• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.401-411
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• 2013

This study investigates the controversial chickens-eggs dilemma and empirically performs statistical tests to examine if there exists a causality between them. Granger and Hsiao tests are applied to both level and stationary variables to identify the lead-lag relationships. Each of these test is found to have the robust result where the causality runs from eggs to chickens; in addition, the explanatory power of one variable in variations of the other appears to remain time invariant. The outcome is proved to be valid as the hypothesis test for no structural change in their relationship fails to be rejected.

• Journal of Korea Society of Industrial Information Systems
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• v.21 no.5
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• pp.31-40
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• 2016

This paper is to set up the autoregressive distributed lag model in order to estimate factor elasticities of the service export in the medical and healthcare service industry and to analyze the determinants for its export performance during 1975-2015. The empirical results suggest that industrial markup, exchange rate, and interest rate have had more decisive effects on the industrial export performance in the medical and healthcare service industry, in particular, during the declining period in factor prices since the foreign currency crisis beginning in late 1997.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2010.05a
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• pp.959-962
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• 2010

There are a lot of methods available in designing PID(Proportional-Integral-Derivative) and Lead/Lag controllers in the industrial field of technology because of their useful advantages such as simplicity and robustness. In an early stage of development process, a computational simulation approach is a very efficient tool for the designs of the controllers. Thus, in this paper we propose a cost-effective, and practically efficient. The PID and Lead/Lag controllers. To show the effectiveness of the proposed Lead/Lag controller, we compare and contrast of the simulation results of each controller with the Matlab simulator. Although we have only considered the DC motors for the controllers, but it could be extended in future developments to more complex plants. As a result, the proposed frameworks could be used to solve industrial problems such as a reduction in development cycle time and minimizing system errors.

• Proceedings of the Korea Information Processing Society Conference
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• 2023.05a
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• pp.394-395
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• 2023

"이성적이며 이상적인 합리적 인간"을 가정하는 기존 경제학의 이론이 항상 실제 상황과 일치하지는 않는 것으로 알려져 있다. 이의 대안으로 나온 행동경제학은, 인간의 경제적 의사결정에 심리, 인지, 감정, 사회문화적 배경 등이 영향을 미친다고 본다. 본 연구에서는 행동경제학에 의거하여, 개인의 감정과 경험이 경제적 의사결정에 영향을 미치는지 여부를 빅데이터 모델을 활용하여 분석하였다. SNS 여론으로는 Reddit, 주가지수로는 S&P 500 을 선정하였다. 수집한 텍스트 데이터를 전처리와 감정분석을 통해 독립변수 값으로 사용했고, 주가지수 등락의 방향성을 종속변수로 사용하여 로지스틱 모형을 구성했다. 모델을 활용하여 분석한 결과 Public sentiment 와 Market sentiment 간 양의 상관관계를 확인할 수 있었다. 또한, lag 를 설정하는 모델이 정확도가 더욱 높음을 확인해, 기존 경제학의 EMH 와 대립되는 바를 확인할 수 있었다. 하지만 최적의 lag 산정을 위해, 더 광범위한 데이터를 바탕으로 한 후속연구가 필요하다.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.358-358
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• 2023

본 연구에서는 그동안 수자원분야 강우유출 해석분야에 활용되었던 대표적인 머신러닝&딥러닝(ML&DL) 모델을 활용하여 모델의 하이퍼파라미터 튜닝뿐만 아니라 모델의 특성을 고려한 기상 및 수문데이터의 조합과 전처리(lag-time, 이동평균 등)를 통하여 데이터 특성과 ML&DL모델의 조합시나리오에 따른 일 유입량 예측성능을 비교 검토하는 연구를 수행하였다. 이를 위해 소양강댐 유역을 대상으로 1974년에서 2021년까지 축적된 기상 및 수문데이터를 활용하여 1) 강우, 2) 유입량, 3) 기상자료를 주요 영향변수(독립변수)로 고려하고, 이에 a) 지체시간(lag-time), b) 이동평균, c) 유입량의 성분분리조건을 적용하여 총 36가지 시나리오 조합을 ML&DL의 입력자료로 활용하였다. ML&DL 모델은 1) Linear Regression(LR), 2) Lasso, 3) Ridge, 4) SVR(Support Vector Regression), 5) Random Forest(RF), 6) LGBM(Light Gradient Boosting Model), 7) XGBoost의 7가지 ML방법과 8) LSTM(Long Short-Term Memory models), 9) TCN(Temporal Convolutional Network), 10) LSTM-TCN의 3가지 DL 방법, 총 10가지 ML&DL모델을 비교 검토하여 일유입량 예측을 위한 가장 적합한 데이터 조합 특성과 ML&DL모델을 성능평가와 함께 제시하였다. 학습된 모형의 유입량 예측 결과를 비교·분석한 결과, 소양강댐 유역에서는 딥러닝 중에서는 TCN모형이 가장 우수한 성능을 보였고(TCN>TCN-LSTM>LSTM), 트리기반 머신러닝중에서는 Random Forest와 LGBM이 우수한 성능을 보였으며(RF, LGBM>XGB), SVR도 LGBM수준의 우수한 성능을 나타내었다. LR, Lasso, Ridge 세가지 Regression모형은 상대적으로 낮은 성능을 보였다. 또한 소양강댐 댐유입량 예측에 대하여 강우, 유입량, 기상계열을 36가지로 조합한 결과, 입력자료에 lag-time이 적용된 강우계열의 조합 분석에서 세가지 Regression모델을 제외한 모든 모형에서 NSE(Nash-Sutcliffe Efficiency) 0.8이상(최대 0.867)의 성능을 보였으며, lag-time이 적용된 강우와 유입량계열을 조합했을 경우 NSE 0.85이상(최대 0.901)의 더 우수한 성능을 보였다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.6
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• pp.676-686
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• 2016

