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LSTM-based Deep Learning for Time Series Forecasting: The Case of Corporate Credit Score Prediction (시계열 예측을 위한 LSTM 기반 딥러닝: 기업 신용평점 예측 사례)

  • Lee, Hyun-Sang;Oh, Sehwan
    • The Journal of Information Systems
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    • v.29 no.1
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    • pp.241-265
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    • 2020
  • Purpose Various machine learning techniques are used to implement for predicting corporate credit. However, previous research doesn't utilize time series input features and has a limited prediction timing. Furthermore, in the case of corporate bond credit rating forecast, corporate sample is limited because only large companies are selected for corporate bond credit rating. To address limitations of prior research, this study attempts to implement a predictive model with more sample companies, which can adjust the forecasting point at the present time by using the credit score information and corporate information in time series. Design/methodology/approach To implement this forecasting model, this study uses the sample of 2,191 companies with KIS credit scores for 18 years from 2000 to 2017. For improving the performance of the predictive model, various financial and non-financial features are applied as input variables in a time series through a sliding window technique. In addition, this research also tests various machine learning techniques that were traditionally used to increase the validity of analysis results, and the deep learning technique that is being actively researched of late. Findings RNN-based stateful LSTM model shows good performance in credit rating prediction. By extending the forecasting time point, we find how the performance of the predictive model changes over time and evaluate the feature groups in the short and long terms. In comparison with other studies, the results of 5 classification prediction through label reclassification show good performance relatively. In addition, about 90% accuracy is found in the bad credit forecasts.

Effects of Air Pollution on Asthma in Seoul: Comparisons across Subject Characteristics (서울지역 대기오염이 천식에 미치는 급성영향: 연구대상의 특성에 따른 비교)

  • Kim, Sun-Young;Kim, Jai-Yong;Kim, Ho
    • Journal of Preventive Medicine and Public Health
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    • v.39 no.4
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    • pp.309-316
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    • 2006
  • Objectives: Korean epidemiological studies have used reduced samples according to the subject's characteristics, such as the health services provided, the historical note with asthma, and age, to examine the acute effect of air pollution on asthma using the Korean National Health Insurance records. However, there have been few studies on whether the effects shown in these reduced samples are different from those of all samples. This study compared the effects of air pollution on asthma attacks in three reduced samples with those of entire samples. Methods: The air pollution data for $PM_{10},\;CO,\;SO_2,\;NO_2,\;and\;O_3$, and weather conditions including temperature, relative humidity, and air pressure in Seoul, 2002, were obtained from outdoor monitoring stations in Seoul. The emergency hospital visits with an asthma attack in Seoul, 2002 were extracted from the Korean National Health Insurance records. From these, the reduced samples were created by health service, historical notes with asthma, and age. A case-crossover design was adopted and the acute effects of air pollution on asthma were estimated after adjusting for weather, time trend, and seasonality. The model was applied to each reduced sample and the entire sample. Results: With respect to the health service, the effects on outpatients were similar to those for the total sample but were different for inpatients. These similar effect sizes were also observed in the reduced samples according to the historical note with asthma and age. The relative risks of $PM_{10},\;CO,\;SO_2,\;NO_2,\;and\;O_3$, among the reduced and entire samples were 1.03, 1.04-1.05, 1.02-1.03, 1.04-1.06, and 1.10-1.17, respectively. Conclusions: There was no clear evidence to show a difference between the reduced samples and the entire samples.

An Improvement on the Analysis Techniques of Environmental Radioactivity Around Nuclear Power Plants (원전주변 환경방사능 분석기술의 개선(I))

