• Korean Journal of Soil Science and Fertilizer
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• 제39권6호
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• pp.329-333
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• 2006

Most of volcanic ash soils in South Korea are distributed in Jeju province which is an island placed on southern part of Korea and has steep slope mountain area. There are many soils containing high contents of organic matter (OM) derived from volcanic ash in Jejudo, also. Therefore, irrigation and drainage in volcanic ash soil different with general soil which has low OM content have to be applied with another management way, but studies searching appropriate methods for them are set on insufficient situation because the area of volcanic ash soil in South Korea is only 1.3% (130,000ha). This study was conducted for analysis of soil water content and irrigation quantity appropriate for crops cultivated in volcanic ash soil with high OM content. Although soils with different soil color have the same soil texture, soil water characteristics curve by soil color showed the difference of water retention capability by OM content. But, this characteristics classified with soil color could be unified by scaling technique with similitude analysis method which get dimensionless water content using a present water content, a residual water content and saturated water content (or water content at 10kPa). A relation of gravimetric soil water content (GSWC) and dimensionless water content by the results showed a form of power function. The dimensionless water content (DWC) express a relative saturation degree of present water content. This was also expressed by van Genuchten model which describe the relation between relative saturation degrees and matric potentials. These results on soil water characteristics curve (SWCC) of volcanic ash soil will be the basic of irrigation plan in area having high organic contents into soil.

• Journal of Intelligence and Information Systems
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• 제23권4호
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• pp.147-168
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• 2017

There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

• Information Systems Review
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• 제16권3호
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• pp.161-177
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• 2014

Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

• KOREAN JOURNAL OF CROP SCIENCE
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• 제55권4호
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• pp.275-283
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• 2010

This experiment was conducted to construct process models to estimate grain weight (GW) and grain nitrogen content (GN) in rice. A model was developed to describe the dynamic pattern of GW and GN during grain-filling period considering their relationships with temperature, solar radiation and growth traits such as LAI, shoot dry-weight, shoot nitrogen content, grain number during grain filling. Firstly, maximum grain weight (GWmax) and maximum grain nitrogen content (GNmax) equation was formulated in relation to Accumulated effective temperature (AET) ${\times}$ Accumulated radiation (AR) using boundary line analysis. Secondly, GW and GN equation were created by relating the difference between GW and GWmax and the difference between GN and GNmax, respectively, with growth traits. Considering the statistics such as coefficient of determination and relative root mean square of error and number of predictor variables, appropriate models for GW and GN were selected. Model for GW includes GWmax determined by AET ${\times}$ AR, shoot dry weight and grain number per unit land area as predictor variables while model for GN includes GNmax determined by AET ${\times}$ AR, shoot N content and grain number per unit land area. These models could explain the variations of GW and GN caused not only by variations of temperature and solar radiation but also by variations of growth traits due to different sowing date, nitrogen fertilization amount and row spacing with relatively high accuracy.

• Journal of Intelligence and Information Systems
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• 제16권4호
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• pp.131-145
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• 2010

The framework for making a coordinated decision for large-scale facilities has become an important issue in supply chain(SC) management research. The competitive business environment requires companies to continuously search for the ways to achieve high efficiency and lower operational costs. In the areas of production/distribution planning, many researchers and practitioners have developedand evaluated the deterministic models to coordinate important and interrelated logistic decisions such as capacity management, inventory allocation, and vehicle routing. They initially have investigated the various process of SC separately and later become more interested in such problems encompassing the whole SC system. The accurate quotation of ATP(Available-To-Promise) plays a very important role in enhancing customer satisfaction and fill rate maximization. The complexity for intelligent manufacturing system, which includes all the linkages among procurement, production, and distribution, makes the accurate quotation of ATP be a quite difficult job. In addition to, many researchers assumed ATP model with integer time. However, in industry practices, integer times are very rare and the model developed using integer times is therefore approximating the real system. Various alternative models for an ATP system with time lags have been developed and evaluated. In most cases, these models have assumed that the time lags are integer multiples of a unit time grid. However, integer time lags are very rare in practices, and therefore models developed using integer time lags only approximate real systems. The differences occurring by this approximation frequently result in significant accuracy degradations. To introduce the ATP model with time lags, we first introduce the dynamic production function. Hackman and Leachman's dynamic production function in initiated research directly related to the topic of this paper. They propose a modeling framework for a system with non-integer time lags and show how to apply the framework to a variety of systems including continues time series, manufacturing resource planning and critical path method. Their formulation requires no additional variables or constraints and is capable of representing real world systems more accurately. Previously, to cope with non-integer time lags, they usually model a concerned system either by rounding lags to the nearest integers or by subdividing the time grid to make the lags become integer multiples of the grid. But each approach has a critical weakness: the first approach underestimates, potentially leading to infeasibilities or overestimates lead times, potentially resulting in excessive work-inprocesses. The second approach drastically inflates the problem size. We consider an optimized ATP system with non-integer time lag in supply chain management. We focus on a worldwide headquarter, distribution centers, and manufacturing facilities are globally networked. We develop a mixed integer programming(MIP) model for ATP process, which has the definition of required data flow. The illustrative ATP module shows the proposed system is largely affected inSCM. The system we are concerned is composed of a multiple production facility with multiple products, multiple distribution centers and multiple customers. For the system, we consider an ATP scheduling and capacity allocationproblem. In this study, we proposed the model for the ATP system in SCM using the dynamic production function considering the non-integer time lags. The model is developed under the framework suitable for the non-integer lags and, therefore, is more accurate than the models we usually encounter. We developed intelligent ATP System for this model using genetic algorithm. We focus on a capacitated production planning and capacity allocation problem, develop a mixed integer programming model, and propose an efficient heuristic procedure using an evolutionary system to solve it efficiently. This method makes it possible for the population to reach the approximate solution easily. Moreover, we designed and utilized a representation scheme that allows the proposed models to represent real variables. The proposed regeneration procedures, which evaluate each infeasible chromosome, makes the solutions converge to the optimum quickly.

