• 제목/요약/키워드: Baltic model

검색결과 33건 처리시간 0.025초

통합적인 인공 신경망 모델을 이용한 발틱운임지수 예측 (Predicting the Baltic Dry Bulk Freight Index Using an Ensemble Neural Network Model)

  • 소막
    • 무역학회지
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    • 제48권2호
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    • pp.27-43
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    • 2023
  • 해양 산업은 글로벌 경제 성장에 매우 중요한 역할을 하고 있다. 특히 벌크운임지수인 BDI는 글로벌 상품 가격과 매우 밀접한 상관 관계를 지니고 있기 때문에 BDI 예측 연구의 중요성이 증가하고 있다. 본연구에서는 글로벌 시장 상황 불안정성으로 인한 정확한 BDI 예측 어려움을 해결하고자 머신러닝 전략을 도입하였다. CNN과 LSTM의 이점을 결합한 예측 모델을 설정하였고, 모델 적합도를 위해 27년간의 일일 BDI 데이터를 수집하였다. 연구 결과, CNN을 통해 추출된 BDI 특징을 기반으로 LSTM이 BDI를 R2 값 94.7%로 정확하게 예측할 수 있었다. 본 연구는 해운 경제지표 연구 분야에서 새로운 머신 러닝 통합 접근법을 적용했을 뿐만 아니라 해운 관련기관과 금융 투자 분야의 위험 관리 의사결정에 대한 시사점을 제공한다는 점에서 그 의의가 있다.

운임의 인과성 (The Causality of Ocean Freight)

  • 모수원
    • 한국항만경제학회지
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    • 제23권4호
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    • pp.216-227
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    • 2007
  • 건화물선 발틱운임인 케이프사이즈 운임지수(BCI), 파나막스사이즈 운임지수(BPI), 핸디막스사이즈 운임지수(BSI와 BHSI)들의 인과성과 효율성을 살펴본다. 인과성 분석을 위해 그란저 인과성 방법을 도입하여 BCI는 BPI, BSI, BHSI에 일방 그란저-cause하며, BSI는 BPI, BHSI에 일방 그란저-cause하고, BPI는 BHSI에 일방 그란저-cause함을 보인다. 이에 근거하여 모형을 구성하여 발틱 운임시장은 비효율적임을 보이고 예측능력 비교를 통해 BCI에 의한 발틱 핸디막스 운임의 예측력이 우수하며, 발틱 수퍼막스 운임과 발틱 케이프 사이즈 운임에 의한 발틱 파나막스 운임의 예측이 가장 정확하지 못함을 보인다.

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해운 운임 간 인과관계에 관한 연구 (A Study on the Causal Relationship Between Shipping Freight Rates)

  • 전준우
    • 융합정보논문지
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    • 제9권12호
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    • pp.47-53
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    • 2019
  • 본 연구의 목적은 VECM 모형(Vector Error Correction Model)을 활용해 해운 운임 간 인과관계를 분석하는 것이다. 분석에 사용된 해운 운임은 BDI(Baltic Dry Index), HRCI(Howe Robinson Containership Index), WS(World Scale rate), SCFI(Shanghai Containerized Freight Index)다. 분석 기간은 2013년 8월 2일부터 2019년 9월 6일까지이며 주간 데이터를 활용했다. VECM 모형 분석 결과, BDI는 일주일 전의 BDI에 많은 영향을 받는 것으로 분석되었으며, WS의 1% 상승은 일주일 후의 HRCI를 0.022% 상승시키는 것으로 분석되었다. HRCI 1% 상승은 일주일 후의 SCFI를 0.77% 상승시키며, WS는 일주일 전의 WS에 많은 영향을 받는 것으로 나타났다. 본 연구의 분석 결과는 각 해운시장의 해운 운임 예측에 도움을 주며, 이를 활용하여 의사결정자들이 올바른 의사결정을 할 수 있게 도움을 줄 수 있다고 사료된다.

