• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2007년도 추계학술대회 및 정기총회
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• pp.477-481
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• 2007

The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

• 대한산업공학회지
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• 제22권2호
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• pp.231-245
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• 1996

Semiconductor manufacturing line includes several batch processes which are to be controlled effectively to enhance the productivity of the line. The key problem in batch processes is a dynamic batch sizing problem which determines number of lots processed simultaneously in a single botch. The batch sizing problem in semiconductor manufacturing has to consider delay of lots, setup cost of the process, machine utilization and so on. However, an optimal solution cannot be attainable due to dynamic arrival pattern of lots, and difficulties in forecasting future arrival times of lots of the process. This paper proposes an efficient batch sizing heuristic, which considers delay cost, setup cost, and effect of the forecast errors in determining the botch size dynamically. Extensive numerical experiments through simulation are carried out to investigate the effectiveness of the proposed heuristic in four key performance criteria: average delay, variance of delay, overage lot size and total cost. The results show that the proposed heuristic works effectively and efficiently.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.141-154
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• 2002

Foreign investors'shares and their influences on the Korean stock market have never been larger and greater before since the market was completely open to foreign investors in 1992 Quantitatively and qualitatively as well, as a result, changes in the patterns of foreign investments have caused enormous effects on the interactions of major macroeconomic indices of the Korean economy. This paper is intended to investigate the causal relations of the four variables, foreigners'buy-sell ratios, stock returns, ￦/＄ exchange rates and $\yen$/＄ exchange rates, over the two time periods of the pre-IMF (1996.1.1-1997.8.15) and the post-IMF (1997.8.16-2000.6.15) based on the daily data of the variables. Granger Causality Test, Forecast Error Variance Decomposition(FEVD) using VAR model and Impulse Response Function were implemented for the empirical analysis.

• KIEE International Transactions on Power Engineering
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• 제4A권3호
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• pp.159-166
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• 2004

Forecasting prices in electricity markets is critical for consumers and producers in planning their operations and managing their price risk. We utilize the generalized autoregressive conditionally heteroskedastic (GARCH) method to forecast the electricity prices in two regions of New York： New York City and Central New York State. We contrast the one-day forecasts of the GARCH against techniques such as dynamic regression, transfer function models, and exponential smoothing. We also examine the effect on our forecasting of omitting some of the extreme values in the electricity prices. We show that accounting for the extreme values and the heteroskedactic variance in the electricity price time-series can significantly improve the accuracy of the forecasting. Additionally, we document the higher volatility in New York City electricity prices. Differences in volatility between regions are important in the pricing of electricity options and for analyzing market performance.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 B
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• pp.1352-1354
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• 2004

The accurate analysis on railway traction power system should be carried out a load forecast preferentially. Commonly, it has been performed through Train Performance Simulator (TPS). In the study focused on velocity or location of train, however, the electric power consumption have been computed by converting mechanical power according to given velocity. Therefore, this paper presents a development of a mathematical model for electric load. The proposed load model is expressed as polynomial to reflect the influence of variance of train speed, that is, the model expresses the power as a function of train speed. in this study, method of the least squares method is used to find each coefficient and field test is performed to acquire data, electric power and speed of train in commercial running line.

• 천문학회보
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• 제46권2호
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• pp.72.2-72.2
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• 2021

Cosmic reionization imprints its history on the sky map of the cosmic microwave background (CMB) polarization. Even though mild, the signature of the reionization history during its early phase (z>15) can also impact the CMB polarization. We forecast the observational capability of the LiteBIRD(Lite(Light) satellite for the studies of B-mode polarization and Inflation from cosmic background Radiation Detection), a truly cosmic-variance limited apparatus. We focus on the capability for such an apparatus to probe the partial optical depth of the CMB photons during z>15. We show that LiteBIRD is able to probe this quantity with a modest to high significance, enabling one to tell how efficient the cosmic reionization and star formation were at z>15.

• 한국수자원학회논문집
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• 제38권2호
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• pp.121-131
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• 2005

본 연구에서는 여러 가지 요인에 의해 발생하는 홍수위의 변화를 분석하기 위해서 홍수추적모형을 이용하였다. 과거 측량된 하상단면자료를 이용하여 모의수행한 결과 합리적인 경계조건 뿐만 아니라 당시의 하상단면에 대한 정확한 측량이 이루어진 경우에 가장 작은 오차를 발생하였다. 지류의 유입규모에 따른 본류부의 수위 상승 효과를 분석한 결과 본류 및 지류의 유량규모가 커질수록 잠수교 및 한강대교에서의 수위변화량이 상당히 작아지는 것을 확인할 수 있었다. 한강하류부 월곶에서 발생하는 조위의 영향에 대한 분석결과 본류 및 지류에서 평상시 유량규모의 경우에는 하류단의 조위의 영향이 상류부로 영향을 미치고 있었으나 계획홍수량의 경우에는 최대만조위가 발생하더라도 운동량의 영향에 의해서 상류부로 영향을 미치지 않고 있었다. 이와 같은 다양한 수리학적 요인에 의한 홍수위 변화량을 분석함으로서 좀 더 체계적이고 실제적인 홍수예경보를 수행할 수 있을 것으로 판단된다.

