• Journal of IKEEE
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• v.23 no.3
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• pp.852-857
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• 2019

In order to manage the demand resources of project participants and to provide appropriate strategies in the virtual power plant's power trading platform for consumers or operators who want to participate in the distributed resource collective trading market, it is very important to forecast the next day's demand of individual participants and the overall system's electricity demand. This paper developed a power demand forecasting model for the next day. For the model, we used LSTM algorithm of deep learning technique in consideration of time series characteristics of power demand forecasting data, and new scheme is applied by applying one-hot encoding method to input/output values such as power demand. In the performance evaluation for comparing the general DNN with our LSTM forecasting model, both model showed 4.50 and 1.89 of root mean square error, respectively, and our LSTM model showed high prediction accuracy.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.10
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• pp.1287-1295
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• 2021

During the past decade, it seems apparent that Bitcoin has been the best performing asset class. Even without a centralized authority that takes control over, Bitcoin, which started off with basically no value at all, reached around 65000 dollars in 2021, showing a movement that will definitely go down in history. Thus, even those who were skeptical of Bitcoin's intangible nature are stacking bitcoin as a huge part of their portfolios. Bitcoin's exponential growth in value also caught the attention of traditional banking and investment firms. Along with the spotlight Bitcoin is getting from the investment world, research using macro-economic variables and investor sentiment to explain Bitcoin's price movement has shown progress. However, previous studies do not make use of On-Chain Data, which are data processed using transaction data in Bitcoin's blockchain network. Therefore, in this paper, we will be utilizing LSTM, a method widely used for time-series data prediction, with On-Chain Data to predict the price of Bitcoin.

• International Area Studies Review
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• v.13 no.2
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• pp.255-276
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• 2009

This article has examined the international transmission of returns among S&P500, Nikkei225 and SENSEX stock index cash markets using the daily closing prices covered from January 4, 2002 to February 6, 2009. For this purpose we employed dynamic time series models such as the Granger causality analysis and variance decomposition analysis based on VAR model. The main empirical results are as follows; First, according to Granger causality tests we find that S&P500 stock index has a significant prediction power on the changes of SENSEX and Nikkei225 stock index market and vice versa. However, US stock market's influence is dominant to the other stock markets at a significant level statistically. Second, according to variance decomposition, SENSEX stock index is more sensitive to the movement of S&P500 than that of Nikkei225 stock index. These kinds of empirical results shows that the three stock markets are integrated over times and these results will be informative for the international investors to build the world-wide investment portfolio and risk management strategies, etc.

• The Journal of Bigdata
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• v.5 no.2
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• pp.111-120
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• 2020

Despite the recent economic contraction caused by the Corona 19 incident, interest in the residential environment is growing as more people live at home due to the increase in telecommuting, thereby increasing demand for remodeling. In addition, the government's real estate policy is also expected to have a visible impact on the sales of the interior and furniture industries as it shifts from regulatory policy to the expansion of housing supply. Accurate demand forecasting is a problem directly related to inventory management, and a good demand forecast can reduce logistics and inventory costs due to overproduction by eliminating the need to have unnecessary inventory. However, it is a difficult problem to predict accurate demand because external factors such as constantly changing economic trends, market trends, and social issues must be taken into account. In this study, LSTM model and 1D-CNN model were compared and analyzed by artificial intelligence-based time series analysis method to produce reliable results for manufacturers producing furniture components.

• The Korean Journal of Applied Statistics
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• v.34 no.1
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• pp.75-98
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• 2021

This paper compares three statistical models that examine the relationship between national and provincespecific fertility rates. The three models are two of the regression models and a cointegration model. The regression model is by substituting Gompit transformation for the cumulative fertility rate by the average for ten years, and this model applies the raw data without transformation of the fertility data. A cointegration model can be considered when fitting the unstable time series of fertility rate in probability process. This paper proposes the following when it is intended to derive the relation of non-stationary fertility rate between the national and provinces. The cointegrated relationship between national and regional fertility rates is first derived. Furthermore, if this relationship is not significant, it is proposed to look at the national and regional fertility rate relationships with a regression model approach using raw data without transformation. Also, the regression model method of substituting Gompit transformation data resulted in an overestimation of fertility rates compared to other methods. Finally, Seoul, Busan, Daegu, Incheon, Gwangju, Daejeon and Gyeonggi province are expected to show a total fertility rate of 1.0 or less from 2025 to 2030, so an urgent and efficient policy to raise this level is needed.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.1
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• pp.313-320
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• 2021

This study develops a demand and supply model and price model for Miryang sesame leaf cultivation and predicts the optimal production level to maximize total profit for Miryang sesame leaf farms. We used time series data from 1996 to 2017, which are related to Miryang sesame leaf cultivation. For the analysis, we estimated the demand function and average cost function, calculated the optimal production level and price, and derived the optimal profit. In addition, we predicted the optimal production level, price, total revenue, total cost, and profit until the year 2030 through scenario analysis. The results show that the optimal production level until the year 2030 is between 10 and 12.5 thousand tons, while the production volume was 7 thousand tons in 2017, and total profit for Miryang sesame leaf farms is estimated at 13.3 to 21.3 billion Korean won in 2030. The producer group needs to maintain the optimal production level to maximize total profit for farmers, as suggested in this study.

