• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.501-515
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• 2022

Despite the stylized statistical features of returns of financial returns such as fat-tailed distribution and leverage effect, no stochastic volatility models that can explicitly capture these features have been presented in the existing frequentist approach. we propose an approximate parameterization of stochastic volatility models that can explicitly capture the fat-tailed distribution and leverage effect of financial returns and a maximum likelihood estimation of the model using Langrock et al. (2012)'s hidden Markov model approximation in a frequentist approach. Through extensive simulation experiments and an empirical analysis, we present the statistical evidences validating the efficacy and accuracy of proposed parameterization.

• Journal of Digital Contents Society
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• v.18 no.4
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• pp.747-751
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• 2017

The log has variable informations that are important and necessary to manage a network when accessed to network servers. These informations are used to reduce a cost and efficient manage a network through the meaningful prediction information extraction from the amount of user access. And, the network manager can instantly monitor the status of CPU, memory, disk usage ratio on network using the SNMP. In this paper, firstly, we have accumulated and analysed the 6 network logs and extracted the informations that used to predict the amount of user access. And then, we experimented the prediction simulation with the time series analysis such as moving average method and exponential smoothing. Secondly, we have simulated the usage ration of CPU, memory, and disk using Xian SNMP simulator and extracted the OID for the time series prediction of CPU, memory, and disk usage ration. And then, we presented the visual result of the variable experiments through the Excel and R programming language.

• Journal of Korean Society of Transportation
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• v.25 no.1 s.94
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• pp.121-132
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• 2007

Up to now Permanent traffic volumes have been counted by Automatic Vehicle Classification (AVC) on National Highways. When counted data have missing items or errors, the data must be revised to stay statistically reliable This study was carried out to estimate correct data based on outoregression and seasonal AutoRegressive Integrated Moving Average (ARIMA). As a result of verification through seasonal ARIMA, the longer the missed period is, the greater the error. Autoregression results in better verification results than seasonal ARIMA. Traffic data is affected by the present state mote than past patterns. However. autoregression can be applied only to the cases where data include similar neighborhood patterns and even in this case. the data cannot be corrected when data are missing due to low qualify or errors Therefore, these data shoo)d be corrected using past patterns and seasonal ARIMA when the missing data occurs in short periods.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.1025-1034
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• 2015

Traditional Shewhart control charts assume that the observations are independent over time. Current progress in measurement and data collection technology lead to the presence of autocorrelated process data that may affect poor performance in statistical process control. One of the most popular charts for autocorrelated data is to model a correlative structure with an appropriate time series model and apply control chart to the sequence of residuals. Model parameters are estimated by an in-control Phase I reference sample since they are usually unknown in practice. This paper deals with the effects of parameter estimation on Phase II control limits to monitor autocorrelated data.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.366-366
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• 2022

유역의 하천유량과 같은 수문 시계열을 모의 또는 예측하기 위한 수문 모델링에서 최근 기계 학습 방법을 활용한 연구가 활발하게 적용되고 있는 추세이다. 이러한 데이터 기반 모델링 접근법은 입출력 자료에서 관찰된 패턴을 학습하며, 특히, 장단기기억(Long Short-Term Memory, LSTM) 네트워크는 많은 연구에서 수문 시계열 예측에 대한 적용성이 검증되었으나, 장기간의 고품질 관측자료를 활용할 때 더 나은 예측성능을 보인다. 그러나 우리나라의 경우 장기간 관측된 고품질의 하천유량 자료를 확보하기 어려운 실정이다. 따라서 본 연구에서는 LSTM 네트워크의 학습 시 가용한 모든 유역의 자료를 통합하여 학습시켰을 때 하천유량 예측성능을 개선할 수 있는지 판단해보고자 하였다. 이를 위해, 우리나라 13개 댐 유역을 대상으로 대상 유역의 자료만을 학습한 모델의 예측성능과 모든 유역의 자료를 학습한 모델의 예측성능을 비교해 보았다. 학습은 2001년부터 2010년까지 기상자료(강우, 최저·최고·평균기온, 상대습도, 이슬점, 풍속, 잠재증발산)를 이용하였으며, 2011년부터 2020년에 대해 테스트 되었다. 다지점 통합학습을 통해 테스트 기간에 대해 예측된 각 유역의 일 하천유량의 KGE 중앙값이 0.74로 단일지점 학습을 통해 예측된 KGE(0.72)보다 다소 개선된 결과를 보여주었다. 다지점 통합학습이 하천유량 예측에 큰 개선을 달성하지는 못하였으며, 추가적인 가용 자료 확보와 LSTM 구성의 개선을 통해 추가적인 연구가 필요할 것으로 판단된다.

