• Title/Summary/Keyword: Forecasting administration

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Development and Evaluation of an Ensemble Forecasting System for the Regional Ocean Wave of Korea (앙상블 지역 파랑예측시스템 구축 및 검증)

  • Park, JongSook;Kang, KiRyong;Kang, Hyun-Suk
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.30 no.2
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    • pp.84-94
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    • 2018
  • In order to overcome the limitation of deterministic forecast, an ensemble forecasting system for regional ocean wave is developed. This system predicts ocean wind waves based on the meteorological forcing from the Ensemble Prediction System for Global of the Korea Meteorological Administration, which is consisted of 24 ensemble members. The ensemble wave forecasting system is evaluated by using the moored buoy data around Korea. The root mean squared error (RMSE) of ensemble mean showed the better performance than the deterministic forecast system after 2 days, especially RMSE of ensemble mean is improved by 15% compared with the deterministic forecast for 3-day lead time. It means that the ensemble method could reduce the uncertainty of the deterministic prediction system. The Relative Operating Characteristic as an evaluation scheme of probability prediction was bigger than 0.9 showing high predictability, meaning that the ensemble wave forecast could be usefully applied.

Simple Forecasting of Surface Ozone through a Statistical Approach

  • Ma, Chang-Jin;Kang, Gong-Unn
    • Journal of Environmental Health Sciences
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    • v.44 no.6
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    • pp.539-547
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    • 2018
  • Objectives: Ozone ($O_3$) advisories are issued by provincial/prefectural and city governments in Korea and Japan when oxidant concentrations exceed the criteria of the related country. Advisories issued only after exposure to high $O_3$ concentrations cannot be considered ideal measures. Forecasts of $O_3$ would be more beneficial to citizens' health and daily life than real-time advisories. The present study was undertaken to present a simplified forecasting model that can predict surface $O_3$ concentrations for the afternoon of the day of the forecast. Methods: For the construction of a simple and practical model, a multivariate regression model was applied. The monitored data on gases and climate variables from Japan's air quality networks that were recorded over nearly one year starting from April 2016 were applied as the subject for our model. Results: A well-known inverse correlation between $NO_2$ and $O_3$ was confirmed by the monitored data for Iksan, Korea and Fukuoka, Japan. Typical time fluctuations for $O_3$ and $NO_x$ were also found. Our model suggests that insolation is the most influential factor in determining the concentration of $O_3$. $CH_4$ also plays a major role in our model. It was possible to visually check for the fit of a theoretical distribution to the observed data by examining the probability-probability (P-P) scatter plot. The goodness of fit of the model in this study was also successfully validated through a comparison (r=0.8, p<0.05) of the measured and predicted $O_3$ concentrations. Conclusions: The advantage of our model is that it is capable of immediate forecasting of surface $O_3$ for the afternoon of the day from the routinely measured values of the precursor and meteorological parameters. Although a comparison to other approaches for $O_3$ forecasting was not carried out, the model suggested in this study would be very helpful for the citizens of Korea and Japan, especially during the $O_3$ season from May to June.

Effects of Resolution, Cumulus Parameterization Scheme, and Probability Forecasting on Precipitation Forecasts in a High-Resolution Limited-Area Ensemble Prediction System

  • On, Nuri;Kim, Hyun Mee;Kim, SeHyun
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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    • pp.623-637
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    • 2018
  • This study investigates the effects of horizontal resolution, cumulus parameterization scheme (CPS), and probability forecasting on precipitation forecasts over the Korean Peninsula from 00 UTC 15 August to 12 UTC 14 September 2013, using the limited-area ensemble prediction system (LEPS) of the Korea Meteorological Administration. To investigate the effect of resolution, the control members of the LEPS with 1.5- and 3-km resolution were compared. Two 3-km experiments with and without the CPS were conducted for the control member, because a 3-km resolution lies within the gray zone. For probability forecasting, 12 ensemble members with 3-km resolution were run using the LEPS. The forecast performance was evaluated for both the whole study period and precipitation cases categorized by synoptic forcing. The performance of precipitation forecasts using the 1.5-km resolution was better than that using the 3-km resolution for both the total period and individual cases. The result of the 3-km resolution experiment with the CPS did not differ significantly from that without it. The 3-km ensemble mean and probability matching (PM) performed better than the 3-km control member, regardless of the use of the CPS. The PM complemented the defect of the ensemble mean, which better predicts precipitation regions but underestimates precipitation amount by averaging ensembles, compared to the control member. Further, both the 3-km ensemble mean and PM outperformed the 1.5-km control member, which implies that the lower performance of the 3-km control member compared to the 1.5-km control member was complemented by probability forecasting.

