• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.6A
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• pp.835-842
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• 2008

The response surface method (RSM) is widely adopted for the structural reliability analysis because of its numerical efficiency. However, the RSM is still time consuming for large-scale applications and sometimes shows large errors in the calculation of sensitivity of reliability index with respect to random variables. Therefore, this study proposes a new RSM in which moving least squares (MLS) approximation is applied. Least squares approximation generally used in the common RSM gives equal weight to the coefficients of the response surface function (RSF). On the other hand, The MLS approximation gives higher weight to the experimental points closer to the design point, which yields the RSF more similar to the limit state at the design point. In the procedure of the proposed method, a linear RSF is constructed initially and then a quadratic RSF is formed using the axial experimental points selected from the reduced region where the design point is likely to exist. The RSF is updated successively by adding one more experimental point to the previously sampled experimental points. In order to demonstrate the effectiveness of the proposed method, mathematical problems and ten-bar truss are considered as numerical examples. As a result, the proposed method shows better accuracy and computational efficiency than the common RSM.

• Korean Journal of Environmental Agriculture
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• v.8 no.1
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• pp.30-36
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• 1989

To determine irrigated water temperature under the rice plant canopy, micrometeorological elements air temperature, relative humidity, water temperature, solar radiation, and the rice leaf area index the rice plant canopywere measured. Water temperature under the canopy was also estimated from these data. The results are as follows ; 1. Maximum and minimum temperatures of water in the paddy field were higher about $1-2^{\circ}C$ than those of air temperature. 2. Mean water temperature under the canopy became lower than mean air temperature when the leaf area indices were greater than 4, because of decreased light penetration rates 3. Penetration amounts of net radiation under the canopy can be estimated by an exponential equation 4. Estimated water temperatures under the canopy by a combination method model was adaptable in Suweon, a plain area, but its accuracy was lower in Jinbu, an alpine area.

• The KIPS Transactions:PartB
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• v.14B no.7
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• pp.531-540
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• 2007

In this research, we proposed a two-phase hybrid stock price forecasting model with cointegration tests and artificial neural networks. Using not only the related stocks to the target stock but also the past information as input features in neural networks, the new model showed an improved performance in forecasting than that of the usual neural networks. Firstly in order to extract stocks which have long run relationships with the target stock, we made use of Johansen's cointegration test. In stock market, some stocks are apt to vary similarly and these phenomenon can be very informative to forecast the target stock. Johansen's cointegration test provides whether variables are related and whether the relationship is statistically significant. Secondly, we learned the model which includes lagged variables of the target and related stocks in addition to other characteristics of them. Although former research usually did not incorporate those variables, it is well known that most economic time series data are depend on its past value. Also, it is common in econometric literatures to consider lagged values as dependent variables. We implemented a price direction forecasting system for KOSPI index to examine the performance of the proposed model. As the result, our model had 11.29% higher forecasting accuracy on average than the model learned without cointegration test and also showed 10.59% higher on average than the model which randomly selected stocks to make the size of the feature set same as that of the proposed model.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.4
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• pp.228-234
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• 2021

Real estate market participants need to have a sense of predicting real estate prices in decision-making. Commonly used methodologies, such as regression analysis, ARIMA, and VAR, have limitations in predicting the value of an asset, which fluctuates due to unknown variables. Therefore, to mitigate the limitations, an artificial neural was is used to predict the price trend of apartments in Seoul, the hottest real estate market in South Korea. For artificial neural network learning, the learning model is designed with 12 variables, which are divided into macro and micro factors. The study was conducted in three ways: (Ed note: What is the difference between case 1 and 2? Is case 1 micro factors?)CASE1 with macro factors, CASE2 with macro factors, and CASE3 with the combination of both factors. As a result, CASE1 and CASE2 show 87.5% predictive accuracy during the two-year experiment, and CASE3 shows 95.8%. This study defines various factors affecting apartment prices in macro and microscopic terms. The study also proposes an artificial network technique in predicting the price trend of apartments and analyzes its effectiveness. Therefore, it is expected that the recently developed learning technique can be applied to the real estate industry, enabling more efficient decision-making by market participants.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.543-552
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• 2022

When frost occurs, crops are directly damaged. When crops come into contact with low temperatures, tissues freeze, which hardens and destroys the cell membranes or chloroplasts, or dry cells to death. In July 2020, a sudden sub-zero weather and frost hit the Minas Gerais state of Brazil, the world's largest coffee producer, damaging about 30% of local coffee trees. As a result, coffee prices have risen significantly due to the damage, and farmers with severe damage can produce coffee only after three years for crops to recover, which is expected to cause long-term damage. In this paper, we tried to predict frost using frost generation data and weather observation data provided by the Korea Meteorological Administration to prevent severe frost. A model was constructed by reflecting weather factors such as wind speed, temperature, humidity, precipitation, and cloudiness. Using XGB(eXtreme Gradient Boosting), SVM(Support Vector Machine), Random Forest, and MLP(Multi Layer perceptron) models, various hyper parameters were applied as training data to select the best model for each model. Finally, the results were evaluated as accuracy(acc) and CSI(Critical Success Index) in test data. XGB was the best model compared to other models with 90.4% ac and 64.4% CSI, followed by SVM with 89.7% ac and 61.2% CSI. Random Forest and MLP showed similar performance with about 89% ac and about 60% CSI.

