• 대기
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• 제28권3호
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• pp.291-303
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• 2018

In this study, a new consensus technique for predicting tropical cyclone (TC) intensity in the western North Pacific was developed. The most important feature of the present consensus model is to select and combine the guidance numerical models with the best performance in the previous years based on various evaluation criteria and averaging methods. Specifically, the performance of the guidance models was evaluated using both the mean absolute error and the correlation coefficient for each forecast lead time, and the number of the numerical models used for the consensus model was not fixed. In averaging multiple models, both simple and weighted methods are used. These approaches are important because that the performance of the available guidance models differs according to forecast lead time and is changing every year. In particular, this study develops both a multi-consensus model (M-CON), which constructs the best consensus models with the lowest error for each forecast lead time, and a single best consensus model (S-CON) having the lowest 72-hour cumulative mean error, through on training process. The evaluation results of the selected consensus models for the training and forecast periods reveal that the M-CON and S-CON outperform the individual best-performance guidance models. In particular, the M-CON showed the best overall performance, having advantages in the early stages of prediction. This study finally suggests that forecaster needs to use the latest evaluation results of the guidance models every year rather than rely on the well-known accuracy of models for a long time to reduce prediction error.

• 대기
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• 제25권2호
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• pp.375-387
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• 2015

A Selected Multi-model CONsensus (SMCON) technique was developed and verified for the tropical cyclone track forecast in the western North Pacific. The SMCON forecasts were produced by averaging numerical model forecasts showing low 70% latest 6 h prediction errors among 21 models. In the homogeneous comparison for 54 tropical cyclones in 2013 and 2014, the SMCON improvement rate was higher than the other forecasts such as the Non-Selected Multi-model CONsensus (NSMCON) and other numerical models (i.e., GDAPS, GEPS, GFS, HWRF, ECMWF, ECMWF_H, ECMWF_EPS, JGSM, TEPS). However, the SMCON showed lower or similar improvement rate than a few forecasts including ECMWF_EPS forecasts at 96 h in 2013 and at 72 h in 2014 and the TEPS forecast at 120 h in 2013. Mean track errors of the SMCON for two year were smaller than the NSMCON and these differences were 0.4, 1.2, 5.9, 12.9, 8.2 km at 24-, 48-, 72-, 96-, 120-h respectively. The SMCON error distributions showed smaller central tendency than the NSMCON's except 72-, 96-h forecasts in 2013. Similarly, the density for smaller track errors of the SMCON was higher than the NSMCON's except at 72-, 96-h forecast in 2013 in the kernel density estimation analysis. In addition, the NSMCON has lager range of errors above the third quantile and larger standard deviation than the SMCON's at 72-, 96-h forecasts in 2013. Also, the SMCON showed smaller bias than ECMWF_H for the cross track bias. Thus, we concluded that the SMCON could provide more reliable information on the tropical cyclone track forecast by reflecting the real-time performance of the numerical models.

• 대기
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• 제21권2호
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• pp.209-220
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• 2011

A new consensus algorithm for the prediction of tropical cyclone track has been developed. Conventional consensus is a simple average of a few fixed models that showed the good performance in track prediction for the past few years. Meanwhile, the consensus in this study is a weighted average of a few models that may change for every individual forecast time. The models are selected as follows. The first step is to find the analogous past tropical cyclone tracks to the current track. The next step is to evaluate the model performances for those past tracks. Finally, we take the weighted average of the selected models. More weight is given to the higher performance model. This new algorithm has been named as DYTRAP (DYnamic data-base Typhoon tRAck Prediction) in the sense that the data base is used to find the analogous past tracks and the effective models for every individual track prediction case. DYTRAP has been applied to all 2009 tropical cyclone track prediction. The results outperforms those of all models as well as all the official forecasts of the typhoon centers. In order to prove the real usefulness of DYTRAP, it is necessary to apply the DYTRAP system to the real time prediction because the forecast in typhoon centers usually uses 6-hour or 12-hour-old model guidances.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2014년도 추계학술대회
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• pp.409-411
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• 2014

