• Title/Summary/Keyword: Prediction Analysis

Search Result 9,799, Processing Time 0.035 seconds

A Study on the Distress Prediction in the Fishery Industry (수산기업의 부실화 요인 및 예측에 관한 연구)

  • Lee, Yun-Won;Jang, Chang-Ik;Hong, Jae-Beom
    • Proceedings of the Fisheries Business Administration Society of Korea Conference
    • /
    • 2007.12a
    • /
    • pp.167-184
    • /
    • 2007
  • The objectives of this paper are to identify the causes of the corporate distress and to develop a distress prediction model with the financial information in fishery industry. In this study, the corporate distress is defined as economic failure and technical insolvency. Economic failure occurs by reduction, shut-down, or change of the business and technical insolvency results from failure to pay the financial debt of companies. The 33 distressed firms from 1991 to 2003 were composed by 14 economic failure companies, 15 technical insolvency companies. 4 companies applied to the both cases. The analysis of distress prediction of fishery companies were accomplished according to the distress definition. The analysis was carried out as two steps. The first step was the univariate analysis, which was used for checking the prediction power of individual financial variable. The t-test is used to identify the differences in financial variables between the distressed group and the non-distressed group. The second step was to develop distress prediction model with logistic regression. The variables showed the significant difference in univariate analysis were selected as the prediction variables. The financial ratios, used in the logistic regression model, were selected by backward elimination method. To test stability of the distress prediction model, the whole sample was divided as three sub-samples, period 1(1990$\sim$1993), period 2(1994$\sim$1997), period 3(1998$\sim$2002). The final model built from whole sample appled each three sub-samples. The results of the logistic analysis were as follows. the growth, profitability, stability ratios showed the significant effect on the distress. the some different result was found in the sub-sample (economic failure and technical insolvency). The growth and the profitability were important to predict the economic failure. The profitability and the activity were important to predict technical insolvency. It means that profitability is the really important factor to the fishery companies.

  • PDF

A Study on the Distress Prediction in the Fishery Industry (수산기업의 부실화 요인과 그 예측에 관한 연구)

  • Jang, Chang-Ick;Lee, Yun-Weon;Hong, Jae-Bum
    • The Journal of Fisheries Business Administration
    • /
    • v.39 no.2
    • /
    • pp.61-79
    • /
    • 2008
  • The objectives of this paper are to identify the causes of the corporate distress and to develop a distress prediction model with the financial information in fishery industry. In this study, the corporate distress is defined as economic failure and technical insolvency. Economic failure occurs by reduction, shut - down, or change of the business and technical insolvency results from failure to pay the financial debt of companies. The 33 distressed firms from 1991 to 2003 were composed by 14 economic failure companies, 15 technical insolvency companies. 4 companies applied to the both cases. The analysis of distress prediction of fishery companies were accomplished according to the distress definition. The analysis was carried out as two steps. The first step was the univariate analysis, which was used for checking the prediction power of individual financial variable. The t - test is used to identify the differences in financial variables between the distressed group and the non - distressed group. The second step was to develop distress prediction model with logistic regression. The variables showed the significant difference in univariate analysis were selected as the prediction variables. The financial ratios, used in the logistic regression model, were selected by backward elimination method. To test stability of the distress prediction model, the whole sample was divided as three sub-samples, period 1(1990 - 1993), period 2(1994 - 1997), period 3(1998 - 2002). The final model built from whole sample appled each three sub - samples. The results of the logistic analysis were as follows. the growth, profitability, stability ratios showed the significant effect on the distress. the some different result was found in the sub - sample (economic failure and technical insolvency). The growth and the profitability were important to predict the economic failure. The profitability and the activity were important to predict technical insolvency. It means that profitability is the really important factor to the fishery companies.

  • PDF

Landslide Stability Analysis and Prediction Modeling with Landslide Occurrences on KOMPSAT EOC Imagery

  • Chi, Kwang-Hoon;Lee, Ki-Won;Park, No-Wook
    • Korean Journal of Remote Sensing
    • /
    • v.18 no.1
    • /
    • pp.1-12
    • /
    • 2002
  • Landslide prediction modeling has been regarded as one of the important environmental applications in GIS. While, landslide stability in a certain area as collateral process for prediction modeling can be characterized by DEM-based hydrological features such as flow-direction, flow-accumulation, flow-length, wetness index, and so forth. In this study, Slope-Area plot methodology followed by stability index mapping with these hydrological variables is firstly performed for stability analysis with actual landslide occurrences at Boeun area, Korea, and then Landslide prediction modeling based on likelihood ratio model for landslide potential mapping is carried out; in addition, KOMPSAT EOC imagery is used to detect the locations and scalped scale of Landslide occurrences. These two tasks are independently processed for preparation of unbiased criteria, and then results of those are qualitatively compared. As results of this case study, land stability analysis based on DEM-based hydrological variables directly reflects terrain characteristics; however, the results in the form of land stability map by landslide prediction model are not fully matched with those of hydrologic landslide analysis due to the heuristic scheme based on location of existed landslide occurrences within prediction approach, especially zones of not-investigated occurrences. Therefore, it is expected that the resets on the space-robustness of landslide prediction models in conjunction with DEM-based landslide stability analysis can be effectively utilized to search out unrevealed or hidden landslide occurrences.