This study analyzed the long term relationship between the K-REITs' lending rate and interest rate variables based on ARDL (autoregressive distributed lag) and also examined the short term relationship based on the ARDL-ECM model. In the results of the empirical test, there is a co-integration relationship among the K-REITs' lending rate, 3 year government bond (rate), 3 year government bond (rate), corporation bond (rate) (AA-, 3year) and general fund loan rate. This means that the K-REITs' lending rate is related to the long term interest rate. The corporate general fund loan rate has a significant correlation with the K-REITs' lending rate in the long term relation and short term adjustment process. The establishment of a management plan by the REITs considering the trends in the corporate general fund loan rate in the decision making process for finance sector borrowings can be practically helpful for the K-REITs.

• Management & Information Systems Review
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• v.37 no.1
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• pp.155-175
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• 2018

Lots of previous researches on determinants of apartment prices in Korea consider spatial dependence while few studies regard endogeneity of spatial lag by adding a spatial lag to an OLS regression. Thus, this study intends to include this spatial lag in its analysis of determinants of apartment price in Busan by using a two-stage quantile regression. The empirical results are : the coefficient of spatial lag variable is more than 0.5 and is statistically significant at 1% level. From this result we can confirm that the effect of the price of nearby apartment on that of another apartment is very big. We also find that apartment buyers prefer larger size, height in both the total floors and living floor, south-facing living room with a ocean view, and proximity to metros, high school and coast. Unlike our expectation, however, mountain view is less favored than building view, which we can guess is because apartments with mountain views are mostly located in the low-priced apartment area where some of their living rooms face north. Quantile regression also explains the effect of hedonic characteristics on apartment price better than OLS estimation. For instance, the effect of south facing living room variable on the price is twice larger in high-price apartments than in low-price counterparts. And the effect of vicinity to the coast or the ocean is ten times bigger in high priced apartments.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.32 no.4
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• pp.34-42
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• 2004

In this paper, a double gimbal is used for roll/yaw attitude control of spacecraft and two feedback controllers are designed. One is a PD controller of no phase difference between roll and yaw control input. The other is a PD controller with a phase lag compensator about the yaw control input. The phase lag compensator is designed a first order system and a lag parameter is designed for the control of yaw angle. There are two case simulations for each of controllers; constant disturbance torques and initial errors of nutation. We obtain the results through simulations that a steady-state error and a rising time of yaw angle are developed by the compensator. In this paper, simulation parameters use the values of KOREASAT 1.

• Proceedings of the Korea Information Processing Society Conference
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• 2021.11a
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• pp.868-871
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• 2021

기후, 경영, 경제 등 여러 분야의 회귀분석에서 설명변수가 반응변수에 일정 시차를 두고 영향을 미치는 경우들이 많다. 하지만 지금까지 대부분의 회귀분석은 설명변수가 반응변수에 즉각적으로 영향을 미치는 경우만을 가정하고 있으며, 설명변수와 반응변수 간에 존재하는 시차를 탐색하는 연구는 거의 이루어지지 않았다. 그러나 보다 정확한 회귀분석을 위해서는 설명변수와 반응변수 간에 존재하는 시차를 파악하는 것이 중요하다. 본 논문은 회귀분석 데이터가 주어졌을 때 설명변수와 반응변수 간에 존재하는 시차를 파악하는 딥러닝 모델을 제안한다. 제안하는 딥러닝 모델은 설명변수의 과거 값들 중 어떤 값이 현재 반응변수에 가장 큰 영향을 미치는지를 노드 간 가중치로 표현하고, 회귀모델의 오차를 최소화하는 가중치를 탐색한다. 훈련이 끝나면 이 가중치들을 사용하여 각 설명변수와 반응변수 간에 존재하는 시차를 파악한다. 실험을 통해 제안 방법은 시차를 고려하지 않는 기존 회귀모델에 비해 시차까지 고려함으로써 오차가 1/100 수준에 불과한 더 정확한 회귀모델을 찾을 수 있음을 확인하였다.

• Water for future
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• v.28 no.4
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• pp.155-169
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• 1995

Three types of methods are used to determine the lag time which is an important parameter in estimating the geomorphological instantaneous unit hydrograph (GIUH) and their results are anlyzed hydrologically in this study. The first method uses only the average velocity and second one uses the combination of the stream length and the average velocity. The third method employs the relationship between watershed area and lag time obtained from the empirical coefficients of Boyd and Singh. To verify the applicabilities of such methods to the actual river basin, the obtained lag times were tested by using the observed data. The results showed that the first method was applicable to small watershed area but not to larger area. The several other hydrologic characteristics beside the watershed area should be considered for the third method because the accuracy of the lag time was not good. Finally, the second method gave the most similar simulation results and the best agreements to the observed runoff data than any other method.