• Title/Summary/Keyword: 장기확률변수

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Analyzing Expected Inflation Based on a Term Structure Model: A Case of Korea (이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징)

  • Song, Joonhyuk
    • KDI Journal of Economic Policy
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    • v.36 no.2
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    • pp.65-101
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    • 2014
  • This paper estimates and characterizes expected inflations using an affine term structure model based on the empirical stochastic process of the interest rates in Korea. The empirical results show that the expected inflation which marked above 4% before the global financial crisis has dampened and stabilized after the crisis. Moreover, we investigate the rationality of the various expected inflation measures in terms of the unbiasedness and efficiency and find that unbiasedness is not rejected across the all measures, while the efficiency cannot be empirically warranted. Besides, we run Granger causality tests and conclude that the expected inflations compiled from the Consensus, BOK-Expert have the cross-causality with the long-run actual inflation, while the expected inflation estimated from the term structure model has the cross-causality with the short-run actual inflation. These results connote that expected inflations collected from different sources and methods have their targets and horizons and the central bank needs to watch all of them with a balanced view instead of preferring one to the other.

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Analysis of Changes in Rainfall Frequency Under Different Thresholds and Its Synoptic Pattern (절점기준에 따른 강우빈도 변화 및 종관기후학적 분석)

  • Kim, Tae-Jeong;Kwon, Hyun-Han
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.36 no.5
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    • pp.791-803
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    • 2016
  • Recently, frequency of extreme rainfall events in South Korea has been substantially increased due to the enhanced climate variability. Korea is prone to flooding due to being surrounded by mountains, along with high rainfall intensity during a short period. In the past three decades, an increase in the frequency of heavy rainfall events has been observed due to enhanced climate variability and climate change. This study aimed to analyze extreme rainfalls informed by their frequency of occurrences using a long-term rainfall data. In this respect, we developed a Poisson-Generalized Pareto Distribution (Poisson-GPD) based rainfall frequency method which allows us to simultaneously explore changes in the amount and exceedance probability of the extreme rainfall events defined by different thresholds. Additionally, this study utilized a Bayesian approach to better estimate both parameters and their uncertainties. We also investigated the synoptic patterns associated with the extreme events considered in this study. The results showed that the Poisson-GPD based design rainfalls were rather larger than those of based on the Gumbel distribution. It seems that the Poisson-GPD model offers a more reasonable explanation in the context of flood safety issue, by explicitly considering the changes in the frequency. Also, this study confirmed that low and high pressure system in the East China Sea and the central North Pacific, respectively, plays crucial roles in the development of the extreme rainfall in South Korea.

Quantifying Uncertainty for the Water Balance Analysis (물수지 분석을 위한 불확실성 정량화)

  • Lee, Seung-Uk;Kim, Young-Oh;Lee, Dong-Ryul
    • Journal of Korea Water Resources Association
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    • v.38 no.4 s.153
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    • pp.281-292
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    • 2005
  • The water balance analysis for the long-term water resources plan is a simple calculation that compares water demands with possible water supplies. For a watershed being considered the reports on the performance of the water balance analysis, however, have shown inconsistent results and thus have not earned credibility due to the uncertainty of the data acquired and models used. In this research, uncertainties in the water scarcity estimate were assessed through probability representation based on the Monte Carlo simulation using Latin Hypercube Sampling (LHS). The natural flow, municipal demand, industrial demand, agricultural demand, and return flow rate were selected as representative input variables for the water balance analysis, and their distributions were set based on the linear regression and the entropy theory. The statistical properties of the output variable samples were analyzed in comparison with a deterministic estimate of the water scarcity of an existing study. Application of LHS to three sub-basins of the Geum river basin showed the deterministic estimate could be overestimated or underestimated. The sensitivity analysis as well as the uncertainty analysis found that the return flow rate of the agricultural water is the most uncertain but is rarely sensitive to the output of the water balance analysis.

