• 제목/요약/키워드: k Value Prediction

검색결과 1,222건 처리시간 0.03초

A Knowledge Integration Model for Corporate Dividend Prediction

  • Kim, Jin-Hwa;Won, Chae-Hwan;Bae, Jae-Kwon
    • 한국경영정보학회:학술대회논문집
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    • 한국경영정보학회 2008년도 춘계학술대회
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    • pp.129-134
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    • 2008
  • Dividend is one of essential factors determining the value of a firm. According to the valuation theory in finance, discounted cash flow (DCF) is the most popular and widely used method for the valuation of any asset. Since dividends play a key role in the pricing of a firm value by DCF, it is natural that the accurate prediction of future dividends should be most important work in the valuation. Although the dividend forecasting is of importance in the real world for the purpose of investment and financing decision, it is not easy for us to find good theoretical models which can predict future dividends accurately except Marsh and Merton (1987) model. Thus, if we can develop a better method than Marsh and Merton in the prediction of future dividends, it can contribute significantly to the enhancement of a firm value. Therefore, the most important goal of this study is to develop a better method than Marsh and Merton model by applying artificial intelligence techniques.

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항공기 임무신뢰도 예측 방안 연구 (A Study on the Aircraft Mission Reliability Prediction)

  • 이준우;주현준;이민구
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제6권2호
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    • pp.115-134
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    • 2006
  • This paper deals with OO aircraft mission reliability prediction. To demonstrate user-required mission reliability, it is calculated with use general formulae which are used in reliability engineering. The mission reliability of OO aircraft is calculated in considering conversion factor (CF) on the each subsystems' MTBF. The prediction results are explained only the state at present time. Because these data are not real data in operational environments. Therefore, in the case of OO aircraft, it has to be needed collecting the real and renewal data which are operational and empirical. After that, continuing the data upgrading, it is easily closed to the more exact reliability value.

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변환된 GARCH모형에서의 예측값 추정 (Prediction Value Estimation in Transformed GARCH Models)

  • 박주연;여인권
    • 응용통계연구
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    • 제22권5호
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    • pp.971-979
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    • 2009
  • 이 논문에서는 GARCH 모형에서 변환-역변환 방법을 통해 예측값을 추정할 때 발생하는 편향을 줄이기 위한 방법을 소개한다. 모수적 붓스트랩을 활용하여 본래 척도에서의 최소평균제곱오차 예측값인 조건부 기대값을 계산한다. KOSPI와 KOSDAQ 수익률 분석을 통해 제안한 방법이 편향을 줄여주는 것을 확인하였다.

Improving the Accuracy of a Heliocentric Potential (HCP) Prediction Model for the Aviation Radiation Dose

  • Hwang, Junga;Yoon, Kyoung-Won;Jo, Gyeongbok;Noh, Sung-Jun
    • Journal of Astronomy and Space Sciences
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    • 제33권4호
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    • pp.279-285
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    • 2016
  • The space radiation dose over air routes including polar routes should be carefully considered, especially when space weather shows sudden disturbances such as coronal mass ejections (CMEs), flares, and accompanying solar energetic particle events. We recently established a heliocentric potential (HCP) prediction model for real-time operation of the CARI-6 and CARI-6M programs. Specifically, the HCP value is used as a critical input value in the CARI-6/6M programs, which estimate the aviation route dose based on the effective dose rate. The CARI-6/6M approach is the most widely used technique, and the programs can be obtained from the U.S. Federal Aviation Administration (FAA). However, HCP values are given at a one month delay on the FAA official webpage, which makes it difficult to obtain real-time information on the aviation route dose. In order to overcome this critical limitation regarding the time delay for space weather customers, we developed a HCP prediction model based on sunspot number variations (Hwang et al. 2015). In this paper, we focus on improvements to our HCP prediction model and update it with neutron monitoring data. We found that the most accurate method to derive the HCP value involves (1) real-time daily sunspot assessments, (2) predictions of the daily HCP by our prediction algorithm, and (3) calculations of the resultant daily effective dose rate. Additionally, we also derived the HCP prediction algorithm in this paper by using ground neutron counts. With the compensation stemming from the use of ground neutron count data, the newly developed HCP prediction model was improved.

