• 산경연구논집
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• 제9권10호
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• pp.83-89
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• 2018

Purpose - The purpose of this study examines when the optimism impact on financial asset price forecasting and the boundary condition of optimism in the financial asset price forecasting. People generally tend to optimistically forecast their future. Optimism is a nature of human beings and optimistic forecasting observed in daily life. But is it always observed in financial asset price forecasting? In this study, two factors were focused on considering whether the optimism that people have applied to predicting future performance of financial investment products (e.g., mutual fund). First, this study examined whether the degree of optimism varied depending on the direction of the prior price trend. Second, this study examined whether the degree of optimism varied according to the forecast period by dividing the future forecasted by people into three time horizon based on forecast period. Research design, data, and methodology - 2 (prior price trend: rising-up trend vs falling-down trend) × 3 (forecast time horizon: short term vs medium term vs long term) experimental design was used. Prior price trend was used between subject and forecast time horizon was used within subject design. 169 undergraduate students participated in the experiment. χ² analysis was used. In this study, prior price trend divided into two types: rising-up trend versus falling-down trend. Forecast time horizon divided into three types: short term (after one month), medium term (after one year), and long term (after five years). Results - Optimistic price forecasting and boundary condition was found. Participants who were exposed to falling-down trend did not make optimistic predictions in the short term, but over time they tended to be more optimistic about the future in the medium term and long term. However, participants who were exposed to rising-up trend were over-optimistic in the short term, but over time, less optimistic in the medium and long term. Optimistic price forecasting was found when participants forecasted in the long term. Exposure to prior price trends (rising-up trend vs falling-down trend) was a boundary condition of optimistic price forecasting. Conclusions - The results indicated that individuals were more likely to be impacted by prior price tends in the short term time horizon, while being optimistic in the long term time horizon.

• 무역학회지
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• 제46권6호
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• pp.191-209
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• 2021

In this paper, various time series analysis models and machine learning models are presented for long-term prediction of export growth rate, and the prediction performance is compared and reviewed by RMSE and MAE. Export growth rate is one of the major economic indicators to evaluate the economic status. And It is also used to predict economic forecast. The export growth rate may have a negative (-) value as well as a positive (+) value. Therefore, Instead of using the ReLU function, which is often used for time series prediction of deep learning models, the PReLU function, which can have a negative (-) value as an output value, was used as the activation function of deep learning models. The time series prediction performance of each model for three types of data was compared and reviewed. The forecast data of long-term prediction of export growth rate was deduced by three forecast methods such as a fixed forecast method, a recursive forecast method and a rolling forecast method. As a result of the forecast, the traditional time series analysis model, ARDL, showed excellent performance, but as the time period of learning data increases, the performance of machine learning models including LSTM was relatively improved.

• 한국수자원학회논문집
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• 제44권12호
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• pp.967-974
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• 2011

RDAPS 수치예보로부터 생산된 일단위 강우시계열을 바탕으로 유량 예측을 모의하고, 정성적인 중장기 예보를 고려한 ESP 분석을 수행하여 결과를 비교하고 적용성을 검토하였다. 금강유역을 대상으로 ESP, 정성적 기상예보를 고려한 ESP, RDAPS 기상수치예보에의한유량예측결과를평균유출량과비교 분석을 통해각기법별 결과의 개선효과를 평가하였다. 예측 모의 결과 기상정보를 고려한 ESP 방법의 결과가상대적으로 양호한 것으로 분석되었다. 확률예측의 정확도를 평가하기 위한 불일치율(Discrepancy Ratio) 분석 결과에서도 같은 결과를 얻었다. RDAPS 수치예보의 경우 3시간 단위의 누적강수라는 특성이 감안된 시간분해능을 갖는 일단위 시나리오로 개선되거나 장기간 동안 지속적인 모의 평가가 이루어진다면 더욱 정밀한 유량예측을 모의 할 수 있을 것으로 예상된다.

• Communications for Statistical Applications and Methods
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• 제26권5호
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• pp.497-506
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• 2019

Forecasting the U.S. employment level is made using machine learning methods of the artificial neural network: deep neural network, long short term memory (LSTM), gated recurrent unit (GRU). We consider the big data of the federal reserve economic data among which 105 important macroeconomic variables chosen by McCracken and Ng (Journal of Business and Economic Statistics, 34, 574-589, 2016) are considered as predictors. We investigate the influence of the two statistical issues of the dimension reduction and time series differencing on the machine learning forecast. An out-of-sample forecast comparison shows that (LSTM, GRU) with differencing performs better than the autoregressive model and the dimension reduction improves long-term forecasts and some short-term forecasts.

