• 제목/요약/키워드: short-rate models

검색결과 151건 처리시간 0.031초

Tunnel wall convergence prediction using optimized LSTM deep neural network

  • Arsalan, Mahmoodzadeh;Mohammadreza, Taghizadeh;Adil Hussein, Mohammed;Hawkar Hashim, Ibrahim;Hanan, Samadi;Mokhtar, Mohammadi;Shima, Rashidi
    • Geomechanics and Engineering
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    • 제31권6호
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    • pp.545-556
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    • 2022
  • Evaluation and optimization of tunnel wall convergence (TWC) plays a vital role in preventing potential problems during tunnel construction and utilization stage. When convergence occurs at a high rate, it can lead to significant problems such as reducing the advance rate and safety, which in turn increases operating costs. In order to design an effective solution, it is important to accurately predict the degree of TWC; this can reduce the level of concern and have a positive effect on the design. With the development of soft computing methods, the use of deep learning algorithms and neural networks in tunnel construction has expanded in recent years. The current study aims to employ the long-short-term memory (LSTM) deep neural network predictor model to predict the TWC, based on 550 data points of observed parameters developed by collecting required data from different tunnelling projects. Among the data collected during the pre-construction and construction phases of the project, 80% is randomly used to train the model and the rest is used to test the model. Several loss functions including root mean square error (RMSE) and coefficient of determination (R2) were used to assess the performance and precision of the applied method. The results of the proposed models indicate an acceptable and reliable accuracy. In fact, the results show that the predicted values are in good agreement with the observed actual data. The proposed model can be considered for use in similar ground and tunneling conditions. It is important to note that this work has the potential to reduce the tunneling uncertainties significantly and make deep learning a valuable tool for planning tunnels.

환율전이와 시장의 반응: 미국 철강시장에서의 한국과 일본의 경쟁 (Exchange Rate Pass-Through and Market Response: Competition between Korea and Japan in the US Steel Market)

  • 차문중;김재훈
    • KDI Journal of Economic Policy
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    • 제26권2호
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    • pp.281-314
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    • 2004
  • 환율의 변화에 따른 개별 교역재 가격의 변화는 '환율전이효과(Exchange rate pass-through)'로 불리며, 국제경제학의 가장 중요한 연구분야 중의 하나로 인식되고 있다. 또한 환율변화 당사국의 교역재 가격변화에 따라 시장전체에서 일어나는 환율의 전이현상은, 수출시장과 특정수출국의 환율이 변화할 때 수출국의 가격책정전략과 시장전체의 반응에 대한 정보를 제공해줄 수 있다는 점에서 깊은 연구가 필요하다. 그러나 대부분의 연구는 환율변화에 따른 특정 국가의 수출재 가격변화만을 고려할 뿐, 경쟁국 재화가격의 변화나, 이에 따른 수출대상국의 재화시장이 전체적으로 받는 충격에 대한 연구는 거의 이루어지지 않고 있다. 본 논문은, 한국과 일본의 대미 달러 환율변화에 따른 철강재의 가격변화를 통해 시장의 반응을 분석한다. Bootstrap-after-bootstrap을 활용한 vector error correction 모형과 이에 따른 충격반응함수분석, 그리고 Phillips-Hansen의 추정방법(fully modified estimation)을 통한 분석은 몇 가지 중요한 시사점을 제공하는데, 그중 가장 중요한 두 가지를 요약하면 다음과 같다. 즉, (i) 한일 양국의 환율변화는 미국 철강시장에서의 양국 수출철강가격에 대해 서로 다른 개별적 전이효과를 야기하며, (ii) 여타 수출국의 반응도 한일 양국 중 어느 나라 제품의 가격이 변화하는가에 따라 달라진다는 것이다. 이에 따라 같은 비율의 환율변화에 대해서도 그 당사국에 따라 시장의 가격반응은 달라지게 됨을 알 수 있다.

