• Title/Summary/Keyword: short term time series

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Experimental Study on the Shearing and Crushing Characteristics of Subaqueous Gravels in Gravel Bed River (수중 자갈의 전단 및 파쇄 특성에 관한 실험적 연구)

  • Kim, So-Ra;Jeong, Sueng-Won;Lee, Gwang-Soo;Yoo, Dong-Geun
    • Journal of the Korean earth science society
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    • v.42 no.2
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    • pp.164-174
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    • 2021
  • The study examines the shearing and crushing characteristics of land-derived subaqueous granular materials in a gravel-bed river. A series of large-sized ring shear tests were performed to examine the effect of shear time and shear velocity on the shear stress characteristics of aquarium gravels with a 6-mm mean grain size. Three different shear velocities (i.e., 0.01, 0.1, and 1 mm/sec) were applied to measure the shear stress under the drained (long-term shearing) and undrained (short-term shearing) conditions. Different initial shear velocities, i.e., 0.01→0.1→1 mm/sec and 0.1→0.01→1 mm/sec, were considered in this study. The test results show that the grain crushing effect is significant regardless of drainage conditions. The shear stress of coarse-grained materials is influenced by initial shear velocities, regardless of the drainage conditions. In particular, particle breakage increases as grain size increases. The shearing time and initial shear velocity are the primary influencing factors determining the shear stress of gravels. The granular materials may be broken easily into particles through frictional resistance, such as abrasion, interlocking and fracture due to the particle-particle interaction, resulting in the high mobility of granular materials in a subaqueous environment.

An Error Correction Model for Long Term Forecast of System Marginal Price (전력 계통한계가격 장기예측을 위한 오차수정모형)

  • Shin, Sukha;Yoo, Hanwook
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.6
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    • pp.453-459
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    • 2021
  • The system marginal price of electricity is the amount paid to all the generating units, which is an important decision-making factor for the construction and maintenance of an electrical power unit. In this paper, we suggest a long-term forecasting model for calculating the system marginal price based on prices of natural gas and oil. As most variables used in the analysis are nonstationary time series, the long run relationship among the variables should be examined by cointegration tests. The forecasting model is similar to an error correction model which consists of a long run cointegrating equation and another equation for short run dynamics. To mitigate the robustness issue arising from the relatively small data sample, this study employs various testing and estimating methods. Compared to previous studies, this paper considers multiple fuel prices in the forecasting model of system marginal price, and provides greater emphasis on the robustness of analysis. As none of the cointegrating relations associated with system marginal price, natural gas price and oil price are excluded, three error correction models are estimated. Considering the root mean squared error and mean absolute error, the model based on the cointegrating relation between system marginal price and natural gas price performs best in the out-of-sample forecast.

Comparison of physics-based and data-driven models for streamflow simulation of the Mekong river (메콩강 유출모의를 위한 물리적 및 데이터 기반 모형의 비교·분석)

  • Lee, Giha;Jung, Sungho;Lee, Daeeop
    • Journal of Korea Water Resources Association
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    • v.51 no.6
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    • pp.503-514
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    • 2018
  • In recent, the hydrological regime of the Mekong river is changing drastically due to climate change and haphazard watershed development including dam construction. Information of hydrologic feature like streamflow of the Mekong river are required for water disaster prevention and sustainable water resources development in the river sharing countries. In this study, runoff simulations at the Kratie station of the lower Mekong river are performed using SWAT (Soil and Water Assessment Tool), a physics-based hydrologic model, and LSTM (Long Short-Term Memory), a data-driven deep learning algorithm. The SWAT model was set up based on globally-available database (topography: HydroSHED, landuse: GLCF-MODIS, soil: FAO-Soil map, rainfall: APHRODITE, etc) and then simulated daily discharge from 2003 to 2007. The LSTM was built using deep learning open-source library TensorFlow and the deep-layer neural networks of the LSTM were trained based merely on daily water level data of 10 upper stations of the Kratie during two periods: 2000~2002 and 2008~2014. Then, LSTM simulated daily discharge for 2003~2007 as in SWAT model. The simulation results show that Nash-Sutcliffe Efficiency (NSE) of each model were calculated at 0.9(SWAT) and 0.99(LSTM), respectively. In order to simply simulate hydrological time series of ungauged large watersheds, data-driven model like the LSTM method is more applicable than the physics-based hydrological model having complexity due to various database pressure because it is able to memorize the preceding time series sequences and reflect them to prediction.

