• The Transactions of the Korean Institute of Electrical Engineers A
• /
• v.55 no.9
• /
• pp.392-398
• /
• 2006

Maintenance scheduling of generating units (MSU) has strategic dimension in an oligopolistic market. Strategic MSU of gencos can affect a market power through capacity withdrawal which is related to bidding strategy in an generation wholesale market. This paper presents a combined framework that models the interrelation between competitive bidding and strategic MSU. The combined game model is represented as some sub-optimization problems of a market operator (MO) and gencos, that should be solved through bi-level optimization scheme. The gradient method with dual variables is also adopted to calculate a Nash Equilibrium (NE) by an iterative update technique in this paper. Illustrative numerical example shows that NE of a supply function equilibrium is obtained properly by using proposed solution technique. The MSU made by MO is compared with that by each genco and that under perfect competition market.

• The Transactions of the Korean Institute of Electrical Engineers
• /
• v.36 no.2
• /
• pp.73-79
• /
• 1987

This paper describes a new algorithm to evaluate the production cost for a generation system including energy-limited hydroelectric plants. The algorithm is based upon the analytical production costing model developed under the assumption of Gaussian probabilistic distribution of random load fluctuations and plant outages. Hydro operation and pumped storage operation have been dealt with in the previous papers using the concept of peak-shaving operation. In this paper, the hydro problem is solved by using a new version of the gradient projection method that treats the upper / lower bounds of variables saparately and uses a specified initial active constraint set. Accuracy and validity of the algorithm are demonstrated by comparing the result with that of the peak-shaving model.

• Journal of Ocean Engineering and Technology
• /
• v.18 no.4 s.59
• /
• pp.40-45
• /
• 2004

An efficient numerical model of the modified mild slope equation, based on the robust iterative method is presented. The model developed is verified against other numerical experimental results, related to wave reflection from an arc-shaped bar and wave transformation over a circular shoal. The results show that the modified mild slope equation model is capable of producing accurate results for wave propagation in a region where water depth varies substantially, while the conventional mild slope equation model yeilds large errors, as the mild slope assumption is violated.

• The Korean Journal of Applied Statistics
• /
• v.34 no.5
• /
• pp.745-760
• /
• 2021

Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible to predict stock prices. However, recent advances in predictive models have led to new attempts to predict the future prices. Here, we summarize past studies on the price prediction by evaluation measures, and predict the direction of stock prices of Samsung Electronics, LG Chem, and NAVER by applying various machine learning models. In addition to widely used technical indicator variables, accounting indicators such as Price Earning Ratio and Price Book-value Ratio and outputs of the hidden Markov Model are used as predictors. From the results of our analysis, we conclude that no models show significantly better accuracy and it is not possible to predict the direction of stock prices with models used. Considering that the models with extra predictors show relatively high test accuracy, we may expect the possibility of a meaningful improvement in prediction accuracy if proper variables that reflect the opinions and sentiments of investors would be utilized.

• Journal of Cadastre & Land InformatiX
• /
• v.46 no.2
• /
• pp.43-55
• /
• 2016

This study estimated land prices using instance-based learning. A k-nearest neighbor method was utilized among various instance-based learning methods, and the 10 distance metrics including Euclidean distance were calculated in k-nearest neighbor estimation. One distance metric prediction which shows the best predictive performance would be normally chosen as final estimate out of 10 distance metric predictions. In contrast to this practice, an ensemble technique which combines multiple predictions to obtain better performance was applied in this study. We applied the gradient boosting algorithm, a sort of residual-fitting model to our data in ensemble combining. Sales price data of farm lands in Haenam-gun, Jeolla Province were used to demonstrate advantages of instance-based learning as well as an ensemble technique. The result showed that the ensemble prediction was more accurate than previous 10 distance metric predictions.

• Journal of the Korean earth science society
• /
• v.34 no.7
• /
• pp.605-614
• /
• 2013

Most steep slope failures tend to take place in geographically unstable areas. Mt. Baekdusan is known as a potentially active volcano in a typical mountainous terrain. This study prepared a digital elevation model of Mt. Baekdusan area and created a hazard map based on topographical factors and structural lineament analysis. Factors used in vulnerability analysis included geographical data involving aspect and slope distribution, as well as contributory area of upslope, tangential gradient curvature, profile gradient curvature, and the distribution of wetness index among the elements that comprise topography. In addition, the stability analysis was conducted based on the lineament intensity map. Concerning the disaster vulnerability of Mt. Baekdusan region, the south and south west area of Mt. Baekdusan has a highest risk of disaster (grade 4-5) while the risk level decreases in the north eastern region.