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GRU 언어 모델을 이용한 Fuzzy-AHP 기반 영화 추천 시스템 (A Fuzzy-AHP-based Movie Recommendation System using the GRU Language Model)

  • 오재택;이상용
    • 디지털융복합연구
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    • 제19권8호
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    • pp.319-325
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    • 2021
  • 무선 기술의 고도화 및 이동통신 기술의 인프라가 빠르게 성장함에 따라 AI 기반 플랫폼을 적용한 시스템이 사용자의 주목을 받고 있다. 특히 사용자의 취향이나 관심사 등을 이해하고, 선호하는 아이템을 추천해주는 시스템은 고도화된 전자상거래 맞춤형 서비스 및 스마트 홈 등에 적용되고 있다. 그러나 이러한 추천 시스템은 다양한 사용자들의 취향이나 관심사 등에 대한 선호도를 실시간으로 반영하기 어렵다는 문제가 있다. 본 연구에서는 이러한 문제를 해소하기 위해 GRU(Gated Recurrent Unit) 언어 모델을 이용한 Fuzzy-AHP 기반 영화 추천 시스템을 제안하였다. 본 시스템에서는 사용자의 취향이나 관심사를 실시간으로 반영하기 위해 Fuzzy-AHP를 적용하였다. 또한 대중들의 관심사 및 해당 영화의 내용을 분석하여 사용자가 선호하는 요인과 유사한 영화를 추천하기 위해 GRU 언어 모델 기반의 모델을 적용하였다. 본 추천 시스템의 성능을 검증하기 위해 학습 모듈에서 사용된 스크래핑 데이터를 이용하여 학습 모델의 적합성을 측정하였으며, LSTM(Long Short-Term Memory) 언어 모델과 Epoch 당 학습 시간을 비교하여 학습 수행 속도를 측정하였다. 그 결과 본 연구의 학습 모델의 평균 교차 검증 지수가 94.8%로 적합하다는 것을 알 수 있었으며, 학습 수행 속도가 LSTM 언어 모델보다 우수함을 확인할 수 있었다.

펄스파워를 적용한 비침습 약물 전달기 개발 및 마우스 모델로의 적용 (Development and application of non-invasive drug delivery systems utilizing pulse power, and its application to mouse models)

  • 함휘찬;김규식;이지환;최형진;김도년;여재익
    • 전기전자학회논문지
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    • 제28권1호
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    • pp.97-103
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    • 2024
  • 일부 약물은 피부의 표피층 이하로 주입될 때 훨씬 더 효과적인 의료 효과를 제공할 수 있다. 그러나 전통적인 비침습 주입 장치는 피부의 한 부분에 상대적으로 많은 양의 약물을 전달하며, 이는 조직층 구조를 분리하여 멍과 출혈을 유발할 수 있다. 피부의 큰 표면적에 빠른 반복율로 소량을 주입함으로써 환자의 부상과 통증을 감소시킬 수 있다. 이를 위해서 약액을 분사하는 압력은 빠른 속도로 침투 가능 압력까지 상승되고 빠르게 하강하여 주입되지 않는 되튀김량을 줄이고, 주입량을 최소화해야한다. 이러한 형태의 비침습 주사 장치가 개발되었지만 그 장치들의 의학적 효능은 분석된 바가 거의 없다. 따라서 이 연구에서는 속도가 ~310m/s인 마이크로젯을 분사하는 레이저 유도 마이크로젯 장치를 개발했다. 펄스 시간은 400~800 ㎲이며 각 분사가 초당 10번 반복되는 속도로 약물을 약 1 µL 분사할 수 있습니다. 이러한 원리를 사용하여 우리는 마우스 모델에 대한 약물 주사의 효과를 평가했다. 마우스 모델에 인슐린 용액을 주입한 후 혈중 인슐린 농도를 측정하였으며, 일반 바늘 주사 주법과 동일한 값을 얻었다.

노동력수급의 요인분석과 전망 (An Empirical Analysis of The Determinants and Long-term Projections for The Demand and Supply of Labor force)