Data processing system and spatial-temporal reproducibility assessment of GloSea5 model (GloSea5 모델의 자료처리 시스템 구축 및 시·공간적 재현성평가)

  • Moon, Soojin;Han, Soohee;Choi, Kwangsoon;Song, Junghyun
    • Journal of Korea Water Resources Association
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    • v.49 no.9
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    • pp.761-771
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    • 2016
  • The GloSea5 (Global Seasonal forecasting system version 5) is provided and operated by the KMA (Korea Meteorological Administration). GloSea5 provides Forecast (FCST) and Hindcast (HCST) data and its horizontal resolution is about 60km ($0.83^{\circ}{\times}0.56^{\circ}$) in the mid-latitudes. In order to use this data in watershed-scale water management, GloSea5 needs spatial-temporal downscaling. As such, statistical downscaling was used to correct for systematic biases of variables and to improve data reliability. HCST data is provided in ensemble format, and the highest statistical correlation ($R^2=0.60$, RMSE = 88.92, NSE = 0.57) of ensemble precipitation was reported for the Yongdam Dam watershed on the #6 grid. Additionally, the original GloSea5 (600.1 mm) showed the greatest difference (-26.5%) compared to observations (816.1 mm) during the summer flood season. However, downscaled GloSea5 was shown to have only a -3.1% error rate. Most of the underestimated results corresponded to precipitation levels during the flood season and the downscaled GloSea5 showed important results of restoration in precipitation levels. Per the analysis results of spatial autocorrelation using seasonal Moran's I, the spatial distribution was shown to be statistically significant. These results can improve the uncertainty of original GloSea5 and substantiate its spatial-temporal accuracy and validity. The spatial-temporal reproducibility assessment will play a very important role as basic data for watershed-scale water management.

A Study on the Development of Readmission Predictive Model (재입원 예측 모형 개발에 관한 연구)

  • Cho, Yun-Jung;Kim, Yoo-Mi;Han, Seung-Woo;Choe, Jun-Yeong;Baek, Seol-Gyeong;Kang, Sung-Hong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.4
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    • pp.435-447
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    • 2019
  • In order to prevent unnecessary re-admission, it is necessary to intensively manage the groups with high probability of re-admission. For this, it is necessary to develop a re-admission prediction model. Two - year discharge summary data of one university hospital were collected from 2016 to 2017 to develop a predictive model of re-admission. In this case, the re-admitted patients were defined as those who were discharged more than once during the study period. We conducted descriptive statistics and crosstab analysis to identify the characteristics of rehospitalized patients. The re-admission prediction model was developed using logistic regression, neural network, and decision tree. AUC (Area Under Curve) was used for model evaluation. The logistic regression model was selected as the final re-admission predictive model because the AUC was the best at 0.81. The main variables affecting the selected rehospitalization in the logistic regression model were Residental regions, Age, CCS, Charlson Index Score, Discharge Dept., Via ER, LOS, Operation, Sex, Total payment, and Insurance. The model developed in this study was limited to generalization because it was two years data of one hospital. It is necessary to develop a model that can collect and generalize long-term data from various hospitals in the future. Furthermore, it is necessary to develop a model that can predict the re-admission that was not planned.

A Study on the Sensibility Analysis of School Life and the Will to Farming of Students at Korea National College of Agricultural and Fisheries (한국농수산대학 재학생의 학교생활 감성 분석 및 영농의지에 관한 연구)

  • Joo, J.S.;Lee, S.Y.;Kim, J.S.;Shin, Y.K.;Park, N.B.
    • Journal of Practical Agriculture & Fisheries Research
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    • v.21 no.2
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    • pp.103-114
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    • 2019
  • In this study we examined the preferences of college life factors for students at Korea National College of Agriculture and Fisheries(KNCAF). Analytical techniques of unstructured data used opinion mining and text mining techniques, and the results of text mining were visualized as word cloud. And those results were used for statistical analysis of the students' willingness to farm after graduation. The items of the favorable survey consisted of 10 items in 5 areas including university image, self-capacity, dormitory, education system, and future vision. After classifying the emotions of positive and negative in the collected questionnaire, a dictionary of positive and negative was created to evaluate the preference. The items of 'college image' at the time of university support, 'self after 10 years' after graduation, 'self-capacity' and 'present KNCAF' showed high positive emotion. On the other hand, positive emotion was low in the items of 'college dormitory', 'educational course', 'long-term field practice' and 'future of Korean agriculture'. In the cross-analysis of the difference in the will to farming according to gender, farming base, and entrance motivation, the will to farm according to gender and entrance motivation showed statistically significant results, but it was not significant in farming base. Also in binary logistic regression analysis on the will to farming, the statistically significant variable was found to be 'motivation for admission'