6 자유도 모델에 기반한 운항중인 함정의 3차원 RCS 측정 및 분석 기법 (Measurement and Analysis for 3-D RCS of Maritime Ship based on 6-DOF Model)

  • 곽상열;정회인
    • 한국군사과학기술학회지
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    • 제21권4호
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    • pp.429-436
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    • 2018
  • The RCS value of maritime ship is indicator of ship's stealth performance and it should be particularly measured for navy ship to ensure survivability on the battlefield. In the design phase of the navy ship, a RCS prediction should be performed to reduce RCS value and achieve ROC(Required Operational Capability) of the ship through configuration control. In operational phase, the RCS value of the ship should be measured for verifying the designed value and obtaining tactical data to take action against enemy missile. During the measurement of RCS for the ship, ship motion can be affected by roll and pitch in accordance with sea state, which should be analyzed into threat elevation from view point of enemy missile. In this paper, we propose a method to measure and analyze RCS of ship in 3-dimensions using a ship motion measuring instrument and a fixed RCS measurement system. In order to verify the proposed method, we conducted a marine experiment using a test ship in sea environment and compared the measurement data with RCS prediction value which is carried by prediction SW($CornerStone^{TM}$) using CAD model of the ship.

2단계 k-평균 군집화를 활용한 한류컨텐츠 기업 주가 예측 연구 (A Study On Predicting Stock Prices Of Hallyu Content Companies Using Two-Stage k-Means Clustering)

  • 김정우
    • 한국융합학회논문지
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    • 제12권7호
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    • pp.169-179
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    • 2021
  • 본 연구는 기존의 k-평균 군집화를 활용한 2단계 k-평균 군집화 방법을 사용하여 한류콘텐츠 기업들의 주식가격을 예측함으로써 본 기법이 예측성능을 개선할 수 있음을 보이고자 하였다. 이를 위하여 본 연구는 2단계 k-평균 군집화의 알고리즘을 소개하고, 다양한 머신러닝 기법들과의 예측값 비교를 통하여 본 기법의 예측성능을 검증하였다. 본 기법은 기존의 k-평균 군집화로부터 얻어진 군집들 중에서 예측 대상에 근접한 군집을 추출하고 이 군집에 k-평군 군집화 방법을 다시 적용하여 실제 값에 보다 근접한 군집을 탐색하는 방식이다. 본 기법을 한류콘텐츠 기업들의 주가 시계열 자료에 적용한 결과, 다른 머신러닝 기법의 예측값들보다 실제 주식가격에 근접한 예측값을 나타내어, 기존의 k-평균 군집화 방법보다 개선된 예측성능을 보였다. 또한, 본 기법은 상대적으로 적은 크기의 군집을 사용함에도 불구하고 비교적 안정적인 예측값을 나타내었다. 이에 따라, 2단계 k-평균 군집화 기법은 예측의 정확성과 안정성을 동시에 개선할 수 있으며, 소규모 자료에도 유용할 수 있는 새로운 군집화 방식을 제시했다고 볼 수 있다. 향후에는 본 기법을 발전시켜 대규모 자료에도 적용하는 방안을 검토하는 연구가 요구된다.

요추 불안정 환자에서 단순방사선 소견과 자기공명영상 소견의 비교 (Comparison of Radiography Findings and Magnetic Resonance Image Findings of Lumbar Spine Instability Patients)

  • 이인희;박희준;진종식;이정현;김윤년
    • The Journal of Korean Physical Therapy
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    • 제19권3호
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    • pp.41-46
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    • 2007
  • Purpose: This study was to investigate how dose the radiography findings are to magnetic resonance (MR) image findings in the L5-S1 instability patients. The subjects of this study were comprised of eleven males and fifteen females, who had Lumbago and agreed with this research. Methods: Radiography and MR images of Lumbar spine were acquired respectively from subjects in conditions of maximum flexion and extension. The horizontal and angular displacements in lumabosacral spine radiography were used to assess the instability of lumbar spine. MR images were also used to evaluate the intervertebral disc abnormalities and change of bone marrow. Results: The results are as follows. 1. In the case of flexion transitional displacement proposed by Dupuis et al, the specificity and negative predictive value were good accuracy ($0.7{\sim}0.8$), and the negative predictive value was in average. In the case of extension displacement, the negative predictive value was about average ($0.6{\sim}0.7$), but the sensitivity, specificity and positive predictive value were below the poor (<0.6). On the other side, the specificity was about average but other things were below in the case of angular displacement. 2. In the case of flexion transitional displacement proposed by Dupuis et al., compared with the intervertebral disc abnormalities, the negative prediction value was excellent, the sensitivity good, and the specificity about average. In the case of extension, the negative prediction value was about average, but the other things were poor. On the other side the specificity and negative predictive value had good accuracy and the sensitivity and positive prediction value were below average in the case of angular displacement. Conclusion: The above results show that the radiography finding is sufficiently helpful to find the lumbar spine instability as an economic point of view.

