• Proceedings of the Korea Information Processing Society Conference
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• 2017.04a
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• pp.920-923
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• 2017

본 연구는 기존의 수요 예측 등의 시계열 분석에서 주로 사용되는 ARIMA 모형의 어려움을 극복하고자 인공신경망(Artificial Neural Network) 모형을 이용하여 한국 프로 야구 관중 수를 예측하였다. 인공신경망의 가장 기본적인 종류인 전방향 신경망(Feedforward Neural Network)의 초모수(Hyperparameter) 선정에 그리드 탐색(Grid Search)을 적용하여 최적의 모형을 찾고자 하였다. 훈련 자료로는 2015년 3월부터 8월까지의 일별 KBO 관중 수 자료를 대상으로 하였고, 예측력 검증을 위해 2015년 9월 관중 수를 예측하여 실제 관측값과 비교하였다. 그 결과, 그리드 탐색법에서 최적 모형이라고 판단한 모형의 예측력은, 평균 절대 백분율 오차(MAPE) 기준으로 평균 27.14% 였다. 또한, 앙상블 기법에서 착안하여 오차율이 낮은 모형 5개의 예측값 평균의 MAPE는 평균 28.58% 였다. 이는 다중회귀와 비교해보았을 때, 평균적으로 각각 14%, 13.6% 높은 예측력을 보이고 있다.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.2 no.2
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• pp.60-66
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• 2003

For the estimation of chatter lobe boundary it is very important to calculate the natural mode of cutting process. There are many time series algorithms for getting the natural mode of structural endmilling dynamics considering the cutting process. In this study, we have compared several time series methods such as AR algorithm, ARX, ARMAX, ARMA, Box Jenkins, Output Error, Recursive ARX, Recursive ARMAX considering the sampling frequency. As a results, the ARX, ARMAX and IV 4 are more desirable algorithms for the calculation of modal parameters such as natural frequency and damping ratio In endmilling operation. Also these algorithms may be adopted for the natural mode estimation of endmilling operation for chatter lobe prediction.

• Korean Journal of Social Welfare Studies
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• no.37
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• pp.117-144
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• 2008

This is a timeseries study on the riving forces behind the changes of Korean welfare state. There are a few previous studies on the determinants of korean welfare state. These previous studies have some limitations in terms of reliability of the data source and validity of the statistical method used. Using the Comparative Social Policy Data-set(CSPD), we try to overcome the limitation of these previous studies. And adapting the time series regression, we examine the hypotheses about the changes of korean welfare state. In this study, four dependent variables are examined: the ratio of public social welfare expenditure to the GDP(WELGDP), the ratio of public social welfare expenditure to the government budget(WELGOV), the ratio of social expenditure to the GDP(SOCX), social welfare expenditure per capita. And independent variables were selected based on the theoretical background on the changes of welfare state. The results of this study as follows: First, the variables based on structural functionalism (industrialization) are the major driving forces behind the changes of korean welfare state since 1960s. Second, the effect of unemployment variable may be reasonably interpreted as reflecting the residual characteristics of korean welfare state. Third, the politics of the left based on power resource theory should be restrictedly interpreted. Ultimately, korean welfare state is still at rudimentary stage where the theory of industrialization is well applied as a driving forces behind the changes of welfare state.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.224-224
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• 2022

물부족, 수질오염, 조류발생 등 효율적 물관리를 위해서는 물정보 통합이 필요하지만 부처별/목적별로 개별 생산·관리되어 물관리 현안에 효과적으로 대응하기 어려운 실정이다. 물관리 현안 대응 의사결정을 위해서는 현재 상황에 대한 정확한 인식과 장래(1,3개월) 수자원 상황을 고려한 예측·분석체계 구축 필요하며, 이를 위해서는 수원별 가용수량, 지역별 물사용량 및 회귀수량 등 지자체, 유역, 하천을 연계한 실제 물이용 정보 기반의 물배분 현황 분석체계 구축이 필요하다. 본 연구에서는 물수급 관련 수요·공급 시설의 위치를 연결하는 물수급 분석 알고리즘 개발을 통해 지형공간정보의 위상(topology) 관계를 설정하여 물수급 분석의 계산순서를 선정하고, 시계열 DB를 입력하여 전국 약 40만개 이상의 일단위 물수급 분석 정보생산체계를 구축하였다. 본 연구에서 개발된 물수급 분석 모형은 향후 물관련 이슈 지역의 용수공급능력 평가 및 디지털트윈 등 다양한 수자원 정책평가에 활용될 것으로 기대된다.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.327-335
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• 2016

The People's Republic of China has vigorously been pursuing the internationalization of the Chinese Yuan or Renminbi after the financial crisis of 2008. In this view, an abrupt increase of use of the Chinese Yuan in the onshore and offshore markets are important milestones to be one of important currencies. One of the most frequently used methods to forecast volatility is GARCH model. Since a prediction error of the GARCH model has been reported quite high, a lot of efforts have been made to improve forecasting capability of the GARCH model. In this paper, we have proposed MLP-GARCH and a DL-GARCH by employing Artificial Neural Network to the GARCH. In an application to forecasting Chinese Yuan volatility, we have successfully shown their overall outperformance in forecasting over the GARCH.