Calculation of future rainfall scenarios to consider the impact of climate change in Seoul City's hydraulic facility design standards (서울시 수리시설 설계기준의 기후변화 영향 고려를 위한 미래강우시나리오 산정)

  • Yoon, Sun-Kwon;Lee, Taesam;Seong, Kiyoung;Ahn, Yujin
    • Journal of Korea Water Resources Association
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    • v.54 no.6
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    • pp.419-431
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    • 2021
  • In Seoul, it has been confirmed that the duration of rainfall is shortened and the frequency and intensity of heavy rains are increasing with a changing climate. In addition, due to high population density and urbanization in most areas, floods frequently occur in flood-prone areas for the increase in impermeable areas. Furthermore, the Seoul City is pursuing various projects such as structural and non-structural measures to resolve flood-prone areas. A disaster prevention performance target was set in consideration of the climate change impact of future precipitation, and this study conducted to reduce the overall flood damage in Seoul for the long-term. In this study, 29 GCMs with RCP4.5 and RCP8.5 scenarios were used for spatial and temporal disaggregation, and we also considered for 3 research periods, which is short-term (2006-2040, P1), mid-term (2041-2070, P2), and long-term (2071-2100, P3), respectively. For spatial downscaling, daily data of GCM was processed through Quantile Mapping based on the rainfall of the Seoul station managed by the Korea Meteorological Administration and for temporal downscaling, daily data were downscaled to hourly data through k-nearest neighbor resampling and nonparametric temporal detailing techniques using genetic algorithms. Through temporal downscaling, 100 detailed scenarios were calculated for each GCM scenario, and the IDF curve was calculated based on a total of 2,900 detailed scenarios, and by averaging this, the change in the future extreme rainfall was calculated. As a result, it was confirmed that the probability of rainfall for a duration of 100 years and a duration of 1 hour increased by 8 to 16% in the RCP4.5 scenario, and increased by 7 to 26% in the RCP8.5 scenario. Based on the results of this study, the amount of rainfall designed to prepare for future climate change in Seoul was estimated and if can be used to establish purpose-wise water related disaster prevention policies.

Flood Risk Estimation Using Regional Regression Analysis (지역회귀분석을 이용한 홍수피해위험도 산정)

  • Jang, Ock-Jae;Kim, Young-Oh
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.4
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    • pp.71-80
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    • 2009
  • Although desire for living without hazardous damages grows these days, threats from natural disasters which we are currently exposed to are quiet different from what we have experienced. To cope with this changing situation, it is necessary to assess the characteristics of the natural disasters. Therefore, the main purpose of this research is to suggest a methodology to estimate the potential property loss and assess the flood risk using a regional regression analysis. Since the flood damage mainly consists of loss of lives and property damages, it is reasonable to express the results of a flood risk assessment with the loss of lives and the property damages that are vulnerable to flood. The regional regression analysis has been commonly used to find relationships between regional characteristics of a watershed and parameters of rainfall-runoff models or probability distribution models. In our research, however, this model is applied to estimate the potential flood damage as follows; 1) a nonlinear model between the flood damage and the hourly rainfall is found in gauged regions which have sufficient damage and rainfall data, and 2) a regression model is developed from the relationship between the coefficients of the nonlinear models and socio-economic indicators in the gauged regions. This method enables us to quantitatively analyze the impact of the regional indicators on the flood damage and to estimate the damage through the application of the regional regression model to ungauged regions which do not have sufficient data. Moreover the flood risk map is developed by Flood Vulnerability Index (FVI) which is equal to the ratio of the estimated flood damage to the total regional property. Comparing the results of this research with Potential Flood Damage (PFD) reported in the Long-term Korea National Water Resources Plan, the exports' mistaken opinions could affect the weighting procedure of PFD, but the proposed approach based on the regional regression would overcome the drawback of PFD. It was found that FVI is highly correlated with the past damage, while PFD does not reflect the regional vulnerabilities.