A Study on the Profitability of the Commercial Bank in Terms of Interest Rate Marketization : Based on FMOLS Model (FMOLS 모형을 이용한 상업은행 수익성에 대한 연구 : 금리 시장화의 시각에서)

  • He, Yugang
    • The Journal of Industrial Distribution & Business
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    • v.9 no.8
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    • pp.41-50
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    • 2018
  • Purpose - As an important participant in the financial markets, the commercial bank will be impacted by the interest rate marketization. Owing to the special condition of China, this paper tries to explore the impact of operating mechanisms between interest rate marketization and the profitability of the commercial Bank. Research design, data and methodology - This paper applies time series data from 2005 to 2016. Due to the short period of time series, autocorrelation often occurs. Therefore, the fully modified least squares(FMOLS) will be used to conduct an empirical analysis. The reason is that it can move off the autocorrelation between variables and disturbance term. And FMOLS also can make estimated cointegrating parameters closed to normal distribution. More importantly, in order to avoid spurious regressions, the Augmented Dickey-Fuller Test will be used to verify the stationarity of all variables. The total return of asset is treated as the profitability of commercial bank. The net interest spread is treated as a measurement of interest rate marketization. Both are regarded as dependent variables. The non-interest income or gross revenues and impaired loans or gross loans are treated as independent variables. The sixteen representative listed commercial banks are divided into three categories (state-owned, share-holding and city-owned) to conduct an estimation. Results - Via empirical analysis, the findings show that the net interest spread has a positive effect on the profitability of the commercial bank. More specifically, 1% increase in the net interest spread will lead 0.157% increase in the profitability of state-owned commercial bank, 0.269% increase in the profitability of share-holding commercial bank and 0.263% increase in the profitability of city-owned commercial bank. If regarding the sixteen listed commercial city as a whole, 1% increase in the net interest spread will lead 0.267% increase in the profitability of the commercial bank. Conclusions - As the interest rate marketization, the importance of interest rate on the profitability of commercial bank has become more and more significant. The empirical evidences also prove that the net interest spread can bring about the change of the commercial bank's profitability. Therefore, policy-makers of commercial banks should fully understand the operating mechanism between them.

A Study on the Statistical Continuity of Electrical Construction Cost Index Applied Chain Method (전기공사비지수의 산정방식 변경에 따른 통계연속성 실증분석 연구)

  • Park, Houng-Hee
    • Korean Journal of Construction Engineering and Management
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    • v.16 no.2
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    • pp.46-53
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    • 2015
  • Electrical construction cost index is composed of the cost of albor and material. The producer price index is used to the cost of material. The Bank of Korea restructured the formation method and the basic period of the producer price index in 2013. Because fixed-weighted method can't faithfully reflect industrial structure changes. The weighted value and price index of fixed-weighted method is fixed on the basicp eriod. Electrical construction cost index is changed from fixed-weighted method to chain-weighted method in september 2014, because of these on the need. But the change of organization in formation method changes the weighted value. So there is the need of analysis about the statistical continuity of electrical construction cost index. This study is focused on the time series analysis between fixed-weighted and chain-weighted electrical construction cost index. We uses unit root test, cointegration test, regression analysis of long and short term equation, fitness for the estimation of static forecast as time series analysis. We verify that chain-weighted electrical construction cost index can be replaced to fixed-weighted construction cost index accounting analyses result. So users of it recognize that chain-weighted electrical construction cost index has statistical continuity.

Prediction of Music Generation on Time Series Using Bi-LSTM Model (Bi-LSTM 모델을 이용한 음악 생성 시계열 예측)

  • Kwangjin, Kim;Chilwoo, Lee
    • Smart Media Journal
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    • v.11 no.10
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    • pp.65-75
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    • 2022
  • Deep learning is used as a creative tool that could overcome the limitations of existing analysis models and generate various types of results such as text, image, and music. In this paper, we propose a method necessary to preprocess audio data using the Niko's MIDI Pack sound source file as a data set and to generate music using Bi-LSTM. Based on the generated root note, the hidden layers are composed of multi-layers to create a new note suitable for the musical composition, and an attention mechanism is applied to the output gate of the decoder to apply the weight of the factors that affect the data input from the encoder. Setting variables such as loss function and optimization method are applied as parameters for improving the LSTM model. The proposed model is a multi-channel Bi-LSTM with attention that applies notes pitch generated from separating treble clef and bass clef, length of notes, rests, length of rests, and chords to improve the efficiency and prediction of MIDI deep learning process. The results of the learning generate a sound that matches the development of music scale distinct from noise, and we are aiming to contribute to generating a harmonistic stable music.

cDNA Microarray Analysis of Phytophthora Resistance Related Genes Isolated from Pepper

  • Kim, Hyounjoung;Lee, Mi-Yeon;Kim, Ukjo;Lee, Sanghyeob;Park, Soon-Ho;Her, Nam-Han;Lee, Jing-Ha;Yang, Seung-Gyun;Harn, Chee-Hark
    • Proceedings of the Korean Society of Plant Pathology Conference
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    • 2003.10a
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    • pp.67.1-67
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    • 2003
  • Phytophthora blight is a devastating disease of pepper and occurs almost anywhere peppers are grown. Phytophthora blight is caused by Phytophthora capsici and this pathogen can infect every part of the plant by moving inoculum in the soil, by infecting water on surface, by aerial dispersal to sporulating lesions. Management of Phytophthora blight currently relies on cultural practices, crop rotation, and use of selective fungicides. Since these treatments are a short-term management, a classical breeding for development of resistant pepper against the Phytophthora is an alternative. So far some of the resistant cultivars have been on the market, but those are limited regionally and commercially. Therefore, ultimately an elite line resistant against this disease should be developed, if possible, by biotechnology. We have set out a series of work recently in order to develop Phytophthora resistant pepper cultivar. For the first time, the cDNA microarray analysis was peformed using an EST chip that holds around 5000 pepper EST clones to identify genes responsive to Phytophthora infection. Total RNA samples were obtained from Capsicum annuum PI201234 after inoculating P. capsici to roots and soil and exposed to the chip. .Around 900 EST clones were up-regulated and down-regulated depending on the two RNA sample tissues, leaf and root. From those, we have found 55 transcription factors that may be involved in gene regulation of the disease defense mechanism. Further and in detail information will be provided in the poster.

