• International journal of advanced smart convergence
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• v.7 no.3
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• pp.73-78
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• 2018

This study focuses on presenting the IT program module provided by BKLS measure in order to solve the problem of capital cost due to information asymmetry of external investors and corporate executives. Barron at al(1998) set up a BKLS measure to guide the market by intermediate analysts. The BKLS measure was measured by using the changes in the analyst forecast dispersion and analyst mean forecast error squared. This study suggests a model of the algorithm that the BKLS measure can be provided to all investors immediately by IT program in order to deliver the meaningful value in the domestic capital market as measured. This is a method of generating and analyzing real-time or non-real-time prediction models by transferring the predicted estimates delivered to the Big Data Log Analysis System through the statistical DB to the statistical forecasting engine. Because BKLS measure is not carried out in a concrete method, it is practically very difficult to estimate the BKLS measure. It is expected that the BKLS measure of Barron at al(1998) introduced in this study and the model of IT module provided in real time will be the starting point for the follow-up study for the introduction and realization of IT technology in the future.

• Journal of Environmental Science International
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• v.27 no.7
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• pp.531-541
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• 2018

Road freezing caused by snowfall during wintertime causes traffic congestion and many accidents. To prevent such problems, we developed, in this study, a system to predict road freezing based on weather forecast data and the freezing generation modules. The weather forecast data were obtained from a high-resolution model with 1 km resolution for Jeju Island from 00:00 KST on December 1, 2017, to 23:00 KST on February 28, 2018. The results of the weather forecast data show that index of agreement (IOA) temperature was higher than 0.85 at all points, and that for wind speed was higher than 0.7 except in Seogwipo city. In order to evaluate the results of the freezing predictions, we used model evaluation metrics obtained from a confusion matrix. These metrics revealed that, the Imacho module showed good performance in precision and accuracy and that the Karlsson module showed good performance in specificity and FP rate. In particular, Cohen's kappa value was shown to be excellent for both modules, demonstrating that the algorithm is reliable. The superiority of both the modules shows that the new system can prevent traffic problems related to road freezing in the Jeju area during wintertime.

• Journal of Navigation and Port Research
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• v.32 no.1
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• pp.81-88
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• 2008

The forecast of a container traffic has been very important for port plan and development. Generally, statistic methods, such as regression analysis, ARIMA, have been much used for traffic forecasting. Recent research activities in forecasting with artificial neural networks(ANNs) suggest that ANNs can be a promising alternative to the traditional linear methods. In this paper, a hybrid methodology that combines both ARIMA and ANN models is proposed to take advantage of the unique strength of ARIMA and ANN models in linear and nonlinear modeling. The results with port traffic data indicate that effectiveness can differ according to the characteristics of ports.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2007.12a
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• pp.259-260
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• 2007

The forecast of a container traffic has been very important for port plan and development Generally, statistic methods, such as regression analysis, ARIMA, have been much used for traffic forecasting. Recent research activities in forecasting with artificial neural networks(ANNs) suggest tint ANNs am be a promising alternative to the traditional linear methods. In this paper, a hybrid methodology that combines both ARIMA and ANN models is proposed to take advantage of the unique strength of ARIMA and ANN models in linear and nonlinear modeling. The results with port traffic data indicate tint effectiveness can differ according to the ch1racteristics of ports.

• Journal of the Korea Computer Industry Society
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• v.4 no.12
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• pp.1033-1042
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• 2003

In this study, the economic population prediction by computer simulation has been studied by using statistical model. The forecast of future population based on that of the past is a very difficult problem as uncertain conditions are modeled in it. Even if a thought forecast is possible, world-wide cultures and the local culture emotion the cultures of the world and out country can not be predicted due to rapid change and the estimation of population is ‘nowadays more and more’ difficult to be made good guess. In the estimation of economic population, by using the census population from 1960 to 1990, and using ARIMA model developed by Box and Jenkins, the estimation has been done on the economic population until 2021 according to age as appeared table and appendix. This kind of forecast would have both good point and weak point of ARIMA model theory saying that prediction can be done only by the economic population.

