• 제목/요약/키워드: index model

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손상지수법을 이용한 트러스 교량의 손상추정 (Damage Identification in Truss Bridges using Damage Index Method)

  • 이봉학;김정태;장동일
    • 한국강구조학회 논문집
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    • 제10권2호통권35호
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    • pp.279-290
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    • 1998
  • 소수의 진동특성치가 실측된 삼차원 트러스 교량을 대상으로 기존의 손상추정법이 실험되었다. 첫 번째 단계로 진동모드 민감도 해석과 패턴인식기법을 사용하여 초기구조모델(baseline model)이 구성되었고, 다음 단계로 수개의 손상시나리오 수치 예를 초기구조물에 시뮬레이션하고 이를 손상지수와 패턴인식기법을 이용하여 손상위치를 예측하였다. 총 211개 요소에 11개의 부 구조계를 갖는 트러스 구조에 대하여 진동모드가 2개인 경우에 한하여 분석 검토한 결과 손상발견 알고리즘의 적합성이 입증되었다.

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인터넷 뉴스 빅데이터를 활용한 기업 주가지수 예측 (A Prediction of Stock Price Through the Big-data Analysis)

  • 유지돈;이익선
    • 산업경영시스템학회지
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    • 제41권3호
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    • pp.154-161
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    • 2018
  • This study conducted to predict the stock market prices based on the assumption that internet news articles might have an impact and effect on the rise and fall of stock market prices. The internet news articles were tested to evaluate the accuracy by comparing predicted values of the actual stock index and the forecasting models of the companies. This paper collected stock news from the internet, and analyzed and identified the relationship with the stock price index. Since the internet news contents consist mainly of unstructured texts, this study used text mining technique and multiple regression analysis technique to analyze news articles. A company H as a representative automobile manufacturing company was selected, and prediction models for the stock price index of company H was presented. Thus two prediction models for forecasting the upturn and decline of H stock index is derived and presented. Among the two prediction models, the error value of the prediction model (1) is low, and so the prediction performance of the model (1) is relatively better than that of the prediction model (2). As the further research, if the contents of this study are supplemented by real artificial intelligent investment decision system and applied to real investment, more practical research results will be able to be developed.

Selection of Optimal Vegetation Indices and Regression Model for Estimation of Rice Growth Using UAV Aerial Images

  • Lee, Kyung-Do;Park, Chan-Won;So, Kyu-Ho;Na, Sang-Il
    • 한국토양비료학회지
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    • 제50권5호
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    • pp.409-421
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    • 2017
  • Recently Unmanned Aerial Vehicle (UAV) technology offers new opportunities for assessing crop growth condition using UAV imagery. The objective of this study was to select optimal vegetation indices and regression model for estimating of rice growth using UAV images. This study was conducted using a fixed-wing UAV (Model : Ebee) with Cannon S110 and Cannon IXUS camera during farming season in 2016 on the experiment field of National Institute of Crop Science. Before heading stage of rice, there were strong relationships between rice growth parameters (plant height, dry weight and LAI (Leaf Area Index)) and NDVI (Normalized Difference Vegetation Index) using natural exponential function ($R{\geq}0.97$). After heading stage, there were strong relationships between rice dry weight and NDVI, gNDVI (green NDVI), RVI (Ratio Vegetation Index), CI-G (Chlorophyll Index-Green) using quadratic function ($R{\leq}-0.98$). There were no apparent relationships between rice growth parameters and vegetation indices using only Red-Green-Blue band images.

