• Journal of Korean Society of Industrial and Systems Engineering
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• v.43 no.3
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• pp.1-9
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• 2020

Interest rate spreads indicate the conditions of the economy and serve as an indicator of the recession. The purpose of this study is to predict Korea's interest rate spreads using US data with long-term continuity. To this end, 27 US economic data were used, and the entire data was reduced to 5 dimensions through principal component analysis to build a dataset necessary for prediction. In the prediction model of this study, three RNN models (BasicRNN, LSTM, and GRU) predict the US interest rate spread and use the predicted results in the SVR ensemble model to predict the Korean interest rate spread. The SVR ensemble model predicted Korea's interest rate spread as RMSE 0.0658, which showed more accurate predictive power than the general ensemble model predicted as RMSE 0.0905, and showed excellent performance in terms of tendency to respond to fluctuations. In addition, improved prediction performance was confirmed through period division according to policy changes. This study presented a new way to predict interest rates and yielded better results. We predict that if you use refined data that represents the global economic situation through follow-up studies, you will be able to show higher interest rate predictions and predict economic conditions in Korea as well as other countries.

• Smart Structures and Systems
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• v.32 no.1
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• pp.61-81
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• 2023

This study presents an ensemble learning based Bayesian model updating approach for structural damage diagnosis. In the developed framework, the structure is initially decomposed into a set of substructures. The autoregressive moving average (ARMAX) model is established first for structural damage localization based structural motion equation. The wavelet packet decomposition is utilized to extract the damage-sensitive node energy in different frequency bands for constructing structural surrogate models. Four methods, including Kriging predictor (KRG), radial basis function neural network (RBFNN), support vector regression (SVR), and multivariate adaptive regression splines (MARS), are selected as candidate structural surrogate models. These models are then resampled by bootstrapping and combined to obtain an ensemble model by probabilistic ensemble. Meanwhile, the maximum entropy principal is adopted to search for new design points for sample space updating, yielding a more robust ensemble model. Through the iterations, a framework of surrogate ensemble learning based model updating with high model construction efficiency and accuracy is proposed. The specificities of the method are discussed and investigated in a case study.

• Journal of the Korean Association of Geographic Information Studies
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• v.25 no.3
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• pp.74-99
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• 2022

Surface ozone is produced by photochemical reactions of nitrogen oxides(NOx) and volatile organic compounds(VOCs) emitted from vehicles and industrial sites, adversely affecting vegetation and the human body. In South Korea, ozone is monitored in real-time at stations(i.e., point measurements), but it is difficult to monitor and analyze its continuous spatial distribution. In this study, surface ozone concentrations were interpolated to have a spatial resolution of 1.5km every hour using the stacking ensemble technique, followed by a 5-fold cross-validation. Base models for the stacking ensemble were cokriging, multi-linear regression(MLR), random forest(RF), and support vector regression(SVR), while MLR was used as the meta model, having all base model results as additional input variables. The results showed that the stacking ensemble model yielded the better performance than the individual base models, resulting in an averaged R of 0.76 and RMSE of 0.0065ppm during the study period of 2020. The surface ozone concentration distribution generated by the stacking ensemble model had a wider range with a spatial pattern similar with terrain and urbanization variables, compared to those by the base models. Not only should the proposed model be capable of producing the hourly spatial distribution of ozone, but it should also be highly applicable for calculating the daily maximum 8-hour ozone concentrations.