• Journal of Korea Water Resources Association
• /
• v.54 no.6
• /
• pp.419-431
• /
• 2021

In Seoul, it has been confirmed that the duration of rainfall is shortened and the frequency and intensity of heavy rains are increasing with a changing climate. In addition, due to high population density and urbanization in most areas, floods frequently occur in flood-prone areas for the increase in impermeable areas. Furthermore, the Seoul City is pursuing various projects such as structural and non-structural measures to resolve flood-prone areas. A disaster prevention performance target was set in consideration of the climate change impact of future precipitation, and this study conducted to reduce the overall flood damage in Seoul for the long-term. In this study, 29 GCMs with RCP4.5 and RCP8.5 scenarios were used for spatial and temporal disaggregation, and we also considered for 3 research periods, which is short-term (2006-2040, P1), mid-term (2041-2070, P2), and long-term (2071-2100, P3), respectively. For spatial downscaling, daily data of GCM was processed through Quantile Mapping based on the rainfall of the Seoul station managed by the Korea Meteorological Administration and for temporal downscaling, daily data were downscaled to hourly data through k-nearest neighbor resampling and nonparametric temporal detailing techniques using genetic algorithms. Through temporal downscaling, 100 detailed scenarios were calculated for each GCM scenario, and the IDF curve was calculated based on a total of 2,900 detailed scenarios, and by averaging this, the change in the future extreme rainfall was calculated. As a result, it was confirmed that the probability of rainfall for a duration of 100 years and a duration of 1 hour increased by 8 to 16% in the RCP4.5 scenario, and increased by 7 to 26% in the RCP8.5 scenario. Based on the results of this study, the amount of rainfall designed to prepare for future climate change in Seoul was estimated and if can be used to establish purpose-wise water related disaster prevention policies.

• Journal of Korea Water Resources Association
• /
• v.56 no.6
• /
• pp.403-417
• /
• 2023

In this research, a methodology was developed for constructing an appropriate rainfall image database for estimating rainfall intensity based on CCTV video. The database was constructed in the Large-Scale Climate Environment Chamber of the Korea Conformity Laboratories, which can control variables with high irregularity and variability in real environments. 1,728 scenarios were designed under five different experimental conditions. 36 scenarios and a total of 97,200 frames were selected. Rain streaks were extracted using the k-nearest neighbor algorithm by calculating the difference between each image and the background. To prevent overfitting, data with pixel values greater than set threshold, compared to the average pixel value for each image, were selected. The area with maximum pixel variability was determined by shifting with every 10 pixels and set as a representative area (180×180) for the original image. After re-transforming to 120×120 size as an input data for convolutional neural networks model, image augmentation was progressed under unified shooting conditions. 92% of the data showed within the 10% absolute range of PBIAS. It is clear that the final results in this study have the potential to enhance the accuracy and efficacy of existing real-world CCTV systems with transfer learning.

• The Korean Journal of Nuclear Medicine
• /
• v.39 no.3
• /
• pp.182-190
• /
• 2005

Purpose: There are differences between Standard Uptake Value (SUV) of CT attenuation corrected PET and that of $^{137}Cs$. Since various causes lead to difference of SUV, it is important to know what is the cause of these difference. Since only the X-ray CT and $^{137}Cs$ transmission data are used for the attenuation correction, in Philips GEMINI PET/CT scanner, proper transformation of these data into usable attenuation coefficients for 511 keV photon has to be ascertained. The aim of this study was to evaluate the accuracy in the CT measurement and compare the CT and $^{137}Cs$-based attenuation correction in this scanner. Methods: For all the experiments, CT was set to 40 keV (120 kVp) and 50 mAs. To evaluate the accuracy of the CT measurement, CT performance phantom was scanned and Hounsfield units (HU) for those regions were compared to the true values. For the comparison of CT and $^{137}Cs$-based attenuation corrections, transmission scans of the elliptical lung-spine-body phantom and electron density CT phantom composed of various components, such as water, bone, brain and adipose, were performed using CT and $^{137}Cs$. Transformed attenuation coefficients from these data were compared to each other and true 511 keV attenuation coefficient acquired using $^{68}Ge$ and ECAT EXACT 47 scanner. In addition, CT and $^{137}Cs$-derived attenuation coefficients and SUV values for $^{18}F$-FDG measured from the regions with normal and pathological uptake in patients' data were also compared. Results: HU of all the regions in CT performance phantom measured using GEMINI PET/CT were equivalent to the known true values. CT based attenuation coefficients were lower than those of $^{68}Ge$ about 10% in bony region of NEMA ECT phantom. Attenuation coefficients derived from $^{137}Cs$ data was slightly higher than those from CT data also in the images of electron density CT phantom and patients' body with electron density. However, the SUV values in attenuation corrected images using $^{137}Cs$ were lower than images corrected using CT. Percent difference between SUV values was about 15%. Conclusion: Although the HU measured using this scanner was accurate, accuracy in the conversion from CT data into the 511 keV attenuation coefficients was limited in the bony region. Discrepancy in the transformed attenuation coefficients and SUV values between CT and $^{137}Cs$-based data shown in this study suggests that further optimization of various parameters in data acquisition and processing would be necessary for this scanner.

