• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.280-280
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• 2016

특정 자료의 시간의 흐름에 따른 예측치를 추정하는 방법으로 AR Model 즉, 자기회귀모형이 많이 사용되고 있다. AR Model은 변수의 현재 값을 과거 값의 함수로 나타내게 되는데, 이런 시계열 분석 모델을 사용할 때 매개변수의 추정 과정이 필수적으로 요구된다. 일반적으로 매개변수를 추정하는 방법에는 확률적근사법(stochastic approximation), 최소제곱법(method of least square), 자기상관법(method of autocorrelation method), 최우도법(method of maximum likelihood) 등이 있다. AR Model에서 가장 많이 사용되는 최우도법은 표본크기가 충분히 클 때 가장 효율적인 방법으로 평가되지만 수치적으로 해를 구하는 과정이 복잡한 경우가 많으며, 해를 구하지 못하는 어려움이 따르기도 한다. 또한 표본 크기가 작을 때 일반적으로 잘 일치하지 않은 결과를 얻게 된다. 우리나라의 강우, 유량 등의 자료는 자료의 수가 적은 경우가 많기 때문에 최우도법을 통한 매개변수 추정 시 불확실성이 내재되어있지만 그것을 정량적으로 제시하는데 한계가 있다. 본 연구에서는 AR Model의 매개변수 추정 시 Bayesian 기법으로 매개변수의 사후분포(posterior distribution)를 제공하여 매개변수의 불확실성 구간을 정량적으로 표현하게 됨으로써, 시계열 분석을 통해 보다 신뢰성 있는 예측치를 얻을 수 있으리라 판단된다.

• Journal of the Society of Naval Architects of Korea
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• v.57 no.5
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• pp.305-311
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• 2020

This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

• Journal of Korea Water Resources Association
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• v.48 no.12
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• pp.981-993
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• 2015

The analysis of hydrologic time series data is crucial for the effective management of water resources. Therefore, it has been widely used for the long-term forecasting of hydrologic variables. In tradition, time series analysis has been used to predict a time series without considering exogenous variables. However, many studies using decomposition have been widely carried out with the assumption that one data series could be mixed with several frequent factors. In this study, the empirical mode decomposition method was performed for decomposing a hydrologic time series data into several components, and each component was applied to the time series models, autoregressive moving average (ARMA). After constructing the time series models, the forecasting values are added to compare the results with traditional time series model. Finally, the forecasted estimates from ARMA model with empirical mode decomposition method showed better performance than sole traditional ARMA model indicated from comparing the root mean square errors of the two methods.

• Journal of Labour Economics
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• v.30 no.2
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• pp.87-118
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• 2007

Using KRIVET's Graduates Economic Activities Survey for 2005, this article examines the relationship between university ranking and labor market outcome, with a focus on wage differentials existing between provincial and Seoul metropolitan area university graduates. According to the analysis results, the average monthly wage for provincial university graduates was 1,747.7 thousand Korean won, which is 11.5% lower than that for graduates of universities in the Seoul metropolitan area. School effects on individual wage were estimated to about 12.2% after applying Hierarchical Linear Model technique, which means that university explains only an insignificant part of the total variance in wage among graduates. After controlling for the selection bias, the ability difference between the two areas, by applying the Heckman type 2SLS wage function and Neumark wage differential decomposition technique, the wage gap resulting from the segregation was not identified. This implies that, to a significant extent, the wage gap between provincial and Seoul metropolitan university graduates is attributed to the difference in productivity among individual graduates, rather than to the wage segregation. Also, the estimated wage function by applying Quantile Regression technique indicates that there does not exist any significant wage segregation difference by wage quantile.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.621-636
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• 2018

Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

• International Area Studies Review
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• v.13 no.3
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• pp.759-780
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• 2009

The purpose of this paper is to analyse the effect of Korean FDI(1990-2008) in China by industries on exports and imports between two countries. We use time series regression, Vector Error Correction Model and Impulse Response Function as methodologies. Our findings through empirical tests are as follows. First Korean FDI in China increases Korean exports with China but shows a tendency to decrease due to the local content of China. Second Korean FDI in China increases Korean imports in SITC 8 with China. Finally Korean trade surplus caused by Korean FDI in China shrinks due to the decreasing of exports and increasing of imports in Korea. Korean FDI in China should be oriented host country's market oriented rather than production efficiency oriented because of unfriendly foreign investment environments in China.

