• 제목/요약/키워드: Prediction Rate Curve

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Determinants and Prediction of the Stock Market during COVID-19: Evidence from Indonesia

  • GOH, Thomas Sumarsan;HENRY, Henry;ALBERT, Albert
    • The Journal of Asian Finance, Economics and Business
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    • 제8권1호
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    • pp.1-6
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    • 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%.

퍼지 논리와 지리공간정보를 이용한 공주지역 토지피복 변화 예측 (Prediction of Land-cover Change in the Gongju Areas using Fuzzy Logic and Geo-spatial Information)

  • 장동호
    • 환경영향평가
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    • 제14권6호
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    • pp.387-402
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    • 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.

Computer용 Monitor에 대한 신뢰성 예측.확인 방법의 응용 (A Study on A, pp.ication of Reliability Prediction & Demonstration Methods for Computer Monitor)

  • 박종만;정수일;김재주
    • 품질경영학회지
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    • 제25권3호
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    • pp.96-107
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    • 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.

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표면균열의 거동과 피로수명예측에 관한 연구 (Surface Crack Behavior and the Fatigue Life Prediction of Notched Specimens)

  • 서창민;이정주;정은화;박희범
    • 대한기계학회논문집
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    • 제12권5호
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    • pp.1097-1103
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    • 1988
  • 본 연구에서는 이 좁은 벤트내에 자료가 모이는 피로균열의 특성을 이용하여 표면피로균열의 성장거동을 파괴역학적으로 해석, 연구하여 균열의 성장특성과 $S-N_{f}$ 곡선의 추정을 마이크로 컴퓨터로 계산하였다.

예측비율곡선을 이용한 GIS 기반 산사태 예측 모델의 정량적 비교 (Quantitative Analysis of GIS-based Landslide Prediction Models Using Prediction Rate Curve)

  • 지광훈;박노욱;박노욱
    • 대한원격탐사학회지
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    • 제17권3호
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    • pp.199-210
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    • 2001
  • 본 연구는 예측비율곡선을 이용한 산사태 예측 모델의 정량적 비교분석을 목적으로 하여 수행되었다. 1998년 8월 집중호우로 산사태가 발생한 경기도 장흥지역을 대상으로 위성영상과 현장답사를 통하여 산사태 발생위치를 확인하였고. GIS 기반의 다양한 산사태 관련 공간 정보를 구축하였다. 사용된 공간통합 방법은 결합 조건부 확률과 certainty factor 이며, 산사태 발생 지역을 무작위로 2개의 그룹으로 나누어서 한 개의 그룹은 예측도 작성에 사용하였으며, 나머지 그룹은 예측 결과의 검증에 사용하였다. 예측비율곡선 작성을 통해 두 예측모델의 정량적 비교가 가능하였다. 본 연구에서 사용된 예측비율곡선작성은 추후 다른 모델의 정량적 비교 분석 및 오차 분석을 하는 데에도 사용될 수 있을 것으로 기대된다.

공간 예측 모델을 이용한 산사태 재해의 인명 위험평가 (Life Risk Assessment of Landslide Disaster Using Spatial Prediction Model)

  • 장동호
    • 환경영향평가
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    • 제15권6호
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    • pp.373-383
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    • 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.

화재시 열방출 급상승 구간의 수치모형 개발에 관한 연구 (로지스틱 함수 및 역함수 곡선) (Development of a Numerical Model for the Rapidly Increasing Heat Release Rate Period During Fires (Logistic function Curve, Inversed Logistic Function Curve))

  • 김종희;송준호;김건우;권오상;윤명오
    • 한국화재소방학회논문지
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    • 제33권6호
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    • pp.20-27
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    • 2019
  • 본 연구는 화재 시 열출력 급상승 구간에 대한 정확한 열방출율을 예측하기 위한 새로운 함수를 개발하여 제안하는 것을 목적으로 하였다. 현재 화재공학에서 사용되고 있는 'αt2' 곡선은 화재시스템 공학 관점에서 비효율적이며 실효성 저하를 초래하므로 열방출율의 예측오차를 최소화시킬 필요가 있다. 'αt2'과 비교하여 보다 논리적인 배경과 형태적으로 유사성을 가진 로지스틱 함수 이론을 기반으로 화재 급성장 구간은 물론 화재 초기 단계까지 적용 가능한 새로운 예측 함수를 개발하였다. 개발된 함수는 더 넓은 화재성장 구간에서 정확도 높은 예측결과를 갖는 것으로 본 연구에서 증명되었다. 이 연구결과는 향후 화재성장패턴 연구의 개발과 함께 화재공학의 발전을 위해 적용될 것이다.

예측적 공간 데이터 마이닝을 이용한 산불위험지역 예측 (Prediction of Forest Fire Hazardous Area Using Predictive Spatial Data Mining)

  • Han, Jong-Gyu;Yeon, Yeon-Kwang;Chi, Kwang-Hoon;Ryu, Keun-Ho
    • 정보처리학회논문지D
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    • 제9D권6호
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    • pp.1119-1126
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    • 2002
  • 이 논문에서는 공간적 통계기법에 근거한 예측적 공간 데이터 마이닝 방법을 제안하고, 산불위험지역을 예측하는데 적용하였다. 제안된 방법은 조건부 확률과 우도비를 이용한 방법으로 과거 산불발생지역에 대해 산불과 관련된 공간데이터 집합들 사이의 정량적 관계에 의존적인 예측 모델이다. 두 가지 방법을 이용하여 산불위험지역 예측도를 만들고, 각 모델의 예측력을 평가하기 위해 산불위험율(FHR : Forest Fire Hazard Rate)과 예측률곡선(PRC : Prediction Rate Curve)을 이용하였다. 제안된 두 가지 예측모델의 예측력 비교분석 결과, 우도비 방법이 조건부 확률 방법보다 더 우수한 것으로 나타났다. 이 논문에서 제안된 산불위험지역 예측모델을 이용하여 작성된 산불위험지역 예측도는 산불예방과 산불감시장비 및 인력의 효율적인, 배치 등 산불관리의 효율성을 높이는데 많은 도움을 줄 것으로 기대된다.

소수력발전소의 성능예측 (A Study on the Performance Prediction for Small Hydro Power Plants)

  • 박완순;이철형
    • 한국신재생에너지학회:학술대회논문집
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    • 한국신재생에너지학회 2005년도 춘계학술대회
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    • pp.448-451
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    • 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.

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소수력발전소의 성능예측 기법 (A Study on the Performance Prediction Technique for Small Hydro Power Plants)

  • 박완순;이철형
    • 한국수소및신에너지학회논문집
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    • 제14권1호
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    • pp.61-68
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    • 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.