• Title/Summary/Keyword: 예측 중심의 모형

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A Study about Internal Control Deficient Company Forecasting and Characteristics - Based on listed and unlisted companies - (내부통제 취약기업 예측과 특성에 관한 연구 - 상장기업군과 비상장기업군 중심으로 -)

  • Yoo, Kil-Hyun;Kim, Dae-Lyong
    • Journal of Digital Convergence
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    • v.15 no.2
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    • pp.121-133
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    • 2017
  • The propose of study is to examine the characteristics of companies with high possibility to form an internal control weakness using forecasting model. This study use the actual listed/unlisted companies' data from K_financial institution. The first conclusion is that discriminant model is more valid than logit model to predict internal control weak companies. A discriminant model for predicting the vulnerability of internal control has high classification accuracy and has low the Type II error that is incorrectly classifying vulnerable companies to normal companies. The second conclusion is that the characteristic of weak internal control companies have a low credit rating, low asset soundness assessment, high delinquency rates, lower operating cash flow, high debt ratios, and minus operating profit to the net sales ratio. As not only a case of listed companies but unlisted companies which did not occur in previous studies are extended in this study, research results including the forecasting model can be used as a predictive tool of financial institutions predicting companies with high potential internal control weakness to prevent asset losses.

Proposing the Method for Improving the Forecast Accuracy of Loan Underwriting (대출심사의 예측 정확도 향상을 위한 방법 제안)

  • Yang, Yu-Young;Park, Sang-Sung;Shin, Young-Geun;Jang, Dong-Sik
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.4
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    • pp.1419-1429
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    • 2010
  • Industry structure and environment of the domestic bank have been changed by an influx of large foreign-banks and advanced financial products when the currency crisis erupted in Korea. In a competitive environment, accurate forecasts of changes and tendencies are essential for the survival and development. Forecast of whether to approve loan applications for customer or not is an important matter because that is related to profit generation and risk management on the bank. Therefore, this paper proposes the method to improve forecast accuracy of loan underwriting. Processes in experiments are as follows. First, we select the predictor variables which affect significantly to the result of loan underwriting by correlation analysis and feature selection technique, and then cluster the customers by the 2-Step clustering technique based on selected variables. Second, we find the most accurate forecasting model for each clustering by applying LR, NN and SVM. Finally, we compare the forecasting accuracy of the proposed method with the forecasting accuracy of existing application way.

Re-Transformation of Power Transformation for ARMA(p, q) Model - Simulation Study (ARMA(p, q) 모형에서 멱변환의 재변환에 관한 연구 - 모의실험을 중심으로)

  • Kang, Jun-Hoon;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.511-527
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    • 2015
  • For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.

A Study of the Development of Market Prediction Modelling: A Case of the Cellular Phone Market of Korea and China (국가간 비교를 통한 시장 성장 예측에 관한 연구: 한ㆍ중 휴대폰 시장 사례를 중심으로)

  • 황재훈;이종오;김원태;전성우
    • Proceedings of the Korea Database Society Conference
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    • 2002.10a
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    • pp.51-59
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    • 2002
  • 오늘날 비즈니스의 가장 중요한 요소 중의 하나는 타이밍이며, 이의 예측 정확성이나 대응력에 따라 비즈니스의 성패 정도가 달라질 수 있다. 이러한 의사결정력을 강화하기 위해서 많은 기업에서는 글로벌 선도시장의 흐름이나 선진기업의 성공전략에 대한 벤치마킹을 수행한다. 모바일 산업에 관한 한 한국은 글로벌 선도시장으로, 한국의 휴대폰 시장 변천을 분석하고 구매요인 및 요인간 관계를 규명하여 지표화할 수 있으면 여타 국가에서 시장주도 전략에 중요한 역할을 수행할 수 있을 것으로 예상된다. 따라서 테크놀로지 수용에 대한 기존 문헌연구를 바탕으로 끊임없이 변화하는 정보기술 제품이나 서비스의 수용 여부 및 시장 성장 예측에 대한 프레임워크를 개발 제시하는 것이 본 연구의 기본 목적이다. 개인차원의 기술 수용 모형인 Technology Acceptance Model(TAM) 및 여러 수정모형에서 규명된 다양한 변수들은 실증적인 연구의 결과로서 중요성은 갖으나, 여전히 연구 및 실무 관점에서는 특정 상황에 대한 통계 분석 결과의 제시라는 점에서 한계를 갖는다. 비교 대상국으로 선택한 중국은 그 국토만큼, 인구만큼, 문화만큼 다양하고 복합적인 시장이며, 동시에 누구나 공감하는 거대한 잠재시장이므로, 한국시장의 분석을 바탕으로 중국시장에 대한 향후 성장을 지표로 예측할 수 있다면 국내 기술 및 상품 수출의 기회를 보다 더 수익성있게 포착할 수 있을 것이라고 판단했기 때문이다. 그러나 여기서는 연구의 의의, 대표적인 일부 변수의 평가와 연구방법에 대한 제안에 국한하여 설명한다.