• Journal of Korea Water Resources Association
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• v.50 no.3
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• pp.181-190
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• 2017

Population congestion and increasing porosity caused by urbanization and increasing rainfall intensity are the main reasons for urban inundation damage. In order to reduce the damage to urban flooding, it is necessary to take a inundation analysis model that can be considered the topographic impact (i.e., building and road) and simulate the detailed inundation areas. In this study, Grid based Inundation Analysis Model (GIAM) is developed using a two-dimensional shallow water equations. The study area is Gangnam basin, with a surface area of $7.4km^2$, which includes 5 drainage areas such as Nonhyun, Yeoksam, Seocho 1, 2, and 3. EPA SWMM5 is used for simulating the overflows at each manhole. GIAM model is constructed to allow for simulating a inundation area with 6 m grid size. The inundation analysis is conducted in two heavy rainfall events (Sep. 21, 2010 and July 27, 2011) for the model evaluation. The accuracy of the simulated inundation area is calculated 0.61 and 0.57 at POD index using the historical flooded area report. The developed model will be used as a tool for analyzing the flood prone areas based on rainfall scenario, and a tool for predicting the detailed inundation area in the real-time.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.5
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• pp.518-523
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• 2017

This paper proposes a novel denoising method based on non-local(NL) means. The NL-means algorithm is effective for removing an additive Gaussian noise, but the denoising parameter should be controlled depending on the noise level for proper noise elimination. Therefore, the proposed method optimizes the denoising parameter according to the noise levels. The proposed method consists of two processes: off-line and on-line. In the off-line process, the relations between the noise level and the denoising parameter of the NL-means filter are analyzed. For a given noise level, the various denoising parameters are applied to the NL-means algorithm, and then the qualities of resulting images are quantified using a structural similarity index(SSIM). The parameter with the highest SSIM is chosen as the optimal denoising parameter for the given noise level. In the on-line process, we estimate the noise level for a given noisy image and select the optimal denoising parameter according to the estimated noise level. Finally, NL-means filtering is performed using the selected denoising parameter. As shown in the experimental results, the proposed method accurately estimated the noise level and effectively eliminated noise for various noise levels. The accuracy of noise estimation is 90.0% and the highest Peak Signal-to-noise ratio(PSNR), SSIM value.

• Journal of Intelligence and Information Systems
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• v.24 no.3
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• pp.157-176
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• 2018

The purpose of this research is to develop a detection model for companies designated as administrative issue in KOSDAQ market using financial data. Administration issue designates the companies with high potential for delisting, which gives them time to overcome the reasons for the delisting under certain restrictions of the Korean stock market. It acts as an alarm to inform investors and market participants of which companies are likely to be delisted and warns them to make safe investments. Despite this importance, there are relatively few studies on administration issues prediction model in comparison with the lots of studies on bankruptcy prediction model. Therefore, this study develops and verifies the detection model of the companies designated as administrative issue using financial data of KOSDAQ companies. In this study, logistic regression and decision tree are proposed as the data mining models for detecting administrative issues. According to the results of the analysis, the logistic regression model predicted the companies designated as administrative issue using three variables - ROE(Earnings before tax), Cash flows/Shareholder's equity, and Asset turnover ratio, and its overall accuracy was 86% for the validation dataset. The decision tree (Classification and Regression Trees, CART) model applied the classification rules using Cash flows/Total assets and ROA(Net income), and the overall accuracy reached 87%. Implications of the financial indictors selected in our logistic regression and decision tree models are as follows. First, ROE(Earnings before tax) in the logistic detection model shows the profit and loss of the business segment that will continue without including the revenue and expenses of the discontinued business. Therefore, the weakening of the variable means that the competitiveness of the core business is weakened. If a large part of the profits is generated from one-off profit, it is very likely that the deterioration of business management is further intensified. As the ROE of a KOSDAQ company decreases significantly, it is highly likely that the company can be delisted. Second, cash flows to shareholder's equity represents that the firm's ability to generate cash flow under the condition that the financial condition of the subsidiary company is excluded. In other words, the weakening of the management capacity of the parent company, excluding the subsidiary's competence, can be a main reason for the increase of the possibility of administrative issue designation. Third, low asset turnover ratio means that current assets and non-current assets are ineffectively used by corporation, or that asset investment by corporation is excessive. If the asset turnover ratio of a KOSDAQ-listed company decreases, it is necessary to examine in detail corporate activities from various perspectives such as weakening sales or increasing or decreasing inventories of company. Cash flow / total assets, a variable selected by the decision tree detection model, is a key indicator of the company's cash condition and its ability to generate cash from operating activities. Cash flow indicates whether a firm can perform its main activities(maintaining its operating ability, repaying debts, paying dividends and making new investments) without relying on external financial resources. Therefore, if the index of the variable is negative(-), it indicates the possibility that a company has serious problems in business activities. If the cash flow from operating activities of a specific company is smaller than the net profit, it means that the net profit has not been cashed, indicating that there is a serious problem in managing the trade receivables and inventory assets of the company. Therefore, it can be understood that as the cash flows / total assets decrease, the probability of administrative issue designation and the probability of delisting are increased. In summary, the logistic regression-based detection model in this study was found to be affected by the company's financial activities including ROE(Earnings before tax). However, decision tree-based detection model predicts the designation based on the cash flows of the company.

