• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.807-817
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• 2014

This paper considers multivariate time series modelling of PM10 data in Korea collected from 2008 to 2011. We consider both temporal and spatial dependencies of PM10 by applying the sparse vector autoregressive (sVAR) modelling proposed by Davis et al. (2013). It utilizes the partial spectral coherence to measure cross correlation between different regions, in turn provides the sparsity in the model while balancing the parsimony of model and the goodness of fit. It is also shown that sVAR performs better than usual vector autoregressive model (VAR) in forecasting.

• Ocean and Polar Research
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• v.34 no.2
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• pp.185-195
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• 2012

This paper focused on forecasting a short-term production of oysters, which have been farmed in Korea, with distinct periodicity of production by year, and different production level by month. To forecast a short-term oyster production, this paper uses monthly data (260 observations) from January 1990 to August 2011, and also adopts several econometrics methods, such as Multiple Regression Analysis Model (MRAM), Seasonal Autoregressive Integrated Moving Average (SARIMA) Model, and Vector Error Correction Model (VECM). As a result, first, the amount of short-term oyster production forecasted by the multiple regression analysis model was 1,337 ton with prediction error of 246 ton. Secondly, the amount of oyster production of the SARIMA I and II models was forecasted as 12,423 ton and 12,442 ton with prediction error of 11,404 ton and 11,423 ton, respectively. Thirdly, the amount of oyster production based on the VECM was estimated as 10,425 ton with prediction errors of 9,406 ton. In conclusion, based on Theil inequality coefficient criterion, short-term prediction of oyster by the VECM exhibited a better fit than ones by the SARIMA I and II models and Multiple Regression Analysis Model.

• Journal of Astronomy and Space Sciences
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• v.35 no.3
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• pp.175-183
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• 2018

Many recent satellites have mission periods longer than 10 years; thus, satellite-based local space weather monitoring is becoming more important than ever. This article describes the instruments and data applications of the Korea Space wEather Monitor (KSEM), which is a space weather payload of the GeoKompsat-2A (GK-2A) geostationary satellite. The KSEM payload consists of energetic particle detectors, magnetometers, and a satellite charging monitor. KSEM will provide accurate measurements of the energetic particle flux and three-axis magnetic field, which are the most essential elements of space weather events, and use sensors and external data such as GOES and DSCOVR to provide five essential space weather products. The longitude of GK-2A is $128.2^{\circ}E$, while those of the GOES satellite series are $75^{\circ}W$ and $135^{\circ}W$. Multi-satellite measurements of a wide distribution of geostationary equatorial orbits by KSEM/GK-2A and other satellites will enable the development, improvement, and verification of new space weather forecasting models. KSEM employs a service-oriented magnetometer designed by ESA to reduce magnetic noise from the satellite in real time with a very short boom (1 m), which demonstrates that a satellite-based magnetometer can be made simpler and more convenient without losing any performance.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.127-135
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• 2009

It is necessary to forecast the amount of the maximum electricity demand for stabilizing the flow of electricity. The time series data was collected from the Korea Energy Research between January 2000 and December 2006. The data showed that they had a strong linear trend and seasonal change. Winters seasonal model, ARMA model were used to examine it. Root mean squared prediction error and mean absolute percentage prediction error were a criteria to select the best model. In addition, a nonstationary generalized extreme value distribution with explanatory variables was fitted to forecast the maximum electricity.

• Korean Journal of Environmental Agriculture
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• v.33 no.1
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• pp.52-56
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• 2014

BACKGROUND: It is known that impacts of climate change on damage occurrence by insect pests and diseases are increasing. The negative effects of climate change on production will threaten our food security. It is needed that on the basis of analysis of the impacts, proper strategies in response to climate change are developed. METHODS AND RESULTS: The objective of this paper is to estimate impacts of climate change on rice damage occurrence by insect pests and diseases, using the panal model which analyzes both cross-section data and time series data. The result of an analysis on impacts of climate change on rice damage occurrence by pest insect and disease showed that the damage occurrence by Rice leaf roller and Rice water weevil increased if temperature increased, and damage occurrence by Stripe, Sheath blight, and Leaf Blast increased if precipitation(or amount of sunshine) increased(or decreased). CONCLUSION: Adaptation strategies, supplying weather forecasting information by region, developing systematical strategies for prevention of damage occurrence by pest insect and disease, analyzing the factors of damage occurrence by unexpected pest insect and disease, enforcing international cooperation for prevention of damage occurrence are needed to minimize the impacts of damage occurrence on rice production.