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Influence of Overseas Construction Business on Construction Companies' Financial Stability (해외건설사업이 건설업체 재무적 안정성에 미치는 영향 분석)

  • Cho, Kyu-Su;Lee, Sang-Hyo;Kim, Jae-Jun
    • Korean Journal of Construction Engineering and Management
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    • v.14 no.1
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    • pp.43-51
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    • 2013
  • The changes in business structure of domestic construction companies suggest that there is a close relationship between the volume of overseas project and a company's financial condition. Based on this assumption, this study conducts an empirical analysis on a relationship between overseas project and financial stability of a construction company. The ratio of liquidity and liability was used as liquidity index and stability index respectively. The analysis was based on quarterly time-series data between 2000 and 2010. Two models were constructed for the analysis: Model 1 was based on the liquidity ratio and the amount of domestic and overseas construction project; Model 2 was based on the debt ratio and the amount of domestic and overseas construction project. The analysis results showed that the increasing amount of overseas project facilitated short-term financing with greater liquidity, and yet it was not very effective in lowering the debt ratio. This suggests that the dramatic increase in overseas construction project, which is observed recently, is not entirely an optimistic sign.

Clinical Observation and Prognostic Analysis of Pemetrexed plus Platinum as First-line Treatment in Patients with Advanced Non-small Cell Lung Cancer

  • Wang, Ji-Ying;Cai, Yong
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.11
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    • pp.6267-6271
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    • 2013
  • Objective: To determine clinical efficacy, safety and prognostic factors of pemetrexed plus platinum as first-line treatment in patients with advanced non-small cell lung cancer (NSCLC). Materials and Methods: Clinical characteristics, short-term efficacy, survival and adverse reactions of 47 advanced non-squamous NSCLC patients who had received pemetrexed plus platinum as first-line treatment in Shanghai Pulmonary Hospital from January 2009 to June 2011 were retrospectively analyzed. The Chi-squared test was applied to statistically analyze the overall response rate (ORR), disease control rate (DCR) and toxicity reactions in both groups, while survival data wereanalyzed by Kaplan-Meier and logrank methods, and the COX proportional hazards model was adopted for a series of multi-factor analyses. Results: Only two patients were lost to follow-up. The ORR, DCR, medium progression-free survival time (PFS) and medium overall survival (OS) were 31.9%, 74.5%, 5 months and 15.2 months, while 1- and 2-year survival rates were 63.8% (30/47) and 19.2% (9/47), respectively. Single-factor analysis showed that tumor pathological patterns and efficacy were in association with medium PFS (P<0.05), whereas tumor pathological patterns, smoking history and efficacy were closely connected with medium OS (P<0.05). Multi-factor analyses demonstrated that pathological patterns and efficacy were independent factors influencing OS (P<0.05). The rate of toxicity reactions in degree III/IV was low, including hematologic toxicity marked by decline in white blood cell count and decrease in the platelet count (PLT), and non-hematologic toxicity manifested by gastrointestinal reactions, such as nausea and vomiting. Conclusions: Pemetrexed plus platinum as first-line treatment has excellent efficacy and slight adverse reactions with favorable drug-tolerance in patients with advanced non-squamous NSCLC.

A Study in Bitcoin Volatility through Economic Factors (경제적 요인으로 살펴본 비트코인의 변동성에 관한 연구)

  • Son, JongHyeok;Kim, JeongYeon
    • The Journal of Society for e-Business Studies
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    • v.24 no.4
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    • pp.109-118
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    • 2019
  • As a result of the United States (U.S) -China trade conflict, the recent instability of the stock market has led many people to invest in Bitcoin, a commodity that many previous studies have interpreted as a safe asset. However, recent Bitcoin market price fluctuations suggest that the asset's stability stems from speculative purchasing trends. Therefore, classifying the characteristics of Bitcoin assets can be an important reference point in analyzing relevant accounting information. To determine whether Bitcoin is a safe asset, this study analyzed the correlation between Bitcoin and economic indicators to verify whether gold and Bitcoin responded similarly in time series analyses. These show that the regression explanatory power between the price of gold and bitcoin is low, thus no relation between the two assets could be drawn. Additionally, the Granger causality analyses of six individual economic variables and Bitcoin did not establish any notable causality. This can be interpreted that short-term price fluctuations have a significant impact on the nature of Bitcoin as an asset.