Uncertainty assessment of ensemble streamflow prediction method (앙상블 유량예측기법의 불확실성 평가)

  • Kim, Seon-Ho;Kang, Shin-Uk;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
    • /
    • v.51 no.6
    • /
    • pp.523-533
    • /
    • 2018
  • The objective of this study is to analyze uncertainties of ensemble-based streamflow prediction method for model parameters and input data. ESP (Ensemble Streamflow Prediction) and BAYES-ESP (Bayesian-ESP) based on ABCD rainfall-runoff model were selected as streamflow prediction method. GLUE (Generalized Likelihood Uncertainty Estimation) was applied for the analysis of parameter uncertainty. The analysis of input uncertainty was performed according to the duration of meteorological scenarios for ESP. The result showed that parameter uncertainty was much more significant than input uncertainty for the ensemble-based streamflow prediction. It also indicated that the duration of observed meteorological data was appropriate to using more than 20 years. And the BAYES-ESP was effective to reduce uncertainty of ESP method. It is concluded that this analysis is meaningful for elaborating characteristics of ESP method and error factors of ensemble-based streamflow prediction method.

Prediction of coal and gas outburst risk at driving working face based on Bayes discriminant analysis model

  • Chen, Liang;Yu, Liang;Ou, Jianchun;Zhou, Yinbo;Fu, Jiangwei;Wang, Fei
    • Earthquakes and Structures
    • /
    • v.18 no.1
    • /
    • pp.73-82
    • /
    • 2020
  • With the coal mining depth increasing, both stress and gas pressure rapidly enhance, causing coal and gas outburst risk to become more complex and severe. The conventional method for prediction of coal and gas outburst adopts one prediction index and corresponding critical value to forecast and cannot reflect all the factors impacting coal and gas outburst, thus it is characteristic of false and missing forecasts and poor accuracy. For the reason, based on analyses of both the prediction indicators and the factors impacting coal and gas outburst at the test site, this work carefully selected 6 prediction indicators such as the index of gas desorption from drill cuttings Δh2, the amount of drill cuttings S, gas content W, the gas initial diffusion velocity index ΔP, the intensity of electromagnetic radiation E and its number of pulse N, constructed the Bayes discriminant analysis (BDA) index system, studied the BDA-based multi-index comprehensive model for forecast of coal and gas outburst risk, and used the established discriminant model to conduct coal and gas outburst prediction. Results showed that the BDA - based multi-index comprehensive model for prediction of coal and gas outburst has an 100% of prediction accuracy, without wrong and omitted predictions, can also accurately forecast the outburst risk even for the low indicators outburst. The prediction method set up by this study has a broad application prospect in the prediction of coal and gas outburst risk.

User Modeling based Time-Series Analysis for Context Prediction in Ubiquitous Computing Environment (유비쿼터스 컴퓨팅 환경에서 컨텍스트 예측을 위한 시계열 분석 기반 사용자 모델링)

  • Choi, Young-Hwan;Lee, Sang-Yong
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.19 no.5
    • /
    • pp.655-660
    • /
    • 2009
  • The context prediction algorithms are not suitable to provide real-time personalized service for users in context-awareness environment. The algorithms have problems like time delay in training data processing and the difficulties of implementation in real-time environment. In this paper, we propose a prediction algorithm with user modeling to shorten of processing time and to improve the prediction accuracy in the context prediction algorithm. The algorithm uses moving path of user contexts for context prediction and generates user model by time-series analysis of user's moving path. And that predicts the user context with the user model by sequence matching method. We compared our algorithms with the prediction algorithms by processing time and prediction accuracy. As the result, the prediction accuracy of our algorithm is similar to the prediction algorithms, and processing time is reduced by 40% in real time service environment.