  • Kim, Soong-Pyung;Chae, Gyung-Sun;Chung, Woon-Kwan
    • Journal of Radiation Protection and Research
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    • v.20 no.1
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    • pp.8-15
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    • 1995
  • An estimate of a change in radioactivity's circumstances around the nuclear power plant is validated with the results of the radioactivity measurements are compared. In this study, to further enhance the reliability of the results obtained from the environmental radioactivity measurements and analysis around the nuclear power plants that have been carried out up to the present. In the korea standard, there is the technical analysis guide for general stable chemical element's, but there is not the technical analysis guide for the radionuclei. therefore the environmental sample collection, the pretreatment of the sample and radionuclide analysis in the sample, the result's of the environmental radioactivity measurements by each organization, etc. are different. It is not sufficient for the database to forecasting a change in radioactivity's circumstances. A comparative study of collection and pretreatment techniques for the soil sample, the results by comparison, the method of minimizing the relative error are proposed. At one side of sample collection, there are going to considered that the surroundings of sample collection like the lay of the land, the provision of the selection standard for the area and pathway of radionuclide adhesion, the coherence of sample collection, etc.. at another side of pretreatment of the sample and measurement in the case of soil sample, how to do homogeneously the soil particle size and the standard tools, i.e. kinds of meshes, must to be selected.

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Evaluation of Serological Surveillance System for Improving Foot-and-Mouth Disease Control (구제역 관리를 위한 혈청학적 예찰계획 평가)

  • Pak, Son-Il;Shin, Yeun-Kyung
    • Journal of Veterinary Clinics
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    • v.30 no.4
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    • pp.258-263
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    • 2013
  • The primary goal of this study was to compute sample sizes required to achieve the each aim of a variety of foot-and-mouth disease (FMD) surveillance programs, using a statistically valid technique that takes the following factors into account: sensitivity (Se) and specificity (Sp) of diagnostic test system, desired minimum detectable prevalence, precision, population size, and desired power of the survey. In addition, sample sizes to detect FMD if the disease is present and also as proof of freedom were computed. The current FMD active surveillance programs consist of clinical, virological, and serological surveillance. For the 2012 serological surveillance, annual sample sizes (n = 265,065) are planned at four separate levels: statistical (n = 60,884) and targeted (n = 115,232) at breeding pig farms and slaughter house, in together with the detection of structural proteins (SP) antibodies against FMD (n = 88,949). Overall, the sample size was not designed taking the specific aims of each surveillance stream into account. The sample sizes for statistical surveillance, assuming stratified two-stage sampling technique, was based to detect at least one FMD-infected case in the general population. The resulting sample size can be used to obtain evidence of freedom from FMD infection, not for detecting animals that have antibodies against FMD virus non-structural proteins (NSP). Additionally, sample sizes for targeted surveillance were not aimed for the population at risk, and also without consideration of statistical point of view. To at least the author's knowledge, sampling plan for targeted, breeding pig farms and slaughter house is not necessary and need to be included in the part of statistical surveillance. Assuming design prevalence of 10% in an infinite population, a total of 29 animals are required to detect at least one positive with probability of 95%, using perfect diagnostic test system (Se = Sp = 100%). A total of 57,211 animals needed to be sampled to give 95% confidence of estimating SP prevalence of 80% at the individual animal-level with a precision of ${\pm}5%$, assuming 800 herds with an average 200 heads per farm, within-farm variance of 0.2, between-farm variance of 0.05, cost ratio of 100:1 of farm against animals. Furthermore, 779,736 animals were required to demonstrate FMD freedom, and the sample size can further be reduced depending on the parameters assumed.

