• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권2호
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• pp.115-128
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• 2013

The optimal portfolio selection problem under inflation risk and subsistence constraints is considered. There are index bonds to invest in financial market and it helps to hedge the inflation risk. By applying the martingale method, the optimal consumption rate and the optimal portfolios are obtained explicitly. Furthermore, the quantitative effect of inflation risk and subsistence constraints on the optimal polices are also described.

• 한국지리정보학회지
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• 제16권3호
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• pp.81-90
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• 2013

본 연구는 GIS를 기반으로 한 미더덕 SFG를 이용하여 미더덕 양식장의 적지를 선정하는데 있다. 미더덕 양식은 2001년 15,084M/T의 생산량을 기록하였으나 2005년 1,412M/T로 생산량이 급격히 감소하였다. 이후 연간생산량은 조금씩 증가하여 2012년 2,484M/T를 나타냈으나 여전히 초기 생산물량에 미치지 못하고 있는 실정이다. SFG는 환경과 생물간의 상호연관성을 나타내고 양식생물의 성장도를 나타낸다. SFG 개념을 이용하여 GIS 기반의 적지선정이 가능하며, 양식장의 지속적인 생산성확보를 위한 어장관리시스템 구축에 활용할 수가 있다. 진동만 미더덕 양식장에 대한 GIS 기반의 미더덕 SFG를 이용한 적지 선정을 하여본 결과 해역 전체의 SFG는 0.054~0.57J/day의 범위를 보였으며, 대상해역과 중첩시킨 미더덕 양식장의 SFG 역시 0.054~0.57J/day로 분포하고 있다. 또한 미더덕 양식장의 SFG와 실제 생산량의 상관성 r=0.786, p<0.05 로 높은 상관성을 보이고 있다. GIS 기반 양식장의 서식지적합도 산정을 통한 어장관리시스템 구축은 양식장의 적지선정과 양식장의 지속가능한 생산량을 확보할 수 있으며, 환경의 변동과 양식생물성장의 인과관계를 객관화 할 수 있는 체계를 도입함으로서, 지속적인 어장관리를 위한 의사결정방안을 도출 할 수 있다.

• 한국작물학회지
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• 제50권4호
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• pp.268-275
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• 2005

Early predictions of crop yields call provide information to producers to take advantages of opportunities into market places, to assess national food security, and to provide early food shortage warning. The objectives of this study were to identify the most useful parameters for estimating yields and to compare two model selection methods for finding the 'best' model developed by multiple linear regression. This research was conducted in two 65ha corn/soybean rotation fields located in east central South Dakota. Data used to develop models were small temporal variability information (STVI: elevation, apparent electrical conductivity $(EC_a)$, slope), large temporal variability information (LTVI : inorganic N, Olsen P, soil moisture), and remote sensing information (green, red, and NIR bands and normalized difference vegetation index (NDVI), green normalized difference vegetation index (GDVI)). Second order Akaike's Information Criterion (AICc) and Stepwise multiple regression were used to develop the best-fitting equations in each system (information groups). The models with $\Delta_i\leq2$ were selected and 22 and 37 models were selected at Moody and Brookings, respectively. Based on the results, the most useful variables to estimate corn yield were different in each field. Elevation and $EC_a$ were consistently the most useful variables in both fields and most of the systems. Model selection was different in each field. Different number of variables were selected in different fields. These results might be contributed to different landscapes and management histories of the study fields. The most common variables selected by AICc and Stepwise were different. In validation, Stepwise was slightly better than AICc at Moody and at Brookings AICc was slightly better than Stepwise. Results suggest that the Alec approach can be used to identify the most useful information and select the 'best' yield models for production fields.

• 한국산학기술학회논문지
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• 제16권3호
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• pp.1795-1805
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• 2015

본 연구는 온라인 저널리즘의 추천기사가 대학생들의 뉴스기사 선택에 미치는 영향을 두 차원에서 분석하였다. 하나는 추천기사이고, 다른 하나는 이들 뉴스기사의 배치순위와 이용지수이다. 분석결과 11개의 추천기사 유형 중 7개 유형은 뉴스기사 선택에 긍정적인 영향을 미치는 것으로 나타난 반면, 4개 유형은 유의미하지 않은 것으로 나타났다. 뉴스기사 선택에 영향을 미치지 않은 것으로 나타난 추천기사 유형의 대부분은 댓글이나 SNS의 트윗과 관련된 것들이다. 또한 뉴스기사 및 검색어 배치순위는 뉴스기사 선택에 영향을 미치는 것으로 나타났으나 이용지수는 영향을 미치지 않은 것으로 나타났다. 한편, 뉴스기사 이용시간과 추천기사 유형 간 그리고 추천기사 유형 간 상관관계는 대부분 유의미한 것으로 나타났다. 분석결과를 종합하면, 뉴스기사 게재위치와 온라인 저널리즘의 추천기사와 같은 형식적 요인은 뉴스기사 헤드라인과 검색어 등의 내용과 더불어 뉴스 이용자들의 뉴스기사 선택에 긍정적인 영향을 미치는 것으로 결론지을 수 있다.

• 한국전자파학회논문지
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• 제25권9호
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• pp.944-951
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• 2014

본 논문에서는 위성의 지상국 위치를 선정함에 있어 전파 간섭을 피하고, 사용자의 위성활용도를 극대화하기 위한 지상국 위치 선정 전파 간섭 연구이다. 위성 지상국의 위치 선정을 위해 부지 확보가 용이하고, 평가지표의 평가항목별로 평가가 가능하다고 판단되는 지상국 후보지에 대해 전파 환경을 조사하고, 측정 결과를 제시하였으며, 10명의 전문가의 적합성 판단을 통해 후보지의 적합성에 대해 검토하였다. 향후 다른 후보지들의 측정 결과와 비교를 통해 최적의 지상국 위치를 선정할 수 있도록 하였다. 또한, 위성 지상국을 구축하고 있는 세계적 추세에 맞추어, 우리나라의 위성 지상국 위치 선정을 위한 정량적인 평가기준이 될 수 있다.

