• 대한산업공학회지
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• 제38권3호
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• pp.208-219
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• 2012

As the number of end-of-life vehicles (ELVs) has kept increasing, the management of ELV has also become one of the academic research focuses and European Union recently adopted the directive on ELVs. For the stakeholders has become a principle agent of dealing with all about ELVs, it is relevant investment decision to set up and to decide high-cost ELVs entity locations and to forecast future ELVs' amount in advance. In this paper, transition probability matrixes between months are made by using Markov Chain and the number of ELVs is predicted with them. This study will perform a great role as a fundamental material in Korea where just started having interests about recycling resources and studies related to the topic. Moreover, the forecasting method developed for this research can be adopted for other enhancements in different but comparable situations.

• 농업과학연구
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• 제45권1호
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• pp.128-136
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• 2018

The Anti-corruption Law has been enforced since Sep. 28, 2016 to prevent public servants from colluding with people for political favors and financial gain by giving bribes to public servants. Generally, most people in Korea think that the law has had a positive effect on society. Under this law, people believe that our society has become more transparent. However, domestic producers think the law has had negative effects on the Korean livestock industry. Statistics from the domestic livestock industry show that the Hanwoo price has dropped after the law was enforced. This study attempts to show how livestock prices in the Korean livestock industry have changed after the enactment of the law. We chose three important livestock industries, Hanwoo, pork, and chicken, to determine and compare the effects of the law on them. For the analysis, we used a time-series model, VAR, to incorporate the interactions of the three industries. We selected the average wholesale prices of these industries. Daily prices during the last 5 years were used to estimate and forecast the impacts of the law. The results show that the price of Hanwoo decreased after the enforcement of the law; however, the other livestock prices did not decrease. Additionally, we clearly saw this negative effect on the Hanwoo industry during the high demand season and New Year's Day (solar and lunar together).

• 자원ㆍ환경경제연구
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• 제15권5호
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• pp.799-826
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• 2006

본 연구에서는 시계열분석기법과 그래프 이론을 활용하여 8개의 북미천연가스 현물시장간의 관계를 분석하였다. 벡터오차수정모형과 탐욕동급검색 알고리즘(Greedy Equivalence Search Algorithm)을 활용한 그래프 이론을 통해 시장간의 관계를 분석한 결과, 가격발견과정은 초과수요지역에서 발생하여 초과공급지역으로 진행되는 것으로 나타났다. 북미 천연가스 현물시장 중에서 시카고로 대표되는 미국의 중서부지역이 가격발견과정에 있어 가장 중요한 시장인 것으로 나타났으며 미국 동부지역에 있어 펜실바니아의 Ellisburg-Leidy Hub이, 그리고 미국서부지역에 있어서는 Malin Hub이 가격발견과정에 있어 중요한 시장인 것으로 나타났다.

• 대한전기학회논문지:전력기술부문A
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• 제53권7호
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• pp.405-413
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• 2004

Traditionally, electrical power systems had the vertically-integrated industry structures based on the economics of scale. However power systems have been recently reformed to increase the energy efficiency of the power system. According to these trends, Korean power industry has been partially restructured, and the competitive generation market was opened in 2001. In competitive electric markets, correct demand data are one of the most important issue to maintain the flexible electric markets as well as the reliable power systems. However, the measuring load data can have the uncertainty because of mechanical trouble, communication jamming, and other things. To obtain the reliable load data, an efficient evaluation technique to adust the missing load data is needed. This paper analyzes the load pattern of historical real data and then the turned ARIMA (Autoregressive Integrated Moving Average) model, PCHIP(Piecewise Cubic Interporation) and Branch & Bound method are applied to seek the missing parameters. The proposed method is tested under a variety of conditions and tested with historical measured data from the Korea Energy Management Corporation (KEMCO).

• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.219-228
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• 2020

The study investigates the impact of inflation rate on economic growth to find the best-fit model for economic growth in Vietnam. The study applied Vector Autoregressive (VAR), cointegration models, and unit root test for the time-series data from 1996 to 2018 to test the inflation impact on the economic growth in the short and long term. The study showed that the two variables are stationary at lag first difference I(1) with 1%, 5% and 10%; trace test indicates two cointegrating equations at the 0.05 level, the INF does not granger cause GDP, the optimal lag I(1) and the variables are closely related as R2 is 72%. It finds that the VAR model's results are the basis to perform economic growth; besides, the inflation rate is positively related to economic growth. The results support the monetary policy. This study identifies issues for Government to consider: have a comprehensive solution among macroeconomic policies, monetary policy, fiscal policy and other policies to control and maintain the inflation and stimulate growth; set a priority goal for sustainable economic growth; not pursue economic growth by maintaining the inflation rate in the long term, but take appropriate measures to stabilize the inflation at the best-fitted VAR forecast model.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제6권12호
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• pp.565-572
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• 2017