平坦氷荷重을 받는 細長形 해양구조물의 動的 거동 (Dynamic Responses of a Slender Offshore Structure Subject to Level Ice Load)

  • 최경식
    • 한국해양공학회지
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    • 제9권2호
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    • pp.156-166
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    • 1995
  • Regrading the development of offshore natural gas field near Sakhalin Island which is an ice-infested area, this study aims to estimate the dynamic ice load for construction of offshore structures operating in this region. In this paper the design ice load and dynamic responses of a slender Arctic structure upon continuous ice movement are sutdied. Crushing agter a certain elastic deformation is assumed as a primary failure mechanism at the contact zone between semi-infinite level ice edge and the face of structure. Dynamic interaction forces are calculated using a modified Korzhavin's equation and a two-dimensional ice-structure interaction model is adopted. To verify the numerical model, dynamic analysis is performed for on of the Baltic Sea channel markers whose response patterns were presiously observed.

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[논문철회]유빙 하중을 받는 내빙 선박의 피로손상도 추정 Part I - 직접 해석법 ([Retracted]Estimation of the Fatigue Damage for an Ice-going Vessel under Broken Ice Condition Part I - Direct Approach)

  • 김정환;김유일
    • 대한조선학회논문집
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    • 제56권3호
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    • pp.217-230
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    • 2019
  • In this study, a fatigue damage estimation for an ice-going vessel navigating through broken ice fields was carried out. A numerical model to simulate the interaction between ice and structure developed using the finite element method was introduced. Time series of stresses calculated by the proposed model and the corresponding fatigue analysis results are presented. The numerical model enables the long time analysis through an efficient interaction model, the application of the periodic media analysis and the convolution integral, and it allows the stress time history to be extracted directly using the finite element method. To describe the probability distribution of stress amplitudes, the 2-parameter Weibull model was applied to the calculated stress time history, and the fatigue damage was calculated using the Palmgren-Miner rule. Finally, the fatigue damage considering the ice conditions of the Baltic Sea was calculated using the proposed method and LR method, and the results were compared to each other.

Forecasting Bulk Freight Rates with Machine Learning Methods

  • Lim, Sangseop;Kim, Seokhun
    • 한국컴퓨터정보학회논문지
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    • 제26권7호
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    • pp.127-132
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    • 2021
  • 본 논문은 건화물시장과 탱커시장의 운임지수 예측에 관하여 머신러닝을 적용하였으며 신호분해법인 웨이블릿 분해와 EMD분해를 데이터 전처리 과정에 반영하여 시간의 영역의 정보와 주파수 영역의 정보를 모두 반영할 수 있는 운임예측모형을 구축하였다. 건화물 시장의 경우 웨이블릿으로 분해한 예측모형이 우수하였으며 탱커시장의 EMD분해로 예측한 모형이 우수하였으며 실무적으로 각 운송시장 참여자들에게 새로운 단기예측 방법론을 제시하였다. 이러한 연구는 운송시장에서 양적으로 가장 중요한 건화물 시장과 탱커시장에 대한 다양한 예측방법론을 확대하고 새로운 방법론을 제시하였다는 측면에서 중요하며, 변동성이 큰 운임시장에서 과학적인 의사결정 방법에 대한 실무적인 요구를 반영할 수 있을 뿐만 아니라 가장 빈번한 스팟거래에 합리적인 의사결정이 이뤄질 수 있는 기초가 될 것으로 기대된다.

Transnational Identity and Regional Integration

  • Lamasheva, Yulia
    • 아태비즈니스연구
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    • 제1권1호
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    • pp.73-95
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    • 2010
  • European integration is characterized by the development of a transnational European identity, which is considered an integral part of the process. Northeast Asia has no similar projects to address the common identity issue, although cooperation is highly valued there as well. Identity and cooperation both require interdisciplinary approaches combining social psychology, international relations theory and international economics. This article considers the problems of applying existing studies on cooperation and identity as well as the European experience (with the Baltic Sea example) to the case of Northeast Asia. Transnational identities promote cooperation beyond the limits of rationalistic game theory, if countries of the region can define their identities and interests, commit to common goals, create shared discourses and reach a balance between nationalism and internationalism. In view of proposed negotiations on the free trade area between China, Korea and Japan and ongoing discussions about a possibility of introducing a common currency (ACU) it can be crucial to consider the importance of identity building as early as possible, before regional integration meets a stumbling block of egoistic rationality that is a problem in any model of cooperation.