• Journal of Bio-Environment Control
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• 제32권4호
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• pp.366-376
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• 2023

This study was conducted to develop a model for predicting the growth of kimchi cabbage using image data and environmental data. Kimchi cabbages of the 'Cheongmyeong Gaual' variety were planted three times on July 11th, July 19th, and July 27th at a test field located at Pyeongchang-gun, Gangwon-do (37°37' N 128°32' E, 510 elevation), and data on growth, images, and environmental conditions were collected until September 12th. To select key factors for the kimchi cabbage growth prediction model, a correlation analysis was conducted using the collected growth data and meteorological data. The correlation coefficient between fresh weight and growth degree days (GDD) and between fresh weight and integrated solar radiation showed a high correlation coefficient of 0.88. Additionally, fresh weight had significant correlations with height and leaf area of kimchi cabbages, with correlation coefficients of 0.78 and 0.79, respectively. Canopy coverage was selected from the image data and GDD was selected from the environmental data based on references from previous researches. A prediction model for kimchi cabbage of biomass, leaf count, and leaf area was developed by combining GDD, canopy coverage and growth data. Single-factor models, including quadratic, sigmoid, and logistic models, were created and the sigmoid prediction model showed the best explanatory power according to the evaluation results. Developing a multi-factor growth prediction model by combining GDD and canopy coverage resulted in improved determination coefficients of 0.9, 0.95, and 0.89 for biomass, leaf count, and leaf area, respectively, compared to single-factor prediction models. To validate the developed model, validation was conducted and the determination coefficient between measured and predicted fresh weight was 0.91, with an RMSE of 134.2 g, indicating high prediction accuracy. In the past, kimchi cabbage growth prediction was often based on meteorological or image data, which resulted in low predictive accuracy due to the inability to reflect on-site conditions or the heading up of kimchi cabbage. Combining these two prediction methods is expected to enhance the accuracy of crop yield predictions by compensating for the weaknesses of each observation method.

• Journal of Nutrition and Health
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• 제46권1호
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• pp.50-60
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• 2013

The aims of this study were to estimate daily intake of macrominerals from beverages, liquid teas, and liquid coffees and to evaluate their potential health risks for Korean children and adolescents (1-to 19 years old). Assessment of dietary intake was conducted using the actual level of sodium, calcium, phosphorus, potassium, and magnesium in non-alcoholic beverages and (207 beverages, 19 liquid teas, and 24 liquid coffees) the food consumption amount drawn from "The Fourth Korea National Health and Nutrition Examination Survey (2007-2009)". To estimate the dietary intake of non-alcoholic beverages, 6,082 children and adolescents (Scenario I) were compared with 1,704 non-alcoholic beverage consumption subjects among them (Scenario II). Calculation of the estimated daily intake of macrominerals was based on point estimates and probabilistic estimates. The values of probabilistic macromineral intake, which is a Monte-Carlo approach considering probabilistic density functions of variables, were presented using the probabilistic model. The level of safety for macrominerals was evaluated by comparison with population nutrient intake goal (Goal, 2.0 g/day) for sodium, tolerable upper intake level (UL) for calcium (2,500 mg/day) and phosphorus (3,000-3,500 mg/day) set by the Korean Nutrition Society (Dietary Reference Intakes for Koreans, KDRI). For total children and adolescents (Scenario I), mean daily intake of sodium, calcium, phosphorus, potassium, and magnesium estimated by probabilistic estimates using Monte Carlo simulation was, respectively, 7.93, 10.92, 6.73, 23.41, and 1.11, and 95th percentile daily intake of those was, respectively, 28.02, 44.86, 27.43, 98.14, and 3.87 mg/day. For consumers-only (Scenario II), mean daily intake of sodium, calcium, phosphorus, potassium, and magnesium estimated by probabilistic estimates using Monte Carlo simulation was, respectively, 19.10, 25.77, 15.83, 56.56, and 2.86 mg/day, and 95th percentile daily intake of those was, respectively, 62.67, 101.95, 62.09, 227.92, and 8.67 mg/day. For Scenarios I II, sodium, calcium, and phosphorus did not have a mean an 95th percentile intake that met or exceeded the 5% of Goal and UL.