• Korean Journal of Agricultural Science
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• v.12 no.2
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• pp.309-323
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• 1985

The Paper describes the observed behaviour in the undrained triaxial condition of marine clays remoulded at various different levels of factors, to find out the effects of restricted factors on the stress-strain characteristics. The conventional triaxial compression tests $({\sigma}1>{\sigma}2={\sigma}3)$ were carried out on the 50mm in diameter and 100mm long cylindrical specimens of Gun-san bay mud under controlled various moisture content, density, axial strain rate and passing on No. 200 sieve. Significant conclusions from this study are; 1. The compressible deviator stress at failure of pure marine clay was observed to increase with the decrease of moulding moisture content. 2. The compressible deviator stress at failure increased with the increasing of moulding dry density. 3. The interaction between moisture content and density on the stress-strain characteristics of marine clay was remarkedly significant, as the result of factorial experimental method. 4. The effect of axial strain rate on stress-strain behaviour was unsignificant in marine clay and but the secant moduli could be pronounced on a slight decreasing with increase of the strain rate. 5. With the increasing of the passing on No. 200 sieve, the deviator stress increased regularly. 6. The multiple regression equation could be modeled for the prediction of stress or strain and the comparison with experimental results relatively proved the accuracy.

• The Korean Journal of Applied Statistics
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• v.36 no.1
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• pp.49-62
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• 2023

Solar energy, which is rapidly increasing in proportion, is being continuously developed and invested. As the installation of new and renewable energy policy green new deal and home solar panels increases, the supply of solar energy in Korea is gradually expanding, and research on accurate demand prediction of power generation is actively underway. In addition, the importance of solar radiation prediction was identified in that solar radiation prediction is acting as a factor that most influences power generation demand prediction. In addition, this study can confirm the biggest difference in that it attempted to predict solar radiation using medium-term forecast weather data not used in previous studies. In this paper, we combined the multi-linear regression model, KNN, random fores, and SVR model and the clustering technique, K-means, to predict solar radiation by hour, by calculating the probability density function for each cluster. Before using medium-term forecast data, mean absolute error (MAE) and root mean squared error (RMSE) were used as indicators to compare model prediction results. The data were converted into daily data according to the medium-term forecast data format from March 1, 2017 to February 28, 2022. As a result of comparing the predictive performance of the model, the method showed the best performance by predicting daily solar radiation with random forest, classifying dates with similar climate factors, and calculating the probability density function of solar radiation by cluster. In addition, when the prediction results were checked after fitting the model to the medium-term forecast data using this methodology, it was confirmed that the prediction error increased by date. This seems to be due to a prediction error in the mid-term forecast weather data. In future studies, among the weather factors that can be used in the mid-term forecast data, studies that add exogenous variables such as precipitation or apply time series clustering techniques should be conducted.

• Korean journal of applied entomology
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• v.61 no.3
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• pp.435-447
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• 2022

The soybean podborer, Matsumuraeses falcana (Lepidoptera: Tortricidae), is one of important pests in soybean crop. In the purpose of forecasting population dynamics of M. falcana, we investigated the effects of temperature on development of each life stage, adult longevity and fecundity of Matsumuraeses falcana at seven constant temperatures of 10, 13, 19, 22, 25, 28, and 31℃. Eggs hatched successfully at all temperature subjected. M. falcana developed from egg hatching to adult emergence at the tested temperatures except 10, 13, and 31℃. The developmental period of each life stage and adult longevity of M. falcana decreased as temperature increased. The lower developmental threshold (LDT) and thermal constant (K) from egg hatching to adult emergence of M. falcana were estimated by linear regression as 10.2℃ and 492.04DD, respectively. Lower and higher threshold temperature (TL and TH) were calculated by the Lobry-Rosso-Flandrois (LRF) and Sharpe-Schoolfield-Ikemoto (SSI) models. TL and TH from egg hatching to adult emergence using SSI model were 16.7℃ and 29.1℃. Thermal windows, i.e., the range in temperature between the minimum and maximum rate of development, of M. falcana was 12.4℃. We constructed the adult oviposition model of M. falcana using adult survivorship and fecundity. Temperature-dependent immature development and adult oviposition models will help constructing the population model of M. falcana and developing the strategies of integrated pest management in soybean fields.

• Journal of Korean Society of Environmental Engineers
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• v.33 no.12
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• pp.868-873
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• 2011

Oxygen transfer rate generally determines the performance of an aerobic wastewater treatment process that treats high strength wastewater such as food wastewater, animal wastewater and landfill leachate. In this paper, OUR and $K_L{\cdot}a$ were evaluated by using Jet Loop Reactor (JLR) according to the concentration of a mixed liquor volatile suspended solid (MLVSS), oxygen (air) flow rate and energy input as the variable of the operating conditions. Also, a nonlinear regression model was proposed by the statistical methods with the calculated $K_L{\cdot}a$. As a results, in case of applying the high strength wastewater which has to maintain high MLVSS, the energy input and the air flow rate are major parameters oxygen transfer rate in JLR. Finally, the final nonlinear regression model had been developed as a function of E/V, $Q_g$, and ${\mu}_c$.