• Title/Summary/Keyword: Short-term Fluctuation

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A Development for Short-term Stock Forecasting on Learning Agent System using Decision Tree Algorithm (의사결정 트리를 이용한 학습 에이전트 단기주가예측 시스템 개발)

  • 서장훈;장현수
    • Journal of the Korea Safety Management & Science
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    • v.6 no.2
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    • pp.211-229
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    • 2004
  • The basis of cyber trading has been sufficiently developed with innovative advancement of Internet Technology and the tendency of stock market investment has changed from long-term investment, which estimates the value of enterprises, to short-term investment, which focuses on getting short-term stock trading margin. Hence, this research shows a Short-term Stock Price Forecasting System on Learning Agent System using DTA(Decision Tree Algorithm) ; it collects real-time information of interest and favorite issues using Agent Technology through the Internet, and forms a decision tree, and creates a Rule-Base Database. Through this procedure the Short-term Stock Price Forecasting System provides customers with the prediction of the fluctuation of stock prices for each issue in near future and a point of sales and purchases. A Human being has the limitation of analytic ability and so through taking a look into and analyzing the fluctuation of stock prices, the Agent enables man to trace out the external factors of fluctuation of stock market on real-time. Therefore, we can check out the ups and downs of several issues at the same time and figure out the relationship and interrelation among many issues using the Agent. The SPFA (Stock Price Forecasting System) has such basic four phases as Data Collection, Data Processing, Learning, and Forecasting and Feedback.

Analysis on the Effectiveness of Wind Power Fluctuation Based on Short-term Average Power (단기 평균값을 이용한 풍력발전 출력 평활화 제어 효과 분석)

  • Yoon, Tae Seop;Kim, Eel-Hwan
    • Proceedings of the KIPE Conference
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    • 2016.11a
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    • pp.206-207
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    • 2016
  • The intermittent characteristics of wind power (WP) may have negative effect on grid stability, especially in weak grid. WP fluctuation rate can be reduced by using energy storage system (ESS) through charging and discharging. The operation of ESS will decide its losses and lifetime of batteries. From this point, this paper proposes WP smoothing control by using short-term average of WP. In this case, the ESS will only operate at high WP fluctuation rate. Then, the output power of ESS will be estimated by short-term average value. The effectiveness of proposed method will be verified by comparing with conventional method. The simulation results will be carried out by using Matlab program.

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Wind-induced Spatial and Temporal Variations in the Thermohaline Front in the Jeju Strait, Korea

  • Han, In-Seong;Suh, Young-Sang;Seong, Ki-Tack
    • Fisheries and Aquatic Sciences
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    • v.16 no.2
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    • pp.117-124
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    • 2013
  • We investigated the short-term and local changes in the thermohaline front in the Jeju Strait, Korea, which is usually formed during winter and spring. To do so, we compared Real-Time Observation System by Ferryboat (RTOSF) data with wind data and routinely collected oceanographic data. During February and April 2007, a thermohaline front formed in the Jeju Strait around the 13-$14^{\circ}C$ isotherms and 33.0-33.5 isohalines. The thermohaline was clearly weakened and began moving southward in mid-March. The variations in the surface temperature and salinity showed a continuous north-south oscillation of the thermohaline front with a period of 3-10 days. The speed of the short-term and local fluctuation of thermohaline front was about 5-30 cm/s. We confirmed these findings by examining the variation in the maximum temperature gradient and $14^{\circ}C$ isotherm during the study period. These short-term and local changes had not been previously detected using serial oceanographic and satellite data. Analysis of local wind data revealed a northerly wind fluctuation with a period of 3-10 days, which was clearly related to the short-term and local changes in the thermohaline front. The short-term and local changes of the thermohaline front in the Jeju Strait originated from local changes in the winter monsoon in this area.

Compensation for Photovoltaic Generation Fluctuation by Use of Pump System with Consideration for Water Demand

  • Imanaka, Masaki;Sasamoto, Hideki;Baba, Jumpei;Higa, Naoto;Shimabuku, Masanori;Kamizato, Ryota
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.1304-1310
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    • 2015
  • In remote islands, due to expense of existing generation systems, installation of photovoltaic cells (PVs) and wind turbines has a chance of reducing generation costs. However, in island power systems, even short-term power fluctuations change the frequency of grids because of their small inertia constant. In order to compensate power fluctuations, the authors proposed the power consumption control of pumps which send water to tanks. The power control doesn’t affect water users’ convenience as long as tanks hold water. Based on experimental characteristics of a pump system, this paper shows methods to determine reference power consumption of the system with compensation for short-term PV fluctuations while satisfying water demand. One method uses a PI controller and the other method calculates reference power consumption from water flow reference. Simulations with a PV and a pump system are carried out to find optimum parameters and to compare the methods. Results show that both PI control method and water flow calculation method are useful for satisfying the water demand constraint. The water demand constraint has a little impact to suppression of the short-term power fluctuation in this condition.