  • 김중수
    • 한국인구학
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    • 제9권1호
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    • pp.41-53
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    • 1986
  • The purpose of this paper is two-fold. One is to investigate the determinants of the demand supply of labor, and another is to project long-term demand and supply of labor. The paper consists of three parts. In the first part, theoretical models and important hypotheses are discussed: for the case of a labor supply model, issues regarding discouraged worker model, permanent wage hypothesis, and relative wage hypothesis are examined and for the case of a demand model, issues regarding estimating an employment demand equation within the framework of an inverted short-run produc- tion function are inspected. Particularly, a theoretical justification for introducing a demographic cohort variable in a labor supply equation is also investigated. In the second part, empirical results of the estimated supply and demand equations are analyzed. Supply equations are specified differently between primary and secondary labor force. That is, for the case of primary labor force groups including males aged 25 and over, attempts are made to explain the variations in participation behavior within the framework of a neo-classical economics oriented permanent wage hypothesis. On the other hand, for the case of females and young male labor force, variations in participation rates are explained in terms of a relative wage hypothesis. In other words, the participation behavior of primary labor force is related to short-rum business fluctuations, while that of secondary labor force is associated with intermediate swings of business cycles and demographic changes in the age structure of population. Some major findings arc summarized as follows. (1) For the case of males aged 14~19 and 2O~24 groups and females aged 14∼19, the effect of schhool enrollment rate is dominant and thus it plays a key role in explaining the recent declining trend of participation rates of these groups. (2) Except for females aged 20∼24, a demographic cohort variable, which captures the impact of changes in the age structure on participation behavior, turns out to show positive and significant coefficients for secondary labor force groups. (3) A cyclical variable produce significant coefficients for prime-age males and females reflecting that as compared to other groups the labor supply behavior of these groups is more closely related to short-run cyclical variations (4) The wage variable, which represents a labor-leisure trade-off turns out to yield significant coefficients only for older age groups (6O and over) for both males and females. This result reveals that unlike the experiences of other higer-income nations, the participation decision of the labor force of our nation is not highly sensitive with respect to wage changes. (5)The estimated result of the employment demand equation displays that given that the level of GNP remains constant the ability of the economy to absord labor force has been declining;that is, the elasticity of GNP with respect to labor absorption decreasre over time. In the third part, the results of long-term projections (for the period of 1986 and 1995) for age-sex specific participation rates are discussed. The participation rate of total males is anticipated to increase slightly, which is contrary to the recent trend of declining participation rates of this group. For the groups aged 25 and below, the participation rates are forecast to decline although the magnitude of decrease is likely to shrink. On the other hand, the participation rate of prime- age males (25 to 59 years old) is predicted to increase slightly during 1985 and 1990. For the case of females, except for 20∼24 and 25∼34 age groups, the participation rates are projected to decrease: the participation rates of 25∼34 age group is likely to remain at its current level, while the participation rate of 20∼24 age group is expected to increase considerably in the future (specifi- cally, from 55% in 1985 to 61% in 1990 and to 69% in 1995). In conclusion, while the number of an excess supply of labor will increase in absolute magnitude, its size as a ratio of total labor force is not likely to increase. However, the age composition of labor force is predicted to change; that is, the proportion of prime-age male and female labor force is projected to increase.

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Variation of Hospital Costs and Product Heterogeneity