• Journal of Digital Convergence
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• v.15 no.9
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• pp.471-477
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• 2017

This paper deals with the viewing rate trends of digital media service special reference to terrestrial real time broadcasting of IPTV. In a few years, TV viewership of young people is decreasing, the audience viewing rate of the terrestrial broadcasting which is the representative of the media decreases, and the change of the broadcasting industry is progressing. Especially after the terrestrial broadcaster 's VOD holdback was extended, the viewer' s movement on the competitive channel & mobile media was rapidly progressing. Researcher assumed that the viewing rate of the terrestrial real-time broadcasting has influenced the comprehensive channel, CJ E&M subsidiary channels. As a result, researcher verified using statistical methodological time series analysis and regression analysis. Based on these results, researcher expects media players to prepare policies for viewers' satisfaction and symbiotic growth of markets.

• Management & Information Systems Review
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• v.36 no.3
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• pp.37-49
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• 2017

This study investigates the dynamic relationship between KOSPI200 stock index and stock index futures and stock index option markets which is its derived from KOSPI200 stock index. We use 5-minutes rate of return data from 2012. 06 to 2014. 12. To empirical analysis, this study use autocorrelation and cross-correlation analysis as a preliminary analysis and then following Stoll and Whaley(1990) and Chan(1992), the multiple regression is estimated to examine the lead-lag patterns between the stock index and stock index futures and option markets by Newey and West's(1987) Empirical results of our study shows as follows. First, there exist a strong autocorrelation in the KOSPI200 stock index before 10minutes but a very weak autocorrelation in the stock index futures and option markets. Second, there is a strong evidence that stock index future and option markets lead KOSPI200 stock index in the cross-correlation analysis. Third, based on the multiple regression, the stock index futures and option markets lead the stock index prior to 10-15 minutes and weak evidence that the stock index leads the future and option markets. This results show that the market efficient of KOSPI200 stock index market is improved as compared to the early stage of stock index future and option market.

• Journal of Navigation and Port Research
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• v.44 no.3
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• pp.187-194
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• 2020

It is very important to forecast freight volume accurately to establish major port policies and future operation plans. Thus, related studies are being conducted because of this importance. In this paper, stepwise regression analysis and artificial neural network model were analyzed to compare the predictive power of each model on Gwangyang Port, the largest domestic port for coal and iron ore transportation. Data of a total of 121 months J anuary 2009-J anuary 2019 were used. Factors affecting coal and iron ore trade volume were selected and classified into supply-related factors and market/economy-related factors. In the stepwise regression analysis, the tonnage of ships entering the port, coal price, and dollar exchange rate were selected as the final variables in case of the Gwangyang Port coal volume forecasting model. In the iron ore volume forecasting model, the tonnage of ships entering the port and the price of iron ore were selected as the final variables. In the analysis using the artificial neural network model, trial-and-error method that various Hyper-parameters affecting the performance of the model were selected to identify the most optimal model used. The analysis results showed that the artificial neural network model had better predictive performance than the stepwise regression analysis. The model which showed the most excellent performance was the Gwangyang Port Coal Volume Forecasting Artificial Neural Network Model. In comparing forecasted values by various predictive models and actually measured values, the artificial neural network model showed closer values to the actual highest point and the lowest point than the stepwise regression analysis.

• Journal of Korea Port Economic Association
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• v.37 no.1
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• pp.71-85
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• 2021

A variety of methods have been proposed through a number of studies on sophisticated demand forecasting models that can reduce logistics costs. These studies mainly determine the applicable demand forecasting model based on the pattern of demand quantity and try to judge the accuracy of the model through statistical verification. Demand patterns can be broadly divided into regularity and irregularity. A regular pattern means that the order is regular and the order quantity is constant. In this case, predicting demand mainly through regression model or time series model was used. However, this demand is called "intermittent demand" when irregular and fluctuating amount of order quantity is large, and there is a high possibility of error in demand prediction with existing regression model or time series model. For items that show intermittent demand, predicting demand is mainly done using Croston or HOLTS. In this study, we analyze the demand patterns of various items of air cargo with intermittent patterns and apply the most appropriate model to predict and verify the demand. In this process, intermittent optimal demand forecasting model of air cargo is proposed by analyzing the fit of various models of air cargo by item and region.

• Journal of the Korean Society for Library and Information Science
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• v.58 no.2
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• pp.251-268
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• 2024

Recently, with the implementation of the "e-Government Performance Management Guidelines," there is a growing demand for setting performance indicators for information systems. For systems that provide information services to the public, such as CODIL, it is not easy to set performance indicators. This study presented a research model that applies Monte Carlo simulation to set expected performance targets that can be achieved through CODIL based on objective evidence. Among the survey contents conducted from 2015 to 2023, the statistical characteristics of user satisfaction regarding the frequency of use of construction technology information provided by CODIL were designated as input variables. Future expected targets and confidence intervals from 2024 to 2026 were designated as outcome variables. The expected target value was measured by generating 5 simulation alternatives and 1,000 random numbers for each alternative. Next, the measured expected goals were interpreted and compared with the results of time series regression analysis measured in previous studies. Although, as in previous studies, the expected target value could not be predicted based on time series regression analysis that considers the correlation between years. However, compared to previous studies, this study can be considered a more accurate analysis result because it predicted the expected target value based on 5,000 input variables.