Forecasting Long-Memory Volatility of the Australian Futures Market (호주 선물시장의 장기기억 변동성 예측)

  • Kang, Sang Hoon;Yoon, Seong-Min
    • International Area Studies Review
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    • v.14 no.2
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    • pp.25-40
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    • 2010
  • Accurate forecasting of volatility is of considerable interest in financial volatility research, particularly in regard to portfolio allocation, option pricing and risk management because volatility is equal to market risk. So, we attempted to delineate a model with good ability to forecast and identified stylized features of volatility, with a focus on volatility persistence or long memory in the Australian futures market. In this context, we assessed the long-memory property in the volatility of index futures contracts using three conditional volatility models, namely the GARCH, IGARCH and FIGARCH models. We found that the FIGARCH model better captures the long-memory property than do the GARCH and IGARCH models. Additionally, we found that the FIGARCH model provides superior performance in one-day-ahead volatility forecasts. As discussed in this paper, the FIGARCH model should prove a useful technique in forecasting the long-memory volatility in the Australian index futures market.

Forecasting Demand of Agricultural Tractor, Riding Type Rice Transplanter and Combine Harvester by using an ARIMA Model

  • Kim, Byounggap;Shin, Seung-Yeoub;Kim, Yu Yong;Yum, Sunghyun;Kim, Jinoh
    • Journal of Biosystems Engineering
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    • v.38 no.1
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    • pp.9-17
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    • 2013
  • Purpose: The goal of this study was to develop a methodology for the demand forecast of tractor, riding type rice transplanter and combine harvester using an ARIMA (autoregressive integrated moving average) model, one of time series analysis methods, and to forecast their demands from 2012 to 2021 in South Korea. Methods: To forecast the demands of three kinds of machines, ARIMA models were constructed by following three stages; identification, estimation and diagnose. Time series used were supply and stock of each machine and the analysis tool was SAS 9.2 for Windows XP. Results: Six final models, supply based ones and stock based ones for each machine, were constructed from 32 tentative models identified by examining the ACF (autocorrelation function) plots and the PACF (partial autocorrelation function) plots. All demand series forecasted by the final models showed increasing trends and fluctuations with two-year period. Conclusions: Some forecast results of this study are not applicable immediately due to periodic fluctuation and large variation. However, it can be advanced by incorporating treatment of outliers or combining with another forecast methods.

A Study of Static Bias Correction for Temperature of Aircraft based Observations in the Korean Integrated Model (한국형모델의 항공기 관측 온도의 정적 편차 보정 연구)

  • Choi, Dayoung;Ha, Ji-Hyun;Hwang, Yoon-Jeong;Kang, Jeon-ho;Lee, Yong Hee
    • Atmosphere
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    • v.30 no.4
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    • pp.319-333
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    • 2020
  • Aircraft observations constitute one of the major sources of temperature observations which provide three-dimensional information. But it is well known that the aircraft temperature data have warm bias against sonde observation data, and therefore, the correction of aircraft temperature bias is important to improve the model performance. In this study, the algorithm of the bias correction modified from operational KMA (Korea Meteorological Administration) global model is adopted in the preprocessing of aircraft observations, and the effect of the bias correction of aircraft temperature is investigated by conducting the two experiments. The assimilation with the bias correction showed better consistency in the analysis-forecast cycle in terms of the differences between observations (radiosonde and GPSRO (Global Positioning System Radio Occultation)) and 6h forecast. This resulted in an improved forecasting skill level of the mid-level temperature and geopotential height in terms of the root-mean-square error. It was noted that the benefits of the correction of aircraft temperature bias was the upper-level temperature in the midlatitudes, and this affected various parameters (winds, geopotential height) via the model dynamics.

The Nonparametric Estimation of Interest Rate Model and the Pricing of the Market Price of Interest Rate Risk (비모수적 이자율모형 추정과 시장위험가격 결정에 관한 연구)

  • Lee, Phil-Sang;Ahn, Seong-Hark
    • The Korean Journal of Financial Management
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    • v.20 no.2
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    • pp.73-94
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    • 2003
  • In general, the interest rate is forecasted by the parametric method which assumes the interest rate follows a certain distribution. However the method has a shortcoming that forecasting ability would decline when the interest rate does not follow the assumed distribution for the stochastic behavior of interest rate. Therefore, the nonparametric method which assumes no particular distribution is regarded as a superior one. This paper compares the interest rate forecasting ability between the two method for the Monetary Stabilization Bond (MSB) market in Korea. The daily and weekly data of the MSB are used during the period of August 9th 1999 to February 7th 2003. In the parametric method, the drift term of the interest rate process shows the linearity while the diffusion term presents non-linear decline. Meanwhile in the nonparametric method, both drift and diffusion terms show the radical change with nonlinearity. The parametric and nonparametric methods present a significant difference in the market price of interest rate risk. This means in forecasting the interest rate and the market price of interest rate risk, the nonparametric method is more appropriate than the parametric method.