The New X-ray Induced Electron Emission Spectrometer

  • Yu.N.Yuryev;Park, Hyun-Min;Lee, Hwack-Ju;Kim, Ju-Hwnag;Cho, Yang-Ku;K.Yu.Pogrebitsky
    • Proceedings of the Korea Crystallographic Association Conference
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    • 2002.11a
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    • pp.5-6
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    • 2002
  • The new spectrometer for X-ray Induced Electron Emission Spectroscopy (XIEES) .has been recently developed in KRISS in collaboration with PTI (Russia). The spectrometer allows to perform research using the XAFS, SXAFS, XANES techniques (D.C.Koningsberger and R.Prins, 1988) as well as the number of techniques from XIEES field(L.A.Bakaleinikov et all, 1992). The experiments may be carried out with registration of transmitted through the sample x-rays (to investigate bulk samples) or/and total electron yield (TEY) from the sample surface that gives the high (down to several atomic mono-layers in soft x-ray region) near surface sensitivity. The combination of these methods together give the possibility to obtain a quantitative information on elemental composition, chemical state, atomic structure for powder samples and solids, including non-crystalline materials (the long range order is not required). The optical design of spectrometer is made according to Johannesson true focusing schematics and presented on the Fig.1. Five stepping motors are used to maintain the focusing condition during the photon energy scan (crystal angle, crystal position along rail, sample goniometer rail angle, sample goniometer position along rail and sample goniometer angle relatively of rail). All movements can be done independently and simultaneously that speeds up the setting of photon energy and allows the using of crystals with different Rowland radil. At present six curved crystals with different d-values and one flat synthetic multilayer are installed on revolver-type monochromator. This arrangement allows the wide range of x-rays from 100 eV up to 25 keV to be obtained. Another 4 stepping motors set exit slit width, sample angle, channeltron position and x-ray detector position. The differential pumping allows to unite vacuum chambers of spectrometer and x-ray generator avoiding the absorption of soft x-rays on Be foil of a window and in atmosphere. Another feature of vacuum system is separation of walls of vacuum chamber (which are deformed by the atmospheric pressure) from optical elements of spectrometer. This warrantees that the optical elements are precisely positioned. The detecting system of the spectrometer consists of two proportional counters, one scintillating detector and one channeltron detector. First proportional counter can be used as I/sub 0/-detector in transmission mode or by measuring the fluorescence from exit slit edge. The last installation can be used to measure the reference data (that is necessary in XANES measurements), in this case the reference sample is installed on slit knife edge. The second proportional counter measures the intensity of x-rays transmitted through the sample. The scintillating detector is used in the same way but on the air for the hard x-rays and for alignment purposes. Total electron yield from the sample is measured by channeltron. The spectrometer is fully controlled by special software that gives the high flexibility and reliability in carrying out of the experiments. Fig.2 and fig.3 present the typical XAFS spectra measured with spectrometer.

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Structural and Photocatalytic Properties of TiO2 Thin Film Coated Glass Beads (유리알에 코팅된 TiO2 박막의 구조 및 광촉매 특성)

  • Ji Eun, Jeong;Chang-Yong, Lee
    • Applied Chemistry for Engineering
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    • v.34 no.1
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    • pp.30-35
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    • 2023
  • The glass bead surface was coated using a TiO2 sol, after which dry-treated (TB) and calcined (TBc) samples were prepared. Photocatalytic degradation of methylene blue and toluene, as well as characterization of the TiO2 thin films, were carried out. The TiO2 thin film of the TB sample had the same shape as the sponge foam, according to FE-SEM, XPS, and FTIR analyses, and contained both amorphous and crystalline TiO2. On the other hand, crystalline TiO2 was mainly present in the TiO2 thin film of the TBc sample, and needle-shaped particles and tiny ones were mixed. The adsorption capacity for methylene blue and the degradation rate of the TBc sample were less than 10 % compared with those of the TB sample, and the adsorption capacity and degradation rate of the TBc sample decreased similarly as the amount of TiO2 coating increased. The amount of toluene adsorption for the TBc sample (46 mg/g) was smaller than that of the TB sample with the same coating amount, but the degradation rate was similar. In the case of the TB sample, the degradation rate for toluene decreased less than the adsorption capacity as the amount of TiO2 coating increased. This result is considered to be because, in the non-calcined TB sample, the active site reduction of the crystalline particles occurred less and the specific surface area of the amorphous texture decreased as the amount of TiO2 coating increased.

A sample design for the survey on goodwill in retail properties (상가권리금 현황조사를 위한 표본설계 연구)

  • Kim, Dal Ho;Woo, Namkyo;Jo, Junwoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1443-1452
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    • 2016
  • In this paper, we study a sample design for survey on goodwill in retail properties to provide a protecting policy for small traders and tenants, to use basic data for a dispute case related to goodwill. Since goodwill in retail properties is occurred by individual rent company, we use the census on establishments from the Statistics Korea as population. First of all, we consider preferentially seven metropolitan cities in which there are more than half of population. Total sample size is decided as 8,000. We allocate the sample size for markets as stratum in each city using proportional formula and the sample size for industrial classifications in each market using root proportional formula. Also we compute survey weights and calculate estimators, standard errors and interval of estimators for each characteristic such as type of establishments and market in seven metropolitan cities.

