• Title/Summary/Keyword: 계량 정보 분석

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Change Prediction of Forestland Area in South Korea using Multinomial Logistic Regression Model (다항 로지스틱 회귀모형을 이용한 우리나라 산지면적 변화 추정에 관한 연구)

  • KWAK, Doo-Ahn
    • Journal of the Korean Association of Geographic Information Studies
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    • v.23 no.4
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    • pp.42-51
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    • 2020
  • This study was performed to support the 6th forest basic planning by Korea Forest Service as predicting the change of forestland area by the transition of land use type in the future over 35 years in South Korea. It is very important to analyze upcoming forestland area change for future forest planning because forestland plays a basic role to predict forest resources change for afforestation, production and management in the future. Therefore, the transitional interaction between land use types in future of South Korea was predicted in this study using econometrical models based on past trend data of land use type and related variables. The econometrical model based on maximum discounted profits theory for land use type determination was used to estimate total quantitative change by forestland, agricultural land and urban area at national scale using explanatory variables such as forestry value added, agricultural income and population during over 46 years. In result, it was analyzed that forestland area would decrease continuously at approximately 29,000 ha by 2027 while urban area increases in South Korea. However, it was predicted that the forestland area would be started to increase gradually at 170,000 ha by 2050 because urban area was reduced according to population decrement from 2032 in South Korea. We could find out that the increment of forestland would be attributed to social problems such as urban hollowing and localities extinction phenomenon by steep decrement of population from 2032. The decrement and increment of forestland by unbalanced population immigration to major cities and migration to localities might cause many social and economic problems against national sustainable development, so that future strategies and policies for forestland should be established considering such future change trends of land use type for balanced development and reasonable forestland use and conservation.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

A Study on the Development of Cookbooks for Children Based on the Dietary Behaviors of Elementary School Students - Focused on the 5th and 6th Grades of Elementary School - (초등학생들의 식행동 분석에 따른 어린이 요리책 개발에 관한 연구 - 일부 초등학교 5, 6학년을 중심으로 -)

  • Jung, Kyung-Ah
    • Culinary science and hospitality research
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    • v.16 no.2
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    • pp.351-366
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    • 2010
  • This study was conducted to develop a cookbook for children as a nutritional education material considering the dietary behaviors of elementary school students. Dietary behaviors were surveyed in 5th and 6th grade students(male 45, female 45) in Gangwon-do. 48.9% of the children ate breakfast every day, and 67.8% ate Korean food such as cooked rice, soup, and side dishes for breakfast. The reason for skipping the breakfast was 'have no time'. 42.2% of the children answered 'cook the foods that they want to eat' about the question how to eat when they are alone at home. 52.2% of the children ate snacks 1~2 times a day, and such snacks included fruits(46.6%), ice cream(22.2%), bread or cookies(21.1%), and instant foods(11.1%). Children preferred meats to vegetables and preferred Bokeum(27.8%), Twigim(25.6%), Guk Jjigae(21.1%) to other cooking methods. 96.7% of the children have cooked at least 1 time. 64.4% of the children have cooked because they 'just want to cook.' The kinds of the foods that they have cooked were Ramen(68.8%), fried eggs(53.3%), Bokeumbap(37.8%), and sandwiches(18.9%). Considering these results, cookbooks were categorized by 'cook by myself', 'cook snacks speedily', and 'show off my cooking skills' with 5~6 dishes in each. They have pictures of a cooking process about all dishes and provide information on the contents of protein, fat, calcium, sodium as well as energy, the method to plan balanced diet by using the food pyramid and the portion size for children. This cookbook gives basic knowledge about cooking such as measuring, sanitation, and the separation of food garbage. I expect that the cookbook can be used as a nutritional education material to improve the dietary behaviors of children.

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Cooling Time Determination of Spent Nuclear Fuel by Detection of Activity Ratio $^{l44}Ce /^{l37}Cs$ (방사능비 $^{l44}Ce /^{l37}Cs$ 검출에 의한 사용후핵연료 냉각기간 결정)

  • Lee, Young-Gil;Eom, Sung-Ho;Ro, Seung-Gy
    • Nuclear Engineering and Technology
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    • v.25 no.2
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    • pp.237-247
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    • 1993
  • Activity ratio of two radioactive primary fission products which had sufficiently different half-lives was expressed as functions of cooling time and irradiation histories in which average burnup, irradiation time, cycle interval time and the dominant fissile material of the spent fuel were included. The gamma-ray spectra of 36 samples from 6 spent PWR fuel assemblies irradiated in Kori unit-1 reactor were obtained by a spectrometric system equipped with a high purity germanium gamma-ray detector. Activity ratio $^{l44}$Ce $^{l37}$Cs, analyzed from each spectrum, was used for the calculation of cooling time. The results show that the radioactive fission products $^{l44}$Ce and $^{l37}$Cs are considered as useful monitors for cooling time determination because the estimated cooling time by detection of activity ratio $^{l44}$Ce $^{l37}$Cs agreed well with the operator declared cooling time within relative difference of $\pm$5 % despite the low counting rate of the gamma-ray of $^{l44}$Ce (about 10$^{-3}$ count per second). For the samples with several different irradiation histories, the determined cooling time by modeled irradiation history showed good agreement with that by known irradiation history within time difference of $\pm$0.5 year. From this result, it would be expected to be possible to estimate reliably the cooling time of spent nuclear fuel without the exact information about irradiation history. The feasibility study on identification of and/or sorting out spent nuclear fuel by applying the technique for cooling time determination was also performed and the result shows that the detection of activity ratio $^{l44}$Ce $^{l37}$Cs by gamma-ray spectrometry would be usefully applicable to certify spent nuclear fuel for the purpose of safeguards and management in a facility in which the samples dismantled or cut from spent fuel assemblies are treated, such as the post irradiation examination facility.mination facility.