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Satellite-based In-situ Monitoring of Space Weather: KSEM Mission and Data Application

  • Oh, Daehyeon;Kim, Jiyoung;Lee, Hyesook;Jang, Kun-Il
    • Journal of Astronomy and Space Sciences
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    • v.35 no.3
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    • pp.175-183
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    • 2018
  • Many recent satellites have mission periods longer than 10 years; thus, satellite-based local space weather monitoring is becoming more important than ever. This article describes the instruments and data applications of the Korea Space wEather Monitor (KSEM), which is a space weather payload of the GeoKompsat-2A (GK-2A) geostationary satellite. The KSEM payload consists of energetic particle detectors, magnetometers, and a satellite charging monitor. KSEM will provide accurate measurements of the energetic particle flux and three-axis magnetic field, which are the most essential elements of space weather events, and use sensors and external data such as GOES and DSCOVR to provide five essential space weather products. The longitude of GK-2A is $128.2^{\circ}E$, while those of the GOES satellite series are $75^{\circ}W$ and $135^{\circ}W$. Multi-satellite measurements of a wide distribution of geostationary equatorial orbits by KSEM/GK-2A and other satellites will enable the development, improvement, and verification of new space weather forecasting models. KSEM employs a service-oriented magnetometer designed by ESA to reduce magnetic noise from the satellite in real time with a very short boom (1 m), which demonstrates that a satellite-based magnetometer can be made simpler and more convenient without losing any performance.

A Study on Improvement of the Use and Quality Control for New GNSS RO Satellite Data in Korean Integrated Model (한국형모델의 신규 GNSS RO 자료 활용과 품질검사 개선에 관한 연구)

  • Kim, Eun-Hee;Jo, Youngsoon;Lee, Eunhee;Lee, Yong Hee
    • Atmosphere
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    • v.31 no.3
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    • pp.251-265
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    • 2021
  • This study examined the impact of assimilating the bending angle (BA) obtained via the global navigation satellite system radio occultation (GNSS RO) of the three new satellites (KOMPSAT-5, FY-3C, and FY-3D) on analyses and forecasts of a numerical weather prediction model. Numerical data assimilation experiments were performed using a three-dimensional variational data assimilation system in the Korean Integrated Model (KIM) at a 25-km horizontal resolution for August 2019. Three experiments were designed to select the height and quality control thresholds using the data. A comparison of the data with an analysis of the European Centre for Medium-Range Weather Forecasts (ECMWF) integrated forecast system showed a clear positive impact of BA assimilation in the Southern Hemisphere tropospheric temperature and stratospheric wind compared with that without the assimilation of the three new satellites. The impact of new data in the upper atmosphere was compared with observations using the infrared atmospheric sounding interferometer (IASI). Overall, high volume GNSS RO data helps reduce the RMSE quantitatively in analytical and predictive fields. The analysis and forecasting performance of the upper temperature and wind were improved in the Southern and Northern Hemispheres.

Prevention Meteorological Database Information for the Assessment of Natural Disaster (자연재해 평가를 위한 방재기상 DB 정보)

  • Choi, Hyo-Jin;Park, Jong-Kil;Jung, Woo-Sik
    • 한국방재학회:학술대회논문집
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    • 2007.02a
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    • pp.315-318
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    • 2007
  • In order to reduce the amount of damage from natural disasters, we needs prevention meteorological database classified into the cause of disaster, damage elements etc. For this, we have analyzed four data, such as Statistical yearbook of calamities issued by the National Emergency Management Agency and Annual Climatological Report issued by the Korea Meteorological Administration and Recently 10 years for natural disaster damage and Statistics Yearbook from the Ministry of Government Administration and Human affairs. Through the analysis of disaster data, we have selected input variables, such as causes and elements, occurrence frequencies, vulnerable areas of natural disaster, etc. In order to reduce damage from natural disaster, the prevention activities and forecasting based on meteorological parameters and damage datas are required. In addition, it is necessary to process meteorological information for disaster prevention activities. Through these procedure, we have established the foundation of database about natural disasters. This database will be used to assess the natural disasters and build risk model and natural disasters mitigation plan.

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