• Journal of Radiation Protection and Research
• /
• v.23 no.3
• /
• pp.139-147
• /
• 1998

Purpose: Tissue inhomogeneity such as lung affects tumor dose as well as transmission dose in new concept of on-line dosimetry which estimates tumor dose from transmission dose using the new algorithm. This study was carried out to confirm accuracy of correction by tissue density in tumor dose estimation utilizing transmission dose. Methods: Cork phantom (CP, density $0.202\;gm/cm^3$) having similar density with lung parenchyme and polystyrene phantom (PP, density $1.040\;gm/cm^3$) having similar density with soft tissue were used. Dose measurement was carried out under condition simulating human chest. On simulating AP-PA irradiation, PPs with 3 cm thickness were placed above and below CP, which had thickness of 5, 10, and 20 cm. On simulating lateral irradiation, 6 cm thickness of PP was placed between two 10 cm thickness CPs additional 3 cm thick PP was placed to both lateral sides. 4, 6, and 10 MV x-ray were used. Field size was in the range of $3{\times}3$ cm through $20{\times}20$ cm, and phantom-chamber distance (PCD) was 10 to 50 cm. Above result was compared with another sets of data with equivalent thickness of PP which was corrected by density. Result: When transmission dose of PP was compared with equivalent thickness of CP which was corrected with density, the average error was 0.18 (${\pm}0.27$) % for 4 MV, 0.10 (${\pm}0.43$) % for 6 MV, and 0.33 (${\pm}0.30$) % for 10 MV with CP having thickness of 5 cm. When CP was 10 cm thick, the error was 0.23 (${\pm}0.73$) %, 0.05 (${\pm}0.57$) %, and 0.04 (${\pm}0.40$) %, while for 20 cm, error was 0.55 (${\pm}0.36$) %, 0.34 (${\pm}0.27$) %, and 0.34 (${\pm}0.18$) % for corresponding energy. With lateral irradiation model, difference was 1.15 (${\pm}1.86$) %, 0.90 (${\pm}1.43$) %, and 0.86 (${\pm}1.01$) % for corresponding energy. Relatively large difference was found in case of PCD having value of 10 cm. Omitting PCD with 10 cm, the difference was reduced to 0.47 (${\pm}$1.17) %, 0.42 (${\pm}$0.96) %, and 0.55 (${\pm}$0.77) % for corresponding energy. Conclusion When tissue inhomogeneity such as lung is in tract of x-ray beam, tumor dose could be calculated from transmission dose after correction utilizing tissue density.

• Journal of Intelligence and Information Systems
• /
• v.23 no.1
• /
• pp.1-22
• /
• 2017