• 상하수도학회지
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• 제20권2호
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• pp.187-196
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• 2006

Forecasting the long-term water demand is important in the plan of water supply system because the location and capacity of water facilities are decided according to it. To forecast the long-term water demand, the existing method based on lpcd and population has been usually used. But, these days the trend among the variation of water demand has been disappeared, so expressing other variation of it is needed to forecast correct water demand. To accomplish it, we introduced the System Dynamics method to consider total connections of water demand factor. Firstly, the factors connected with water demand were divided into three sectors(water demand, industry, and population sectors), and the connections of factors were set with multiple regression model. And it was compared to existing method. The results are as followings. The correlation efficients are 0.330 in existing model and 0.960 in SD model and MAE are 3.96% in existing model and 1.68% in SD model. So, it is proved that SD model is superior to the existing model. To forecast the long-term water demand, scenarios were made with variations of employment condition, economic condition and consumer price indexes and forecasted water demands in 2012. After all scenarios were performed, the results showed that it was not needed to increase the water supply ability in Seoul.

• 한국해안·해양공학회논문집
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• 제34권6호
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• pp.222-232
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• 2022

우리나라 연안의 30개 조위관측소에서 관측된 조위자료를 조화분해하여 2021년에 대한 해역별 장주기 조석성분의 특성 및 장주기 조석성분이 총 수위 예측에 미치는 영향에 대해 알아보았다. 먼저 관측조위의 조화분해 결과, 우리나라 연안에서 장주기 조석성분은 연주조(Sa)와 반년주조(Ssa)가 우세하였으며, 해역별로는 서해안에서 약 17.8 cm의 상대적으로 큰 진폭을 보였다. 계속해서 총 수위 예측에 대한 영향을 살펴보고자, 2021년을 연구 기간으로 장주기 조석성분이 포함된 예측조위와 포함되지 않은 예측조위를 생산하였고, 각각의 예측조위를 폭풍해일 모델의 해일고 예측결과에 더하여 총 수위를 생산하였다. 장주기 조석성분을 고려하지 않은 총 수위와 고려한 총 수위의 오차를 비교한 결과, 전반적으로 뚜렷한 계절적 차이가 나타났다. 장주기 조석성분을 고려하지 않은 총 수위에 비해서, 장주기 성분이 고려된 총 수위는 여름철에는 오차가 큰 폭으로 감소하였고, 겨울철에는 강한 음의 편차를 보이며 오차가 증가하는 경향이 나타났다. 이는 우리나라 겨울철의 강한 고기압과 같은 기상현상에 의한 영향이 예측조위와 해일고 예측결과에 이중으로 반영되어 나타난 결과로 해석되었다. 해일고 예측결과를 조화분해하였을 때, 연주기 성분이 우세하였고 이를 장주기 조석성분이 고려된 총 수위에서 제거하였을 때, 특히 겨울철에 나타난 강한 음의 편차가 사라지고 연평균 RMSE도 감소하는 것으로 나타났다.

• 대한간호학회지
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• 제30권2호
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• pp.437-451
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• 2000

The purpose of this study was to estimate the forecast of bed demand for institutional long-term care for the elderly persons in Taegu Metropolitan City. The study subject was the total 1,877 elderly persons over age 65 living in Taegu. Among them 1,441 elderly persons were sampled from community and 436 were from the elderly admitted 5 general hospitals. Data collection was carried out by interview from 25 August to 25 December 1997. The measuring instrument of this study was the modified tool of CARE, MAI, PCTC, and ADL which were examined for validity and reliability. In order to forecast bed demand of Nursing Home, this study revised prediction techniques suggested by Robin. The results were as follows : 1. OLDi of Taegu City were 122,202 by the year 1998 and number of Low-Income Elderly Persons were 3,210. 2. The Level I : Senior Citizen Home $ADEMi=\frac{AQi * ASTAYi}{365 * AOCUi}$. AQi = OLDi * LADLi * NASi * ALONi * LIADLi * AUTILi. Predicted number of bed demand for Home Based. Elderly Persons were 4,210 and Low-Income Elderly Persons were 1,081 and Total Elderly Persons were 5,291 by the year 1998, 6,343 by the year 2000 and 8,351 by the 2005. 3. The Level II : Nursing Home $BDEMi=\frac{(BQ1i+BQ2i) * BSTAYi}{365 * BOCUi}$. BQ1i = OLDi * HADLi * ALONi * HIADLi BQ2i = OLDi * HADLi * FAMi * OBEDi Predicted number of demand for Total Elderly Persons were 668 by the year 1998, 802 by the year 2000 and 1,055 by the 2005. 4. The Level III : Nursing Home $CDEMi=\frac{COLDi * HDISi * CUTILi * CSTAYi}{365 * COCUi}+OQi/10$ Predicted number of demand for Total Elderly Persons were 1,899 by the year 1998, 2,311 by the year 2000 and 3,003 by the 2005. 5. Predicted number of bed demand of long-term care facilities in the year 1998 according to Levels were 4.3% among elderly persons in Taegu by Level I, 0.5% by Level II and 1.5% by Level III. Number of elderly persons in current long-term care facilities were 458 in LevelI I,284 in Level II. 6. Deficit number of bed demand of long-term care facilities were 4,833 in Level I, 384 in Level II, 1,899 in Level III for the elderly persons in Taegu Metropolitan City.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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• pp.843-845
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• 2005

