• Title/Summary/Keyword: GLO

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On the Applicability of the Extreme Distributions to Korean Stock Returns (한국 주식 수익률에 대한 Extreme 분포의 적용 가능성에 관하여)

  • Kim, Myung-Suk
    • Korean Management Science Review
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    • v.24 no.2
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    • pp.115-126
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    • 2007
  • Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Parameters are estimated using the probability weighted moments. Applicability of two distributions is investigated using the Monte Carlo simulation based empirical p-values of Anderson Darling test. Our empirical results indicate that both the GLO and GEV models seem to be comparably applicable to the weekly minima. These findings are against the evidences in Gettinby et al.[7], who claimed that the GEV model was not valid in many cases, and supported the significant superiority of the GLO model.

A Comparative Study on the Performance of Korean Sentence Embedding (Word2Vec, GloVe 및 RoBERTa 등의 모델을 활용한 한국어 문장 임베딩 성능 비교 연구)

  • Seok, Juree;Lim, Heuiseok
    • Annual Conference on Human and Language Technology
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    • 2021.10a
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    • pp.444-449
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    • 2021
  • 자연어처리에서 임베딩이란 사람의 언어를 컴퓨터가 이해할 수 있는 벡터로 변환한 것으로 자연어처리의 필수 요소 중 하나이다. 본 논문에서는 단어 기반 임베딩인 Word2Vec, GloVe, fastText와 문장 기반 임베딩 기법인 BERT와 M-USE, RoBERTa를 사용하여 한국어 문장 임베딩을 만들어 NSMC, KorNLI, KorSTS 세 가지 태스크에 대한 성능을 확인해보았다. 그 결과 태스크에 따라서 적합한 한국어 문장 임베딩 기법이 달라지며, 태스크에 따라서는 BERT의 평균 임베딩보다 GloVe의 평균 임베딩과 같은 단어 기반의 임베딩이 좋은 성능을 보일 수 있음을 확인할 수 있었다.

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Bivariate Frequency Analysis of Rainfall using Copula Model (Copula 모형을 이용한 이변량 강우빈도해석)

  • Joo, Kyung-Won;Shin, Ju-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.45 no.8
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    • pp.827-837
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    • 2012
  • The estimation of the rainfall quantile is of great importance in designing hydrologic structures. Conventionally, the rainfall quantile is estimated by univariate frequency analysis with an appropriate probability distribution. There is a limitation in which duration of rainfall is restrictive. To overcome this limitation, bivariate frequency analysis by using 3 copula models is performed in this study. Annual maximum rainfall events in 5 stations are used for frequency analysis and rainfall depth and duration are used as random variables. Gumbel (GUM), generalized logistic (GLO) distributions are applied for rainfall depth and generalized extreme value (GEV), GUM, GLO distributions are applied for rainfall duration. Copula models used in this study are Frank, Joe, and Gumbel-Hougaard models. Maximum pseudo-likelihood estimation method is used to estimate the parameter of copula, and the method of probability weighted moments is used to estimate the parameters of marginal distributions. Rainfall quantile from this procedure is compared with various marginal distributions and copula models. As a result, in change of marginal distribution, distribution of duration does not significantly affect on rainfall quantile. There are slight differences depending on the distribution of rainfall depth. In the case which the marginal distribution of rainfall depth is GUM, there is more significantly increasing along the return period than GLO. Comparing with rainfall quantiles from each copula model, Joe and Gumbel-Hougaard models show similar trend while Frank model shows rapidly increasing trend with increment of return period.

Estimating design floods for ungauged basins in the geum-river basin through regional flood frequency analysis using L-moments method (L-모멘트법을 이용한 지역홍수빈도분석을 통한 금강유역 미계측 유역의 설계홍수량 산정)

  • Lee, Jin-Young;Park, Dong-Hyeok;Shin, Ji-Yae;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.49 no.8
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    • pp.645-656
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    • 2016
  • The study performed a regional flood frequency analysis and proposed a regression equation to estimate design floods corresponding to return periods for ungauged basins in Geum-river basin. Five preliminary tests were employed to investigate hydrological independence and homogeneity of streamflow data, i.e. the lag-one autocorrelation test, time homogeneity test, Grubbs-Beck outlier test, discordancy measure test ($D_i$), and regional homogeneity measure (H). The test results showed that streamflow data were time-independent, discordant and homogeneous within the basin. Using five probability distributions (generalized extreme value (GEV), three-parameter log-normal (LN-III), Pearson type 3 (P-III), generalized logistic (GLO), generalized Pareto (GPA)), comparative regional flood frequency analyses were carried out for the region. Based on the L-moment ratio diagram, average weighted distance (AWD) and goodness-of-fit statistics ($Z^{DIST}$), the GLO distribution was selected as the best fit model for Geum-river basin. Using the GLO, a regression equation was developed for estimating regional design floods, and validated by comparing the estimated and observed streamflows at the Ganggyeong station.