공공부문 한국형 주간경제지수 모델 개발 및 검증에 관한 연구: 주요사례를 분석하여 (A Study on the Development and Verification of a Korean-style Weekly Economic Activity Index(WEAI) Model in the Public Sector: By Analyzing Major Cases)

  • 송석현
    • 한국IT서비스학회지
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    • 제20권5호
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    • pp.177-187
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    • 2021
  • The global economy has been very difficult due to the recent impact of COVID-19. Korea is also pushing for strong quarantine policies such as K- quarantine and social distancing, but the economy is hardly recovering. In particular, the economic situation began to change rapidly depending on the export and domestic market, the public's interest in the economy increased, and companies became more sensitive. In order to estimate this rapidly changing economic situation, major advanced countries have also developed models that can periodically monitor the economy at the government level. Through this, by periodically reporting the economic trends, the public and companies can be aware of the economic trends to some extent. This study analyzed the cases of weekly business trends in advanced countries and developed a model of weekly economic activity suitable for Korea. To verify this, indices closely related to the economy such as mobility, industrial activity, face-to-face consumption, and psychology were discovered and estimated. As a result of the study, the weekly economic activity index was judged to be very useful in capturing short-term real economic activity. In the future, in order to secure the robustness and stability of the index and to increase the reflection of reality, model improvement and parameter estimation should be performed regularly.

In-Sample and Out-of-Sample Predictability of Cryptocurrency Returns

  • Kyungjin Park;Hojin Lee
    • East Asian Economic Review
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    • 제27권3호
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    • pp.213-242
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    • 2023
  • This paper investigates whether the price of cryptocurrency is determined by the US dollar index, the price of investment assets such gold and oil, and the implied volatility of the KOSPI. Overall, the returns on cryptocurrencies are best predicted by the trading volume of the cryptocurrency both in-sample and out-of-sample. The estimates of gold and the dollar index are negative in the return prediction, though they are not significant. The dollar index, gold, and the cryptocurrencies seem to share characteristics which hedging instruments have in common. When investors take notice of the imminent market risks, they increase the demand for one of these assets and thereby increase the returns on the asset. The most notable result in the out-of-sample predictability is the predictability of the returns on value-weighted portfolio by gold. The empirical results show that the restricted model fails to encompass the unrestricted model. Therefore, the unrestricted model is significant in improving out-of-sample predictability of the portfolio returns using gold. From the empirical analyses, we can conclude that in-sample predictability cannot guarantee out-of-sample predictability and vice versa. This may shed light on the disparate results between in-sample and out-of-sample predictability in a large body of previous literature.

The Impact of Asian Economic Policy Uncertainty : Evidence from Korean Housing Market

  • Jeon, Ji-Hong
    • The Journal of Asian Finance, Economics and Business
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    • 제5권2호
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    • pp.43-51
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    • 2018
  • We study the impact of economic policy uncertainty (EPU) of Asian four countries such as Korea, Japan, Hong Kong, and China on housing market returns in Korea. Also, we document the relationship between the EPU index of those four countries and the housing market including macroeconomic indicators in Korea. The EPU index of those four countries has significantly a negative effect on the housing purchase price index, housing lease price index in Korea. The EPU index in Korea and Japan has significantly a negative effect on the CPI. The EPU index in only Japan has significantly a negative effect on the PPI. The EPU index in Hong Kong and Korea has significantly a negative effect but the EPU index in China significantly has a positive effect on the stock price index in construction industry. The EPU index in only Korea has significantly a negative effect the stock price index in banking industry. This study shows the EPU index of the Korea has the negative relationships on the housing market economy rather than other countries by VECM. And this study has an important evidence of the spillover of several macroeconomic indicators in Korea for the EPU index of the Asian four countries.

제조업의 총요소생산성과 기술적효율성 결정요인분석 : 비모수적 맴퀴스트 생산성 지수에 의한 분석 (An Analysis about determinants of Total Factor Productivity and Technical Efficiency in Manufacturing Industries : Non-parametric Malmquist Approach)

  • 정경희;조재립
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2009년도 춘계학술대회
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    • pp.337-350
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    • 2009
  • Using the Malmquist productivity index, this paper compares the productivity of Korean manufacturing industries from 1999 to 2006. The malmquist productivity index has more advantages than previous methods such as solow model, endogenous growth theory. The malmquist productivity index can be decomposed productivity into two parts. The first part is an index of the technical efficiency change. This index has high value when the elements of production is used more efficiently. The second part is an index of technical change. This index has high value if the advent of new technology and process innovation occur.