Analysis of Precipitation Effects Using Groundwater Level and Electrical Conductivity Fluctuations (지하수위 변동량과 전기전도도 변동량을 이용한 강수 효과 분석)

  • Jo, Won Gi;Kang, Dong-hwan;Park, Kyoung-deok;Kim, Moon-su;Shin, In-Kyu
    • Journal of Environmental Science International
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    • v.30 no.7
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    • pp.519-527
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    • 2021
  • Moving average precipitation provides periodic precipitation patterns by solving precipitation irregularities. However, due to uncertain moving average periods, excessive data smoothing occurs, which limit the possibility to analyze groundwater levels in the short term. Nonetheless, groundwater level fluctuation can compensate these limitations as it can calculate appropriately for unit time and verify the effect of precipitation penetrated into groundwater in a short time period. In this study, the characteristics of groundwater level were evaluated using groundwater level fluctuation to compensate for limitations of groundwater level analysis using moving average precipitation. In addition, the groundwater quality was investigated using the electrical conductivity fluctuation. The study site was Hyogyo-ri, Yesan-si, Chungcheongnam-do. Four observation wells and an automated weather system were used. The correlation between groundwater level fluctuation and precipitation (Case 1) and the correlation between groundwater level and moving average precipitation (Case 3) were compared. In the analysis for 1 hour data, the correlation coefficient of Case 1 was higher than that of Case 3, and in the analysis for 1 day data, the correlation coefficient of Case 3 was higher than that of Case 1.

Analysis of Water Quality Characteristics According to Short-term Fluctuation of Water Level in the New Dam: Focused on the Upstream Watershed of Yeongju Multipurpose Dam (신규 댐 건설 전후의 수질변동 분석: 영주댐 상류유역을 중심으로)

  • Lee, Saeromi;Park, Jae Roh;Hwang, Tae Mun;Ahn, Chang Hyuk
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.431-444
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    • 2020
  • The relationship between dam construction and water quality has recently come to be considered an important issue. A dam is a physical factor which causes changes to the river system around it. Considering these points, this study was conducted to obtain basic data by analyzing the relationship between water level fluctuations and water quality parameters in the short-term. In terms of methodology, the new construction of the Yeongju Dam (M5) in 2016 was divided into Stage 1 as the lotic system and Stage 2 as the lentic system, with four years in each period, and the water level fluctuations and water quality were analyzed using official data. As a result of this study, M5, a stagnant area in which organic matter and nutrients accumulate, was found to be an important factor in water quality management. In addition, the water level changed rapidly (0.9±0.2 m → 10.9±7.1 m) as the river environment condition was converted from the lotic system to the lentic system. In addition, water quality parameters such as BOD, COD, TOC, and Chl-a significantly changed in the short-term. Further, since the transport of organic matter and nutrients occurred well in the lotic system, sedimentation was expected to be dominant in the lentic system. Therefore, it was determined that when the river flow is blocked, autochthonous organic matter is an important factor for long-term water quality management in the future. This process can increase the trophic state of the water body. As a result of this study, the TSIKO value was converted from mesotrophic in Stage 1 to eutrophic in Stage 2. Eventually, short-term changes in the river environment will affect not only changes in water level but also changes in water quality. Thus, a comprehensive and strategic approach is needed for long-term water quality management in the future.

Effect of Intraoperative Glucose Fluctuation and Postoperative IL-6, TNF-α, CRP Levels on the Short-term Prognosis of Patients with Intracranial Supratentorial Neoplasms

  • Liu, Tie-Cheng;Liu, Qi-Ran;Huang, Ying
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.24
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    • pp.10879-10882
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    • 2015
  • Objective: To investigate the effect of intraoperative glucose fluctuation and postoperative interlukin-6 (IL-6), tumor necrosis factor-${\alpha}$ (TNF-${\alpha}$), C-reactive protein (CRP) levels on the short-term prognosis of patients with intracranial supratentorial neoplasms. Materials and Methods: Eighty-six patients undergoing intracranial excision were selected in The Second Hospital of Jilin University. According to the condition of glucose fluctuation, the patients were divided into group A (glucose fluctuation <2.2 mmol/L, n=57) and group B (glucose fluctuation ${\geq}2.2mmol/L$, n=29). Glucose was assessed by drawing 2 mL blood from internal jugular vein in two groups in the following time points, namely fasting blood glucose 1 d before operation ($T_0$), 5 min after anesthesia induction ($T_1$), intraoperative peak glucose ($T_2$), intraoperative lowest glucose ($T_3$), 5 min after closing the skull ($T_4$), immediately after returning to intensive care unit (ICU) ($T_5$) and 2 h after returning to ICU ($T_6$). 1 d before operation and 1, 3 and 6 d after operation, serum IL-6 and TNF-${\alpha}$ levels were detected with enzyme-linked immunosorbent assay (ELISA), and CRP level with immunoturbidimetry. Additionally, postoperative adverse reactions were monitored. Results: There was no statistical significance between two groups regarding the operation time, anesthesia time, amount of intraoperative bleeding and blood transfusion (P>0.05). The glucose levels in both groups at $T_1{\sim}T_6$ went up conspicuously compared with that at $T_0$ (P<0.01), and those in group B at $T_2$, $T_4$, $T_5$ and $T_6$ were significantly higher than in group A (P<0.01). Serum IL-6, TNF-${\alpha}$ and CRP levels in both groups 1, 3 and 6 d after operation increased markedly compared with 1 d before operation (P<0.01), but the increased range in group A was notably lower than in group B (P<0.05 or P<0.01). Postoperative incidences of hypoglycemia, hyperglycemia and myocardial ischemia in group A were significantly lower than in group B (P<0.05), and respiratory support time obviously shorter than in group B (P<0.01). Conclusions: The glucose fluctuation of patients undergoing intracranial excision is related to postoperative IL-6, TNF-${\alpha}$ and CRP levels and those with small range of glucose fluctuation have better prognosis.