• Korean System Dynamics Review
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• v.11 no.4
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• pp.117-142
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• 2010

National territorial policies require a series of dynamic simulations, which would facilitate effectiveness measuring and forecasting works geared towards territorial policies under consideration or implementation. This paper aims at designing an integrated prototype for the proposed territorial policies. After the simulation exercises for the Ochang Industrial Complex(OIC) in Chungbuk Province, this study firstly finds meaningful mismatch phenomena between housing and population increases as the in-migration time lag seems inevitable even after the housing construction is in a mature state. Secondly, the OIC development exerts more significant impact on the number of employees than that of business units. Thirdly, in- and out-migration orders are different during the first and second stages of OIC development. That is, Chungbuk Province records the largest in terms of in-migration volume, followed by the Capital and Non-Capital Regions. Even though Chungbuk Province ranks the top position in the out-migration volume, the rank of the Capital and Non-Capital Regions is reversed: the our-migration volume towards the Non-Capital Region outruns that of the Capital Region.

• Korean Journal of Agricultural and Forest Meteorology
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• v.6 no.4
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• pp.242-249
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• 2004

This study was conducted to develop a forest fire occurrence model using meteorological characteristics for the practical purpose of forecasting forest fire danger. Forest fire in South Korea is highly influenced by humidity, wind speed, and temperature. To effectively forecast forest fire occurrence, we need to develop a forest fire danger rating model using weather factors associated with forest fire. Forest fore occurrence patterns were investigated statistically to develop a forest fire danger rating index using time series weather data sets collected from 8 meteorological observation centers. The data sets were for 5 years from 1997 through 2001. Development of the forest fire occurrence probability model used a logistic regression function with forest fire occurrence data and meteorological variables. An eight-province probability model by was developed. The meteorological variables that emerged as affective to forest fire occurrence are effective humidity, wind speed, and temperature. A forest fire occurrence danger rating index of through 10 was developed as a function of daily weather index (DWI).

• Proceedings of the KSRS Conference
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• 2000.04a
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• pp.49-54
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• 2000

Conventional methods for measuring winds provide wind velocity observations over limited area and time period. The use of satellite imagery for measuring wind velocity overcomes some of these limitations by providing wide area and near condinuous coverage. And its accurate depiction is essential for operational weather forecasting and for initialization of NWP models. GMS-5 provides full disk images at hourly intervals. At four times each day - 0500, 1100, 1700, 2300 hours UTC-a series of three images is received, separated by thirty minutes, centered at the four times. The current wind system generates winds from sets of 3 infrared(IR) images, separated by an hour, four times a day. It also produces visible(VIS) and water vapor(WV) image-based winds from half-hourly imagery four times a day. The derivation of wind from satellite imagery involves the identification of suitable cloud targets. tracking the targets on sequential images, associating a pressure height with the derived wind vector, and quality control. The aim of this research is to incorporate imagery from other available spectral channels and examine the error characteristics of winds derived from these images.

• Communications for Statistical Applications and Methods
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• v.23 no.3
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• pp.203-213
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• 2016

We investigate volatility spillover aspects of realized volatilities (RVs) for the log returns of the Korea Composite Stock Price Index (KOSPI) and the Hang Seng Index (HSI) from 2009-2013. For all RVs, significant long memories and asymmetries are identified. For a model selection, we consider three commonly used time series models as well as three models that incorporate long memory and asymmetry. Taking into account of goodness-of-fit and forecasting ability, Leverage heteroskedastic autoregressive realized volatility (LHAR) model is selected for the given data. The LHAR model finds significant decompositions of the spillover effect from the HSI to the KOSPI into moderate negative daily spillover, positive weekly spillover and positive monthly spillover, and from the KOSPI to the HSI into substantial negative weekly spillover and positive monthly spillover. An interesting result from the analysis is that the daily volatility spillover from the HSI to the KOSPI is significant versus the insignificant daily volatility spillover of the KOSPI to HSI. The daily volatility in Hong Kong affects next day volatility in Korea but the daily volatility in Korea does not affect next day volatility in Hong Kong.

• The Korean Journal of Applied Statistics
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• v.32 no.2
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• pp.319-330
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• 2019

Forecasting the electricity consumption through analyzing the past electricity consumption a advantageous for energy planing and policy. Machine learning is widely used as a method to predict electricity consumption. Among them, ensemble learning is a method to avoid the overfitting of models and reduce variance to improve prediction accuracy. However, ensemble learning applied to daily data shows the disadvantages of predicting a center value without showing a peak due to the characteristics of ensemble learning. In this study, we overcome the shortcomings of ensemble learning by considering the temperature trend. We compare nine models and propose a model using random forest with the linear trend of temperature.