacent to national roads connected to small tributaries of the Gem-river and neighboring areas would likely experience changes. Most of the forest areas are located in southeast and from this result we can guess why the wide chestnut-tree cultivation complex is located in these areas and the possibility of forest damage is very high. As a result of validation using the prediction rate curve, it was indicated that among fuzzy operators, the maximum fuzzy operator was the most suitable for analyzing land-cover change in urban and agricultural areas. Other fuzzy operators resulted in the similar prediction capabilities. However, in the prediction rate curve of integrated models for land-cover prediction in the forest areas, most fuzzy operators resulted in poorer prediction capabilities. Thus, it is necessary to apply new thematic maps or prediction models in connection with the effective prediction of changes in the forest areas.

• Journal of Korean Society for Quality Management
• /
• v.25 no.3
• /
• pp.96-107
• /
• 1997

The recent stream to reliability prediction is that it is totally inclusive in depth to consider even the operating and environmental condition at the level of finished goods as well as component itselves. In this study, firstly we present the reliability prediction methods by entire failure rate model which failure rate at the system level is added to the failure rate model at the component level. Secondly we build up the improved bases of reliability demonstration through a, pp.ication of Kaplan-Meier, Cumulative hazard, Johnson's methods as non-parametric and Maximum Likelihood Estimator under exponential & Weibull distribution as parametric. And also present the methods of curve fitting to piecewise failure rate under Weibull distribution, PRST (Probability Ratio Sequential Test), curve fitting to S-shaped reliability growth curve, computer programs of each methods. Lastly we show the practical for determination of optimal burn-in time as a method of reliability enhancement, and also verify the practical usefulness of the above study through the a, pp.ication of failure and test data during 1 year.

• Transactions of the Korean Society of Mechanical Engineers
• /
• v.12 no.5
• /
• pp.1097-1103
• /
• 1988

This paper deals with surface crack behavior and the fatigue life prediction of notched specimens using the relation between surface crack length, a, and the cycle ratio, $N/N_{f}$. From the $a-N\;/\;N_{f}$ curves, UC(the upper limit curve), LC(the lower limit curve) and MC(the middle limit curve) were assumed and utilized to predict the fatigue life and crack growth rate. The data computed from the three assumed curves were compared with the experimental data. It has been found that in the stable crack growth region ($N/N_{f}=0.3-0.8$) fatigue life can be predicted within 20% errors. Using the characteristics of $a-N\;/\;N_{f}$ curve, it is possible to predict the $da/dN-K_{max}$ curve, the $da/dN-{\Delta}K_{{\varepsilon}_t}$ curve, and the $S-N_{f}$ curve.

• Korean Journal of Remote Sensing
• /
• v.17 no.3
• /
• pp.199-210
• /
• 2001

The purpose of this study is to compare the landslide prediction models quantitatively using prediction rate curve. A case study from the Jangheung area was used to illustrate the methodologies. The landslide locations were detected from remote sensing data and field survey, and geospatial information related to landslide occurrences were built as a spatial database in GIS. As prediction models, joint conditional probability model and certainty factor model were applied. For cross-validation approach, landslide locations were partitioned into two groups randomly. One group was used to construct prediction models, and the other group was used to validate prediction results. From the cross-validation analysis, it is possible to compare two models to each other in this study area. It is expected that these approaches will be used effectively to compare other prediction models and to analyze the causal factors in prediction models.

• Journal of Environmental Impact Assessment
• /
• v.15 no.6
• /
• pp.373-383
• /
• 2006

