• Title/Summary/Keyword: 비선형 자기회귀

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Time Series Prediction of Dynamic Response of a Free-standing Riser using Quadratic Volterra Model (Quadratic Volterra 모델을 이용한 자유지지 라이저의 동적 응답 시계열 예측)

  • Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.51 no.4
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    • pp.274-282
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    • 2014
  • Time series of the dynamic response of a slender marine structure was predicted using quadratic Volterra series. The wave-structure interaction system was identified using the NARX(Nonlinear Autoregressive with Exogenous Input) technique, and the network parameters were determined through the supervised training with the prepared datasets. The dataset used for the network training was obtained by carrying out the nonlinear finite element analysis on the freely standing riser under random ocean waves of white noise. The nonlinearities involved in the analysis were both large deformation of the structure under consideration and the quadratic term of relative velocity between the water particle and structure in Morison formula. The linear and quadratic frequency response functions of the given system were extracted using the multi-tone harmonic probing method and the time series of response of the structure was predicted using the quadratic Volterra series. In order to check the applicability of the method, the response of structure under the realistic ocean wave environment with given significant wave height and modal period was predicted and compared with the nonlinear time domain simulation results. It turned out that the predicted time series of the response of structure with quadratic Volterra series successfully captures the slowly varying response with reasonably good accuracy. It is expected that the method can be used in predicting the response of the slender offshore structure exposed to the Morison type load without relying on the computationally expensive time domain analysis, especially for the screening purpose.

A Hierarchical Bayesian Modeling of Temporal Trends in Return Levels for Extreme Precipitations (한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석)

  • Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.137-149
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    • 2015
  • Flood planning needs to recognize trends for extreme precipitation events. Especially, the r-year return level is a common measure for extreme events. In this paper, we present a nonstationary temporal model for precipitation return levels using a hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitation measured in Korea with a generalized extreme value (GEV). The temporal dependence among the return levels is incorporated to the model for GEV model parameters and a linear model with autoregressive error terms. We apply the proposed model to precipitation data collected from various stations in Korea from 1973 to 2011.

Feedback Flow Control Using Artificial Neural Network for Pressure Drag Reduction on the NACA0015 Airfoil (NACA0015 익형의 압력항력 감소를 위한 인공신경망 기반의 피드백 유동 제어)

  • Baek, Ji-Hye;Park, Soo-Hyung
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.9
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    • pp.729-738
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    • 2021
  • Feedback flow control using an artificial neural network was numerically investigated for NACA0015 Airfoil to suppress flow separation on an airfoil. In order to achieve goal of flow control which is aimed to reduce the size of separation on the airfoil, Blowing&Suction actuator was implemented near the separation point. In the system modeling step, the proper orthogonal decomposition was applied to the pressure field. Then, some POD modes that are necessary for flow control are extracted to analyze the unsteady characteristics. NARX neural network based on decomposed modes are trained to represent the flow dynamics and finally operated in the feedback control loop. Predicted control signal was numerically applied on CFD simulation so that control effect was analyzed through comparing the characteristic of aerodynamic force and spatial modes depending on the presence of the control. The feedback control showed effectiveness in pressure drag reduction up to 29%. Numerical results confirm that the effect is due to dramatic pressure recovery around the trailing edge of the airfoil.

Spatial Dependency and Heterogeneity of Adult Diseases : In the Cases of Obesity, Diabetes and High Blood Pressure in the U.S.A. (성인병의 공간적 의존성과 이질성 : 미국의 비만, 당뇨, 고혈압을 사례로)

  • Yang, Byung-Yun;Hwang, Chul-Sue
    • Journal of the Korean association of regional geographers
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    • v.16 no.5
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    • pp.610-622
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    • 2010
  • The proportion of overweight and obese individuals in the United States has been continuously increasing up to recently. Many studies related to obesity have concentrated on jurisdictional levels of aggregation, making it very difficult to dearly illustrate at risk regions. In other words, little research has been conducted in relation to spatial patterns considering spatial dependency and heterogeneity by spatial autocorrelation models over space. In response, this research analyzes spatial patterns between overweight/obesity and risk factors, such as high blood pressure and diabetes, over space. Specifically, the Moran''s I and Geary''s C will be conducted for global and local measures. What is more, the Ordinary Least Square (OLS) linear regression and Geographically Weighted Regression methods will be applied to identify spatial dependency and spatial heterogeneity. Data provided by the Behavioral Risk Factor Surveillance System (BRFSS) have Body-Mass Index (BMI) rates, containing 4 rates of under, healthy, overweight, and obesity. In addition, high blood pressure and diabetes rates in the United States will be used as independent variables. Lastly, we are confident that this research will be beneficial for a decision maker to make a prevention plan for obesity.