Enhancement of delamination strength in Cu-stabilized coated conductor tapes through additional treatments under transverse tension at room temperature

  • Shin, Hyung-Seop;Bautista, Zhierwinjay;Moon, Seung-Hyun;Lee, Jae-Hun;Mean, Byoung-Jean
    • Progress in Superconductivity and Cryogenics
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    • v.19 no.2
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    • pp.25-28
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    • 2017
  • In superconducting coil applications particularly in wet wound coils, coated conductor (CC) tapes are subjected to different type of stresses that could affect its electromechanical transport property. These include hoop stress acting along the length of the CC tape and the Lorentz force acting perpendicular to the CC tape's surface. Since the latter is commonly associated with the delamination problem of multi-layered REBCO CC tapes, more understanding and attention on the delamination phenomena induced in the case of coil applications are needed. Difference on the coefficient of thermal expansion (CTE) of each constituent layer of the CC tape, the bobbin, and the impregnating materials is the main causes of delamination in CC tapes when subjected to thermal and mechanical cycling. In the design of degradation-free superconducting coils, therefore, characterization of the delamination behaviors including mechanism and strength in the multi-layered REBCO CC tapes becomes a critical issue. Various trials to increase the delamination strength by improving interface characteristics at interlayers have been performed. In this study, in order to investigate the influences of laser cleaning and Ag annealing treated at the substrate side surface, transverse tensile tests were conducted under different sample configurations using $4.5mm{\times}8mm$ upper anvil. The mechanical delamination strength of differently processed CC samples was examined at room temperature (RT). As a result, the Sample 1 with the additional laser cleaning and Ag annealing processes and the Sample 2 with additional Ag annealing process only showed higher mechanical delamination strength as compared to the Sample 3 without such additional treatments. Sample 3 showed quite different behavior when the loading direction is to the substrate side where the delamination strength much lower as compared to other cases.

A Design of Two-stage Cascaded Polyphase FIR Filters for the Sample Rate Converter (표본화 속도 변환기용 2단 직렬형 다상 FIR 필터의 설계)

  • Baek Je-In;Kim Jin-Up
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.8C
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    • pp.806-815
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    • 2006
  • It is studied to design a low pass filter of the SRC(sample rate converter), which is used to change the sampling rate of digital signals such as in digital modulation and demodulation systems. The larger the conversion ratio of the sample rate becomes, the more signal processing is needed for the filter, which corresponds to the more complexity in circuit realization. Thus it is important to reduce the amount of signal processing for the case of high conversion ratio. In this paper it is presented a design method of a two-stage cascaded FIR filter, which proved to have reduced amount of signal processing in comparison with a conventional single-stage one. The reduction effect of signal processing turned out to be more noticeable for larger value of conversion ratio, for instance, giving down to 72% in complexity for the conversion ratio of 32. It has been shown that the reduction effect is dependent to specific combination of conversion ratios of the cascaded filters. So an exhaustive search has been performed in order to obtain the optimal combination for various values of the total conversion ratio. In this paper every filter is considered to be implemented in the form of a polyphase FIR filter, and its coefficients are determined by use of the Parks-McCllelan algorithm.

Fabrication of the Cement for the Solidification of the Toxic Waste using Waste Concrete Powder (폐콘크리트 미분말을 이용한 유해 폐기물 고화용 시멘트의 제조)

  • Kim, In-Seob;Won, Jong-Han;Choi, Kwang-Hui;Choi, Sang-Hul;Lee, Jong-Gyu;Sohn, Jin-Gun;Shim, Kwang-Bo
    • Journal of the Korean Ceramic Society
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    • v.39 no.12
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    • pp.1133-1137
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    • 2002
  • The cement for solidification of the toxic waste was fabricated using a mixture of the waste concrete powder and blast furnace slag in the ratio of 1:1 and its hydrate morphology and compressive strength of the sample were evaluated in order to apply to the solidification of the COREX sludge. The X-ray diffraction analysis of the sample which prepared by the addition of 10% Portland cement and hemihydrate showed the presence of $Ca(OH)_2$, ettringite, gel-phase and C-S-H hydrate. Compressive strength of the sample exhibited enough high to use as a solidification cement. The strength of the sample was over 140 kgf/$m^2$ in 7 days in case of solidification of the COREX sludge and the sample possess sufficient morphology for the solidification and stabilization of the waste sludge.