• Journal of Practical Engineering Education
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• v.16 no.1_spc
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• pp.51-58
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• 2024

This paper examines the differences between the Korean and American stock markets using the Kospi and S&P 500 indices and discusses policy implications through them. To this end, in addition to the existing time series analysis method, a deep learning method was used to compare markets, and the comparison was made in terms of stock price forecasting ability and data generation ability. In monthly data, the difference between time series was not large, and in daily data, the difference in terms of stability was weak, and there was no significant difference in predictive power or simulation data generation. As shown in the results of this study, if there is not much difference in market price movement patterns between Korea and the United States, tax benefits for long-term stocks investment will be effective against the side effects of short selling.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.6
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• pp.1-16
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• 2023

Accurate traffic information prediction is considered to be one of the most important aspects of intelligent transport systems(ITS), as it can be used to guide users of transportation facilities to avoid congested routes. Various deep learning models have been developed for accurate traffic prediction. Recently, ensemble techniques have been utilized to combine the strengths and weaknesses of various models in various ways to improve prediction accuracy and stability. Therefore, in this study, we developed and evaluated a traffic information prediction model using various deep learning models, and evaluated the performance of the developed deep learning models as a stacking ensemble. The individual models showed error rates within 10% for traffic volume prediction and 3% for speed prediction. The ensemble model showed higher accuracy compared to other models when no cross-validation was performed, and when cross-validation was performed, it showed a uniform error rate in long-term forecasting.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.7
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• pp.1726-1748
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• 2024

Trajectory planning is vital for autonomous systems like robotics and UAVs, as it determines optimal, safe paths considering physical limitations, environmental factors, and agent interactions. Recent advancements in trajectory planning and future location prediction stem from rapid progress in machine learning and optimization algorithms. In this paper, we proposed a novel framework for Spatial-temporal transformer-based feed-forward neural networks (STTFFNs). From the traffic flow local area point of view, skip-gram model is trained on trajectory data to generate embeddings that capture the high-level features of different trajectories. These embeddings can then be used as input to a transformer-based trajectory planning model, which can generate trajectories for new objects based on the embeddings of similar trajectories in the training data. In the next step, distant regions, we embedded feedforward network is responsible for generating the distant trajectories by taking as input a set of features that represent the object's current state and historical data. One advantage of using feedforward networks for distant trajectory planning is their ability to capture long-term dependencies in the data. In the final step of forecasting for future locations, the encoder and decoder are crucial parts of the proposed technique. Spatial destinations are encoded utilizing location-based social networks(LBSN) based on visiting semantic locations. The model has been specially trained to forecast future locations using precise longitude and latitude values. Following rigorous testing on two real-world datasets, Porto and Manhattan, it was discovered that the model outperformed a prediction accuracy of 8.7% previous state-of-the-art methods.

• Journal of Korea Water Resources Association
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• v.55 no.10
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• pp.723-736
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• 2022

In this study, monthly precipitation forecasting models that can predict up to 12 months in advance were constructed for the Geum River basin, and two statistical techniques, multiple linear regression (MLR) and artificial neural network (ANN), were applied to the model construction. As predictor candidates, a total of 47 climate indices were used, including 39 global climate patterns provided by the National Oceanic and Atmospheric Administration (NOAA) and 8 meteorological factors for the basin. Forecast models were constructed by using climate indices with high correlation by analyzing the teleconnection between the monthly precipitation and each climate index for the past 40 years based on the forecast month. In the goodness-of-fit test results for the average value of forecasts of each month for 1991 to 2021, the MLR models showed -3.3 to -0.1% for the percent bias (PBIAS), 0.45 to 0.50 for the Nash-Sutcliffe efficiency (NSE), and 0.69 to 0.70 for the Pearson correlation coefficient (r), whereas, the ANN models showed PBIAS -5.0~+0.5%, NSE 0.35~0.47, and r 0.64~0.70. The mean values predicted by the MLR models were found to be closer to the observation than the ANN models. The probability of including observations within the forecast range for each month was 57.5 to 83.6% (average 72.9%) for the MLR models, and 71.5 to 88.7% (average 81.1%) for the ANN models, indicating that the ANN models showed better results. The tercile probability by month was 25.9 to 41.9% (average 34.6%) for the MLR models, and 30.3 to 39.1% (average 34.7%) for the ANN models. Both models showed long-term predictability of monthly precipitation with an average of 33.3% or more in tercile probability. In conclusion, the difference in predictability between the two models was found to be relatively small. However, when judging from the hit rate for the prediction range or the tercile probability, the monthly deviation for predictability was found to be relatively small for the ANN models.

• Journal of Korea Water Resources Association
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• v.56 no.12
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• pp.981-992
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• 2023