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Effect of self-efficacy of middle-aged and elderly on the intention to use digital health devices: focusing on the difference between middle-aged and elderly (중고령자의 자기효능감이 디지털헬스기기 이용의도에 미치는 영향: 중장년층과 노년층 세대의 비교를 중심으로)

  • Shin, Hye-Ri;Kim, Su-Kyoung;Kim, Young-Sun
    • Journal of Digital Convergence
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    • v.18 no.10
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    • pp.13-22
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    • 2020
  • The purpose of this study was to investigate the relationship between the self-efficacy and intention to use for digital health devices by middle-aged and aged groups. We conducted the frequency analysis, T-test analysis, and linear regression analysis using the 2019 Korean Senior Technology Acceptance Survey. The analysis results are as follows. First, the group of the middle-aged had higher score of the intention to use for digital health devices than the group of the elderly. Second, the group of the middle-aged group also had higher self-efficacy than the group of the elderly. Lastly, it was found that the relationship between the self-efficacy and intention to use was not significant in the middle-aged group. However, the relationship between the self-efficacy and intention to use in the elderly group had a positive influence. We suggested that the differentiated strategy is needed to promote the utilization of digital health devices for middle-aged and aged. This study is expected to be a fundamental study of digital health devices and suggest the research model including the usefulness, ease of use, and anxiety.

Prediction of drowning person's route using machine learning for meteorological information of maritime observation buoy

  • Han, Jung-Wook;Moon, Ho-Seok
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.3
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    • pp.1-12
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    • 2022
  • In the event of a maritime distress accident, rapid search and rescue operations using rescue assets are very important to ensure the safety and life of drowning person's at sea. In this paper, we analyzed the surface layer current in the northwest sea area of Ulleungdo by applying machine learning such as multiple linear regression, decision tree, support vector machine, vector autoregression, and LSTM to the meteorological information collected from the maritime observation buoy. And we predicted the drowning person's route at sea based on the predicted current direction and speed information by constructing each prediction model. Comparing the various machine learning models applied in this paper through the performance evaluation measures of MAE and RMSE, the LSTM model is the best. In addition, LSTM model showed superior performance compared to the other models in the view of the difference distance between the actual and predicted movement point of drowning person.

A Study on the Linear Causality between KOSPI200 Intraday Futures Returns and Cash Returns (KOSPI 200 하루중 선물수익률과 현물수익률간의 선형인과성에 관한 연구)

  • Kim, Tae-Hyuk;Kang, Seok-Kyu
    • The Korean Journal of Financial Management
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    • v.17 no.1
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    • pp.203-226
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    • 2000
  • 본 연구는 주가지수 선물시장이 도입된 1996년 5월 3일부터 1998년 12월 5일까지 1분 간격 KOSPI 200 선물가격과 현물가격의 거래자료를 이용하여 각 선물가격과 기초자산가격간의 관계와 상호작용을 검토하는데 있다. 특히 본 연구는 차익거래자나 초단기 투기자(scalper)들이 거래체결을 위해 촌각을 다투는 선물시장의 거래행태에서 볼 때, 경제적 의미를 부여할 수 있는 1분 간격 수익률 자료를 이용함으로써 시장참여자의 실제 거래에서 표출되는 정형화된 현상을 정확히 파악한다는 점에서 중요하다. 본 연구의 주요 결과를 제시하면 다음과 같다. 첫째, 주가지수 선물시장과 현물시장간에 체계적이고 긴 선도-지연 관계가 발견되었다. 주가지수 선물가격의 변화가 현물가격의 변화를 대략 26분 정도 선도하고 있으며, 대략 5분 정도 현물시장의 선도효과도 발견된다. 따라서 KOSPI 200 선물수익률과 현물수익률간의 선도-지연 관계는 한 시장에서 다른 시장으로의 일방적인 것이 아니라 시장간의 피드백(feedback)효과가 존재하며, 선물의 선도효과가 지배적인 것으로 보인다. 이러한 선도-지연 현상은 노이즈에 의한 비동시거래보다는 거래비용과 공매제약 차이 등 각 시장의 제도적 차이에 의해 발생하는 것으로 보여진다. 둘째, 약세시장 하에서 선물의 선도효과가 더욱 크게 나타났다. 이러한 현상은 약세시장 하에서 현물시장의 공매제약이 선물가격과 현물가격간의 괴리를 더욱 크게 하여 선물가격이 현물지수를 더욱 선도하게 하는 요인이 될 수도 있음을 나타내는 것이다. 셋째, 만기별 하위기간 중 97년 6월과 97년 12월을 제외한 기간은 선물과 현물가격간에 장기 안정적인 균형관계가 성립함을 발견하였다. 넷째, ARMA(p, q) 여과를 거친 선물과 현물수익률을 이용하여 97년 6월과 12월은 백터자기회귀(VAR)모형, 그 외의 기간은 오차수정(EC)모형으로 추정하였다. 표본전체기간동안 장기균형오차에 대한 조정은 선물과 현물시장에서 동시에 이루어지고 있으며, 시장간에 발생하는 불균형 상황은 아비트라지 거래로 조정되고 있음이 발견되었다. 각 만기별 모든 하위기간에 있어서는 시장간의 장기 불균형 상황이 현물시장을 통해서 조정되고 있으며, 시장이 성숙된 최근의 만기 98년 12월 하위기간에서는 선물의 15분 선도효과와 현물의 1분 선도효과가 발견되어 선물의 선도효과가 지배적임을 발견하였다.