• Journal of Radiation Protection and Research
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• v.46 no.4
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• pp.184-193
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• 2021

Background: The radionuclides released by the Fukushima Daiichi Nuclear Power Plant (FDNPP) accident 9 years ago are still being monitored by various research teams and the Japanese government. Comparison of different surveys' results could help evaluate the exposure doses and the mechanism of radiocesium behavior in the urban environment in the area. In this study, we clarified the relationship between land use and temporal changes in the ambient dose rates (air dose rates) using big data. Materials and Methods: We set a series of 1 × 1 km² meshes within the 80 km zone of the FDNPP to compare the different survey results. We then prepared an analysis dataset from all survey meshes to analyze the temporal change in the air dose rate. The selected meshes included data from all survey types (airborne, fixed point, backpack, and carborne) obtained through the all-time survey campaigns. Results and Discussion: The characteristics of each survey's results were then evaluated using this dataset, as they depended on the measurement object. The dataset analysis revealed that, for example, the results of the carborne survey were smaller than those of the other surveys because the field of view of the carborne survey was limited to paved roads. The location factor of different land uses was also evaluated considering the characteristics of the four survey methods. Nine years after the FDNPP accident, the location factor ranged from 0.26 to 0.49, while the half-life of the air dose rate ranged from 1.2 to 1.6. Conclusion: We found that the decreasing trend in the air dose rate of the FDNPP accident was similar to the results obtained after the Chernobyl accident. These parameters will be useful for the prediction of the future exposure dose at the post-accident.

• Journal of Convergence for Information Technology
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• v.12 no.5
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• pp.100-106
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• 2022

A longitudinal study refers to a research method based on longitudinal data repeatedly measured on the same object. Most of the longitudinal analysis methods are suitable for prediction or inference, and are often not suitable for use in exploratory study. In this study, an exploratory method to analyze longitudinal data is presented, which is to find the longitudinal trajectory after determining the best number of clusters by clustering longitudinal data using self-organizing map technique. The proposed methodology was applied to the longitudinal data of the Employment Information Service, and a total of 2,610 samples were analyzed. As a result of applying the methodology to the actual data applied, time-series clustering results were obtained for each panel. This indicates that it is more effective to cluster longitudinal data in advance and perform multilevel longitudinal analysis.

• Journal of the Korea Society of Computer and Information
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• v.26 no.12
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• pp.133-142
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• 2021

Travel pattern recognition is widely used in many aspects such as user trajectory query, user behavior prediction, interest recommendation based on user location, user privacy protection and municipal transportation planning. Because the current recognition accuracy cannot meet the application requirements, the study of travel pattern recognition is the focus of trajectory data research. With the popularization of GPS navigation technology and intelligent mobile devices, a large amount of user mobile data information can be obtained from it, and many meaningful researches can be carried out based on this information. In the current travel pattern research method, the feature extraction of trajectory is limited to the basic attributes of trajectory (speed, angle, acceleration, etc.). In this paper, permutation entropy was used as an eigenvalue of trajectory to participate in the research of trajectory classification, and also used as an attribute to measure the complexity of time series. Velocity permutation entropy and angle permutation entropy were used as characteristics of trajectory to participate in the classification of travel patterns, and the accuracy of attribute classification based on permutation entropy used in this paper reached 81.47%.

• Journal of Korea Port Economic Association
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• v.38 no.2
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• pp.153-164
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• 2022

In this study, we estimate the quantile-regression framework of the shipping industry for the Capesize used ship, which is a typical raw material transportation from January 2000 to December 2021. This research aims two main contributions. First, we analyze the relationship between the Capesize used ship, which is a typical type in the raw material transportation market, and the freight market, for which mixed empirical analysis results are presented. Second, we present an empirical analysis model that considers the structural transformation proposed in the Hyunsok Kim and Myung-hee Chang(2020a) study in quantile-regression. In structural change investigations, the empirical results confirm that the quantile model is able to overcome the problems caused by non-stationarity in time series analysis. Then, the long-run relationship of the co-integration framework divided into long and short-run effects of exogenous variables, and this is extended to a prediction model subdivided by quantile. The results are the basis for extending the analysis based on the shipping theory to artificial intelligence and machine learning approaches.