Analysis of future business or investment opportunities, such as business feasibility analysis and company or technology valuation, necessitate objective estimation on the relevant market and expected sales. While there are various ways to classify the estimation methods of these new sales or market size, they can be broadly divided into top-down and bottom-up approaches by benchmark references. Both methods, however, require a lot of resources and time. Therefore, we propose a data-based intelligent demand forecasting system to support evaluation of new business. This study focuses on analogical forecasting, one of the traditional quantitative forecasting methods, to develop sales forecasting intelligence systems for new businesses. Instead of simply estimating sales for a few years, we hereby propose a method of estimating the sales of new businesses by using the initial sales and the sales growth rate of similar companies. To demonstrate the appropriateness of this method, it is examined whether the sales performance of recently established companies in the same industry category in Korea can be utilized as a reference variable for the analogical forecasting. In this study, we examined whether the phenomenon of "mean reversion" was observed in the sales of start-up companies in order to identify errors in estimating sales of new businesses based on industry sales growth rate and whether the differences in business environment resulting from the different timing of business launch affects growth rate. We also conducted analyses of variance (ANOVA) and latent growth model (LGM) to identify differences in sales growth rates by industry category. Based on the results, we proposed industry-specific range and linear forecasting models. This study analyzed the sales of only 150,000 start-up companies in Korea in the last 10 years, and identified that the average growth rate of start-ups in Korea is higher than the industry average in the first few years, but it shortly shows the phenomenon of mean-reversion. In addition, although the start-up founding juncture affects the sales growth rate, it is not high significantly and the sales growth rate can be different according to the industry classification. Utilizing both this phenomenon and the performance of start-up companies in relevant industries, we have proposed two models of new business sales based on the sales growth rate. The method proposed in this study makes it possible to objectively and quickly estimate the sales of new business by industry, and it is expected to provide reference information to judge whether sales estimated by other methods (top-down/bottom-up approach) pass the bounds from ordinary cases in relevant industry. In particular, the results of this study can be practically used as useful reference information for business feasibility analysis or technical valuation for entering new business. When using the existing top-down method, it can be used to set the range of market size or market share. As well, when using the bottom-up method, the estimation period may be set in accordance of the mean reverting period information for the growth rate. The two models proposed in this study will enable rapid and objective sales estimation of new businesses, and are expected to improve the efficiency of business feasibility analysis and technology valuation process by developing intelligent information system. In academic perspectives, it is a very important discovery that the phenomenon of 'mean reversion' is found among start-up companies out of general small-and-medium enterprises (SMEs) as well as stable companies such as listed companies. In particular, there exists the significance of this study in that over the large-scale data the mean reverting phenomenon of the start-up firms' sales growth rate is different from that of the listed companies, and that there is a difference in each industry. If a linear model, which is useful for estimating the sales of a specific company, is highly likely to be utilized in practical aspects, it can be explained that the range model, which can be used for the estimation method of the sales of the unspecified firms, is highly likely to be used in political aspects. It implies that when analyzing the business activities and performance of a specific industry group or enterprise group there is political usability in that the range model enables to provide references and compare them by data based start-up sales forecasting system.

• Journal of Intelligence and Information Systems
• /
• v.26 no.1
• /
• pp.119-133
• /
• 2020

Fama asserted that in an efficient market, we can't make a trading rule that consistently outperforms the average stock market returns. This study aims to suggest a machine learning algorithm to improve the trading performance of an intraday short volatility strategy applying asymmetric volatility spillover effect, and analyze its trading performance improvement. Generally stock market volatility has a negative relation with stock market return and the Korean stock market volatility is influenced by the US stock market volatility. This volatility spillover effect is asymmetric. The asymmetric volatility spillover effect refers to the phenomenon that the US stock market volatility up and down differently influence the next day's volatility of the Korean stock market. We collected the S&P 500 index, VIX, KOSPI 200 index, and V-KOSPI 200 from 2008 to 2018. We found the negative relation between the S&P 500 and VIX, and the KOSPI 200 and V-KOSPI 200. We also documented the strong volatility spillover effect from the VIX to the V-KOSPI 200. Interestingly, the asymmetric volatility spillover was also found. Whereas the VIX up is fully reflected in the opening volatility of the V-KOSPI 200, the VIX down influences partially in the opening volatility and its influence lasts to the Korean market close. If the stock market is efficient, there is no reason why there exists the asymmetric volatility spillover effect. It is a counter example of the efficient market hypothesis. To utilize this type of anomalous volatility spillover pattern, we analyzed the intraday volatility selling strategy. This strategy sells short the Korean volatility market in the morning after the US stock market volatility closes down and takes no position in the volatility market after the VIX closes up. It produced profit every year between 2008 and 2018 and the percent profitable is 68%. The trading performance showed the higher average annual return of 129% relative to the benchmark average annual return of 33%. The maximum draw down, MDD, is -41%, which is lower than that of benchmark -101%. The Sharpe ratio 0.32 of SVS strategy is much greater than the Sharpe ratio 0.08 of the Benchmark strategy. The Sharpe ratio simultaneously considers return and risk and is calculated as return divided by risk. Therefore, high Sharpe ratio means high performance when comparing different strategies with different risk and return structure. Real world trading gives rise to the trading costs including brokerage cost and slippage cost. When the trading cost is considered, the performance difference between 76% and -10% average annual returns becomes clear. To improve the performance of the suggested volatility trading strategy, we used the well-known SVM algorithm. Input variables include the VIX close to close return at day t-1, the VIX open to close return at day t-1, the VK open return at day t, and output is the up and down classification of the VK open to close return at day t. The training period is from 2008 to 2014 and the testing period is from 2015 to 2018. The kernel functions are linear function, radial basis function, and polynomial function. We suggested the modified-short volatility strategy that sells the VK in the morning when the SVM output is Down and takes no position when the SVM output is Up. The trading performance was remarkably improved. The 5-year testing period trading results of the m-SVS strategy showed very high profit and low risk relative to the benchmark SVS strategy. The annual return of the m-SVS strategy is 123% and it is higher than that of SVS strategy. The risk factor, MDD, was also significantly improved from -41% to -29%.

