• 제목/요약/키워드: weighted averages

검색결과 50건 처리시간 0.021초

머신러닝 CatBoost 다중 분류 알고리즘을 이용한 조류 발생 예측 모형 성능 평가 연구 (Evaluation of Multi-classification Model Performance for Algal Bloom Prediction Using CatBoost)

  • 김준오;박정수
    • 한국물환경학회지
    • /
    • 제39권1호
    • /
    • pp.1-8
    • /
    • 2023
  • Monitoring and prediction of water quality are essential for effective river pollution prevention and water quality management. In this study, a multi-classification model was developed to predict chlorophyll-a (Chl-a) level in rivers. A model was developed using CatBoost, a novel ensemble machine learning algorithm. The model was developed using hourly field monitoring data collected from January 1 to December 31, 2015. For model development, chl-a was classified into class 1 (Chl-a≤10 ㎍/L), class 2 (10<Chl-a≤50 ㎍/L), and class 3 (Chl-a>50 ㎍/L), where the number of data used for the model training were 27,192, 11,031, and 511, respectively. The macro averages of precision, recall, and F1-score for the three classes were 0.58, 0.58, and 0.58, respectively, while the weighted averages were 0.89, 0.90, and 0.89, for precision, recall, and F1-score, respectively. The model showed relatively poor performance for class 3 where the number of observations was much smaller compared to the other two classes. The imbalance of data distribution among the three classes was resolved by using the synthetic minority over-sampling technique (SMOTE) algorithm, where the number of data used for model training was evenly distributed as 26,868 for each class. The model performance was improved with the macro averages of precision, rcall, and F1-score of the three classes as 0.58, 0.70, and 0.59, respectively, while the weighted averages were 0.88, 0.84, and 0.86 after SMOTE application.

Weak Laws of Large Numbers for Weighted Sums of Fuzzy Random Variables

  • Hyun, Young-Nam;Kim, Yun-Kyong;Kim, Young-Ju;Joo, Sang-Yeol
    • Communications for Statistical Applications and Methods
    • /
    • 제16권3호
    • /
    • pp.529-540
    • /
    • 2009
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of fuzzy numbers of the real line R. We first give improvements of WLLN for weighted sums of convex-compactly uniformly integrable fuzzy random variables obtained by Joo and Hyun (2005). And then, we consider the case that the averages of expectations of fuzzy random variables converges. As results, WLLN for weighted sums of convexly tight or identically distributed case is obtained.

소음노출량측정기의 Set Up 방법간의 시간가중평균값(TWA)의 차이 (Difference of Time Weighted Averages in Different Setting Ups for Noise Dosimeter)

  • 양흥석;이광묵;원정일
    • 한국산업보건학회지
    • /
    • 제5권2호
    • /
    • pp.193-199
    • /
    • 1995
  • This study was designed to investigate the difference of time weighted average(TWA) of noise levels and noise doses by the different operating parameter settings such as exchange rate, threshold level and criterion level for noise dosimeter in the field measurements of noise at industrial working environments. The time weighted averages of noise level and noise doses for noise working environments were determined by noise dosimeter on 80 workers employed at 20 industrial establishments of 8 industries. The results obtained were as follows: 1. The mean time weighted average(TWA) of the noise working environments by the operating parameter settings showed 93.4 dB(A) in 3 dB of exchange rate, 80 dB of threshold level and 90dB of criterion level 92.0 dB(A) in 3 dB-exchange rate, 90 dB-threshold level and 90 dB-criterion level, in 90.8 dB(A) in 5 dB of exchange rate, 80 dB of threshold level and 90 dB of criterion level, and 86.7 dB(A) in 5 dB of exchange rate, 90 dB of threshold level and 90dB of criterion level. 2. ln group of noise level less than 90 dB(A), mean TWAs of 80 dB of threshold level were significantly higher than that of 90 dB of threshold level in 3 dB and 5 dB of exchange rate. 3. The case exceeded threshold limit value of noise was 49(61.3 %) in 3dB, 80dB and 90 dB setting, 44(55.0 %) in 3 dB, 90 dB, 90 dB setting, 33(41.3 %) in 5 dB, 80dB, 90 dB setting and 26(32.5%) in 5 dB, 90 dB, 90 dB setting. Above considerations in mind, it is suggested that exchange rate and threshold level be specified in related laws and regulations in the evaluation of working environments noise.

  • PDF

A MODIFIED SOLUTION PROCEDURE FOR THE ELLIPTIC-TYPE CONDITIONAL MOMENT CLOSURE MODEL IN NONPREMIXED TURBULENT REACTING FLOW

  • Liu, Tao;Huh, Kang-Yul
    • 한국연소학회:학술대회논문집
    • /
    • 한국연소학회 1997년도 제15회 KOSCO SYMPOSIUM 논문집
    • /
    • pp.113-122
    • /
    • 1997
  • The conditional moment closure formulation considering the molecular and turbulent diffusion is derived. A simplified solution procedure is proposed to reduce the computational burden due to the increased dimensionality of the conditionally averaged variables. A conditionally averaged variable is expressed as a linear weighted average of the two extremes, 'no reaction' and 'equilibrium' states. The modified elliptic-type conditional moment closure formulation is implemented to simulate a two dimensional nonpremixed mixing layer reacting flow. Results show good agreement for the conditional averages of the species concentration in Bilger et al.

