• Title/Summary/Keyword: 주가 추세 예측

Search Result 220, Processing Time 0.022 seconds

Evaluation of applicability of land surface model for Africa region (아프리카 지역에 대한 지표수문해석 모델 적용성 평가)

  • Kim, Seon-Ho;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2018.05a
    • /
    • pp.36-36
    • /
    • 2018
  • 세계 물 시장은 지속적으로 성장하고 있는 추세로 현대경제연구원에서는 연 평균 5.5%씩 성장할 것이라고 예측한 바 있다. 또한 국내 수자원 개발은 거의 포화 상태에 도달하여 수자원 기업들이 해외 수자원 산업진출을 다각적으로 추진하고 있으므로 해외 수자원 사업에 대한 관심이 더욱 커질 전망이다. 해외 수자원 산업에서 국내 기업이 어려움을 겪는 부분 중 하나는 타당성 조사로 개발도상국에서 좋은 품질의 기상 및 수문 관측 자료를 확보하는 것이 어렵기 때문이다. 국내 기업들이 진출한 주요 해외 시장은 아시아와 아프리카이며, 진출 사례가 많은 아시아 지역에는 비교적 기상 및 수문자료 확보가 용이하나, 아프리카 지역은 자료의 확보가 어려운 상황이다. 특히 아프리카 지역은 수자원 현황이 열악하고 개발가능성이 높아 향후 국내 기업의 진출이 활발할 것으로 예측되는 지역으로 수자원 산업 진출을 위한 기상 및 수문자료 확보를 위한 노력이 필요하다. 본 연구에서는 해외 수자원 산업 진출의 기초자료 확보를 위해 아프리카 지역의 기상, 지형, 토양자료를 수집하고 수문자료 생산을 위한 지표수문해석 모델의 적용성을 평가하였다. 지표수문해석 모델로는 국내외에서 전지구 규모 수문해석에 활용성이 높다고 알려진 VIC (Variable Infiltiration Capacity)를 활용하였으며, 물수지 모의를 수행하였다. 기상, 지형, 토양자료는 미국 CPC (Climate Prediction Center), UMD(University of Maryland), FAO (Food and Agriculture Organization)의 전 지구 자료를 활용하였다. 아프리카 주요 유역에 대한 VIC 모델 적용성 평가결과 유출해석의 정확도가 유의미한 것으로 나타났다. 본 연구에서는 아프리카 대륙 규모의 기상, 지형, 토양자료를 확보하고 수문자료 생산 체계를 구축하였으며, 연구결과가 향후 국내 수자원 기업의 해외진출 및 전 지구 규모 수문연구의 기초자료로 활용될 수 있다는 점에서 가치가 있다.

  • PDF

Analyzing Spatial and Temporal Variation of Ground Surface Temperature in Korea (국내 지면온도의 시공간적 변화 분석)

  • Koo Min-Ho;Song Yoon-Ho;Lee Jun-Hak
    • Economic and Environmental Geology
    • /
    • v.39 no.3 s.178
    • /
    • pp.255-268
    • /
    • 2006
  • Recent 22-year (1981-2002) meteorological data of 58 Korea Meteorological Adminstration (KMA) station were analyzed to investigate spatial and temporal variation of surface air temperature (SAT) and ground surface temperature (GST) in Korea. Based on the KMA data, multiple linear regression (MLR) models, having two regression variables of latitude and altitude, were presented to predict mean surface air temperature (MSAT) and mean ground surface temperature (MGST). Both models showed a high accuracy of prediction with $R^2$ values of 0.92 and 0.94, respectively. The prediction of MGST is particularly important in the areas of geothermal energy utilization, since it is a critical parameter of input for designing the ground source heat pump system. Thus, due to a good performance of the MGST regression model, it is expected that the model can be a useful tool for preliminary evaluation of MGST in the area of interest with no reliable data. By a simple linear regression, temporal variation of SAT was analyzed to examine long-term increase of SAT due to the global warming and the urbanization effect. All of the KMA stations except one showed an increasing trend of SAT with a range between 0.005 and $0.088^{\circ}C/yr$ and a mean of $0.043^{\circ}C/yr$. In terms of meteorological factors controlling variation of GST, the effects of solar radiation, terrestrial radiation, precipitation, and snow cover were also discussed based on quantitative and qualitative analysis of the meteorological data.

