• Journal of Korea Water Resources Association
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• v.44 no.5
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• pp.339-350
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• 2011

This study developed a climate informed Bayesian nonstationary frequency model which allows us to forecast seasonal summer rainfall at Nakdong River. We constructed a 37-year summer rainfall data set from 10 weather stations within Nakdong river basin, and two climate indices from sea surface temperature (SST) and outgoing longwave radiation (OLR) were derived through correlation analysis. The selected SST and OLR have been widely acknowledged as a climate driver for summer rainfall. The developed model was applied first to the 2010-year summer rainfall (888.1 mm) in order to assure ourself. We demonstrated model performance by comparing posterior distributions. It was confirmed that the proposed model is able to produce a reasonable forecast. The forecasted value is about 858.2 mm, and the difference between forecast and observation is about 30 mm. As the second case study, 2011-year summer rainfall forecast was made using an observed winter SSTs and an assumed 50% value of OLRs. The forecasted value is 967.7 mm and associated exceedance probability over average summer rainfall 680 mm is 92.9%. In addition, 50-year return period for summer rainfall was projected through the nonstationary frequency model. An exceedance probability over 1,400 mm corresponding to the 50-year return level is about 73.7%.

• Journal of Korea Water Resources Association
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• v.44 no.3
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• pp.199-208
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• 2011

The objective of this study is to develop real-time river flow forecast model by linking continuous rainfall-runoff model with ensemble Kalman filter technique. Andong dam basin is selected as study area and the model performance is evaluated for two periods, 2006. 7.1~8.18 and 2007. 8.1~9.30. The model state variables for data assimilation are defined as soil water content, basin storage and channel storage. This model is designed so as to be updated the state variables using measured inflow data at Andong dam. The analysing result from the behavior of the state variables, predicted state variable as simulated discharge is updated 74% toward measured one. Under the condition of assuming that the forecasted rainfall is equal to the measured one, the model accuracy with and without data assimilation is analyzed. The model performance of the former is better than that of the latter as much as 49.6% and 33.1% for 1 h-lead time during the evaluation period, 2006 and 2007. The real-time river flow forecast model using rainfall-runoff model linking with data assimilation process can show better forecasting result than the existing methods using rainfall-runoff model only in view of the results so far achieved.

• Journal of Korea Water Resources Association
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• v.46 no.7
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• pp.755-765
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• 2013

This study developed a real-time dam's hydrologic variables prediction model (DHVPM) and evaluated its performance for simulating historical dam inflow and outflow in the Chungju dam basin. The DHVPM consists of the Sejong University River Forecast (SURF) model for hydrologic modeling and an autoreservoir operation method (Auto ROM) for dam operation. SURF model is continuous rainfall-runoff model with data assimilation using an ensemble Kalman filter technique. The four extreme events including the maximum inflow of each year for 2006~2009 were selected to examine the performance of DHVPM. The statistical criteria, the relative error in peak flow, root mean square error, and model efficiency, demonstrated that DHVPM with data assimilation can simulate more close to observed inflow than those with no data assimilation at both 1-hour lead time, except the relative error in peak flow in 2007. Especially, DHVPM with data assimilation until 10-hour lead time reduced the biases of inflow forecast attributed to observed precipitation error. In conclusion, DHVPM with data assimilation can be useful to improve the accuracy of inflow forecast in the basin where real-time observed inflow are available.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.139-169
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• 2009

This paper introduces the modified VaR which takes into account the asymmetry and fat-tails of financial asset distribution, and then compares its out-of-sample forecast performance with traditional VaR model such as historical simulation model and Riskmetrics. The empirical tests using stock indices of 6 countries showed that the modified VaR has the best forecast accuracy. At the test of independence, Riskmetrics and GARCH model showed best performances, but the independence was not rejected for the modified VaR. The Monte Carlo simulation using skew t distribution again proved the best forecast performance of the modified VaR. One of many advantages of the modified VaR is that it is appropriate for measuring VaR of the portfolio, because it can reflect not only the linear relationship but also the nonlinear relationship between individual assets of the portfolio through coskewness and cokurtosis. The empirical analysis about decomposing VaR of the portfolio of 6 stock indices confirmed that the component VaR is very useful for the re-allocation of component assets to achieve higher Sharpe ratio and the active risk management.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• autumn
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• pp.349-352
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• 2003

Using EVMS can probably cause lots of confusion under the different systems and different circumstances of the construction industry between Korea and The United States, because The United States has wide experience in applying to EVMS during several decades but Korea has not. Therefore this research deals with the problem about Performance Indices in forecasting EAC(Estimate at Completion) among the problems of using EVMS. A target index of testing in this research is the Performance Indices used in the research at home and abroad in the past and those is applied to APT projects within the country with statistical method. Through this method, we can catch the tendency and the properties of the Performance Indices for applying to Korea.