  • PDF

Revisiting Social Discount Rates for Public Investment

  • SONG, JOONHYUK
    • KDI Journal of Economic Policy
    • /
    • 제39권2호
    • /
    • pp.75-98
    • /
    • 2017
  • This paper aims to estimate the social discount rate (SDR) rather than dig into its theoretical foundation. As SDRs can be derived by investigating both the rate of return on investment and the social time preference rate, we estimate the marginal productivity of both private and public capital and the time preference rate based on the Euler equation. In order to provide a single representative SDR, the weighted averages of the marginal productivity and time preference rate, whose weights are determined by the flow of funds data reflecting the social demand of funds, are presented. Based on the empirical results, we argue that the marginal productivity of private capital stands in the middle of the 3% range while that of public capital varies from 4.5% to 8.6%, with the time preference rate showing a decreasing trend from 3.2% in the early 2000s to 1.2% by around 2030. The single representative SDR or the weighted SDR is estimated to be approximately 3.0~4.5% and expected to continue its downward trend for the foreseeable future.

Statistical analysis of the employment future for Korea

  • Lee, SangHyuk;Park, Sang-Gue;Lee, Chan Kyu;Lim, Yaeji
    • Communications for Statistical Applications and Methods
    • /
    • 제27권4호
    • /
    • pp.459-468
    • /
    • 2020
  • We examine the rate of substitution of jobs by artificial intelligence using a score called the "weighted ability rate of substitution (WARS)." WARS is a indicator that represents each job's potential for substitution by automation and digitalization. Since the conventional WARS is sensitive to the particular responses from the employees, we consider a robust version of the indicator. In this paper, we propose the individualized WARS, which is a modification of the conventional WARS, and compute robust averages and confidence intervals for inference. In addition, we use the clustering method to statistically classify jobs according to the proposed individualized WARS. The proposed method is applied to Korean job data, and proposed WARS are computed for five future years. Also, we observe that 747 jobs are well-clustered according to the substitution levels.

AWGN환경에서 에지보호를 위한 개선된 잡음제거 알고리즘에 관한 연구 (A Study on Improved Denoising Algorithm for Edge Preservation in AWGN Environments)

  • ;김남호
    • 한국정보통신학회논문지
    • /
    • 제16권8호
    • /
    • pp.1773-1778
    • /
    • 2012
  • 최근 들어, 디지털 영상처리 장치에 대한 수요가 급격히 증대되면서 영상의 우수한 화질이 요구되고 있다. 그러나 여러 가지 원인에 의해 잡음이 추가되어 영상을 훼손시킨다. 따라서 잡음제거에 대한 필요성이 대두되고 있으며, 잡음제거 기술은 주요한 연구 분야가 되었다. 영상은 AWGN(additive white Gaussian noise)에 의해 많이 훼손되며, 본 논문에서는 AWGN을 제거하기 위해, 에지보호를 위한 개선된 알고리즘을 제안하였다. 제안한 알고리즘은 먼저 공간거리 차이 정보를 고려한 가중치 필터와 적응 가중치 필터로 처리한 결과값의 평균과 마스크내의 분산과 추정된 잡음분산의 관계식에 의해 처리된 값을 합하여, 영상의 최종출력값을 구한다. 따라서 제안한 방법은 우수한 잡음제거 및 에지보존 특성을 나타내었고 영상의 화질을 개선하였다.

로버스트 지수가중 이동평균(EWMA) 관리도 (A Robust EWMA Control Chart)

  • 남호수;이병근;주철민
    • Journal of the Korean Data and Information Science Society
    • /
    • 제10권1호
    • /
    • pp.233-241
    • /
    • 1999
  • 본 논문에서는 공정평균을 관리하기 위한 관리도로서 지수가중 이동평균(EWMA)관리도를 고려하였다. 기존의 표본평균에 기초한 관리도의 비로버스트성 (non-robustness)에 근거하여 공정평균의 로버스트 추정량인 M-추정량에 기초한 지수가중 이동평균 관리도를 제안하였다. 제안된 관리도의 성능을 기존의 관리도와 비교해 보기 위하여 다양한 상황에서 모의실험을 행하였으며, 실험결과 제안된 관리도의 우수성이 입증되었다.

  • PDF

ETF와 블랙리터만 모형을 이용한 인핸스드 인덱스 전략 (Enhanced Indexation Strategy with ETF and Black-Litterman Model)

  • 박기경;이영호;서지원
    • 경영과학
    • /
    • 제30권3호
    • /
    • pp.1-16
    • /
    • 2013
  • In this paper, we deal with an enhanced index fund strategy by implementing the exchange trade funds (ETFs) within the context of the Black-Litterman approach. The KOSPI200 index ETF is used to build risk-controlled portfolio that tracks the benchmark index, while the proposed Black-Litterman model mitigates estimation errors in incorporating both active investment views and equilibrium views. First, we construct a Black-Litterman model portfolio with the active market perspective based on the momentum strategy. Then, we update the portfolio with the KOSPI200 index ETF by using the equilibrium return ratio and weighted averages, while devising optimization modeling for improving the information ratio (IR) of the portfolio. Finally, we demonstrate the empirical viability of the proposed enhanced index strategies with KOSPI 200 data.

지하수위 분석을 통한 지하수 함양율의 지역화연구

  • 김석중;조민조;김영식
    • 한국지하수토양환경학회:학술대회논문집
    • /
    • 한국지하수토양환경학회 2001년도 추계학술발표회
    • /
    • pp.88-91
    • /
    • 2001
  • The purpose of this study is to localize the recharge rate into the national scale, calculated by use of the groundwater level from the 123 monitoring stations. The soil type, land use type, and bedrocks are selected for the influential factors over recharge rate. The main hypothesis is that the recharge rate can be expressed by the sum of the weighted averages of recharge rates of each factors. The optimized weights of soil type, land-use time and bedrocks from 119 stations are 0.80, 0.18 and 0.02 respectively. So this study offers that localization is available from the recharge rates calculated by groundwater level monitoring results.

  • PDF