• 한국물환경학회지
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• 제35권5호
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• pp.432-438
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• 2019

The purpose of this study is to predict Trophic Diatom Index (TDI) in tributaries of the Han River watershed using the random forest algorithm. The one year (2017) and supplied aquatic ecology health data were used. The data includes water quality(BOD, T-N, $NH_3-N$, T-P, $PO_4-P$, water temperature, DO, pH, conductivity, turbidity), hydraulic factors(water width, average water depth, average velocity of water), and TDI score. Seven factors including water temperature, BOD, T-N, $NH_3-N$, T-P, $PO_4-P$, and average water depth are selected by the Correlation Feature Selection. A TDI prediction model was generated by random forest using the seven factors. To evaluate this model, 2017 data set was used first. As a result of the evaluation, $R^2$, % Difference, NSE(Nash-Sutcliffe Efficiency), RMSE(Root Mean Square Error) and accuracy rate show that this model is compatible with predicting TDI. To be more concrete, $R^2$ is 0.93, % Difference is -0.37, NSE is 0.89, RMSE is 8.22 and accuracy rate is 70.4%. Also, additional evaluation using data set more than 17 times the measured point was performed. The results were similar when the 2017 data set were used. The Wilcoxon Signed Ranks Test shows there was no statistically significant difference between actual and predicted data for the 2017 data set. These results can specify the elements which probably affect aquatic ecology health. Also, these will provide direction relative to water quality management for a watershed that must be continuously preserved.

• 한국정보시스템학회지:정보시스템연구
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• 제26권3호
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• pp.63-90
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• 2017

Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

• 한국문헌정보학회지
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• 제39권2호
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• pp.123-146
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• 2005

이 연구에서는 문서 자동분류에서 분류자질 선정과 가중치 할당을 위해서 일관된 전략을 채택하여 kNN 분류기의 성능을 향상시킬 수 있는 방안을 모색하였다. 문서 자동 분류에서 분류자질 선정 방식과 자질 가중치 할당 방식은 자동분류 알고리즘과 함께 분류성능을 좌우하는 중요한 요소이다. 기존 연구에서는 이 두 방식을 결정할 때 상반된 전략을 사용해왔다. 이 연구에서는 색인파일 저장공간과 실행시간에 따른 분류성능을 기준으로 분류자질 선정 결과를 평가해서 기존 연구와 다른 결과를 얻었다. 상호정보량과 같은 저빈도 자질 선호 기준이나 심지어는 역문헌빈도를 이용해서 분류 자질을 선정하는 것이 kNN 분류기의 분류 효과와 효율 면에서 바람직한 것으로 나타났다. 자질 선정기준으로 저빈도 자질 선호 척도를 자질 선정 및 자질 가중치 할당에 일관되게 이용한 결과 분류성능의 저하 없이 kNN 분류기의 처리 속도를 약 3배에서 5배정도 향상시킬 수 있었다.

• Asian-Australasian Journal of Animal Sciences
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• 제10권4호
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• pp.428-434
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• 1997

The effect of genetic diversity in sub-populations on breeding efficiency was examined with prospect of potential crossbreeding. Simulation study of selection was performed for 20 generations with 20 replications each, comparing average breeding values and inbreeding coefficients between the two breeding systemes; single population scheme and two population scheme. The different genetic levels were assumed to be caused by different gene frequencies. Phenotypes of two traits generated polygenic effect with additive 36 loci and residuals distributed normally were selected by selection index procedure. High genetic gain with less inbreeding was clearly recognized in the single population scheme, independently of difference in genetic level, economic weight and genetic correlation. Genetic correlation after selection in the single population scheme was lower than the two population scheme. When crossbreeding between the sub-population was taken into account, superiority of the two population scheme was suggested under those restrictions; difference in genetic level is moderate, selection criterion for the two traits is not far from even economic weight, and genetic correlation is positive with low to moderate value. The use of complementarity increased the possibility of the two population scheme.

• Asian-Australasian Journal of Animal Sciences
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• 제10권4호
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• pp.422-427
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• 1997

Breeding efficiency was investigated to reveal crucial factors for constructing effective breeding system with subdivided populations under equal genetic level. Simulation study of selection experiment was performed for 20 generations with 20 replications each, comparing average breeding values and inbreeding coefficients between the two breeding systems; single population scheme and two population scheme, each of which had the same genetic parameters. Genetic correlations (-0.5 to 0.5) were assumed to be caused only by pleiotropic effect of a gene. Phenotypes of the two traits generated by polygenic effect with additive 36 loci and residuals distributed normally were selected by two traits selection index procedure. Comparing between the single population scheme and the two population scheme, the single population scheme showed higher genetic gain with lower inbreeding coefficient. This result was confirmed particularly for the situation of high selection intensity, high heritability and high degree of unevenness for economic weight. Genetic correlations in the single population scheme were significantly lower than the two population scheme when initial genetic correlation was negative. When terminal crossbreeding for the two population scheme is taken into account, superiority of the two population scheme was suggested. The terminal crossbreeding was effective under the situation of long term selection, existence of moderate inbreeding depression and use of less extreme economic weight.