• Journal of The Korean Astronomical Society
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• v.53 no.6
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• pp.139-147
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• 2020

The sunspot area is a critical physical quantity for assessing the solar activity level; forecasts of the sunspot area are of great importance for studies of the solar activity and space weather. We developed an innovative hybrid model prediction method by integrating the complementary ensemble empirical mode decomposition (CEEMD) and extreme learning machine (ELM). The time series is first decomposed into intrinsic mode functions (IMFs) with different frequencies by CEEMD; these IMFs can be divided into three groups, a high-frequency group, a low-frequency group, and a trend group. The ELM forecasting models are established to forecast the three groups separately. The final forecast results are obtained by summing up the forecast values of each group. The proposed hybrid model is applied to the smoothed monthly mean sunspot area archived at NASA's Marshall Space Flight Center (MSFC). We find a mean absolute percentage error (MAPE) and a root mean square error (RMSE) of 1.80% and 9.75, respectively, which indicates that: (1) for the CEEMD-ELM model, the predicted sunspot area is in good agreement with the observed one; (2) the proposed model outperforms previous approaches in terms of prediction accuracy and operational efficiency.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.8
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• pp.1-12
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• 2021

Altman's Z-score is used to measure a company's financial health and to predict the probability that a company will collapse within 2 years. It is proven to be very accurate to forecast bankruptcy in a wide variety of contexts and markets. The goal of this study is to use Altman's Z-score model to forecast insolvency in non-financial publicly traded enterprises. Non-financial firms are a significant industry in Malaysia, and current trends of consolidation and long-term government subsidies make assessing the financial health of such businesses critical not just for the owners, but also for other stakeholders. The sample of this study includes 84 listed companies in the Kuala Lumpur Stock Exchange. Of the 84 companies, 52 are considered high risk, and 32 are considered low-risk companies. Secondary data for the analysis was gathered from chosen companies' financial reports. The findings of this study show that the Altman model may be used to forecast a company's financial collapse. It dispelled any reservations about the model's legitimacy and the utility of applying it to predict the likelihood of bankruptcy in a company. The findings of this study have significant consequences for investors, creditors, and corporate management. Portfolio managers may make better selections by not investing in companies that have proved to be in danger of failing if they understand the variables that contribute to corporate distress.

• Journal of Energy Engineering
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• v.17 no.1
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• pp.31-37
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• 2008

At present, the target amount of demand-side management and investment cost of EE (Energy Efficiency) program, which consists of high-efficiency appliances, has been estimated simply by the diffusion function based on the real historical data in the past or last year. In the internal and external condition, the penetration amount of each appliance has been estimated by Bass diffusion model which is expressed by time and three coefficients. And enough acquisition of real historical data is necessary for reasonable estimation of coefficients. In energy efficiency, to estimate the target amount of demand-side management, the penetration amount of each appliance should be primarily forecasted by Bass diffusion model in Korea. On going programs, however, lightings, inverters, vending machine and motors have a insufficient real historical data which is a essential condition to forecast the penetration amount using a Bass diffusion model due to the short period of program progress. In other words, the forecast of penetration amount may not be exact, so that it is necessary for the method of forecast to apply improvement of method. In this paper, the penetration amount of high-efficiency appliances is forecasted by Bass, virtual Bass, Logistic and Lawrence & Lawton diffusion models to analyze the diffusion progress. And also, by statistic standards, each penetration is compared with historical data for model suitability by characteristic of each appliance. Based on the these result, in the forecast of penetration amount by diffusion model, the reason for error occurrence caused by simple application of diffusion model and preferences of each diffusion model far a characteristic of data are analyzed.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.6B
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• pp.597-603
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• 2006

The purpose of this study is to improve the short term rainfall forecast skill using neural network model that can deal with the non-linear behavior between satellite data and ground observation, and minimize the flood damage. To overcome the geographical limitation of Korean peninsula and get the long forecast lead time of 3 to 6 hour, the developed rainfall forecast model took satellite imageries and wide range AWS data. The architecture of neural network model is a multi-layer neural network which consists of one input layer, one hidden layer, and one output layer. Neural network is trained using a momentum back propagation algorithm. Flood was estimated using rainfall forecasts. We developed a dynamic flood inundation model which is associated with 1-dimensional flood routing model. Therefore the model can forecast flood aspect in a protected lowland by levee failure of river. In the case of multiple levee breaks at main stream and tributaries, the developed flood inundation model can estimate flood level in a river and inundation level and area in a protected lowland simultaneously.

• Health Policy and Management
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• v.12 no.3
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• pp.54-76
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• 2002

This study investigated how much EVA which evaluate firm's value can explain hospital bankruptcy prediction as a explanatory variable including financial indicators in Korea. In this study, artificial neural network and logit regression which are traditional statistical were used as the model for bankruptcy prediction. Data used in this study were financial and economic value added indicators of 34 bankrupt and -:4 non-bankrupt hospitals from the Database of Korean Health Industry Development Institute. The main results of this study were as follows: First, there was a significant difference between the financial variable model including EVA and the financial variable model excluding EVA in pre-bankruptcy analysis. Second, EVA could forecast bankruptcy hospitals up to 83% by the logistic analysis. Third, the EVA model outperformed the financial model in terms of the predictive power of hospital bankruptcy. Fourth, The predictive power of neural network model of hospital bankruptcy was more powerful than the legit model. After all the result of this study will be useful to future study on EVA to evaluate bankruptcy hospitals forecast.