• Asia pacific journal of information systems
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• v.25 no.3
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• pp.563-578
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• 2015

Forecasting daily box-office performance is critical for planning the distribution of marketing resources, and by extension, maximizing profits. For certain movies, the number of viewers increases rapidly at the beginning of their theatrical run, and the increments slow down later. Other movies are not popular in the beginning, but the audience sizes grow rapidly afterward. Thus, the audience attendance of movies grow in different trajectories, which are influenced by various factors including marketing budget, distributors, directors, actors, and word of mouth. In this paper, we propose a method for predicting the daily performance trajectory of running movies based on the hierarchical linear model. More specifically, we focus on the effect of online word of mouth on the shape of the growth curves. We fitted the mean trajectory of the cumulative audience size as a cubic function of time, and allowed the intercept and slope to vary movie-to-movie. Moreover, we fitted the linear slope with a function of online word of mouth predictors to help determine the shape of the trajectories. Finally, we provide performance predictions for individual movies.

• Journal of the Korean Society of Propulsion Engineers
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• v.7 no.2
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• pp.62-69
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• 2003

Swirl injectors have the advantage of stable combustion, high efficiency, and insensibility to variable O/F ratio. Recess length is the length from outer orifice tip to inner orifice tip. It is the very important variable of performance of swirl type injector Recess length have influence on collision, mixing, spray, and combustion of propellants. This study investigated on the engine performance with the change of recess length through CFD, cold flow test, and combustion test. In result, we could confirm the change of engine performance with the change of recess length. And we found that performance forecast process through CFD, cold flow test is the right process through combustion test.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.675-683
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• 2015

In the 21st century, we now face the serious problems of the enormous consumption of the energy resources. Depending on the power consumption increases, both China and South Korea face a reduction in available resources. This paper considers the regression models and time-series models to compare the performance of the forecasting accuracy based on Mean Absolute Percentage Error (MAPE) in order to forecast the electricity demand accurately on the short-term period (68 months) data in Northeast China and find the relationship with Korea. Among the models the support vector regression (SVR) model shows superior performance than time-series models for the short-term period data and the time-series models show similar results with the SVR model when we use long-term period data.

• Journal of the Korean housing association
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• v.17 no.2
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• pp.19-26
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• 2006

Building would be deteriorated with time elapse, influenced by its geographic situation, climate and other environmental conditions. In addition, the systematic maintenance could be provided to keep the resident a recent living condition. The existing breakdown maintenance will be changed into the preventive maintenance. The preventive maintenance is required to get the repair time, the repair scope and frequency. In this paper, it aimed at providing the repair time range over the building components, utilizing the relation between the determination curve and the performance recovery through repair. Results of this study are as follows : First, the forecast of the repair time over the building components could be calculated and equalized with the deterioration and performance degree. Second, the repair time range of building components would be provided into five categories and 3rd repair time. Results of this study will set up the long-term repair plan of building, and finally keep an housing condition comfortable.

• Journal of Korean Society for Quality Management
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• v.26 no.4
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• pp.250-264
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• 1998

The purpose of the thesis is to develop simulation program for forecasting of optical connector. So we can achieve the time and the money saving for making the optical connector. Optical performance (insertion loss) of optical connector mainly relies on 3 misalignment factors-ferrule factor due to mis-manufacture from design, auto-centering effect that is fiber behavior phenomena between hole and fiber, fiber misalignment factor. Simulation use experimental data with auto-centering effect and fiber factor and use pseudo data with ferrule through random number generation because it is developing stage. In this study we a, pp.y kernel density estimation method with experimental data in order to know whether it belong to or not specific parametric distribution family. And we simulate to forecast insertion loss of optical multifiber connector under specific design model using nonparametric bootstrap resampling data and parametric pseudo samples from uniform distribution. We obtain the tolerance specifications of misalignment factors satisfying not exceed in maximum 1.0dB and choose optimal hole diameter.