증권사 애널리스트 이익예측치의 변경이 주가에 미치는 영향은 다양한 관점에서 선행연구들이 진행되었고, 이익예측치의 단순 평균으로 산출되는 컨센서스 수치는 실제 주식시장에 참여하는 투자자에게 폭넓게 활용되고 있다. 최근 들어서는 개별 추정치 별로 내재하고 있는 정보들을 최대한 반영하여 기존의 컨센서스에 비해 좀 더 정확한 값을 계산하려는 중요성이 부각되고 있다. 이에 따라 본 연구는 국내외 선행연구 결과들을 바탕으로 컨센서스의 정확도에 영향을 주는 요인들 중에서 통계적으로 설명력이 높은 요인들을 선별하여 컨센서스의 정확도를 높이는 방법론을 제시하고자 한다.

• 기술혁신연구
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• 제9권1호
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• pp.95-120
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• 2001

One of the systematic attempts for technological forecasting is Delphi Method that externalizes and manipulates unformalized experts opinion in a particular problem or subject. It has, however, a critical shortcoming that it can not reflect the degree of interaction that exists among forecast events or subject. Gordon and Hayward(1969) criticize that when the forecast events are strongly interrelated, a totally unrealistic consensus may result. They proposed a new forecasting method that considers the interaction of events, that is, Cross Impact Analysis (CIA). A number of related models have been developed after them. In this study, we examine a variety of research results related to CIA obtained by literature survey and propose the limitation and future research direction. This analysis would be expected to help us to create a strategic scenario on future technology development at the government and firm level.

• 재무관리연구
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• 제20권1호
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• pp.93-124
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• 2003

본 연구에서는 2000년부터 2002년까지의 기간에서 국내 외의 재무분석가들이 1999년$\sim$2003년까지의 각 연도별 연간 매출액, 영업이익과 순이익에 대하여 발표한 예측치를 대상으로 하여 재무분석가들이 기업실적을 얼마나 정확하게 예측하며, 예측치를 수정할 때 어떤 체계적인 경향을 보이며, 기업실적을 예측할 때 전년도의 실적변화에 대해 어떤 반응을 보이는지를 분석하는데 목적을 두었다. 이러한 분석목적을 달성하기 위하여 재무분석가별, 예측년도별, 전년도의 기업실적 변화별로 표본을 각각 분류하여 재무분석가별 예측의 정확성, 합의예측치의 상대적 정확성, 예측치의 수정패턴 및 예상 밖의 전년도 실적변화에 대한 반응을 분석하였다. 본 연구에서 발견된 분석결과를 요약하면 다음과 같다. 첫째, 매출액, 영업이익과 순이익의 표준예측오차가 모두 통계적으로 유의적인 음(-)의 값을 보임으로써 재무분석가들이 기업실적을 상향 편의적으로 예측하는 경향이 있음을 발견하였다. 둘째, 국내. 외 재무분석가의 예측정확성을 비교한 분석에서 국내 재무분석가들이 국외 재무분석가들에 비해 상대적으로 정확한 예측을 하고 있음을 발견하였다. 셋째, 예측시점별로 측정한 평균표준예측오차에 대한 분석에서는 예측시점이 기업실적의 발표시점에 가까워질수록 예측의 정확성이 높아짐을 발견하였다. 넷째, 개별재무분석가와 비교할 때, 합의예측치의 정확성이 상대적으로 떨어지는 것으로 나타났으며, 합의 예측치를 추정할 때 평균보다 중위값을 이용하여 추정한 경우 예측오차를 줄일 수 있는 것으로 나타났다. 다섯째, 재무분석가들이 기업실적을 과대 예측한 다음 예측치를 하향 수정하는 것으로 나타났으나 체계적이지 않음을 발견할 수 있었다. 즉 재무분석가들은 전년도의 기업실적에 따라 예측치를 상향 또는 하향 수정하는 것으로 나타났다. 여섯째, 재무분석가들은 예측활동을 수행하는 과정에서 전년도의 매출액 변화에 대하여 과대 반응하는 한편 전년도의 영업이익과 순이익 변화에 대하여 과소 반응함을 발견할 수 있었다. 일곱째, 재무분석가들의 예측편의를 보다 정확하게 분석하기 위하여 정보변수인 전년기업실적 변수를 예상된 실적변화와 예상치 못한 실적변화로 분류하여 Easterwood-Nutt(1999)모형을 이용해 분석한 결과 세 개의 기업실적변수(매출액, 영업이익과 순이익)모두의 예상치 못한 전년실적변화에 대해 재무분석가들이 과대 예측하는 것이 아니라 낙관적 예측을 수행하는 경향이 있음을 발견할 수 있었다.