The uncertainty of long term electricity plan consists of the uncertainty of demand forecast and additional generating capacity. Demand forecast is clearly improved the accuracy than the past through improving forecasting methods. However, the uncertainty of additional generating capacity is increased due to the change of market environment. In an operation by a sole utility, additional generating capacity would be possible by the regulation of government. Currently the generation companies have spined off from KEPCO and some IPPs participate the electricity market. It increases the uncertainty due to weakened regulation. Also the environment movement by NGOs and occurrence of civil affairs cause the increase of uncertainty. This research would analyze the current situation on the uncertainty of additional generating capacity and construction delays. Furthermore this research would present the plan to reflecting it in long term electricity plan.

• 농업과학연구
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• 제25권1호
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• pp.41-51
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• 1998

This study not only carried out to grasp about the sununarized characteristics of the relationship between international timber market and production trend of wood products, but also focused on the analysis of korean wood demand and the long-term forecast with econometric analysis. The result of regression analysis for wood demand in Korea is that coniferous roundwood demand(CIWD) is explained by coniferous foreign roundwood price(CWRI), Gross domestic product(GDP), a dummy variable. Non-coniferous roundwood demand(NCIWD)is explained by non-coniferous roundwood price(NCWRI), coniferous roundwood price(CWRI), a dummy variable. As the result of long-term forecast by base case, the total roundwood demand was forecasted $11,107,000m^3$ in the year 2000, $11,781,000m^3$ in 2005, $12,565,000m^3$ in 2010. As the result of scenario 1, total roundwood demand was forecasted $11,027,000m^3$ in 2000, $11,435,000m^3$ in 2005, $11,952,000m^3$ in 2010. And as the result by scenario 2, total roundwood demand was forecasted $11,341,000m^3$ in 2000, $12,208,000m^3$ in 2005 $13,257,000m^3$ in 2010.

• 한국위성정보통신학회논문지
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• 제12권3호
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• pp.22-34
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• 2017

K-water의 분포형 강우-유출모형인 K-DRUM(K-water hydrologic & hydraulic Distributed RUnoff Model)은 단기예측 강수자료를 통해 댐의 예측 유출량 및 수위를 산출하는 모형으로, 장기적인 수문기상정보를 획득하기 위해서는 장기예측 강수자료를 입력자료로 사용할 필요가 있다. 본 연구에서는 2014년 국내에 도입된 기상청의 계절예측시스템인 GloSea5(Global Seasonal Forecast System version 5) 예측 강수량 앙상블을 K-DRUM의 입력자료로 사용하는 프로그램을 개발하였으며, 이를 통해 산출된 예측 유출량 앙상블 자료를 기반으로 댐 운영자에게 수문기상정보를 제공하는 웹 기반 확률장기예보 활용 물관리 의사결정지원시스템을 함께 구축하였다. GloSea5의 예측 결과를 입력자료로 사용하기 위하여 대상 댐 유역에 대해 전처리 과정을 수행한 후 편의보정기법을 적용하여 예측 강수 앙상블 자료를 산출하였으며, 이를 K-DRUM에 입력하여 수행하여 예측 유출량을 산출하였다. 이 과정에서 편의보정된 강수량과 강우-유출모형에서 산정된 예측 유출량은 그래프와 테이블로 함께 표출할 수 있도록 하였다. 본 연구의 결과를 통해 시스템의 사용자는 예측 강수량과 유출량을 토대로 댐의 방류량을 조정함으로써 댐 수위 모의 운영을 수행할 수 있게 되어 장기적인 물관리 의사결정에 도움이 될 것으로 기대된다.