The NCAM Land-Atmosphere Modeling Package (LAMP) Version 1: Implementation and Evaluation (국가농림기상센터 지면대기모델링패키지(NCAM-LAMP) 버전 1: 구축 및 평가)

  • Lee, Seung-Jae;Song, Jiae;Kim, Yu-Jung
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.4
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    • pp.307-319
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    • 2016
  • A Land-Atmosphere Modeling Package (LAMP) for supporting agricultural and forest management was developed at the National Center for AgroMeteorology (NCAM). The package is comprised of two components; one is the Weather Research and Forecasting modeling system (WRF) coupled with Noah-Multiparameterization options (Noah-MP) Land Surface Model (LSM) and the other is an offline one-dimensional LSM. The objective of this paper is to briefly describe the two components of the NCAM-LAMP and to evaluate their initial performance. The coupled WRF/Noah-MP system is configured with a parent domain over East Asia and three nested domains with a finest horizontal grid size of 810 m. The innermost domain covers two Gwangneung deciduous and coniferous KoFlux sites (GDK and GCK). The model is integrated for about 8 days with the initial and boundary conditions taken from the National Centers for Environmental Prediction (NCEP) Final Analysis (FNL) data. The verification variables are 2-m air temperature, 10-m wind, 2-m humidity, and surface precipitation for the WRF/Noah-MP coupled system. Skill scores are calculated for each domain and two dynamic vegetation options using the difference between the observed data from the Korea Meteorological Administration (KMA) and the simulated data from the WRF/Noah-MP coupled system. The accuracy of precipitation simulation is examined using a contingency table that is made up of the Probability of Detection (POD) and the Equitable Threat Score (ETS). The standalone LSM simulation is conducted for one year with the original settings and is compared with the KoFlux site observation for net radiation, sensible heat flux, latent heat flux, and soil moisture variables. According to results, the innermost domain (810 m resolution) among all domains showed the minimum root mean square error for 2-m air temperature, 10-m wind, and 2-m humidity. Turning on the dynamic vegetation had a tendency of reducing 10-m wind simulation errors in all domains. The first nested domain (7,290 m resolution) showed the highest precipitation score, but showed little advantage compared with using the dynamic vegetation. On the other hand, the offline one-dimensional Noah-MP LSM simulation captured the site observed pattern and magnitude of radiative fluxes and soil moisture, and it left room for further improvement through supplementing the model input of leaf area index and finding a proper combination of model physics.

NEAR-INFRARED VARIABILITY OF OPTICALLY BRIGHT TYPE 1 AGN (가시광에서 밝은 1형 활동은하핵의 근적외선 변광)

  • JEON, WOOYEOL;SHIM, HYUNJIN;KIM, MINJIN
    • Publications of The Korean Astronomical Society
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    • v.36 no.3
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    • pp.47-63
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    • 2021
  • Variability is one of the major characteristics of Active Galactic Nuclei (AGN), and it is used for understanding the energy generation mechanism in the center of AGN and/or related physical phenomena. It it known that there exists a time lag between AGN light curves simultaneously observed at different wavelengths, which can be used as a tool to estimate the size of the area that produce the radiation. In this paper, We present long term near-infrared variability of optically bright type 1 AGN using the Wide-field Infrared Survey Explorer data. From the Milliquas catalogue v6.4, 73 type 1 QSOs/AGN and 140 quasar candidates are selected that are brighter than 18 mag in optical and located within 5 degree around the ecliptic poles. Light curves in the W1 band (3.4 ㎛) and W2 band (4.6 ㎛) during the period of 2010-2019 were constructed for these objects by extracting multi-epoch photometry data from WISE and NEOWISE all sky survey database. Variability was analyzed based on the excess variance and the probability Pvar. Applying both criteria, the numbers of variable objects are 19 (i.e., 26%) for confirmed AGN and 12 (i.e., 9%) for AGN candidates. The characteristic time scale of the variability (τ) and the variability amplitude (σ) were derived by fitting the DRW model to W1 and W2 light curves. No significant correlation is found between the W1/W2 magnitude and the derived variability parameters. Based on the subsample that are identified in the X-ray source catalog, there exists little correlation between the X-ray luminosity and the variability parameters. We also found four AGN with changing W1-W2 color.