• Title/Summary/Keyword: error estimate

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Price Volatility, Seasonality and Day-of-the Week Effect for Aquacultural Fishes in Korean Fishery Markets (수산물 시장에서의 양식 어류 가격변동성.계절성.요일효과에 관한 연구 - 노량진수산시장의 넙치와 조피볼락을 중심으로 -)

  • Ko, Bong-Hyun
    • The Journal of Fisheries Business Administration
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    • v.40 no.2
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    • pp.49-70
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    • 2009
  • This study proviedes GARCH model(Bollerslev, 1986) to analyze the structural characteristics of price volatility in domestic aquacultural fish market of Korea. As a case study, flatfish and rock-fish are analyzed as major species with relatively high portion in an aspect of production volume among fish captured in Korea. For analyzing, this study uses daily market data (dating from Jan 1 2000 to June 30, 2008) published by the Noryangjin Fisheries Wholesale Market which is located in Seoul of Korea. This study performs normality test on trading volume and price volatility of flatfish and rock-fish as an advanced empirical approach. The normality test adopted is Jarque-Bera test statistic. As a result, first, a null hypothesis that "an empirical distribution follows normal distribution" was rejected in both fishes. The distribution of daily market data of them were not only biased toward positive(+) direction in terms of kurtosis and skewness, but also characterized by leptokurtic distribution with long right tail. Secondly, serial correlations were found in data on market trading volume and price volatility of two species during very long period. Thirdly, the results of unit root test and ARCH-LM test showed that all data of time series were very stationary and demonstrated effects of ARCH. These statistical characteristics can be explained as a reasonable ground for supporting the fitness of GARCH model in order to estimate conditional variances that reveal price volatility in empirical analysis. From empirical data analysis above, this study drew the following conclusions. First of all, from an empirical analysis on potential effects of seasonality and the day of week on price volatility of aquacultural fish, Monday effects were found in both species and Thursday and Friday effects were also found in flatfish. This indicates that Monday is effective in expanding price volatility of aquacultural fish market and also Monday has higher effects upon the price volatility of fish than other days of week have since it has more new information for weekend. Secondly, the empirical analysis led to a common conclusion that there was very high price volatility of flatfish and rock-fish. This points out that the persistency parameter($\lambda$), an index of possibility for current volatility to sustain similarly in the future, was higher than 0.8-equivalently nearly to 1-in both flatfish and rock-fish, which presents volatility clustering. Also, this study estimated and compared and model that hypothesized normal distributions in order to determine fitness of respective models. As a result, the fitness of GARCH(1, 1)-t model was better than model where the distribution of error term was hypothesized through-distribution due to characteristics of fat-tailed distribution, was also better than model, as described in the results of basic statistic analysis. In conclusion, this study has an important mean in that it was introduced firstly in Korea to investigate in price volatility of Korean aquacultural fishery products, although there was partially a limited of official statistic data. Therefore, it is expected that the results of this study will be useful as a reference material for making and assessing governmental policies. Also, it is looked forward that the results will be helpful to build a fishery business plan as and aspect of producer, and also to take timely measures to potential price fluctuations of fishery products in market. Hence, it is advisable that further studies related to such price volatility in fishery market will extend and evolve into a wider variety of articles and issues in near future.

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A Real-Time Head Tracking Algorithm Using Mean-Shift Color Convergence and Shape Based Refinement (Mean-Shift의 색 수렴성과 모양 기반의 재조정을 이용한 실시간 머리 추적 알고리즘)

  • Jeong Dong-Gil;Kang Dong-Goo;Yang Yu Kyung;Ra Jong Beom
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.6
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    • pp.1-8
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    • 2005
  • In this paper, we propose a two-stage head tracking algorithm adequate for real-time active camera system having pan-tilt-zoom functions. In the color convergence stage, we first assume that the shape of a head is an ellipse and its model color histogram is acquired in advance. Then, the min-shift method is applied to roughly estimate a target position by examining the histogram similarity of the model and a candidate ellipse. To reflect the temporal change of object color and enhance the reliability of mean-shift based tracking, the target histogram obtained in the previous frame is considered to update the model histogram. In the updating process, to alleviate error-accumulation due to outliers in the target ellipse of the previous frame, the target histogram in the previous frame is obtained within an ellipse adaptively shrunken on the basis of the model histogram. In addition, to enhance tracking reliability further, we set the initial position closer to the true position by compensating the global motion, which is rapidly estimated on the basis of two 1-D projection datasets. In the subsequent stage, we refine the position and size of the ellipse obtained in the first stage by using shape information. Here, we define a robust shape-similarity function based on the gradient direction. Extensive experimental results proved that the proposed algorithm performs head hacking well, even when a person moves fast, the head size changes drastically, or the background has many clusters and distracting colors. Also, the propose algorithm can perform tracking with the processing speed of about 30 fps on a standard PC.