A Study on Time Series Analysis of Membrane Fouling by using Genetic Algorithm in the Field Plant (유전자알고리즘을 이용한 막오염 시계열 예측 연구)

  • Lee, Jin Sook;Kim, Jun Hyun;Jun, Yong Seong;Kwak, Young Ju;Lee, Jin Hyo
    • Journal of Korean Society of Environmental Engineers
    • /
    • v.38 no.8
    • /
    • pp.444-451
    • /
    • 2016
  • Most research on membrane fouling models in the past are based on theoretical equations in lab-scale experiments. But these studies are barely suitable for applying on the full-scale spot where there is a sequential process such as filtration, backwash and drain. This study was conducted in submerged membrane system which being on operation auto sequentially and treating wastewater from G-water purification plant in Incheon. TMP had been designated as a fouling indicator in constant flux conditions. Total volume of inflow and SS concentration are independent variables as major operation parameters and time-series analysis and prediction of TMP were conducted. And similarity between simulated values and measured values was assessed. Final prediction model by using genetic algorithm was fully adaptable because simulated values expressed pulse-shape periodicity and increasing trend according to time at the same time. As results of twice validation, correlation coefficients between simulated and measured data were $r^2=0.721$, $r^2=0.928$, respectively. Although this study was conducted limited to data for summer season, the more amount of data, better reliability for prediction model can be obtained. If simulator for short range forecast can be developed and applied, TMP prediction technique will be a great help to energy efficient operation.

R-Trader: An Automatic Stock Trading System based on Reinforcement learning (R-Trader: 강화 학습에 기반한 자동 주식 거래 시스템)

  • 이재원;김성동;이종우;채진석
    • Journal of KIISE:Software and Applications
    • /
    • v.29 no.11
    • /
    • pp.785-794
    • /
    • 2002
  • Automatic stock trading systems should be able to solve various kinds of optimization problems such as market trend prediction, stock selection, and trading strategies, in a unified framework. But most of the previous trading systems based on supervised learning have a limit in the ultimate performance, because they are not mainly concerned in the integration of those subproblems. This paper proposes a stock trading system, called R-Trader, based on reinforcement teaming, regarding the process of stock price changes as Markov decision process (MDP). Reinforcement learning is suitable for Joint optimization of predictions and trading strategies. R-Trader adopts two popular reinforcement learning algorithms, temporal-difference (TD) and Q, for selecting stocks and optimizing other trading parameters respectively. Technical analysis is also adopted to devise the input features of the system and value functions are approximated by feedforward neural networks. Experimental results on the Korea stock market show that the proposed system outperforms the market average and also a simple trading system trained by supervised learning both in profit and risk management.

A Study on the Construction of 3D Noisemap for Busan's Road Traffic Noise (부산시 도로교통소음의 3차원 소음지도제작에 관한 연구)

  • Kim, Hwa-Il;Han, Kyoung-Min
    • Journal of Environmental Policy
    • /
    • v.6 no.1
    • /
    • pp.111-132
    • /
    • 2007
  • The traffic noise of Busan, the second largest city in Korea, is polluting the area. Noise map is a map that shows data on an existing or predicted noise condition in terms of a noise indicator, breaches of a limit value, the number of dwellings exposed to certain values of a noise indicator in a certain area, or on cost-benefit ratios or other economic data on mitigation methods or scenarios with Geographic Information System. With noise map, the effect of traffic noise and the efficiency of city development plan are exactly estimated. So making systematic counteroffer is possible with it. This study is aimed to the construction of basis for noise map construction method for domestic use and the area focus is Busan.

  • PDF

Bearing Capacity Characteristics of Stone Column by Numerical Analysis (수치해석에 의한 쇄석기둥의 지지력 특성)

  • Chun, Byung-Sik;Kim, Baek-Young
    • Journal of the Korean GEO-environmental Society
    • /
    • v.5 no.1
    • /
    • pp.75-84
    • /
    • 2004
  • Stone column is one of the soft ground improvement method, which can enhance ground conditions such as the settlement reduction and the increasement of bearing capacity with applying the crushed stone instead of sand. In recent, general construction material, sand is in short of supply. Therefore, the bearing capacity improvement by the stone column is considered as the alternative method needed in many cases so the bearing capacity estimation is considered as important point. Nevertheless, adequate estimation methods to predict bearing capacity of stone column considering stone column and improvement effect of ground is not yet prepared. For the analysis of above mentioned points, the behavior of stone column were simulated as numerically on various property cases of crushed stone and surrounded ground. Through the numerical analysis of simulation results, the formula for the bearing capacity estimation of stone column was suggested. This formula was verified by comparing the prediction result of in situ test.