• 한국수자원학회논문집
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• 제38권6호
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• pp.471-483
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• 2005

일단위 강우-유출모형인 SSARR모형을 이용하여 한강, 낙동강, 섬진강유역에 월 앙상블 유량예측 시스템을 구축하였다. 우선 SSARR모형의 월 평균 유출량에 대한 모의정확성을 평가한 결과 한강과 낙동강유역에서는 과소추정하는 경향이 뚜렷하였으며, 섬진강유역에서는 모의오차의 분산이 커 정확성 개선이 필요하였다. 최적선형 보정기법을 적용하여 SSARR모형의 모의유량을 보정한 결과, 섬진강을 제외한 한강과 낙동강유역의 검증지점에서는 모의 정확성이 크게 개선되었다. 또한 1998년부터 2003년까지 월 앙상블 유량예측을 실시하여 예측 정확성을 평가하였다. 한강과 낙동강유역에서 최적선형 보정기법을 이용할 경우 앙상블 유량예측 정확성이 크게 개선되었으나, 섬진강유역은 개선효과가 미비하였다.

• 한국융합학회논문지
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• 제10권9호
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• pp.199-207
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• 2019

우리나라 주식시장에서 애널리스트들이 발표하는 주가 전망 자료를 입력변수로 활용한 로보어드바이저 포트폴리오의 수익성이 있는지를 분석하고자 하였다. 포트폴리오 구성을 위한 표본 주식은 업종을 대표하는 8개의 우량주이며, 분석 기간은 2003년부터 2019년까지의 17년 자료이다. 표본 주식에 대한 주가와 애널리스트 주가 전망 자료를 결합하는 블랙리터만모형을 통해 로보어드바이저 포트폴리오를 추천하고 벤치마크 대비 수익성을 비교하였다. 실증 분석 결과, 애널리스트들의 주가 전망 자료를 결합한 로보어드바이저 알고리즘의 수익성은 벤치마크 포트폴리오보다 연평균 1% 이상의 초과 수익을 시현하였다. 투자자들의 비판적 시각에도 불구하고 개별 종목에 대한 투자가 아닌 상대적 투자 비중을 구하는 로보어드바이저 관점에서는 애널리스트들의 주가 전망 자료가 경제적 가치를 보유하고 있음을 밝혔다. 향후 연구에서는 애널리스트들의 주가 전망 영향력이 대형주보다 더 클 것으로 예측되는 중 소형주를 포함한 로보어드바이저 포트폴리오의 수익성을 분석할 필요가 있다.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2002년도 추계학술대회
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• pp.321-339
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• 2002

The result of variance decomposition through yield of Treasury of 30 year maturity of USA, S&P 500 index, stock price of KEPCO has 76.12% of impulse of KEPCO stock price at short-term horizon, but they have 51.40% at long-term horizon. After one year, they occupy 13.65%, and 33.25%. So their effects are increased. By the way, S&P 500 index and yield of Treasury of 30 year maturity of USA have relatively more effect for forecast of stock price oi KEPCO at short-term & long-term. The yield of Treasury of 30 year maturity of USA more than S&P 500 index have more effect for stock price of KEPCO. It is why. That foreign investors through fall of stock price of USA invest for emerging market is less than movement for emerging market of hedge funds through effect of fall of yield of Treasury of 30 year maturity of USA, according to relative effects for stock price of Korea companies. The result of variance decomposition through won/dollar foreign exchange rate, yield of corporate bond of 3 year maturity, Korea Stock Price index(KOSPI), stock price of KEPCO has 81.33% of impulse of KEPCO stock price at short-term horizon, but they have 41.73% at long-term horizon. After one year, they occupy 23.57% and 34.70%. So their effects are increased. By the way, KOSPI and won/dollar foreign exchange rate have relatively more effect for forecast of stock price of KEPCO at short-term & long-term. The won/dollar foreign exchange rate more than KOSPI have more effect for stock price of KEPCO. It is why. The recovery of economic condition through improvement of company revenue causes of rising of KOSPI. But, if persistence of low interest rate continues, fall of won/dollar foreign exchange rate will be more aggravated. And it will give positive effect for stock price of KEPCO. This gives more positive effect at two main reason. Firstly, through fall of won/dollar foreign exchange rate and rising of credit rating of Korea will be followed. Therefore, foreign investors will invest more funds to Korea. Secondly, inflow of foreign investment funds through profit of won/dollar foreign exchange rate and stock investment will be occurred. If appreciation of won against dollar is forecasted, foreign investors will buy won. Through this won, investors will do investment. Won/dollar foreign exchange rate is affected through external factors of yen/dollar foreign exchange rate, etc. Therefore, the exclusion of instable factors for foreign investors through rising of credit rating of Korea is necessary things.