Evaluation of the Satellite-based Air Temperature for All Sky Conditions Using the Automated Mountain Meteorology Station (AMOS) Records: Gangwon Province Case Study (산악기상관측정보를 이용한 위성정보 기반의 전천후 기온 자료의 평가 - 강원권역을 중심으로)

  • Jang, Keunchang;Won, Myoungsoo;Yoon, Sukhee
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.1
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    • pp.19-26
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    • 2017
  • Surface air temperature ($T_{air}$) is a key variable for the meteorology and climatology, and is a fundamental factor of the terrestrial ecosystem functions. Satellite remote sensing from the Moderate Resolution Imaging Spectroradiometer (MODIS) provides an opportunity to monitor the $T_{air}$. However, the several problems such as frequent cloud cover and mountainous region can result in substantial retrieval error and signal loss in MODIS $T_{air}$. In this study, satellite-based $T_{air}$ was estimated under both clear and cloudy sky conditions in Gangwon Province using Aqua MODIS07 temperature profile product (MYD07_L2) and GCOM-W1 Advanced Microwave Scanning Radiometer 2 (AMSR2) brightness temperature ($T_b$) at 37 GHz frequency, and was compared with the measurements from the Automated Mountain Meteorology Stations (AMOS). The application of ambient temperature lapse rate was performed to improve the retrieval accuracy in mountainous region, which showed the improvement of estimation accuracy approximately 4% of RMSE. A simple pixel-wise regression method combining synergetic information from MYD07_L2 $T_{air}$ and AMSR2 $T_b$ was applied to estimate surface $T_{air}$ for all sky conditions. The $T_{air}$ retrievals showed favorable agreement in comparison with AMOS data (r=0.80, RMSE=7.9K), though the underestimation was appeared in winter season. Substantial $T_{air}$ retrievals were estimated 61.4% (n=2,657) for cloudy sky conditions. The results presented in this study indicate that the satellite remote sensing can produce the surface $T_{air}$ at the complex mountainous region for all sky conditions.

A Case Study on Forecasting Inbound Calls of Motor Insurance Company Using Interactive Data Mining Technique (대화식 데이터 마이닝 기법을 활용한 자동차 보험사의 인입 콜량 예측 사례)

  • Baek, Woong;Kim, Nam-Gyu
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.99-120
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    • 2010
  • Due to the wide spread of customers' frequent access of non face-to-face services, there have been many attempts to improve customer satisfaction using huge amounts of data accumulated throughnon face-to-face channels. Usually, a call center is regarded to be one of the most representative non-faced channels. Therefore, it is important that a call center has enough agents to offer high level customer satisfaction. However, managing too many agents would increase the operational costs of a call center by increasing labor costs. Therefore, predicting and calculating the appropriate size of human resources of a call center is one of the most critical success factors of call center management. For this reason, most call centers are currently establishing a department of WFM(Work Force Management) to estimate the appropriate number of agents and to direct much effort to predict the volume of inbound calls. In real world applications, inbound call prediction is usually performed based on the intuition and experience of a domain expert. In other words, a domain expert usually predicts the volume of calls by calculating the average call of some periods and adjusting the average according tohis/her subjective estimation. However, this kind of approach has radical limitations in that the result of prediction might be strongly affected by the expert's personal experience and competence. It is often the case that a domain expert may predict inbound calls quite differently from anotherif the two experts have mutually different opinions on selecting influential variables and priorities among the variables. Moreover, it is almost impossible to logically clarify the process of expert's subjective prediction. Currently, to overcome the limitations of subjective call prediction, most call centers are adopting a WFMS(Workforce Management System) package in which expert's best practices are systemized. With WFMS, a user can predict the volume of calls by calculating the average call of each day of the week, excluding some eventful days. However, WFMS costs too much capital during the early stage of system establishment. Moreover, it is hard to reflect new information ontothe system when some factors affecting the amount of calls have been changed. In this paper, we attempt to devise a new model for predicting inbound calls that is not only based on theoretical background but also easily applicable to real world applications. Our model was mainly developed by the interactive decision tree technique, one of the most popular techniques in data mining. Therefore, we expect that our model can predict inbound calls automatically based on historical data, and it can utilize expert's domain knowledge during the process of tree construction. To analyze the accuracy of our model, we performed intensive experiments on a real case of one of the largest car insurance companies in Korea. In the case study, the prediction accuracy of the devised two models and traditional WFMS are analyzed with respect to the various error rates allowable. The experiments reveal that our data mining-based two models outperform WFMS in terms of predicting the amount of accident calls and fault calls in most experimental situations examined.