The spatial mapping of risk is very useful data in planning for disaster preparedness. This research presents a methodology for making the landslide life risk map in the Boeun area which had considerable landslide damage following heavy rain in August, 1998. We have developed a three-stage procedure in spatial data analysis not only to estimate the probability of the occurrence of the natural hazardous events but also to evaluate the uncertainty of the estimators of that probability. The three-stage procedure consists of: (i)construction of a hazard prediction map of "future" hazardous events; (ii) validation of prediction results and estimation of the probability of occurrence for each predicted hazard level; and (iii) generation of risk maps with the introduction of human life factors representing assumed or established vulnerability levels by combining the prediction map in the first stage and the estimated probabilities in the second stage with human life data. The significance of the landslide susceptibility map was evaluated by computing a prediction rate curve. It is used that the Bayesian prediction model and the case study results (the landslide susceptibility map and prediction rate curve) can be prepared for prevention of future landslide life risk map. Data from the Bayesian model-based landslide susceptibility map and prediction ratio curves were used together with human rife data to draft future landslide life risk maps. Results reveal that individual pixels had low risks, but the total risk death toll was estimated at 3.14 people. In particular, the dangerous areas involving an estimated 1/100 people were shown to have the highest risk among all research-target areas. Three people were killed in this area when landslides occurred in 1998. Thus, this risk map can deliver factual damage situation prediction to policy decision-makers, and subsequently can be used as useful data in preventing disasters. In particular, drafting of maps on landslide risk in various steps will enable one to forecast the occurrence of disasters.

• Fire Science and Engineering
• /
• v.33 no.6
• /
• pp.20-27
• /
• 2019

In this study, a new function with higher accuracy for fire heat release rate prediction was developed. The 'αt²' curve, which is the major exponential function currently used for fire engineering calculations, must be improved to minimize the prediction gap that causes fire system engineering inefficiency and lower cost-effectiveness. The newly developed prediction function was designed to cover the initial fire stage that features rapid growth based on logistic function theory, which has a more logical background and graphical similarity compared to conventional exponential function methods for 'αt²'. The new function developed in this study showed apparently higher prediction accuracy over wider range of fire growth durations. With the progress of fire growth pattern studies, the results presented herein will contribute towards more effective fire protection engineering.

• The KIPS Transactions:PartD
• /
• v.9D no.6
• /
• pp.1119-1126
• /
• 2002

In this paper, we propose two predictive spatial data mining based on spatial statistics and apply for predicting the forest fire hazardous area. These are conditional probability and likelihood ratio methods. In these approaches, the prediction models and estimation procedures are depending un the basic quantitative relationships of spatial data sets relevant forest fire with respect to selected the past forest fire ignition areas. To make forest fire hazardous area prediction map using the two proposed methods and evaluate the performance of prediction power, we applied a FHR (Forest Fire Hazard Rate) and a PRC (Prediction Rate Curve) respectively. In comparison of the prediction power of the two proposed prediction model, the likelihood ratio method is mort powerful than conditional probability method. The proposed model for prediction of forest fire hazardous area would be helpful to increase the efficiency of forest fire management such as prevention of forest fire occurrence and effective placement of forest fire monitoring equipment and manpower.

• 한국신재생에너지학회:학술대회논문집
• /
• 2005.06a
• /
• pp.448-451
• /
• 2005

This paper presents the methodology to analyze flow duration characteristics and performance prediction for small hydro power(SHP) plants and its application. The flow duration curvecan be decided by using monthly rainfall data at the most of the SHP sites with no useful hydrological data. It was proved that the monthly rainfall data can be characterized by using the cumulative density function of Weibull distribution and Thiessen method were adopted to decide flow duration curve at SHP plants. And, the performance prediction has been studied and development. One SHP plant was selected and performance characteristics was analyzed by using the developed technique. Primary design specfications such as design flowrate, plant capacity, operational rate and annual electricity production for the SHP plant were estimated. It was found that the methodology developed in this study can be a useful tool to predict the performance of SHP plants and candidate sites in Korea.

• Journal of Hydrogen and New Energy
• /
• v.14 no.1
• /
• pp.61-68
• /
• 2003

This paper presents the methodology to analyze flow duration characteristics and performance prediction technique for small hydro power(SHP) Plants and its application. The flow duration curve can be decided by using monthly rainfall data at the most of the SHP sites with no useful hydrological data. It was proved that the monthly rainfall data can be characterized by using the cumulative density function of Weibull distribution and Thiessen method were adopted to decide flow duration curve at SHP plants. And, the performance prediction technique has been studied and development. One SHP plant was selected and performance characteristics was analyzed by using the developed technique, Primary design specfications such as design flowrate, plant capacity, operational rate and annual electricity production for the SHP plant were estimated, It was found that the methodology developed in this study can be a useful tool to predict the performance of SHP plants and candidate sites in Korea.