본 연구는 기존의 수요 예측 등의 시계열 연구에서 주로 사용되는 ARIMA 모형의 어려움을 극복하고자 인공신경망(Artificial neural network) 모형을 이용하여 한국 프로 야구 관중 수를 예측하였다. 훈련 자료로는 2015년 3월부터 9월까지의 일별 KBO 관중 수 자료를 대상으로 하였다. 전방향 신경망(Feedforward neural network)의 모형 훈련 과정에서, 그리드 탐색(Grid search)을 적용하여 최적의 초모수(Hyperparameter)를 찾고자 하였다. 그 결과, 그리드 탐색법의 최적 모형을 이용한 평균 절대 백분율 오차(MAPE)는 평균 20.9% 였다. 앙상블 기법을 이용한 모형의 MAPE는 평균 20.0%였다. 이는 다중회귀와 비교해보았을 때, 평균적으로 각각 26.3%, 30.3% 높은 예측력을 보인다.

• 인터넷정보학회논문지
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• 제11권4호
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• pp.85-94
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• 2010

본 논문은 사용자가 이동하려는 위치를 사전에 예측하고 예측된 정보를 이용하여 사용자 서비스를 미리 제공할 수 있도록 하는 위치예측 구조를 제안한다. 제안한 구조는 7개의 단계를 거쳐 사용자의 위치예측 및 지능화된 서비스를 제공하도록 한다. 물리적 센서와 히스토리 데이터베이스로부터 수집된 상황정보는 이질적인 데이터 형태를 갖기 때문에 이로 인한 데이터의 중요도 및 추상화 과정에 어려움이 있다. 이에 본 논문은 데이터의 유형을 동질적인 형태로 바꾸어 특징 추출을 하는 위치 예측구조를 제안한다. 추출된 값은 SOFM을 통해 군집화하고 ARIMA를 통해 미리 사용자의 위치 정보를 얻으며, 추론 엔진을 거쳐 최종 서비스를 실현한다. 제안된 위치예측 구조의 검증을 위해 테스트베드를 구축하고 시나리오에 따라 실험한다.

• 수산해양기술연구
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• 제32권3호
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• pp.235-240
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• 1996

Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

• 자원ㆍ환경경제연구
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• 제10권2호
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• pp.217-234
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• 2001

The use of district heating is expanding very rapidly in Korea. High population densities and the relatively cold winters make district heating an economically attractive option. About 8 percent of Korean houses are already using district heating and the government is seeking to aggressively expand this number. It has set a target of 15 percent of the residential heat market to be met by district heating in the year 2001. The main purpose of this paper is to analyze the consumption behavior of households using district heating. By pooling time-series and cross-sectional data for 12 apartment complexes in Seoul area, a single demand function is estimated and used to forecast the amounts of heat demanded by the individual households. The results shows that the level of consumption varies among households, depending on the non-economic factors such as the installation of individual metering equipment and the volume of apartment building. When individual metering equipment is installed, the level of annual heat consumption per household declines, on average, about 22.1 Mcal per square meters, which is equivalent to 834 won per square meter in terms of heating expenditures. In case that the apartment building was built in more than 6 stories, annual consumption level reduces additionally about 17.3 Mcal per square meters and, thus, save the expenditures by 649 Won per square meters, compared to the opposite case.

• 물과 미래
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• 제11권2호
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• pp.54-61
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• 1978

비교적 주기성이 강하고 경향성이 존재하는 유량시계열에 있어서 예측 및 모의발생을 위한 모형개발이 시도되었다. 원시계열로부터 구한 차분시계열(Diffe renced time series)이 정상공분산을 갖는다는 가정하여 모형의 고정화(Model Intentification)가 실시되었으며, 정상가정을 정당화하기 위해 잔차(Residual)의 통계적 성질을 검토하였다. 또한, 동정된 모형의 예측 정도를 노이기 위하여 예측오차의 분산이 최소가 되도록 추계적 제어(Stochastic Control)된 모형을 예측에 사용하였다. 한국주요하천유역의 유량자료에 대한 모형의 고정과 예측결과로부터, 차분연산자(Difference operator)는 경향과 주기를 제거하는데 좋은 방법이 됨이 판단되었다.