Investigation of Analysis Effects of ASCAT Data Assimilation within KIAPS-LETKF System (앙상블 자료동화 시스템에서 ASCAT 해상풍 자료동화가 분석장에 미치는 효과 분석)

  • Jo, Youngsoon;Lim, Sujeong;Kwon, In-Hyuk;Han, Hyun-Jun
    • Atmosphere
    • /
    • v.28 no.3
    • /
    • pp.263-272
    • /
    • 2018
  • The high-resolution ocean surface wind vector produced by scatterometer was assimilated within the Local Ensemble Transform Kalman Filter (LETKF) in Korea Institute of Atmospheric Prediction Systems (KIAPS). The Advanced Scatterometer (ASCAT) on Metop-A/B wind data was processed in the KIAPS Package for Observation Processing (KPOP), and a module capable of processing surface wind observation was implemented in the LETKF system. The LETKF data assimilation cycle for evaluating the performance improvement due to ASCAT observation was carried out for approximately 20 days from June through July 2017 when Typhoon Nepartak was present. As a result, we have found that the performance of ASCAT wind vector has a clear and beneficial effect on the data assimilation cycle. It has reduced analysis errors of wind, temperature, and humidity, as well as analysis errors of lower troposphere wind. Furthermore, by the assimilation of the ASCAT wind observation, the initial condition of the model described the typhoon structure more accurately and improved the typhoon track prediction skill. Therefore, we can expect the analysis field of LETKF will be improved if the Scatterometer wind observation is added.

Displacement prediction in geotechnical engineering based on evolutionary neural network

  • Gao, Wei;He, T.Y.
    • Geomechanics and Engineering
    • /
    • v.13 no.5
    • /
    • pp.845-860
    • /
    • 2017
  • It is very important to study displacement prediction in geotechnical engineering. Nowadays, the grey system method, time series analysis method and artificial neural network method are three main methods. Based on the brief introduction, the three methods are analyzed comprehensively. Their merits and demerits, applied ranges are revealed. To solve the shortcomings of the artificial neural network method, a new prediction method based on new evolutionary neural network is proposed. Finally, through two real engineering applications, the analysis of three main methods and the new evolutionary neural network method all have been verified. The results show that, the grey system method is a kind of exponential approximation to displacement sequence, and time series analysis is linear autoregression approximation, while artificial neural network is nonlinear autoregression approximation. Thus, the grey system method can suitably analyze the sequence, which has the exponential law, the time series method can suitably analyze the random sequence and the neural network method almostly can be applied in any sequences. Moreover, the prediction results of new evolutionary neural network method is the best, and its approximation sequence and the generalization prediction sequence are all coincided with the real displacement sequence well. Thus, the new evolutionary neural network method is an acceptable method to predict the measurement displacements of geotechnical engineering.

A Study on Production Prediction Model using a Energy Big Data based on Machine Learning (에너지 빅데이터를 활용한 머신러닝 기반의 생산 예측 모형 연구)

  • Kang, Mi-Young;Kim, Suk
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2022.10a
    • /
    • pp.453-456
    • /
    • 2022
  • The role of the power grid is to ensure stable power supply. It is necessary to take various measures to prepare for unstable situations without notice. After identifying the relationship between features through exploratory data analysis using weather data, a machine learning based energy production prediction model is modeled. In this study, the prediction reliability was increased by extracting the features that affect energy production prediction using principal component analysis and then applying it to the machine learning model. By using the proposed model to predict the production energy for a specific period and compare it with the actual production value at that time, the performance of the energy production prediction applying the principal component analysis was confirmed.

  • PDF

Comparison of long-term forecasting performance of export growth rate using time series analysis models and machine learning analysis (시계열 분석 모형 및 머신 러닝 분석을 이용한 수출 증가율 장기예측 성능 비교)

  • Seong-Hwi Nam
    • Korea Trade Review
    • /
    • v.46 no.6
    • /
    • pp.191-209
    • /
    • 2021
  • In this paper, various time series analysis models and machine learning models are presented for long-term prediction of export growth rate, and the prediction performance is compared and reviewed by RMSE and MAE. Export growth rate is one of the major economic indicators to evaluate the economic status. And It is also used to predict economic forecast. The export growth rate may have a negative (-) value as well as a positive (+) value. Therefore, Instead of using the ReLU function, which is often used for time series prediction of deep learning models, the PReLU function, which can have a negative (-) value as an output value, was used as the activation function of deep learning models. The time series prediction performance of each model for three types of data was compared and reviewed. The forecast data of long-term prediction of export growth rate was deduced by three forecast methods such as a fixed forecast method, a recursive forecast method and a rolling forecast method. As a result of the forecast, the traditional time series analysis model, ARDL, showed excellent performance, but as the time period of learning data increases, the performance of machine learning models including LSTM was relatively improved.