A Proposal to Control System and the Problems of the Problems of the Report about Supply and Demand for Medical Technicians and Management Policy ("의료기사인력수급에 관한 보고서"의 문제점과 관리제도의 개선방안)

  • Kim, Sang-Hyun;Lim, Yongmoo
    • Journal of Korean Ophthalmic Optics Society
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    • v.13 no.4
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    • pp.25-30
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    • 2008
  • Purpose: In this paper, we have analyzed the problems of the Oh's report which is used to the basic data for supply and demand of medical technicians and studied a proposal for improvement to control system and supply and demand of korean optometrists. Methods: We have analyzed errors of Oh's report including supply and demand for medical technicians and management policy, expecting number for future optician, inaccurate estimation by limited data (employment rate, retirement rate, mortality rate) and an incorrect method of measurement for future supply and demand. Results: Oh's report showed the 18% error for estimation of supply which exclude the irregular entrance students. The estimation of supply was calculated by graduation rate 62.6% (college and University of Technology are 78.9% and 85.98% respectively), employment rate 65.8% (the average employment between 2002 and 2007 is 73.96%) and retirement rate is 2.3% (the retirement of pharmacists is 1.3%) but it showed the significant differences to objective data. For estimate the suitable ratio of optometrists to the population, the ratio use of medical facilities by an age group was used, and suggested spectacle wearers 1,280 persons (populations 2,928 persons) per optometrist but the different from reference of Germany (4,706 persons), America (1,789 persons) and Korea (1,825 persons/an optometrist) are applied to estimation on supply. This report applied the low employment rate and argued that maintain the present situation, but claimed that utilize unemployment persons. The above result has induced double weighting effect on estimation of supply. Conclusions: To solve the related problems of supply and demand, we have to make a search for exact data and optimum application model, have to take an example of nation similar job category as Germany and the research result of the job satisfaction into consideration. After we get the integrated research result, we must carried out the policy with fairness and balance for the estimation of supply and demand. Therefore exact research is required prior to beginning policy establishment, government and related group have to make a clear long-term plan and permanent organization for medical technician to establish supply and demand of medical technician.

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Evaluation of applicability of linkage modeling using PHABSIM and SWAT (PHABSIM과 SWAT을 이용한 연계모델링 적용성 평가)

  • Kim, Yongwon;Byeon, Sangdon;Park, Jinseok;Woo, Soyoung;Kim, Seongjoon
    • Journal of Korea Water Resources Association
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    • v.54 no.10
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    • pp.819-833
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    • 2021
  • This study is to evaluate applicability of linkage modeling using PHABSIM (Physical Habitat Simulation System) and SWAT (Soil and Water Assessment Tool) and to estimate ecological flow for target fishes of Andong downstream (4,565.7 km2). The SWAT was established considering 2 multi purpose dam (ADD, IHD) and 1 streamflow gauging station (GD). The SWAT was calibrated and validated with 9 years (2012 ~ 2020) data of 1 stream (GD) and 2 multi-purpose dam (ADD, IHD). For streamflow and dam inflows (GD, ADD and IHD), R2, NSE and RMSE were 0.52 ~ 0.74, 0.48 ~ 0.71, and 0.92 ~ 2.51 mm/day respectively. As a result of flow duration analysis for 9 years (2012 ~ 2020) using calibrated streamflow, the average Q185 and Q275 were 36.5 m3/sec (-1.4%) and 23.8 m3/sec (0%) respectively compared with the observed flow duration and were applied to flow boundary condition of PHABSIM. The target stream was selected as the 410 m section where GD is located, and stream cross-section and hydraulic factors were constructed based on Nakdong River Basic Plan Report and HEC-RAS. The dominant species of the target stream was Zacco platypus and the sub-dominant species was Puntungia herzi Herzenstein, and the HSI (Habitat Suitability Index) of target species was collected through references research. As the result of PHABSIM water level and velocity simulation, error of Q185 and Q275 were analyzed -0.12 m, +0.00 m and +0.06 m/s, +0.09 m/s respectively. The average WUA (Weighted Usable Area) and ecological flow of Zacco platypus and Puntungia herzi Herzenstein were evaluated 76,817.0 m2/1000m, 20.0 m3/sec and 46,628.6 m2/1000m, 9.0 m3/sec. This results indicated Zacco platypus is more adaptable to target stream than Puntungia herzi Herzenstein.

