• The Journal of Asian Finance, Economics and Business
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• 제8권5호
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• pp.221-229
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• 2021

This study aims to forecast the exchange rate of the Chinese Yuan against the US Dollar by a combination of different models as proposed by Poon and Granger (2003) during the Covid-19 pandemic. For this purpose, we include three uni-variate time series models, i.e., ARIMA, Naïve, Exponential smoothing, and one multivariate model, i.e., NARDL. This is the first of its kind endeavor to combine univariate models along with NARDL to the best of our knowledge. Utilizing monthly data from January 2011 to December 2020, we predict the Chinese Yuan against the US dollar by two combination criteria i.e. var-cor and equal weightage. After finding out the individual accuracy, the models are then assessed through equal weightage and var-cor methods. Our results suggest that Naïve outperforms all individual & combination of time series models. Similarly, the combination of NARDL and Naïve model again outperformed all of the individual as well as combined models except the Naïve model, with the lowest MAPE value of 0764. The results suggesting that the Chinese Yuan exchange rate against the US Dollar is dependent upon the recent observations of the time series. Further evidence shows that the combination of models plays a vital role in forecasting which commensurate with the literature.

• 전력전자학회:학술대회논문집
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• 전력전자학회 1996년도 창립기념 전력전자학술발표회 논문집
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• pp.89-92
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• 1996

This paper describes a detailed simulation model of the static condenser (STATCON) to analyze the dynamic interaction with the ac transmission line. The static condenser was represented by a 12-pulse voltage-source inverter sharing an energy storage dc capacitor. The voltage-source inverter consists of two 6-pulse bridges modeled with ideal gate-turn-off switches. The control system for the static condenser was designed through a mathematical model deduced from the equivalent circuit. Simulation results show that the conceived model is very effective to analyze the dynamic interaction between the static condenser and the ac transmission system.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2002년도 하계학술대회 논문집 A
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• pp.280-282
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• 2002

This paper presents the characteristics and Real Time Digital Simulator(RTDS) model for Seo-deagu Static Var Compensator(SVC) systems installed in 1999. SVC system is a power system controller using power electronics called Flexible AC Transmission Systems (FACTS). RTDS model for Seo-deagu SVC is developed and verified, we recognize to be essential for SVC systems and understand SVC systems through simulation.

• 경영과정보연구
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• 제31권4호
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• pp.287-307
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• 2012

본 연구는 변동성 지수인 VKOSPI와 KOSPI200현선물의 선도 지연관계를 규명하기 위한 논문이다. 이를 위해 VKOSPI가 최초로 공시된 2009년 4월 13일부터 2011년 11월 30일까지를 표본기간으로 일별 자료와 전체기간 중 KOSPI200의 5일간 누적수익률이 가장 높은 상승기와 가장 낮은 하락기 그리고 보합기에 대해 1분 자료를 이용한다. 그리고 분석방법론으로는 VAR모형을 사용하여 그랜저 인과관계, 충격반응함수, 분산분해 분석을 실시한다. 결과를 살펴보면 첫째, 일별 자료 분석의 경우 VKOSPI와 KOSPI200현선물 사이에는 선도 지연 관계를 찾을 수 없었다. 그러나 1분 자료의 경우에는 KOSPI200현선물이 VKOSPI에 대해 선도하는 것을 알 수 있다. 특히 수익률 하락기 즉 변동성이 상대적으로 큰 기간동안은 VKOSPI가 KOSPI200현선물에 대해 선도 관계가 나타나 상호 영향을 주고 받는 것을 확인할 수 있다. 둘째, 예측력의 시차와 관련해서는 VKOSPI와 현선물 시장의 선도 지연 관계에 대해 일별 자료는 VAR(1)모형이 채택되는 반면 1분 자료는 VAR(3)모형이 채택됨으로서 아주 단기적인 예측력만이 존재하게 됨을 보여준다. 셋째, 현선물 자료를 비교하게 되며 일별 자료에서는 VKOSPI수익률과 현선물 수익률의 선도 지연관계에 대한 명확한 차이를 확인할 수 없다. 그러나 1분 자료를 보게 되면 상승기에는 VKSOPI가 KOSPI200현선물에 영향을 미치지 않고 하락기에는 영향을 미치는 반면 보합기에는 KOSPI200 현물에는 영향을 일부 미치지만 선물에서는 그 영향이 나타나지 않는 것으로 나타났다. 그리고 분산분해 결과를 보면 VKOSPI가 10시차에 걸쳐 미치는 영향 정도는 현물보다 선물에서 더 큰 비율로 나타났다.

• 정보처리학회 논문지
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• 제13권5호
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• pp.209-216
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• 2024

부동산 시장은 다양한 요인에 의해 가격이 결정되며 거시경제 변수뿐 만 아니라 뉴스 기사, SNS 등 다양한 텍스트 데이터의 영향을 받는다. 특히 뉴스 기사는 국민들이 느끼는 경제 심리를 반영하고 있으므로 부동산 매매 가격 예측에 있어 중요한 요인이다. 본 연구에서는 뉴스 기사를 감성 분석하여 그 결과를 뉴스 감성 지수로 점수화 한 후 부동산 가격 예측 모델에 적용하였다. 먼저 기사 본문을 요약 후 요약된 내용을 바탕으로 생성 AI를 활용하여 긍정, 부정, 중립으로 분류한 다음 총 점수를 산출하였고 이를 부동산 가격 예측 모델에 적용하였다. 부동산 가격 예측 모델로는 Multi-head attention LSTM 모델과 Vector Auto Regression 모델을 사용하였다. 제안하는 뉴스 감성 지수를 적용하지 않은 LSTM 예측 모델은 1개월, 2개월, 3개월 예측에서 각각 0.60, 0.872, 1.117의 Root Mean Square Error (RMSE)을 보였으며, 뉴스 감성 지수를 적용한 LSTM 예측 모델은 각각 0.40, 0.724, 1.03의 RMSE값을 나타낸다. 또한 뉴스 감성 지수를 적용하지 않은 Vector Auto Regression 예측 모델은 1개월, 2개월, 3개월 예측에서 각각 1.6484, 0.6254, 0.9220, 뉴스 감성 지수를 적용한 Vector Auto Regression 예측 모델은 각각 1.1315, 0.3413, 1.6227의 RMSE 값을 나타낸다. 앞선 아파트 매매가격지수 예측 모델을 통해 사회/경제적 동향을 반영한 부동산 시장 가격 변동을 예측할 수 있을 것으로 보인다.