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E-Learning Strategies Affecting the levels of Participation, Achievement and Satisfaction in the University Blended Learning Environment (대학교 혼합학습(Blended Learning) 환경에서 학습참여도, 학업성취도, 학습만족도에 영향을 미치는 e-러닝 학습전략)

  • Kim, Mi-Young
    • The Journal of Korean Association of Computer Education
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    • v.10 no.4
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    • pp.93-102
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    • 2007
  • The present study is to investigate the elements of e-learning strategies affecting the levels of participation, achievement and satisfaction for learners who participated in the university blended learning environment. For this, 58 subjects were recruited who participated in the blended learning class at K university. E-learning strategies, achievement and satisfaction levels were measured for data collection, and the level of participation was measured by analyzing the LMS log-in database. For data analysis, first, means and standard deviation were computed to find the level of e-learning strategies of the subjects. Second, linear regression analysis was conducted to find the e-learning strategies that could estimate the levels of achievement, participation and satisfaction. As a result, variables to estimate the achievement level included time management strategy and overload management strategy. Variables to estimate the participation level included self-directed strategy, time management strategy and overload management strategy. Finally, variables to estimate the satisfaction level included multiple discussion management strategy, asynchronous management strategy and sociality. Based on these estimated variables, the author suggested some ideas to increase the educational effectiveness.

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Influence on Enlisted Soldiers' Health behavior, Body-shape perception, and Weight control toward the BMI change (현역병의 건강행태, 주관적 체형인식, 체중조절 활동이 BMI 변화에 미치는 영향)

  • Lee, Hyun-Ju
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.5
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    • pp.3353-3360
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    • 2015
  • This study was conducted to identify the BMI of enlisted soldiers, to understand the difference between their BMI and that of other men in their age group, and to identify the influence factors of enlisted soldiers' BMI change. The survey has been conducted self-evaluation questionnaire from 23 Feb. 2009 to 31 Mar. 2009 from 4 different forces as methods. Independent-sample T-test, chi-square test and multiple linear regression analysis were used for statistical analysis from 301 collected data. As a result of surveying enlisted soldiers' BMI, their obesity rate 18.6% was lower than 22.1% of other men in their age group. In terms of health behavior, the underweight&normal weight group(2.39) showed higher diet score than the overweight group(2.13), showing that the underweight&normal weight group ate relatively slowly, less spicy and less sweet food compared to the overweight group. The overweight group(2.25) showed lower satisfaction with their body type than the underweight&normal weight group(2.98), while the overweight group(4.01) showed a significantly higher score than the underweight&normal weight group(3.37) for weight control activity. The influence factors of BMI change were diet habit, subjective perception of body type, and weight control activity. In order to improve of enlisted soldiers' BMI, it would be necessary to improve the food service and the snack bars for interventional control of food that influence obesity, rather than personal effort, in addition, education for right body-shape perception and encouraging on weight control activity.

The Economic Growth of Korea Since 1990 : Contributing Factors from Demand and Supply Sides (1990년대 이후 한국경제의 성장: 수요 및 공급 측 요인의 문제)

  • Hur, Seok-Kyun
    • KDI Journal of Economic Policy
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    • v.31 no.1
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    • pp.169-206
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    • 2009
  • This study stems from a question, "How should we understand the pattern of the Korean economy after the 1990s?" Among various analytic methods applicable, this study chooses a Structural Vector Autoregression (SVAR) with long-run restrictions, identifies diverse impacts that gave rise to the current status of the Korean economy, and differentiates relative contributions of those impacts. To that end, SVAR is applied to four economic models; Blanchard and Quah (1989)'s 2-variable model, its 3-variable extensions, and the two other New Keynesian type linear models modified from Stock and Watson (2002). Especially, the latter two models are devised to reflect the recent transitions in the determination of foreign exchange rate (from a fixed rate regime to a flexible rate one) as well as the monetary policy rule (from aggregate targeting to inflation targeting). When organizing the assumed results in the form of impulse response and forecasting error variance decomposition, two common denominators are found as follows. First, changes in the rate of economic growth are mainly attributable to the impact on productivity, and such trend has grown strong since the 2000s, which indicates that Korea's economic growth since the 2000s has been closely associated with its potential growth rate. Second, the magnitude or consistency of impact responses tends to have subsided since the 2000s. Given Korea's high dependence on trade, it is possible that low interest rates, low inflation, steady growth, and the economic emergence of China as a world player have helped secure capital and demand for export and import, which therefore might reduced the impact of each sector on overall economic status. Despite the fact that a diverse mixture of models and impacts has been used for analysis, always two common findings are observed in the result. Therefore, it can be concluded that the decreased rate of economic growth of Korea since 2000 appears to be on the same track as the decrease in Korea's potential growth rate. The contents of this paper are constructed as follows: The second section observes the recent trend of the economic development of Korea and related Korean articles, which might help in clearly defining the scope and analytic methodology of this study. The third section provides an analysis model to be used in this study, which is Structural VAR as mentioned above. Variables used, estimation equations, and identification conditions of impacts are explained. The fourth section reports estimation results derived by the previously introduced model, and the fifth section concludes.

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