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Development of a Game Model Based on Virtues Education for Information & Communication Ethics Education (정보통신윤리 교육을 위한 덕 교육 기반 게임 모형 개발)

  • Han, Ji-Hye;Jun, Woo-Chun
    • 한국정보교육학회:학술대회논문집
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    • 2009.08a
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    • pp.113-121
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    • 2009
  • 정보화 사회에서의 일원으로 꼭 갖추어야 할 정보통신윤리 덕목들은 기존 산업화 사회에서의 교수-학습방법으로는 부적절하다. 덕 교육 (Virtues Education)은 행위자가 교육의 중심이 되어, 인지 정의 행동의 통합과 공동체주의를 중요시 여겨 학습자 스스로 윤리를 체득하도록 하는 장점이 있다. 본 연구에서는 덕 교육의 장점을 기반으로 학습자가 보다 재미있고 쉬운 학습을 통해 정보통신윤리의 능동적이고 자연스러운 체득이 가능하도록 게임 모형을 개발하였다. 본 게임 모형은 문제 사태를 확인하고, 그에 관련된 규범을 찾고, 규범의 의미와 근거를 찾은 후, 판단을 예측하고, 판단하여 미션을 해결하는 모형이다. 본 모형의 장점 (특징)은 다음과 같다. 첫째, 학습자가 쉽고 재미있게 정보통신윤리 학습을 할 수 있다. 둘째, 게임을 진행하며 윤리의식을 교사가 전달하는 것이 아닌, 학습자 스스로 체득하게 할 수 있다. 셋째, 정보화 사회의 구성원으로서 알맞은 가치관을 확립하여, 정보화 사회의 역기능에 대해 올바르게 판단하고 실천할 수 있다.

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A Study on Customer Relationship Management in Special Libraries (CRM 기법의 전문도서관 적용 방안에 관한 연구)

  • Park, Yau-Won
    • Journal of Information Management
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    • v.35 no.1
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    • pp.51-69
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    • 2004
  • Libraries have been made effect to satisfy customer by reflecting information need of customer on libraries. They have considered introducing the data mining techniques to analyze complicated and massive data of libraries and the Customer Relationship Management(CRM) to produce suitable services to each customer segmentation. The purpose of this study is to apply the CRM and data mining techniques to a library, ultimately intends to suggest rules for the collection management and the customer management.

A Study on the determination of the optimal resolution for the application of the distributed rainfall-runoff model to the flood forecasting system - focused on Geumho river basin using GRM (분포형 유역유출모형의 홍수예보시스템 적용을 위한 최적해상도 결정에 관한 연구 - GRM 모형을 활용하여 금호강 유역을 중심으로)

  • Kim, Sooyoung;Yoon, Kwang Seok
    • Journal of Korea Water Resources Association
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    • v.52 no.2
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    • pp.107-113
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    • 2019
  • The flood forecasting model currently used in Korea calculates the runoff of basin using the lumped rainfall-runoff model and estimates the river level using the river and reservoir routing models. The lumped model assumes homogeneous drainage zones in the basin. Therefore, it can not consider various spatial characteristics in the basin. In addition, the rainfall data used in lumped model also has the same limitation because of using the point scale rainfall data. To overcome the limitations as mentioned above, many researchers have studied to apply the distributed rainfall-runoff model to flood forecasting system. In this study, to apply the Grid-based Rainfall-Runoff Model (GRM) to the Korean flood forecasting system, the optimal resolution is determined by analyzing the difference of the results of the runoff according to the various resolutions. If the grid size is to small, the computation time becomes excessive and it is not suitable for applying to the flood forecasting model. Even if the grid size is too large, it does not fit the purpose of analyzing the spatial distribution by applying the distributed model. As a result of this study, the optimal resolution which satisfies the accuracy of the bsin runoff prediction and the calculation speed suitable for the flood forecasting was proposed. The accuracy of the runoff prediction was analyzed by comparing the Nash-Sutcliffe model efficiency coefficient (NSE). The optimal resolution estimated from this study will be used as basic data for applying the distributed rainfall-runoff model to the flood forecasting system.

A Quality Data-Mining System in LCD Industry (LCD 산업에서의 품질마이닝 시스템)

  • Lee, Hyeon-U;Nam, Ho-Su;Choe, Byeong-Uk
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.381-386
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    • 2005
  • 본 논문에서는 LCD 공정의 효율적인 관리를 위한 방법으로서 품질마이닝 시스템의 설계/개발 그리고 운영방법론을 논하고자 한다. 주요내용으로는 주요공정의 탐색, 설비유의차분석, 공정최적화 및 recipe 최적화, 수율 및 주요특성의 추정/예측 등을 들 수 있다. 이를 위하여 다양한 데이터마이닝 도구와 통계적 모형의 적절한 활용 방법을 논하고자 한다. 또한, 실제현장 중심의 개발사례를 통하여 품질마이닝 시스템의 유용성을 기술하였다.

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Development of Accident Modification Factors for Road Design Safety Evaluation Algorithm of Rural Intersections (지방부 교차로의 도로설계 안전성 판단 알고리즘 구축을 위한 AMF 개발 (신호교차로를 중심으로))

  • Kim, Eung-Cheol;Lee, Dong-Min;Choe, Eun-Jin;Kim, Do-Hun
    • Journal of Korean Society of Transportation
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    • v.27 no.3
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    • pp.91-102
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    • 2009
  • A traffic accident prediction model developed using various design variables(road design variables, geometric variables, and traffic environmental variables) is one of the most important factors to safety design evaluation system for roads. However, statistical accident models have a crucial problem not applicable for all intersections. To make up this problem, this study developed AMFs(Accident Modification Factors) through statistical modeling methods, historical accident databases, judgment from traffic experts, and literature review by considering design variable's characteristics, traffic accident rates, and traffic accident frequency. AMFs developed in this study include exclusive left-turn lane, exclusive right-turn lane, sight distance, and intersection angle. Predictabilities of the developed AMFs and the existing accident prediction models are compared with real accident historical data. The results showed that performances of the developed AMFs are superior to the existing statistical accident prediction models. These findings show that AMFs should be considered as a important process to develop safety design evaluation algorithms. Additionally, AMFs could be used as an index that can judge the impact of corresponding design variables on accidents in rural intersections.