Development of daily spatio-temporal downscaling model with conditional Copula based bias-correction of GloSea5 monthly ensemble forecasts (조건부 Copula 함수 기반의 월단위 GloSea5 앙상블 예측정보 편의보정 기법과 연계한 일단위 시공간적 상세화 모델 개발)

  • Kim, Yong-Tak;Kim, Min Ji;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.54 no.12
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    • pp.1317-1328
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    • 2021
  • This study aims to provide a predictive model based on climate models for simulating continuous daily rainfall sequences by combining bias-correction and spatio-temporal downscaling approaches. For these purposes, this study proposes a combined modeling system by applying conditional Copula and Multisite Non-stationary Hidden Markov Model (MNHMM). The GloSea5 system releases the monthly rainfall prediction on the same day every week, however, there are noticeable differences in the updated prediction. It was confirmed that the monthly rainfall forecasts are effectively updated with the use of the Copula-based bias-correction approach. More specifically, the proposed bias-correction approach was validated for the period from 1991 to 2010 under the LOOCV scheme. Several rainfall statistics, such as rainfall amounts, consecutive rainfall frequency, consecutive zero rainfall frequency, and wet days, are well reproduced, which is expected to be highly effective as input data of the hydrological model. The difference in spatial coherence between the observed and simulated rainfall sequences over the entire weather stations was estimated in the range of -0.02~0.10, and the interdependence between rainfall stations in the watershed was effectively reproduced. Therefore, it is expected that the hydrological response of the watershed will be more realistically simulated when used as input data for the hydrological model.

An Assessment of Applicability of Heat Waves Using Extreme Forecast Index in KMA Climate Prediction System (GloSea5) (기상청 현업 기후예측시스템(GloSea5)에서의 극한예측지수를 이용한 여름철 폭염 예측 성능 평가)

  • Heo, Sol-Ip;Hyun, Yu-Kyung;Ryu, Young;Kang, Hyun-Suk;Lim, Yoon-Jin;Kim, Yoonjae
    • Atmosphere
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    • v.29 no.3
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    • pp.257-267
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    • 2019
  • This study is to assess the applicability of the Extreme Forecast Index (EFI) algorithm of the ECMWF seasonal forecast system to the Global Seasonal Forecasting System version 5 (GloSea5), operational seasonal forecast system of the Korea Meteorological Administration (KMA). The EFI is based on the difference between Cumulative Distribution Function (CDF) curves of the model's climate data and the current ensemble forecast distribution, which is essential to diagnose the predictability in the extreme cases. To investigate its applicability, the experiment was conducted during the heat-wave cases (the year of 1994 and 2003) and compared GloSea5 hindcast data based EFI with anomaly data of ERA-Interim. The data also used to determine quantitative estimates of Probability Of Detection (POD), False Alarm Ratio (FAR), and spatial pattern correlation. The results showed that the area of ERA-Interim indicating above 4-degree temperature corresponded to the area of EFI 0.8 and above. POD showed high ratio (0.7 and 0.9, respectively), when ERA-Interim anomaly data were the highest (on Jul. 11, 1994 (> $5^{\circ}C$) and Aug. 8, 2003 (> $7^{\circ}C$), respectively). The spatial pattern showed a high correlation in the range of 0.5~0.9. However, the correlation decreased as the lead time increased. Furthermore, the case of Korea heat wave in 2018 was conducted using GloSea5 forecast data to validate EFI showed successful prediction for two to three weeks lead time. As a result, the EFI forecasts can be used to predict the probability that an extreme weather event of interest might occur. Overall, we expected these results to be available for extreme weather forecasting.

Development and Assessment of Environmental Water Seasonal Outlook Method for the Urban Area (도시지역에 대한 환경용수의 계절전망 기법 개발 및 평가)

  • So, Jae-Min;Kim, Jeong-Bae;Bae, Deg-Hyo
    • Journal of Korean Society on Water Environment
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    • v.34 no.1
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    • pp.67-76
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    • 2018
  • There are 34 mega-cities with a population of more than 10 million in the world. One of the highly populated cities in the world is Seoul in South Korea. Seoul receives $1,140million\;m^3/year$ for domestic water, $2million\;m^3/year$ for agricultural water and $6million\;m^3/year$ for industrial water from multi-purpose dams. The maintenance water used for water conservation, ecosystem protection and landscape preservation is $158million\;m^3/year$, which is supplied from natural precipitation. Recently, the use of the other water for preservation of water quality and ecosystem protection in urban areas is increasing. The objectives of this study is to develop the seasonal forecast method of environmental water in urban areas (Seoul, Daejeon, Gwangju, Busan) and to evaluate its predictability. In order to estimate the seasonal outlook information of environmental water from Land Surface Model (LSM), we used the observation weather data of Automated Synoptic Observing System (ASOS) sites, forecast and hind cast data of GloSea5. In the past 30 years (1985 ~ 2014), precipitation, natural runoff and Urban Environmental Water Index (UEI) were analyzed in the 4 urban areas. We calculated the seasonal outlook values of the UEI based on GloSea5 for 2015 year and compared it to UEI based on observed data. The seasonal outlook of UEI in urban areas presented high predictability in the spring, autumn and winter. Studies have depicted that the proposed UEI will be useful for evaluating urban environmental water and the predictability of UEI using GloSea5 forecast data is likely to be high in the order of autumn, winter, spring and summer.