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ASP Business Remodeling

  • 남영삼
    • 한국전자거래학회:학술대회논문집
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    • 한국전자거래학회 2002년도 e-Biz World Conference
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    • pp.340-342
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    • 2002
  • ASP Value Chain Modeling ㆍ The Value Chain of ASP Player ㆍ The Value Chain of ASP Customer Successful ASP Delivering Model ㆍ Enterprise ASP Remodeling ㆍ ASP Market Prediction(omitted)

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Prediction model of resistivity and compressive strength of waste LCD glass concrete

  • Wang, Chien-Chih
    • Computers and Concrete
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    • 제19권5호
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    • pp.467-475
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    • 2017
  • The purpose of this study is to establish a prediction model for the electrical resistivity ($E_r$) of self-consolidating concrete by using waste LCD (liquid crystal display) glass as part of the fine aggregate and then, to analyze the results obtained from a series of laboratory tests. A hyperbolic function is used to perform nonlinear multivariate regression analysis of the electrical resistivity prediction model, with parameters such as water-binder ratio (w/b), curing age (t) and waste glass content (G). Furthermore, the relationship of compressive strength and electrical resistivity of waste LCD glass concrete is also found by a logarithm function, while compressive strength is evaluated by the electrical resistivity of non-destructive testing (NDT). According to relative regression analysis, the electrical resistivity and compressive strength prediction models are developed, and the results show that a good agreement is obtained using the proposed prediction models. From the comparison between the predicted analysis values and test results, the MAPE value of electrical resistivity is 17.0-18.2% and less than 20%, the MAPE value of compressive strength evaluated by $E_r$ is 5.9-10.6% and nearly less than 10%. Therefore, the prediction models established in this study have good predictive ability for electrical resistivity and compressive strength of waste LCD glass concrete. However, further study is needed in regard to applying the proposed prediction models to other ranges of mixture parameters.

역 s-순으로 스캔된 주변 픽셀들에 존재하는 유사성과 에지 특성을 이용한 효율적인 픽셀 값 예측 기법 (An Efficient Pixel Value Prediction Algorithm using the Similarity and Edge Characteristics Existing in Neighboring Pixels Scanned in Inverse s-order)

  • 정수목
    • 한국정보전자통신기술학회논문지
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    • 제11권1호
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    • pp.95-99
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    • 2018
  • 본 논문에서는 영상에서 역 s-순으로 스캔된 주변 픽셀 값들을 이용하여 픽셀 값을 정밀하게 예측할 수 있는 효율적인 픽셀 값 예측 기법을 제안하였다. 영상에는 일반적으로 인접 픽셀 값들 사이에 비슷한 값을 갖는 유사성(similarity)이 존재하고, 방향성이 있는 에지 특성(directional edge characteristics)이 존재할 수 있다. 인접 픽셀간의 유사성과 에지 특성을 이용하여 픽셀 값을 예측하는 GAP(Gradient Adjacent Pixel) 기법을 개선하여 픽셀 값 예측 정확도를 향상시키는 기법을 본 논문에서 제안하였다. 제안된 기법에서는 주변 픽셀들의 위치별 가중치를 사용하여 픽셀 값을 정밀하게 예측하도록 함으로 예측 픽셀 값의 정확도를 증가시켰다. 실제 영상에 대한 실험을 통하여 제안된 기법의 우수성을 확인하였다. 제안된 기법은 가역 데이터 은닉, 가역 워터마킹 및 데이터 압축 등의 응용들에 유용하게 사용될 수 있다.