• Journal of the Korea Society of Computer and Information
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• v.29 no.2
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• pp.51-59
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• 2024

This study examines the relationship between the release of the news and the individual stock returns. Investors utilize a variety of information sources to maximize stock returns when establishing investment strategies. News companies publish their articles based on stock recommendation reports of analysts, enhancing the reliability of the information. Defining release of a stock-recommendation news article as an event, we examine its economic impacts and propose a binary classification model that predicts the stock return 10 days after the event. XGBoost and LightGBM models are applied for the study with accuracy of 75%, 71% respectively. In addition, after categorizing the recommended stocks based on the listed market(KOSPI/KOSDAQ) and market capitalization(Big/Small), this study verifies difference in the accuracy of models across four sub-datasets. Finally, by conducting SHAP(Shapley Additive exPlanations) analysis, we identify the key variables in each model, reinforcing the interpretability of models.

• Proceedings of the KIEE Conference
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• 1997.11a
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• pp.245-249
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• 1997

A feasibility study on the characterization of incipient insulator failure for distribution fault prediction is presented. In this study, real distribution data was collected and analyzed to isolate incipient failure signatures or parameters which were expected to show distinct behaviors before and after failure incident. Several signal analysis methods were applied to isolate the parameters and a new strategy of analysis, the event-date concept, was also applied to find a relationship between non-harmonic and high frequency signal activities and imminent insulator failures.

• Journal of the Korean Operations Research and Management Science Society
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• v.28 no.2
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• pp.105-127
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• 2003

In this paper, four different data mining techniques, two neural networks and two statistical modeling techniques, are compared in terms of prediction accuracy in the context of bankruptcy prediction. In business setting, how to accurately detect the condition of a firm has been an important event in the literature. In neural networks, Backpropagation (BP) network and the Kohonen self-organizing feature map, are selected and compared each other while in statistical modeling techniques, discriminant analysis and logistic regression are also performed to provide performance benchmarks for the neural network experiment. The findings suggest that the BP network is a better choice among the data mining tools compared. This paper also identified some distinctive characteristics of Kohonen self-organizing feature map.

• Proceedings of the KIEE Conference
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• 1998.07c
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• pp.1213-1216
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• 1998

This paper presents the result of a feasibility study for the prediction method of fault symptoms on 22.9kV distribution line. In this paper, real distribution data was collected and analyzed to isolate failure signatures or parameters which were distinct behaviors before and after failure incident. A new strategy of analysis-based (event-date concept) prediction algorithm for the distribution insulators and a developed model system were also discussed.

• Convergence Security Journal
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• v.16 no.2
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• pp.63-70
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• 2016

With the development of information and communication technologies like internet, the environment where people are able to access internet at any time and at any place has been established. As a result, cyber threats have been tried through various routes. Of cyber threats, DDoS is on the constant rise. For DDoS prediction modeling, this study drew a DDoS security index prediction formula on the basis of event data by using a statistical technique, and quantified the drawn security index. It is expected that by using the proposed security index and coming up with a countermeasure against DDoS threats, it is possible to minimize damage and thereby the prediction model will become objective and efficient.

• Ocean and Polar Research
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• v.31 no.4
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• pp.369-377
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• 2009

Performance of the Korea Ocean Research and Development Institute (KORDI) operational storm surge prediction system for the Korean coast is presented here. Results for storm surge hindcasts and forecasts calculations were analyzed. The KORDI storm surge system consists of two important components. The first component is atmospheric models, based on US Army Corps of Engineers (CE) wind model and the Weather Research and Forecasting (WRF) model, and the second components is the KORDI-storm surge model (KORDI-S). The atmospheric inputs are calculated by the CE wind model for typhoon period and by the WRF model for non-typhoon period. The KORDI-S calculates the storm surges using the atmospheric inputs and has 3-step nesting grids with the smallest horizontal resolution of ${\sim}$300 m. The system runs twice daily for a 72-hour storm surge prediction. It successfully reproduced storm surge signals around the Korean Peninsula for a selection of four major typhoons, which recorded the maximum storm surge heights ranging from 104 to 212 cm. The operational capability of this system was tested for forecasts of Typhoon Nari in 2007 and a low-pressure event on August 27, 2009. This system responded correctly to the given typhoon information for Typhoon Nari. In particular, for the low-pressure event the system warned of storm surge occurrence approximately 68 hours ahead.