Due to recent global climate change, the scale of flood damage is increasing as rainfall is concentrated and its intensity increases. Rain on a scale that has not been observed in the past may fall, and long-term rainy seasons that have not been recorded may occur. These damages are also concentrated in ASEAN countries, and many people in ASEAN countries are affected, along with frequent occurrences of flooding due to typhoons and torrential rains. In particular, the Bandung region which is located in the Upper Chitarum River basin in Indonesia has topographical characteristics in the form of a basin, making it very vulnerable to flooding. Accordingly, through the Official Development Assistance (ODA), a flood forecasting and warning system was established for the Upper Citarium River basin in 2017 and is currently in operation. Nevertheless, the Upper Citarium River basin is still exposed to the risk of human and property damage in the event of a flood, so efforts to reduce damage through fast and accurate flood forecasting are continuously needed. Therefore, in this study an artificial intelligence-based river flood water level forecasting model for Dayeu Kolot as a target station was developed by using 10-minute hydrological data from 4 rainfall stations and 1 water level station. Using 10-minute hydrological observation data from 6 stations from January 2017 to January 2021, learning, verification, and testing were performed for lead time such as 0.5, 1, 2, 3, 4, 5 and 6 hour and LSTM was applied as an artificial intelligence algorithm. As a result of the study, good results were shown in model fit and error for all lead times, and as a result of reviewing the prediction accuracy according to the learning dataset conditions, it is expected to be used to build an efficient artificial intelligence-based model as it secures prediction accuracy similar to that of using all observation stations even when there are few reference stations.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

• Research in Plant Disease
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• v.8 no.3
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• pp.146-161
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• 2002

Incidence of soilborne diseases, as a major cause of failure of continuous monocropping becomes severe in recent years. For examples, recent epidemics of club root of chinese cabbage, white rot of garlic, bacterial wilt of potato, pepper phytophthora blight, tomato fusarium wilt and CGMMV of watermelon are the diseases that require urgent control measures. Reasons for the severe incidence of soilborne diseases are the simplified cropping system or continuous monocropping associated with allocation of major production areas of certain crop and year-round cultivation system that results in rapid degradation of soil environment. Neglect of breeding for disease resistance relative to giving much emphasis on high yield and good quality, and cultural methods putting first on the use of chemical fertilizers are thought to be the reason. Counter-measures against soilborne disease epidemics would become most effective when the remedies are seeded for individual causes. As long-term strategies, development of rational cropping system which fits local cropping and economic condition, development and supply of cultivars resistant to multiple diseases, and improvement of soil environment by soil conditioning are suggested. In short-term strategies, simple and economical soil-disinfestation technology, and quick and accurate forecasting methods for soilborne diseases are urgent matter far development. for these, extensive supports are required in governmental level for rearing soilborne disease specialists and activation of collaborating researches to solve encountering problems of soilborne diseases.

• Journal of Korean Society of Transportation
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• v.34 no.5
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• pp.421-436
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• 2016

Public-Private-Partnerships tend to be committed high project development cost and recover the cost through future revenue during the operation period. In general, long-term concession can bring on more revenue to private investors, but short-term concession less revenue due to the short recovering opportunities. The concession period is usually determined by government in advance or by the private sectors's proposal although it is a very crucial factor for the PPPs. Accurate traffic forecasting should be most important in planing and evaluating the operation period in that the forecasted traffic determines the project revenue with user fees in PPPs. In this regards, governments and the private investors are required to consider the traffic forecast risk when determining concession period. This study proposed a model for the optimal concession period in the PPPs transportation projects. Monte Carlo simulation was performed to find out the optimal concession period while traffic forecast uncertainty is considered as a project risk under the expected return of the private sector. The simulation results showed that the optimal concession periods are 17 years and 21 years at 5.5% and 7% discount level, respectively. This study result can be applied for the private investors and/or any other concerned decision makers for PPPs projects to set up a more resonable concession period.

• Journal of Korean Society of Transportation
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• v.26 no.5
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• pp.163-174
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• 2008

The conventional four-step travel demand model is still widely used as the state-of-practice in most transportation planning agencies even though it does not provide reliable estimates of travel demand. In order to improve the accuracy of travel demand estimation, implementing an alternative approach would be critical as much as acquiring reliable socioeconomic and travel data. Recently, the role of travel demand model is diverse to satisfy the needs of microscopic analysis regarding various policies of travel demand management and traffic operations. In this context, the activity-based approach for travel demand estimation is introduced and a case study of developing a spatial-temporal activity presence-based approach that estimates travel demand through forecasting number of people present at certain place and time is accomplished. Results show that the spatial-temporal activity presence-based approach provides reliable estimates of both number of people present and trips actually people made. It is expected that the proposed approach will provide better estimates and be used in not only long-term transport plans but short-term transport impact studies with respect to various transport policies. Finally, in order to introduce the spatial-temporal activity presence-based approach, the data such as activity-based travel diary and land use based on geographic information system are essential.

• Korea journal of population studies
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• v.33 no.2
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• pp.85-111
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• 2010

South Korea has experienced a rapid fertility decline and notable mortality improvement. As the drop in TFR was quicker and greater in terms of tempo and magnitude, it cast a new challenge of population projection - how to improve the forecasting accuracy in the country with a super-low fertility pattern. This study begin with the current status of the national population projection as implemented by Statistics Korea by comparing the 2009 interim projection with the 2006 official national population projection. Secondly, this study compare the population projection system including projection agencies, projection horizons, projection intervals, the number of projection scenarios, and the number of assumptions on fertility, mortality and international migration among super-low fertility countries. Thirdly we illustrate a stochastic population projection for Korea by transforming the population rates into one parameter series. Finally we describe the future challenges of the national population projection, and propose the projection scenarios for the 2011 official population projection. To enhance the accuracy, we suggest that Statistics Korea should update population projections more frequently or distinguish them into short-term and long-term projections. Adding more than four projection scenarios including additional types of "low-variant"fertility could show a variety of future changes. We also expect Statistics Korea topay more attention to the determination of a base population that should include both national and non-national populations. Finally we hope that Statistics Korea will find a wise way to incorporate the ideas underlying the system of stochastic population projection as part of the official national population projection.