• 산업경영시스템학회지
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• 제43권3호
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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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• 제32권1호
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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.

• 한국지리정보학회지
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• 제25권3호
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• pp.74-99
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• 2022

지상 오존은 차량 및 산업 현장에서 배출된 질소화합물(Nitrogen oxides; NOx)과 휘발성 유기화합물(Volatile Organic Compounds; VOCs)의 광화학 반응을 통해 생성되어 식생 및 인체에 악영향을 끼친다. 국내에서는 실시간 오존 모니터링을 수행하고 있지만 관측소 기반으로, 미관측 지역의 공간 분포 분석에 어려움이 있다. 본 연구에서는 스태킹 앙상블 기법을 활용하여 매시간 남한 지역의 지상 오존 농도를 1.5km의 공간해상도로 공간내삽하였고, 5-fold 교차검증을 수행하였다. 스태킹 앙상블의 베이스 모델로는 코크리깅(Cokriging), 다중 선형 회귀(Multi-Linear Regression; MLR), 랜덤 포레스트(Random Forest; RF), 서포트 벡터 회귀(Support Vector Regression; SVR)를 사용하였다. 각 모델의 정확도 비교 평가 결과, 스태킹 앙상블 모델이 연구 기간 내 시간별 평균 R 및 RMSE이 0.76, 0.0065ppm으로 가장 높은 성능을 보여주었다. 스태킹 앙상블 모델의 지상 오존 농도 지도는 복잡한 지형 및 도시화 변수의 특징이 잘 드러나며 더 넓은 농도 범위를 보여주었다. 개발된 모델은 매시간 공간적으로 연속적인 공간 지도를 산출할 수 있을 뿐만 아니라 8시간 평균치 산출 및 시계열 분석에 있어서도 활용 가능성이 클 것으로 기대된다.