  • PDF

A Study on AI Evolution Trend based on Topic Frame Modeling (인공지능발달 토픽 프레임 연구 -계열화(seriation)와 통합화(skeumorph)의 사회구성주의 중심으로-)

  • Kweon, Sang-Hee;Cha, Hyeon-Ju
    • The Journal of the Korea Contents Association
    • /
    • v.20 no.7
    • /
    • pp.66-85
    • /
    • 2020
  • The purpose of this study is to explain and predict trends the AI development process based on AI technology patents (total) and AI reporting frames in major newspapers. To that end, a summary of South Korean and U.S. technology patents filed over the past nine years and the AI (Artificial Intelligence) news text of major domestic newspapers were analyzed. In this study, Topic Modeling and Time Series Return Analysis using Big Data were used, and additional network agenda correlation and regression analysis techniques were used. First, the results of this study were confirmed in the order of artificial intelligence and algorithm 5G (hot AI technology) in the AI technical patent summary, and in the news report, AI industrial application and data analysis market application were confirmed in the order, indicating the trend of reporting on AI's social culture. Second, as a result of the time series regression analysis, the social and cultural use of AI and the start of industrial application were derived from the rising trend topics. The downward trend was centered on system and hardware technology. Third, QAP analysis using correlation and regression relationship showed a high correlation between AI technology patents and news reporting frames. Through this, AI technology patents and news reporting frames have tended to be socially constructed by the determinants of media discourse in AI development.

A global-scale assessment of agricultural droughts and their relation to global crop prices (전 지구 농업가뭄 발생특성 및 곡물가격과의 상관성 분석)

  • Kim, Daeha;Lee, Hyun-Ju
    • Journal of Korea Water Resources Association
    • /
    • v.56 no.12
    • /
    • pp.883-893
    • /
    • 2023
  • While South Korea's dependence on imported grains is very high, droughts impacts from exporting countries have been overlooked. Using the Evaporative Stress Index (ESI), this study globally analyzed frequency, extent, and long-term trends of agricultural droughts and their relation to natural oscillations and global crop prices. Results showed that global-scale correlations were found between ESI and soil moisture anomalies, and they were particularly strong in crop cultivation areas. The high correlations in crop cultivation areas imply a strong land-atmosphere coupling, which can lead to relatively large yield losses with a minor soil moisture deficits. ESI showed a clear decreasing trend in crop cultivation areas from 1991 to 2022, and this trend may continue due to global warming. The sharp increases in the grain prices in 2012 and 2022 were likely related to increased drought areas in major grain-exporting countries, and they seemed to elevate South Korea's producer price index. This study suggests the need for drought risk management for grain-exporting countries to reduce socioeconomic impacts in South Korea.

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
    • /
    • v.11 no.4
    • /
    • pp.1419-1429
    • /
    • 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.

Forecasts of the BDI in 2010 -Using the ARIMA-Type Models and HP Filtering (2010년 BDI의 예측 -ARIMA모형과 HP기법을 이용하여)

  • Mo, Soo-Won
    • Journal of Korea Port Economic Association
    • /
    • v.26 no.1
    • /
    • pp.222-233
    • /
    • 2010
  • This paper aims at predicting the BDI from Jan. to Dec. 2010 using such econometric techniues of the univariate time series as stochastic ARIMA-type models and Hodrick-Prescott filtering technique. The multivariate cause-effect econometric model is not employed for not assuring a higher degree of forecasting accuracy than the univariate variable model. Such a cause-effect econometric model also fails in adjusting itself for the post-sample. This article introduces the two ARIMA models and five Intervention-ARIMA models. The monthly data cover the period January 2000 through December 2009. The out-of-sample forecasting performance is compared between the ARIMA-type models and the random walk model. Forecasting performance is measured by three summary statistics: root mean squared error (RMSE), mean absolute error (MAE) and mean error (ME). The RMSE and MAE indicate that the ARIMA-type models outperform the random walk model And the mean errors for all models are small in magnitude relative to the MAE's, indicating that all models don't have a tendency of overpredicting or underpredicting systematically in forecasting. The pessimistic ex-ante forecasts are expected to be 2,820 at the end of 2010 compared with the optimistic forecasts of 4,230.