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군수품 고객만족지수 개발 연구 (Development of Military Customer Satisfaction Index)

  • 박성현;김용섭;홍현의;박봉균
    • 품질경영학회지
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    • 제32권2호
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    • pp.212-231
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    • 2004
  • It is very important to produce military goods for customers, and a customer satisfaction index should be developed for quality control of military goods. Seoul National University and Defense Quality Assurance Agency jointly developed MCSI (Military Customer Satisfaction Index). In this paper the model of MCSI is explained, and the sampling design and survey method is introduced. Also a preliminary test was undertaken, and its result is briefly explained.

작업 스트레스 산정기법들의 비교분석 (The comparison of Ergonomic Workload Stress Index (EWSI) among the different workload assessment techniques)

  • 정화식;김동묵
    • 경영과학
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    • 제12권1호
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    • pp.61-77
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    • 1995
  • The Ergonomic Workload Stress Index (EWSI) was developed to predict the existence and level of the ergonomic workload stress in the workplace. To determine the validity of model, the values of the EWSI and two other similar techniques, Job Severity Index (JSI) and Physical Work Stress Index (PWSI) were evaluated in two actual industrial environments. The results from the validation study provide further substantial evidence that two techniques, JSI and PWSI, which have similar objective considerations, are significantly associated with the value of the EWSI among the employees participating in the experimentation.

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한국 청소년(만 17세) 체격의 시대적 변천에 대한 통계적 모형 추정 -1983년부터 1993년까지- (Statistical Estimated Model of Chronological Change in Physical Growth and Development in Korean Youth(17 Years Old) - From 1983 To 1993 -)

  • 성웅현;윤석옥;윤태영;최중명;박순영
    • 보건교육건강증진학회지
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    • 제12권2호
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    • pp.36-47
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    • 1995
  • This research was obtained from analyzing how the physiques of the 3rd grade students of high school for males and females and developed for the last eleven years(from 1983 to 1993). By the physiques and nutritional index of physical growth and development, Relative Body Weight of 36.62 exceeded the standard, on the other hand females showed lower records than the standard. Relative Chest Girth Index belonged to the normal type of males and females in all, in the comparison of the records between 1983 and 1993, males increased in average 0.29 and females in average 0.55. Relative Chest Girth Index of females was greater than that of females. By the results of Relative Sitting Height Index, growth of the lower body for males and females was greater than that of males. In case of Vervaeck Index, males increased in average 2.04 but females increased in average 1, 20 relatively less than males. These phenomena provided for the evidence of the deficient nutrition in females. In the regression models of body height and body weight within a certain period, statistical regression model types which best indicated chronological average changes of body height and body weight, took 3rd Order Polynomial Regression Model rather than linear regression model. In females, statistical regression model types which best is suitable for chronological average change of body height and body weight, took 4th and 2nd Order Polynomial Regression Model respectively. The prediction value of 1995 by estimated polynomial regression model anticipated that body height of 3rd grade year students of high school of males in 1993 went on increasing from 170.87cm to 171.79cm in average 0.92cm growth and that of females from 158.99cm to 160.79cm in average 1.80cm growth. In addition, body weight of males seemed to increase from 62.58kg to 64.52kg in average 1.94kg growth and that of females seemed to increase from 54.05kg to 54.19kg in average 0.14kg growth. Linear Regression Model was suitable for the regression model of body weight for body height. Prediction on increase of an average body weight for body height was that, according to growth of body height 1cm in males, body weight increased 1.41kg averagely and that of females 0.86kg. For that reason, we came to conclusion that body weight increase for body height 1cm in males was greater than that in females on average.

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