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유빙 하중을 받는 내빙 선박의 피로손상도 추정 Part II - 간이 해석법 (Estimation of the Fatigue Damage for an Ice-going Vessel under Broken Ice Condition Part II - Simplified Approach)

  • 김정환;김유일
    • 대한조선학회논문집
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    • 제56권3호
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    • pp.231-241
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    • 2019
  • In this study, a simplified analysis method was developed to evaluate the fatigue damage of an ice-going ship under broken ice condition. The global ice load, which is essentially calculated at the design stage of the Arctic vessel, and the hull form information were used to estimate the local ice load acting on the outer-shell of the ship. The local ice load was applied to the finite element analysis model, and the Weibull parameters for the target fatigue point were derived. Finally, fatigue damage was evaluated by applying the S-N curve and the Palmgren-Miner rule. For the verification of the proposed method, numerical analyses using direct approach were performed for the same conditions. A numerical model that implements the interaction between ice and structure was introduced to verify the local ice load and the stress calculated from the proposed method. Finally, the fatigue analyses of the Baltic Sea for actual ice conditions were performed, and the results of the proposed method, the method using numerical analysis, and the LR method were compared.

제철원료 운송시장의 변동성 전이 분석에 대한 연구 (A Study on the Volatility Transition of Steel Raw Material Transport Market)

  • 황요평;오예은;박근식
    • 무역학회지
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    • 제47권4호
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    • pp.215-231
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    • 2022
  • Analysis and forecasting of the Baltic Capsize Index (BCI) is important for managing an entity's losses and risks from the uncertainty and volatility of the fast-changing maritime transport market in the future. This study conducted volatility transition analysis through the GARCH model, using BCI which is highly related to steel raw materials. As for the data, 2,385 monthly data were used from March 1999 to March 2021. In this study, after basic statistical analysis, unit root and cointegration test, the GARCH, EGARCH, and DCC-GARCH models were used for volatility transition analysis. As the results of GARCH and EGARCH model, we confirmed that all variables had no autocorrelation between the standardized residuals for error terms and the square of residuals, that the variability of all variables at this time was likely to persist in the future, and that the variability of the time-series error term impact according to Iron ore trade (IoT). In addition, through the EGARCH model, the magnitude convenience of all variables except the Iron ore price (IOP) and Capesize bulk fleet (BCF) variables was greater than the positive value (+). As a result of analyzing the DCC-GARCH (1,1) model, partial linear combinations were confirmed over the entire period. Estimating the effect of variability transition on BCF and C5 with statistically significant linear combinations with BCI confirmed that the impact of BCF on BCI was greater than the impact of BCI itself.

LNG 연료추진선의 벙커링을 위한 Saddle의 구조 안전성 평가에 관한 연구 (A Study on the Evaluation of Structural Safety of Saddle for Bunkering of LNG Fueled Ship)

  • 김태욱;조수길;김성순;전정익;김형우
    • 한국산업융합학회 논문집
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    • 제24권6_2호
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    • pp.745-751
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    • 2021
  • The International Maritime Organization(IMO) has established Emission Control Areas(ECA) in the Baltic Sea, North Sea, and sea areas in the United States since 2012, and encourages the use of clean fuels such as Natural Gas(NG). To keep pace with the increase in international demand for LNG bunkering vessels, research for the localization of key equipment for LNG bunkering must also be performed in Korea. For research and development of core bunkering equipment and systems, in this study, heat transfer analysis and structural analysis were performed by modeling the saddle, which must first be secured structurally by directly receiving the load of the hose. As a result, the suitability of the model was reviewed by analyzing the temperature distribution and stress level through the analysis results of this study.