• Wind and Structures
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• v.30 no.4
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• pp.393-403
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• 2020

One of the growing concerns of the wind energy production is wind ramp events. To improve the wind ramp event forecasts, the nonlinear Kalman filter bias correction method was applied to 24-h wind speed forecasts issued from the WRF model at 70-m height in Zhangbei wind farm, Hebei Province, China for a two-year period. The Kalman filter shows the remarkable ability of improving forecast skill for real-time wind speed forecasts by decreasing RMSE by 32% from 3.26 m s_-1 to 2.21 m s_-1, reducing BIAS almost to zero, and improving correlation from 0.58 to 0.82. The bias correction improves the forecast skill especially in wind speed intervals sensitive to wind power prediction. The fact shows that the Kalman filter is especially suitable for wind power prediction. Moreover, the bias correction method performs well under abrupt weather transition. As to the overall performance for improving the forecast skill of ramp events, the Kalman filter shows noticeable improvements based on POD and TSS. The bias correction increases the POD score of up-ramps from 0.27 to 0.39 and from 0.26 to 0.38 for down-ramps. After bias correction, the TSS score is significantly promoted from 0.12 to 0.26 for up-ramps and from 0.13 to 0.25 for down-ramps.

• Explosives and Blasting
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• v.40 no.4
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• pp.27-34
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• 2022

The government is promoting various policies to reduce greenhouse gas emissions for carbon neutrality, one of the key tasks is to revitalize the hydrogen economy. As one of these policies the government has formulated a plan to incorporate hydrogen into existing city gas pipes, and aims to commercialize 20% hydrogen mixing by 2026. In preparation for the commercialization of city gas and hydrogen mixture, this study quantitatively predicts the scale of damage and the range of impact in the event of leakage of these two gas mixtures. The quantitative damage prediction method is to calculate the damage conversion distance through the calculation of the TNT equivalent by setting the leakage amount of the gas mixture in the event of an accident under a virtual scenario.

• Journal of the Society of Naval Architects of Korea
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• v.58 no.5
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• pp.281-293
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• 2021

Oil and steel prices, which are major pricescosts in the shipbuilding industry, were predicted. Firstly, the error of the moving average line (N=3-5) was examined, and in all three error analyses, the moving average line (N=3) was small. Secondly, in the linear prediction of data through existing theory, oil prices rise slightly, and steel prices rise sharply, but in reality, linear prediction using existing data was not satisfactory. Thirdly, we identified the limitations of linear prediction methods and confirmed that oil and steel price prediction was somewhat similar to actual moving average line prediction methods. Due to the high volatility of major price flows, large errors were inevitable in the forecast section. Through the time series analysis method at the end of this paper, we were able to achieve not bad results in all analysis items relative to artificial intelligence (Prophet). Predictive data through predictive analysis using eight predictive models are expected to serve as a good research foundation for developing unique tools or establishing evaluation systems in the future. This study compares the basic settings of artificial intelligence programs with the results of core price prediction in the shipbuilding industry through time series prediction theory, and further studies the various hyper-parameters and event effects of Prophet in the future, leaving room for improvement of predictability.

• Journal of Astronomy and Space Sciences
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• v.18 no.2
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• pp.163-173
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• 2001

In this paper, space radiation environment and single event effect(SEE) have been analyzed for the KOMPSAT-2 operational orbit. As spacecraft external and internal space environment, trapped proton, SEP(solar energetic particle) and GCR(galactic cosmic ray) high energy Protons and heavy ions spectrums are analyzed. Finally, SEU and SEL rate prediction has been performed for the Intel 80386 microprocessor CPU that is planned to be used in the KOMPSAT-2. As the estimation results, under nominal operational condition, it is predicted that trapped proton and high energetic proton induced SBU effect will not occur. But, it is predicted that heavy ion induced SEU can occur several times during KOMPSAT-2 3-year mission operation. KOMPSAT-2 has been implementing system level design to mitigate SEU occurrence using processor CPU error detection function of the on-board flight software.