• 농업과학연구
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• 제45권1호
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• pp.128-136
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• 2018

The Anti-corruption Law has been enforced since Sep. 28, 2016 to prevent public servants from colluding with people for political favors and financial gain by giving bribes to public servants. Generally, most people in Korea think that the law has had a positive effect on society. Under this law, people believe that our society has become more transparent. However, domestic producers think the law has had negative effects on the Korean livestock industry. Statistics from the domestic livestock industry show that the Hanwoo price has dropped after the law was enforced. This study attempts to show how livestock prices in the Korean livestock industry have changed after the enactment of the law. We chose three important livestock industries, Hanwoo, pork, and chicken, to determine and compare the effects of the law on them. For the analysis, we used a time-series model, VAR, to incorporate the interactions of the three industries. We selected the average wholesale prices of these industries. Daily prices during the last 5 years were used to estimate and forecast the impacts of the law. The results show that the price of Hanwoo decreased after the enforcement of the law; however, the other livestock prices did not decrease. Additionally, we clearly saw this negative effect on the Hanwoo industry during the high demand season and New Year's Day (solar and lunar together).

• 동의생리병리학회지
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• 제16권2호
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• pp.279-288
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• 2002

This research investigates the effect of the Crataegus pinnatifida BGE. var. major N.E. BR(CPVM) on Alzheimer's disease. The CPVM extract suppressed the expression of IL-1 β, IL-6, APP, AChE mRNA in PC-12 cells treated with CT105. The CPVM extract suppressed the AChE activity, and the production of APP significantly in PC-12 cells treated with CT105. The CPVM extract group showed a significant inhibitory effect on the memory deficit for the mice with Alzheimer's disease induced by CT105 in the Morris water maze experiment. The CPVM extract suppressed the over-expression of IL-1 β, TNF- α and ROS in the mice with Alzheimer's disease induced by CT105. This study suggests that CPVM may be effective for the prevention and treatment of Alzheimer's disease.

• 한국산림과학회지
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• 제94권5호통권162호
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• pp.313-320
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• 2005

This study was performed in a 38-year-old Mongolian pine (Pinus sylvestris L. var. mongolica Litvin) plantation in northeast China. Data were collected from 5 sample trees with different canopy position ranging in DBH from 14.6 cm to 23.8 cm. Sawn speciments that included the biggest knot were taken from the stem below the living crown. Number and distribution of knots per whorl below the living crown were studied by relative height below living crown (RHBC). A linear model expressed as function of whorl age (AGE), whorl height ($H_k$) and the stem diameter at which the whorl was located ($D_k$) was developed to predict the knot diameter and angle. The number of annual rings in four periods and the width of respective zone alone stem were used as dependant variables to analyze the knot develop phases. In average, the number of years from branch birth to ceased forming rings was 7.8, the branches remained alive for 4.2 years without forming annual rings, and branches were occluded 14.4 years after their death. These results can provide abundance branch and knot information so as to describe current and past tree growth dynamic of Mongolian pine plantation.

• 생명과학회지
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• 제20권6호
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• pp.960-963
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• 2010

왕겨를 증류하여 생성된 왕겨초 증류액을 이용하여 접촉성 피부염에 어떤 영향이 있는지를 검토하였다. 왕겨초 증류액(2%)에 자소옆을 첨가한 샘플은 dinitrochlorobenzene에 의해 유발된 접촉성 피부염 질환 동물모델에서 피부상피조직의 비후정도를 약 20%정도의 수준으로 완화시키며, 이는 면역조직화학적인 방법으로 확인하였다. 이 결과로, 왕겨초 증류액은 아토피 완화 효과를 가지므로 이들의 적합한 조건을 확립한다면 향장소재 또는 이의 조성물로 유용하게 이용될 수 있다고 판단된다.

• 무역상무연구
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• 제61권
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• pp.165-190
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• 2014

The purpose of this study is to measure the trade insurance's macroeconomic effects by analyzing the causality between major economic variables(GDP per capita, market interest rate, inflation, unemployment rate, exchange rate) and trade insurance variable. I conducted empirical analyses using First-difference GMM(Generalized Method of Moments), System GMM and Panel-VAR Model, with panel data from 11 countries(Korea, United States, Japan, BRICs, Indonesia, Singapore, Hong Kong, Vietnam) between 1992 and 2011. There are several important findings. Above all, Trade insurance is positively and significantly related to GDP. This results show that trade insurance serves to increase economic growth. In other words, trade insurance leads to economic growth by helping increase GDP per capita. Especially, trade insurance negatively related to unemployment rate, it is for sure that trade insurance contribute to decrease unemployment rate. And trade insurance helps control of inflation. It is also confirmed that trade insurance contributes to price stability, which in turn serves to stabilize the overall economy. And this research finds as uncertainty in the market increases, seen it as increase of exchange rate, increasing trade insurance supply is stabilize the exchange rate.