Effects of Head-Up Tilt on Nonlinear Properties of Heart Rate Variability in Young and Elderly Subjects

  • Jin, Seung-Hyun;Kim, Wuon-Shik;No, Ki-Yong
    • International Journal of Vascular Biomedical Engineering
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    • v.3 no.1
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    • pp.14-22
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    • 2005
  • In the present study, our aim is to investigate whether responses to the head-up tilt (HUT) on nonlinear properties of heart rate variability (HRV) in young and elderly subjects are different or not. Thirteen young-healthy subjects ($24.5{\pm}3.7$ years) and 18 old-aged healthy subjects ($74.5{\pm}7.4$ years) participated in this study. An electrocardiogram (ECG) in the supine posture, at $0^{\circ}$, and in the standing posture, at $70^{\circ}$ of head-up tilt, was recorded. Detrended fluctuation analysis (DFA) and approximate entropy (ApEn), measures of short-/long-term correlation properties and overall complexity of heart rate (HR) respectively, along with spectral components of HR variability (HRV) were analyzed for both the supine and HUT postures. We observed that the short-term fractal exponent ${\alpha}_1$ increased during HUT posture (F(1, 29) = 39.79, P = 0.000), especially, the young subjects showed a significantly higher values compared to the elderly subjects. ApEn significantly decreased (F(1, 29) = 8.61, P = 0.006) during HUT posture. HUT posture decreased the complexity in HR dynamics and increased short-term fractal exponent values in young subjects but not in elderly subjects. These results imply that there are differences of response to HUT on nonlinear properties between young and elderly subjects.

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Predicting Raw Material Price Fluctuation Using Signal Approach: Application to Non-ferrous Metals (신호접근법을 이용한 비철금속 상품가격변동 예측모형 연구)

  • Kim, Ji-Whan;Lee, Sang-Ho
    • Economic and Environmental Geology
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    • v.42 no.2
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    • pp.143-152
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    • 2009
  • Recent raw material prices fluctuation has been unexpectedly high and that made Korean economic activities to be depressed. Because most raw material supply in Korea depends upon oversea imports, unexpected raw material price fluctuation affects Korean industrial economies through macroeconomic variables. So Korean government enforces some political measures such as demand management and the supply-security assurance as long-range policies, and reservation and general early warning system as short-range policies. In short-range policies, it is necessary to be expected short term fluctuation. Up to recently, there have been many researches and most of those researches use parametric methods or time series analyses. Because those methods and analyses often generate inadequate relations among variables, it is possible that some consistent variables are left out or the results are misunderstood. This study, therefore, is aim to mitigate those methodological problems and find the relatively appropriate model for economic explanation. So that, in this paper, by using non-parametric signal approach method mitigating some shortages of previous researches and forecasting properly short-range prices fluctuation of non-ferrous materials are presented empirically.

Application of Realtime Monitoring of Oceanic Conditions in the Coastal Water for Environmental Management

  • Choi, Yang-Ho;Ro, Young-Jae
    • Journal of the korean society of oceanography
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    • v.39 no.2
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    • pp.148-154
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    • 2004
  • This study describes the realtime monitoring system for water quality conditions in coastal waters. Some issues on the data qualify control and quality analysis are examined along with examples of erroneous data. Three different cases of database produced by the realtime monitoring system are presented and analyzed, namely 1) hypoxic condition, 2) over-saturated D.O. and 3) short-term variability of temperature and D.O. In utilizing the realtime database, D.O. prediction and warning models are developed based on autoregressive stochastic process. The model is very simple, yet, users in various levels from powerful and useful with its ability to send warning messages to users in varous levels from governmental administrative staff to local fisherman, and give them some allowances to cope with the situation.