• Journal of Biomedical Engineering Research
• /
• v.41 no.5
• /
• pp.185-194
• /
• 2020

Arrhythmia is basically diagnosed with the electrocardiogram (ECG) signal, however, ECG is difficult to measure and it requires expert help in analyzing the signal. On the other hand, the radial pulse can be measured with easy and uncomplicated way in daily life, and could be suitable bio-signal for the recent untact paradigm and extensible signal for diagnosis of Korean medicine based on pulse pattern. In this study, we developed an irregular radial pulse detection algorithm based on a learning model and considered its applicability as arrhythmia screening. A total of 1432 pulse waves including irregular pulse data were used in the experiment. Three data sets were prepared with minimal preprocessing to avoid the heuristic feature extraction. As classification algorithms, elastic net logistic regression, random forest, and extreme gradient boosting were applied to each data set and the irregular pulse detection performances were estimated using area under the receiver operating characteristic curve based on a 10-fold cross-validation. The extreme gradient boosting method showed the superior performance than others and found that the classification accuracy reached 99.7%. The results confirmed that the proposed algorithm could be used for arrhythmia screening. To make a fusion technology integrating western and Korean medicine, arrhythmia subtype classification from the perspective of Korean medicine will be needed for future research.

• The Korean Journal of Applied Statistics
• /
• v.30 no.6
• /
• pp.1015-1025
• /
• 2017

Bayesian personalized ranking (BPR) is a state-of-the-art recommendation system techniques for implicit feedback data. Unfortunately, there might be a loss of information because the BPR model considers only the binary transformation of implicit feedback that is non-binary data in most cases. We propose a modified BPR method using a level of confidence based on the size or strength of implicit feedback to overcome this limitation. The proposed method is useful because it still has a structure of interpretable models for underlying personalized ranking i.e., personal pairwise preferences as in the BPR and that it is capable to reflect a numerical size or the strength of implicit feedback. We propose a computation algorithm based on stochastic gradient descent for the numerical implementation of our proposal. Furthermore, we also show the usefulness of our proposed method compared to ordinary BPR via an analysis of steam video games data.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.44 no.4
• /
• pp.12-22
• /
• 2021

This article suggests the machine learning model, i.e., classifier, for predicting the production quality of free-machining 303-series stainless steel(STS303) small rolling wire rods according to the operating condition of the manufacturing process. For the development of the classifier, manufacturing data for 37 operating variables were collected from the manufacturing execution system(MES) of Company S, and the 12 types of derived variables were generated based on literature review and interviews with field experts. This research was performed with data preprocessing, exploratory data analysis, feature selection, machine learning modeling, and the evaluation of alternative models. In the preprocessing stage, missing values and outliers are removed, and oversampling using SMOTE(Synthetic oversampling technique) to resolve data imbalance. Features are selected by variable importance of LASSO(Least absolute shrinkage and selection operator) regression, extreme gradient boosting(XGBoost), and random forest models. Finally, logistic regression, support vector machine(SVM), random forest, and XGBoost are developed as a classifier to predict the adequate or defective products with new operating conditions. The optimal hyper-parameters for each model are investigated by the grid search and random search methods based on k-fold cross-validation. As a result of the experiment, XGBoost showed relatively high predictive performance compared to other models with an accuracy of 0.9929, specificity of 0.9372, F₁-score of 0.9963, and logarithmic loss of 0.0209. The classifier developed in this study is expected to improve productivity by enabling effective management of the manufacturing process for the STS303 small rolling wire rods.

• Journal of Korean Society on Water Environment
• /
• v.39 no.4
• /
• pp.302-315
• /
• 2023

Distribution characteristics and altitudinal gradient of four species (E. strigata, E. separigata, E. orientalis-sachalinensis group) of the mayfly genus Ephemera (Order Ephemeroptera) were analyzed with probability distribution models (exponential, normal, lognormal, logistic, Weibull, gamma, beta, Gumbel). Data was collected from 23,846 sampling units of 6,787 sites in Korea from 2010 to 2021. The beta distribution model showed the best fit for positively skewed E. orientalis-sachalinensis and little-skewed E. strigata along with altitudinal gradient. The reversed lognormal distribution model showed the best-fit for negatively skewed E. separigata. E. orientalis-sachalinensis distributed at the range of altitude 1~700 m (mean 251 m, median 226 m, mode 124 m, and standard deviation 161 m), E. strigata distributed at the range of altitude 5~871 m (mean 474 m, median 478 m, mode 492 m, and standard deviation 200 m), E. separigata distributed at the range of altitude 7~846 m (mean 620 m, median 659 m, mode 760 m, and standard deviation 181 m). Altitudinal habitat suitability ranges were estimated to be 42~257 m for E. orientalis-sachalinensis, 335~644 m for E. strigata, and 641~824 m for E. separigata. Based on the altitudinal spectrum of suitability and altitude-related temperature analysis results, E. orientalis-sachalinensis was estimated to be thermophilic, E. strigata to be mesophilic, and E. separigata to be thermophobic. This is the first national-scale evaluation of the altitudinal distribution of Ephemera in Korea. These results will be used in a further research study on altitudinal shift of the species of Ephemera under climate change.