• Journal of Intelligence and Information Systems
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• v.4 no.1
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• pp.79-87
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• 1998

정확한 태풍진로 예측은 동아시아 최대의 자연재해인 태풍의 피해를 최소화하는데 필수적이다. 기상역학에 기초를 둔 수치모델과 회귀분석등의 통계적 접근법이 사용되어왔다. 본 논문에서는 비선형 신경망모델인 다층퍼셉트론을 제안한다. 즉, 태풍진로예측을 이동경로, 속도, 기압 등의 변수로 이루어진 시계열의 예측으로 본다. 1945년부터 1989년까지 한반도에 접근한 태풍 데이터를 이용하여 제안된 신경망을 학습한 후, 94, 95년도에 접근한 태풍의 진로를 예측하였다. 신경망의 예측성능은 수치모델의 성능보다 조금 우수하거나 비슷하였다. 신경망의 성능은 충분히 더 향상될 수 있는 여지가 있다. 또한, 고가의 슈퍼컴퓨터로 여러 시간 계산을 해야하는 수치모델에 비하여 PC상에서 수초만에 계산을 할 수 있는 신경망 모델은 비용 면에서도 장점이 있다.

• Korean Journal of Construction Engineering and Management
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• v.12 no.2
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• pp.111-120
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• 2011

High-rise buildings have recently increased over the residential, commercial and office facilities, thus an understanding of construction cost for high-rise building projects has been a fundamental issue due to enormous construction cost as well as unpredictable market conditions and fluctuations in the rate of inflation by long-term construction periods of high-rise projects. Especially, recent violent fluctuations of construction material prices add to problems in construction cost forecasting. This research, therefore, develops a time-series model with the Box-Jenkins methodologies and material prices time-series data in Korea in order to forecast future trends of unit prices of required materials. BIM (Building Information Modeling) approaches are also used to analyze injection time of construction resources and to conduct quantity takeoff so that total material price can be forecasted. Comparative analysis of Predictability of tentative ARIMA (Autoregressive Integrated Moving Average) models was conducted to determine optimal time-series model for forecasting future price trends. Proposed BIM based time series forecasting model can help to deal with sudden changes in economic conditions by estimating future material prices.

• Journal of the Korean Data and Information Science Society
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• v.11 no.2
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• pp.257-267
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• 2000

The purpose of this study is to analyse the economic effects of General Elections in Korea, in other words, to test the Political Business Cycle hypothesis using ARIMA-Intervention Analysis.

• Journal of Digital Convergence
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• v.16 no.8
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• pp.393-400
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• 2018

The purpose of this study was to empirically investigate the emotional dynamics among sport issues, social structure changes and collective behaviors with time-series analysis. For the purpose, the doping scandal of Tae-Hwan Park was chosen and simplified into 10 episodes. And replies and articles on them were analysed by time-series analysis. As the conclusions, first, there was a clear causal relationship between sport issue and sport emotion. Second, sport emotion was a social being which interacting with social process. Third, the sport emotional dynamics was confirmed. With this study, the sport emotion dynamics was empirically verified, but more statistical approaches would be needed for stronger evidences.

• The Journal of the Korea Contents Association
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• v.12 no.5
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• pp.62-69
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• 2012

The newly developed field of media art is quickly making progress to include various and up-to-date forms of expression. Unlike in traditional art, the communication between the art and the viewer has become vastly important, in which the viewer is an active agent who participates and interacts with the artwork. These digital artworks can now be readily observed in everyday places and things, rather than being confined solely in the gallery space. By encouraging open interaction with the public, media art has become more accessible. Accordingly, this thesis examines the construction of a real-time multimedia clock piece using particle systems. Time has always been a significant theme in the realm of traditional art, which continues to be explored extensively in various forms of expression. In an attempt to express the continuity of time and the state of being value of existence based on technological skills, the thesis presents an artwork that uses the popular medium of a clock while also providing both usability and emotional satisfaction for the viewer's sensibility through interaction.