Estimation of TROPOMI-derived Ground-level SO2 Concentrations Using Machine Learning Over East Asia (기계학습을 활용한 동아시아 지역의 TROPOMI 기반 SO2 지상농도 추정)

  • Choi, Hyunyoung;Kang, Yoojin;Im, Jungho
    • Korean Journal of Remote Sensing
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    • v.37 no.2
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    • pp.275-290
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    • 2021
  • Sulfur dioxide (SO2) in the atmosphere is mainly generated from anthropogenic emission sources. It forms ultra-fine particulate matter through chemical reaction and has harmful effect on both the environment and human health. In particular, ground-level SO2 concentrations are closely related to human activities. Satellite observations such as TROPOMI (TROPOspheric Monitoring Instrument)-derived column density data can provide spatially continuous monitoring of ground-level SO2 concentrations. This study aims to propose a 2-step residual corrected model to estimate ground-level SO2 concentrations through the synergistic use of satellite data and numerical model output. Random forest machine learning was adopted in the 2-step residual corrected model. The proposed model was evaluated through three cross-validations (i.e., random, spatial and temporal). The results showed that the model produced slopes of 1.14-1.25, R values of 0.55-0.65, and relative root-mean-square-error of 58-63%, which were improved by 10% for slopes and 3% for R and rRMSE when compared to the model without residual correction. The model performance by country was slightly reduced in Japan, often resulting in overestimation, where the sample size was small, and the concentration level was relatively low. The spatial and temporal distributions of SO2 produced by the model agreed with those of the in-situ measurements, especially over Yangtze River Delta in China and Seoul Metropolitan Area in South Korea, which are highly dependent on the characteristics of anthropogenic emission sources. The model proposed in this study can be used for long-term monitoring of ground-level SO2 concentrations on both the spatial and temporal domains.

Sentinel-1 SAR image-based waterbody detection technique for estimating the water storage in agricultural reservoirs (농업저수지의 저수량 추정을 위한 Sentinel-1 SAR 영상 기반 수체탐지 기법)

  • Jeong, Jaehwan;Oh, Seungcheol;Lee, Seulchan;Kim, Jinyoung;Choi, Minha
    • Journal of Korea Water Resources Association
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    • v.54 no.7
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    • pp.535-544
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    • 2021
  • Agricultural water occupies 48% of water demand, and management of agricultural reservoirs is essential for water resources management within agricultural basins. For more efficient use of agricultural water, monitoring the distribution of water resources in agricultural reservoirs and agricultural basins is required. Therefore, in this study, three threshold determination methods (i.e., fixed threshold, Otsu threshold, Kittler-Illingworth (KI) threshold) were compared to detect terrestrial water bodies using Sentinel-1 images for 3 years from 2018 to 2020. The purpose of this study was to evaluate methods for determining threshold values to more accurately estimate the reservoir area. In addition, by analyzing the relationship between the water surface and water storage at the Edong, Gosam, and Giheung reservoirs, water storage based on the SAR image was estimated and validated with observations. The thresholding method for detecting a waterbody was found to be the most accurate in the case of the KI threshold, and the water storage estimated by the KI threshold indicated a very high agreement (r = 0.9235, KGE' = 0.8691). Although the seasonal error characteristics were not observed, the problem of underestimation at high water levels may occur; the relationship between the water surface and the water storage could change rapidly. Therefore, it is necessary to understand the relationship between the water surface area and water storage through ground observation data for a more accurate estimation of water storage. If the use of SAR data through water resources satellites becomes possible in the future, based on the results of this study, it is judged that it will be beneficial for monitoring water storage and managing drought.