Specific and Sensitive Detection of Phoma glomerata Using PCR Techniques (PCR 기법을 이용한 Phoma glomerate 의 특이검출)

  • Yun, Yeo Hong;Suh, Dong Yeon;Kim, Hyun Ju;Kim, Seong Hwan
    • The Korean Journal of Mycology
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    • v.41 no.1
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    • pp.52-55
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    • 2013
  • Phoma glomerata (Corda) Wollenw. & Hochapfel is a pathogenic fungus causing spot diseases of plant leaves and fruits. This fungus is important in plant quarantine of seedlings and fruits in Korea. The aim of this study was to develop a sensitive and effective diagnostic method for P. glomerata detection in imported plants. The fungal species-specific PCR primers were designed based on the nucleotide sequences of the translation elongation factor 1 alpha gene and their specificity and sensitivity were tested. The designed primers named as PhoGlo-F and PhoGlo-R amplified specifically a 170 bp sized DNA band of the target gene from the genomic DNA of P. glomerata. No amplicon was produced from genomic DNAs of 16 other Phoma spp. and reference fungal species tested. Moreover, PhoGlo-F/PhoGlo-R primers successfully worked with real-time PCR technique. The detection limit of DNA content by conventional and real-time PCR were 10 pg and 1pg of the genomic DNA of P. glomerata, respectively. We believed that the developed makers would be very useful for P. glomerata detection.

Assessment of 6-Month Lead Prediction Skill of the GloSea5 Hindcast Experiment (GloSea5 모형의 6개월 장기 기후 예측성 검증)

  • Jung, Myung-Il;Son, Seok-Woo;Choi, Jung;Kang, Hyun-Suk
    • Atmosphere
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    • v.25 no.2
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    • pp.323-337
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    • 2015
  • This study explores the 6-month lead prediction skill of several climate indices that influence on East Asian climate in the GloSea5 hindcast experiment. Such indices include Nino3.4, Indian Ocean Diploe (IOD), Arctic Oscillation (AO), various summer and winter Asian monsoon indices. The model's prediction skill of these indices is evaluated by computing the anomaly correlation coefficient (ACC) and mean squared skill score (MSSS) for ensemble mean values over the period of 1996~2009. In general, climate indices that have low seasonal variability are predicted well. For example, in terms of ACC, Nino3.4 index is predicted well at least 6 months in advance. The IOD index is also well predicted in late summer and autumn. This contrasts with the prediction skill of AO index which shows essentially no skill beyond a few months except in February and August. Both summer and winter Asian monsoon indices are also poorly predicted. An exception is the Western North Pacific Monsoon (WNPM) index that exhibits a prediction skill up to 4- to 6-month lead time. However, when MSSS is considered, most climate indices, except Nino3.4 index, show a negligible prediction skill, indicating that conditional bias is significant in the model. These results are only weakly sensitive to the number of ensemble members.

Predictability of Northern Hemisphere Teleconnection Patterns in GloSea5 Hindcast Experiments up to 6 Weeks (GloSea5 북반구 대기 원격상관패턴의 1~6주 주별 예측성능 검증)

  • Kim, Do-Kyoung;Kim, Young-Ha;Yoo, Changhyun
    • Atmosphere
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    • v.29 no.3
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    • pp.295-309
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    • 2019
  • Due to frequent occurrence of abnormal weather, the need to improve the accuracy of subseasonal prediction has increased. Here we analyze the performance of weekly predictions out to 6 weeks by GloSea5 climate model. The performance in circulation field from January 1991 to December 2010 is first analyzed at each grid point using the 500-hPa geopotential height. The anomaly correlation coefficient and mean-square skill score, calculated each week against the ECWMF ERA-Interim reanalysis data, illustrate better prediction skills regionally in the tropics and over the ocean and seasonally during winter. Secondly, we evaluate the predictability of 7 major teleconnection patterns in the Northern Hemisphere: North Atlantic Oscillation (NAO), East Atlantic (EA), East Atlantic/Western Russia (EAWR), Scandinavia (SCAND), Polar/Eurasia (PE), West Pacific (WP), Pacific-North American (PNA). Skillful predictability of the patterns turns out to be approximately 1~2 weeks. During summer, the EAWR and SCAND, which exhibit a wave pattern propagating over Eurasia, show a considerably lower skill than the other 5 patterns, while in winter, the WP and PNA, occurring in the Pacific region, maintain the skill up to 2 weeks. To account for the model's bias in reproducing the teleconnection patterns, we measure the similarity between the teleconnection patterns obtained in each lead time. In January, the model's teleconnection pattern remains similar until lead time 3, while a sharp decrease of similarity can be seen from lead time 2 in July.