• Journal of the Korean earth science society
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• v.37 no.7
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• pp.420-433
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• 2016

The purpose of this study is to improve the calibration matrixes of 2-D and 3-D convective rainfall rates (CRR) using the brightness temperature of the infrared $10.8{\mu}m$ channel (IR), the difference of brightness temperatures between infrared $10.8{\mu}m$ and vapor $6.7{\mu}m$ channels (IR-WV), and the normalized reflectance of the visible channel (VIS) from the COMS satellite and rainfall rate from the weather radar for the period of 75 rainy days from April 22, 2011 to October 22, 2011 in Korea. Especially, the rainfall rate data of the weather radar are used to validate the new 2-D and 3-DCRR calibration matrixes suitable for the Korean peninsula for the period of 24 rainy days in 2011. The 2D and 3D calibration matrixes provide the basic and maximum CRR values ($mm\;h^{-1}$) by multiplying the rain probability matrix, which is calculated by using the number of rainy and no-rainy pixels with associated 2-D (IR, IR-WV) and 3-D (IR, IR-WV, VIS) matrixes, by the mean and maximum rainfall rate matrixes, respectively, which is calculated by dividing the accumulated rainfall rate by the number of rainy pixels and by the product of the maximum rain rate for the calibration period by the number of rain occurrences. Finally, new 2-D and 3-D CRR calibration matrixes are obtained experimentally from the regression analysis of both basic and maximum rainfall rate matrixes. As a result, an area of rainfall rate more than 10 mm/h is magnified in the new ones as well as CRR is shown in lower class ranges in matrixes between IR brightness temperature and IR-WV brightness temperature difference than the existing ones. Accuracy and categorical statistics are computed for the data of CRR events occurred during the given period. The mean error (ME), mean absolute error (MAE), and root mean squire error (RMSE) in new 2-D and 3-D CRR calibrations led to smaller than in the existing ones, where false alarm ratio had decreased, probability of detection had increased a bit, and critical success index scores had improved. To take into account the strong rainfall rate in the weather events such as thunderstorms and typhoon, a moisture correction factor is corrected. This factor is defined as the product of the total precipitable waterby the relative humidity (PW RH), a mean value between surface and 500 hPa level, obtained from a numerical model or the COMS retrieval data. In this study, when the IR cloud top brightness temperature is lower than 210 K and the relative humidity is greater than 40%, the moisture correction factor is empirically scaled from 1.0 to 2.0 basing on PW RH values. Consequently, in applying to this factor in new 2D and 2D CRR calibrations, the ME, MAE, and RMSE are smaller than the new ones.

• Journal of Intelligence and Information Systems
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• v.29 no.1
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• pp.121-142
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• 2023

As the number and weight of imported food are steadily increasing, safety management of imported food to prevent food safety accidents is becoming more important. The Ministry of Food and Drug Safety conducts on-site inspections of foreign food facilities before customs clearance as well as import inspection at the customs clearance stage. However, a data-based safety management plan for imported food is needed due to time, cost, and limited resources. In this study, we tried to increase the efficiency of the on-site inspection by preparing a machine learning prediction model that pre-selects the companies that are expected to fail before the on-site inspection. Basic information of 303,272 foreign food facilities and processing businesses collected in the Integrated Food Safety Information Network and 1,689 cases of on-site inspection information data collected from 2019 to April 2022 were collected. After preprocessing the data of foreign food facilities, only the data subject to on-site inspection were extracted using the foreign food facility_code. As a result, it consisted of a total of 1,689 data and 103 variables. For 103 variables, variables that were '0' were removed based on the Theil-U index, and after reducing by applying Multiple Correspondence Analysis, 49 characteristic variables were finally derived. We build eight different models and perform hyperparameter tuning through 5-fold cross validation. Then, the performance of the generated models are evaluated. The research purpose of selecting companies subject to on-site inspection is to maximize the recall, which is the probability of judging nonconforming companies as nonconforming. As a result of applying various algorithms of machine learning, the Random Forest model with the highest Recall_macro, AUROC, Average PR, F1-score, and Balanced Accuracy was evaluated as the best model. Finally, we apply Kernal SHAP (SHapley Additive exPlanations) to present the selection reason for nonconforming facilities of individual instances, and discuss applicability to the on-site inspection facility selection system. Based on the results of this study, it is expected that it will contribute to the efficient operation of limited resources such as manpower and budget by establishing an imported food management system through a data-based scientific risk management model.