Estimation of Soil Moisture Using Sentinel-1 SAR Images and Multiple Linear Regression Model Considering Antecedent Precipitations (선행 강우를 고려한 Sentinel-1 SAR 위성영상과 다중선형회귀모형을 활용한 토양수분 산정)

  • Chung, Jeehun;Son, Moobeen;Lee, Yonggwan;Kim, Seongjoon
    • Korean Journal of Remote Sensing
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    • v.37 no.3
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    • pp.515-530
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    • 2021
  • This study is to estimate soil moisture (SM) using Sentinel-1A/B C-band SAR (synthetic aperture radar) images and Multiple Linear Regression Model(MLRM) in the Yongdam-Dam watershed of South Korea. Both the Sentinel-1A and -1B images (6 days interval and 10 m resolution) were collected for 5 years from 2015 to 2019. The geometric, radiometric, and noise corrections were performed using the SNAP (SentiNel Application Platform) software and converted to backscattering coefficient of VV and VH polarization. The in-situ SM data measured at 6 locations using TDR were used to validate the estimated SM results. The 5 days antecedent precipitation data were also collected to overcome the estimation difficulty for the vegetated area not reaching the ground. The MLRM modeling was performed using yearly data and seasonal data set, and correlation analysis was performed according to the number of the independent variable. The estimated SM was verified with observed SM using the coefficient of determination (R2) and the root mean square error (RMSE). As a result of SM modeling using only BSC in the grass area, R2 was 0.13 and RMSE was 4.83%. When 5 days of antecedent precipitation data was used, R2 was 0.37 and RMSE was 4.11%. With the use of dry days and seasonal regression equation to reflect the decrease pattern and seasonal variability of SM, the correlation increased significantly with R2 of 0.69 and RMSE of 2.88%.

Non-astronomical Tides and Monthly Mean Sea Level Variations due to Differing Hydrographic Conditions and Atmospheric Pressure along the Korean Coast from 1999 to 2017 (한국 연안에서 1999년부터 2017년까지 해수물성과 대기압 변화에 따른 계절 비천문조와 월평균 해수면 변화)

  • BYUN, DO-SEONG;CHOI, BYOUNG-JU;KIM, HYOWON
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.26 no.1
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    • pp.11-36
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    • 2021
  • The solar annual (Sa) and semiannual (Ssa) tides account for much of the non-uniform annual and seasonal variability observed in sea levels. These non-equilibrium tides depend on atmospheric variations, forced by changes in the Sun's distance and declination, as well as on hydrographic conditions. Here we employ tidal harmonic analyses to calculate Sa and Ssa harmonic constants for 21 Korean coastal tidal stations (TS), operated by the Korea Hydrographic and Oceanographic Agency. We used 19 year-long (1999 to 2017) 1 hr-interval sea level records from each site, and used two conventional harmonic analysis (HA) programs (Task2K and UTide). The stability of Sa harmonic constants was estimated with respect to starting date and record length of the data, and we examined the spatial distribution of the calculated Sa and Ssa harmonic constants. HA was performed on Incheon TS (ITS) records using 369-day subsets; the first start date was January 1, 1999, the subsequent data subset starting 24 hours later, and so on up until the final start date was December 27, 2017. Variations in the Sa constants produced by the two HA packages had similar magnitudes and start date sensitivity. Results from the two HA packages had a large difference in phase lag (about 78°) but relatively small amplitude (<1 cm) difference. The phase lag difference occurred in large part since Task2K excludes the perihelion astronomical variable. Sensitivity of the ITS Sa constants to data record length (i.e., 1, 2, 3, 5, 9, and 19 years) was also tested to determine the data length needed to yield stable Sa results. HA results revealed that 5 to 9 year sea level records could estimate Sa harmonic constants with relatively small error, while the best results are produced using 19 year-long records. As noted earlier, Sa amplitudes vary with regional hydrographic and atmospheric conditions. Sa amplitudes at the twenty one TS ranged from 15.0 to 18.6 cm, 10.7 to 17.5 cm, and 10.5 to 13.0 cm, along the west coast, south coast including Jejudo, and east coast including Ulleungdo, respectively. Except at Ulleungdo, it was found that the Ssa constituent contributes to produce asymmetric seasonal sea level variation and it delays (hastens) the highest (lowest) sea levels. Comparisons between monthly mean, air-pressure adjusted, and steric sea level variations revealed that year-to-year and asymmetric seasonal variations in sea levels were largely produced by steric sea level variation and inverted barometer effect.