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Optimization of Cultivational Conditions of Rice(Oryza sativa L.) by a Central Composite Design Applied to an Early Cultivar in Southern Region (중심합성계획법에 의한 남부 조생벼 재배요인의 최적조건 구명)

  • Shon, Gil-Man;Kim, Jeung-Kyo;Choe, Zhin-Ryong;Lee, Yu-Sik;Park, Joong-Yang
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.34 no.1
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    • pp.60-73
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    • 1989
  • Two field experiments were carried out to assess the applicability of a central composite design (CCD) in determining optimum culture condition of an early rice cultivar, Unbongbyeo in southern Korea. A central composite design with two replicates was applied to five levels of five factors such as the number of hills per 3.3m2, the number of seedlings per hill, the levels of nitrogen, the transplanting date and the seedling age (Experiment 1). The levels of planting density were ranged from 30 hills to 150 hills per 3.3m2 ; the number of seedlings per hill from 1 seedling to 9 seedlings per hill; the levels of nitrogen application from 1 kg/l0a to 21 kg/l0a; the transplanting date from June 15 to July 5; the seedling age from 25 days to 45 days. A fractional factorial design was applied to three levels of five factors tested in CCD (Experiment 2). Yield per hill and per unit area were examined and the results obtained from both experiments were compared. The benefits from the central composite design were discussed. Maximum yield of brown rice per unit area was obtained at the combination of the central levels of one of five factors when the other four factors were fixed at central point. Furthermore, brown rice yield per unit area affected by interaction of two factors was maximized at the central point when the remain three factors being fixed at the central level. The responses of five factors to brown rice yield per hill and unit area were found to be a saddle point in both designs. Actual values of the stationary points were 107 hills per 3.3 m2, 4 seedlings per hill, 10 kg nitrogen per l0a, transplanting date of rice on June 26 and 33 days of seedling age in the central composite design. Brown rice yield per unit area at the stationary points were estimated 439 kg/l0a in the central composite design and 442 kg/l0a in the fractional factorial design. Considering the number of experimental treatment combinations, the central composite design was rather convenient in reducing the number of treatment combinations for similar information. It was more convenient for an experimenter to present the results from the central composite design than those from the fractional factorial design. Considering the optimum yields of brown rice per unit area at the stationary points being verified as saddle points in both designs. inter-heterogeneity of each of the factors should be avoided in setting up factors in pursuit of inducing unidirectional response of the factors to yield. Even though both the lower and higher levels in the central composite design being beyond the region of an experimenter's interest. they were considered highly valued in interpretation of the results. Conclusively. the central composite design was found to be more beneficial to optimize culture condition of paddy rice even with several levels of various factors were involved.

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Carbon Storage and Uptake by Deciduous Tree Species for Urban Landscape (도시 낙엽성 조경수종의 탄소저장 및 흡수)

  • Jo, Hyun-Kil;Ahn, Tae-Won
    • Journal of the Korean Institute of Landscape Architecture
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    • v.40 no.5
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    • pp.160-168
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    • 2012
  • This study generated regression models to estimate the carbon storage and uptake from the urban deciduous landscape trees through a direct harvesting method, and established essential information to quantify carbon reduction from urban greenspace. Tree species for the study included Acer palmatum, Zelkova serrata, Prunus yedoensis, and Ginkgo biloba, which are usually planted as urban landscape trees. Tree individuals for each species were sampled reflecting various diameter sizes at a given interval. The study measured biomass for each part including the roots of sample trees to compute the total carbon storage per tree. Annual carbon uptake per tree was quantified by analyzing radial growth rates of stem samples at breast height. The study then derived a regression model easily applicable in estimating carbon storage and uptake per tree for the 4 species by using diameter at breast height(dbh) as an independent variable. All the regression models showed high fitness with $r^2$ values of 0.94~0.99. Carbon storage and uptake per tree and their differences between diameter classes increased as the diameter sizes got larger. The carbon storage and uptake tended to be greatest with Zelkova serrata in the same diameter sizes, followed by Prunus yedoensis and Ginkgo biloba in order. A Zelkova serrata tree with 15cm in dbh stored about 54kg of carbon and annually sequestered 7 kg, based on a regression model for the species. The study has broken new grounds to overcome limitations of the past studies which substituted, due to a difficulty in direct cutting and root digging of urban landscape trees, coefficients from the forest trees such as biomass expansion factors, ratios of below ground/above ground biomass, and diameter growth rates. Study results can be useful as a tool or skill to evaluate carbon reduction by landscape trees in urban greenspace projects of the government.