  • Shin, Young-Soo
    • Journal of Preventive Medicine and Public Health
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    • 제11권1호
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    • pp.123-127
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    • 1978
  • The major objective of this research is to identify those hospital characteristics that best explain cost variation among hospitals and to formulate linear models that can predict hospital costs. Specific emphasis is placed on hospital output, that is, the identification of diagnosis related patient groups (DRGs) which are medically meaningful and demonstrate similar patterns of hospital resource consumption. A casemix index is developed based on the DRGs identified. Considering the common problems encountered in previous hospital cost research, the following study requirements are estab-lished for fulfilling the objectives of this research: 1. Selection of hospitals that exercise similar medical and fiscal practices. 2. Identification of an appropriate data collection mechanism in which demographic and medical characteristics of individual patients as well as accurate and comparable cost information can be derived. 3. Development of a patient classification system in which all the patients treated in hospitals are able to be split into mutually exclusive categories with consistent and stable patterns of resource consumption. 4. Development of a cost finding mechanism through which patient groups' costs can be made comparable across hospitals. A data set of Medicare patients prepared by the Social Security Administration was selected for the study analysis. The data set contained 27,229 record abstracts of Medicare patients discharged from all but one short-term general hospital in Connecticut during the period from January 1, 1971, to December 31, 1972. Each record abstract contained demographic and diagnostic information, as well as charges for specific medical services received. The 'AUT-OGRP System' was used to generate 198 DRGs in which the entire range of Medicare patients were split into mutually exclusive categories, each of which shows a consistent and stable pattern of resource consumption. The 'Departmental Method' was used to generate cost information for the groups of Medicare patients that would be comparable across hospitals. To fulfill the study objectives, an extensive analysis was conducted in the following areas: 1. Analysis of DRGs: in which the level of resource use of each DRG was determined, the length of stay or death rate of each DRG in relation to resource use was characterized, and underlying patterns of the relationships among DRG costs were explained. 2. Exploration of resource use profiles of hospitals; in which the magnitude of differences in the resource uses or death rates incurred in the treatment of Medicare patients among the study hospitals was explored. 3. Casemix analysis; in which four types of casemix-related indices were generated, and the significance of these indices in the explanation of hospital costs was examined. 4. Formulation of linear models to predict hospital costs of Medicare patients; in which nine independent variables (i. e., casemix index, hospital size, complexity of service, teaching activity, location, casemix-adjusted death. rate index, occupancy rate, and casemix-adjusted length of stay index) were used for determining factors in hospital costs. Results from the study analysis indicated that: 1. The system of 198 DRGs for Medicare patient classification was demonstrated not only as a strong tool for determining the pattern of hospital resource utilization of Medicare patients, but also for categorizing patients by their severity of illness. 2. The wei틴fed mean total case cost (TOTC) of the study hospitals for Medicare patients during the study years was $11,27.02 with a standard deviation of $117.20. The hospital with the highest average TOTC ($1538.15) was 2.08 times more expensive than the hospital with the lowest average TOTC ($743.45). The weighted mean per diem total cost (DTOC) of the study hospitals for Medicare patients during the sutdy years was $107.98 with a standard deviation of $15.18. The hospital with the highest average DTOC ($147.23) was 1.87 times more expensive than the hospital with the lowest average DTOC ($78.49). 3. The linear models for each of the six types of hospital costs were formulated using the casemix index and the eight other hospital variables as the determinants. These models explained variance to the extent of 68.7 percent of total case cost (TOTC), 63.5 percent of room and board cost (RMC), 66.2 percent of total ancillary service cost (TANC), 66.3 percent of per diem total cost (DTOC), 56.9 percent of per diem room and board cost (DRMC), and 65.5 percent of per diem ancillary service cost (DTANC). The casemix index alone explained approximately one half of interhospital cost variation: 59.1 percent for TOTC and 44.3 percent for DTOC. Thsee results demonstrate that the casemix index is the most importand determinant of interhospital cost variation Future research and policy implications in regard to the results of this study is envisioned in the following three areas: 1. Utilization of casemix related indices in the Medicare data systems. 2. Refinement of data for hospital cost evaluation. 3. Development of a system for reimbursement and cost control in hospitals.

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한국과 일본의 청년실업 비교분석 및 시사점 (Comparative Analysis of Youth Unemployment in Korea and Japan: Implications for Korea)

  • 박상준;장근호
    • 경제분석
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    • 제25권4호
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    • pp.58-108
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    • 2019
  • 본 연구는 OECD 30개국의 2000-2017년 데이터를 사용하여 20대 초반과 후반 청년실업률의 설명요인을 분석하여 한국의 청년실업률이 일본에 비해 높은 이유를 규명하는 한편, 일본의 청년실업 대책이 한국에 주는 시사점을 모색하였다. 전체 실업률, 각 연령대의 인구비중, GDP 성장률, 임금근로자 비중, 고령화율, 파트타임근로자 비중 등이 청년실업에 유의한 상관을 갖는 설명변수인 것으로 나타났으며, 20대 청년인구 비중의 감소는 청년실업 해소에 도움을 주지 못하는 것으로 나타났다. 한국은 임금근로자 비중이 낮아 일본에 비해 불리한 환경이었으며, 일본에 비해 부족한 대기업 일자리, 대기업과 중소기업 간의 과도한 임금 격차도 한국의 청년실업이 높은 이유를 설명하는 요인인 것으로 보인다. 따라서 이와 같은 장기적이고 구조적인 문제의 해소를 위해 지속적으로 노력하는 한편, 일본의 정책사례 등을 참고하여 단기적인 청년일자리 미스매치(mismatch) 문제를 해결하는 대책을 적극적으로 추진할 필요가 있겠다.