• Journal of Intelligence and Information Systems
• /
• v.23 no.3
• /
• pp.155-175
• /
• 2017

As social data become into the spotlight, mainstream web search engines provide data indicate how many people searched specific keyword: Web Search Traffic data. Web search traffic information is collection of each crowd that search for specific keyword. In a various area, web search traffic can be used as one of useful variables that represent the attention of common users on specific interests. A lot of studies uses web search traffic data to nowcast or forecast social phenomenon such as epidemic prediction, consumer pattern analysis, product life cycle, financial invest modeling and so on. Also web search traffic data have begun to be applied to predict tourist inbound. Proper demand prediction is needed because tourism is high value-added industry as increasing employment and foreign exchange. Among those tourists, especially Chinese tourists: Youke is continuously growing nowadays, Youke has been largest tourist inbound of Korea tourism for many years and tourism profits per one Youke as well. It is important that research into proper demand prediction approaches of Youke in both public and private sector. Accurate tourism demands prediction is important to efficient decision making in a limited resource. This study suggests improved model that reflects latest issue of society by presented the attention from group of individual. Trip abroad is generally high-involvement activity so that potential tourists likely deep into searching for information about their own trip. Web search traffic data presents tourists' attention in the process of preparation their journey instantaneous and dynamic way. So that this study attempted select key words that potential Chinese tourists likely searched out internet. Baidu-Chinese biggest web search engine that share over 80%- provides users with accessing to web search traffic data. Qualitative interview with potential tourists helps us to understand the information search behavior before a trip and identify the keywords for this study. Selected key words of web search traffic are categorized by how much directly related to "Korean Tourism" in a three levels. Classifying categories helps to find out which keyword can explain Youke inbound demands from close one to far one as distance of category. Web search traffic data of each key words gathered by web crawler developed to crawling web search data onto Baidu Index. Using automatically gathered variable data, linear model is designed by multiple regression analysis for suitable for operational application of decision and policy making because of easiness to explanation about variables' effective relationship. After regression linear models have composed, comparing with model composed traditional variables and model additional input web search traffic data variables to traditional model has conducted by significance and R squared. after comparing performance of models, final model is composed. Final regression model has improved explanation and advantage of real-time immediacy and convenience than traditional model. Furthermore, this study demonstrates system intuitively visualized to general use -Youke Mining solution has several functions of tourist decision making including embed final regression model. Youke Mining solution has algorithm based on data science and well-designed simple interface. In the end this research suggests three significant meanings on theoretical, practical and political aspects. Theoretically, Youke Mining system and the model in this research are the first step on the Youke inbound prediction using interactive and instant variable: web search traffic information represents tourists' attention while prepare their trip. Baidu web search traffic data has more than 80% of web search engine market. Practically, Baidu data could represent attention of the potential tourists who prepare their own tour as real-time. Finally, in political way, designed Chinese tourist demands prediction model based on web search traffic can be used to tourism decision making for efficient managing of resource and optimizing opportunity for successful policy.