비등온 평판의 이성분 합금 냉각코팅에 관한 수치해석 (A Numerical Analysis on the Freeze Coating of a Non-Isothermal Flat Plate with a Binary Alloy)

  • 남진현;김찬중
    • 대한기계학회논문집B
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    • 제24권11호
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    • pp.1437-1446
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    • 2000
  • A numerical analysis on the freeze coating process of a non-isothermal finite dimensional plate with a binary alloy is performed to investigate the growth and decay behavior of the solid and the mushy layer of the freeze coat and a complete procedure to calculate the process is obtained in this study. The continuously varying solid and mushy layers are immobilized by a coordinate transform and the resulting governing differential equations are solved by a finite difference technique. To account for the latent heat release and property change during solidification, proper phase change models are adopted. And the convection in the liquid melt is modeled as an appropriate heat transfer boundary condition at the liquid/mushy interface. The present results are compared with analytic solutions derived for the freeze coating of infinite dimensional plates and the discrepancy is found to be less than 0.5 percent in relative magnitude for all simulation cases. In addition the conservation of thermal energy is checked. The results show that the freeze coat grows proportional to the 1.2 square of axial position as predicted by analytic solutions ar first. But after the short period of initial growth, the growth rate of the freeze coat gradually decreases and finally the freeze coat starts to decay. The effects of various non-dimensional processing parameters on the behavior of freeze coat are also investigated.

Computational earthquake performance of plan-irregular shear wall structures subjected to different earthquake shock situations

  • Cao, Yan;Wakil, Karzan;Alyousef, Rayed;Yousif, Salim T.;Jermsittiparsert, Kittisak;Ho, Lanh Si;Alabduljabbar, Hisham;Alaskar, Abdulaziz;Alrshoudi, Fahed;Mohamed, Abdeliazim Mustafa
    • Earthquakes and Structures
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    • 제18권5호
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    • pp.567-580
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    • 2020
  • In this paper, irregularly designed planar reinforced concrete wall structures are investigated computationally. For this purpose, structures consisting of four regular and irregular models of short-order (two-class) and intermediate (five-class) types have been investigated. The probabilistic evaluation of seismic damage of these structures has been performed by using the incremental inelastic dynamic analysis to produce the seismic fragility curve at different levels of damage. The fragility curves are based on two classes of maximum damage indices and the Jeong-Nansha three-dimensional damage index. It was found that there is a significant increase in damage probability in irregular structures compared to regular ones. The rate of increase was higher in moderate and extensive damage levels. Also, the amount of damage calculated using the two damage indices shows that the Jeong-Nensha three-dimensional damage index in these types of structures provides superior results.

내부마케팅활동이 외식종사원의 직무만족에 미치는 영향 (A Study on the impact of internal marketing action on food industry employers사 job satisfaction)

  • 우문호
    • 한국관광식음료학회지:관광식음료경영연구
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    • 제12권2호
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    • pp.59-78
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    • 2001
  • The domestic food service industry has established its industrial basis since the overseas brands were introduced and international events were held in Korea. It also has showed a prominent growth rate as consumers began to show more interests in leisure and quality of working life(QWL) At this, the employees, constituting Points of contacts with consumers of the food service industry, have emerged as a Primarily critical concern in order for the food service industry, which can affect people in various ways, to adopt our own food culture and develop its business quality. In the food service industry, as a relatively labour-intensive industry, the manpower service is considered very important. Whether the industry succeeds or not depends on the role of employees as the quality of service of employees can decide the quality of the industry itself. In spite of the importance of employees in the food service industry, not many researches have been Performed on the personnel management of the industry, as Koreans traditionally have hold a prejudiced view on the food service industry and it is only a short time since the food business began to be considered as an industry. This thesis aims at research on the factors affecting job satisfaction of the employees by dealing with the importance and characteristics of the role of employees of the food service industry and theoretical background of the job satisfaction. The presumable factors affecting the job satisfaction are divided into several groups ; characteristics of organization, working condition, human relationship, psychological factors, and its reputation in the labour market. Hypotheses and models, where those factors affect the employees, are formed. Statistical methods such as correlation analysis and multiple regression are used in order to verify those hypotheses. Alternatives to improve job satisfaction of employees are suggested based on the analysis. It is expected that there will be more active researches on employees of the food service industry, as this thesis has selected employees of the food service industry as its subjects while subjects of similar researches have been mainly hotel employees so far.

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