• 대기
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• 제26권1호
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• pp.1-18
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• 2016

Eleven Tropical Cyclone (TC) intensity guidance models in the western North Pacific have been validated over 2008~2014 based on various analysis methods according to the lead time of forecast, year, month, intensity, rapid intensity change, track, and geographical area with an additional focus on TCs that influenced the Korean peninsula. From the evaluation using mean absolute error and correlation coefficients for maximum wind speed forecasts up to 72 h, we found that the Hurricane Weather Research and Forecasting model (HWRF) outperforms all others overall although the Global Forecast System (GFS), the Typhoon Ensemble Prediction System of Japan Meteorological Agency (TEPS), and the Korean version of Weather and Weather Research and Forecasting model (KWRF) also shows a good performance in some lead times of forecast. In particular, HWRF shows the highest performance in predicting the intensity of strong TCs above Category 3, which may be attributed to its highest spatial resolution (~3 km). The Navy Operational Global Prediction Model (NOGAPS) and GFS were the most improved model during 2008~2014. For initial intensity error, two Japanese models, Japan Meteorological Agency Global Spectral Model (JGSM) and TEPS, had the smallest error. In track forecast, the European Centre for Medium-Range Weather Forecasts (ECMWF) and recent GFS model outperformed others. The present results has significant implications for providing basic information for operational forecasters as well as developing ensemble or consensus prediction systems.

• 산업공학
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• 제17권1호
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• pp.84-92
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• 2004

We have discussed the importance of collaborative forecasting and the difficulties that can arise during its implementation. We have also proposed the detail process of collaborative forecasting and the system requirement on each step of the process so that the proposed detail process can be easily applied to real life scenario. Lastly, we have talked about a case study of a telecommunication equipment manufacturer that has implemented the proposed collaborative forecasting process that verify the feasibility of the process.

• 한국환경과학회지
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• 제20권9호
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• pp.1095-1104
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• 2011

A survey of professionals employed in marine related fields was conducted on subjects related to marine meteorological forecasts and special reports. The outcome of the survey indicated that the respondents were overall satisfied with the determination of the zones related to marine meteorological forecasts and special reports and with the number of forecast factors, but in regards to the questions about specific adjustment methods, it was found that the respondents perceived a need for adjustment. In addition, although there was a high consensus among the respondents that the criteria for watch and warning in the marine special reports were suitable, they voiced the opinion that it will be necessary to implement changes in the current criteria for watch and warning in order to further improve the compatibility of the criteria. The survey found that there was a high level of utilization for the marine meteorological information provided by the Korea Meteorological Administration(KMA), and that respondents mostly acquired this information via internet and TV. On the other hand, however, the satisfaction level regarding the accuracy of the marine meteorological information was low in comparison to the utilization level. The survey regarding areas for improvement in the forecasts and special reports also indicated that the need for 'improvement in the accuracy of forecasts' was cited most frequently.

• 분석과 대안
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• 제4권2호
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• pp.71-102
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• 2020

This study analyzes the effect of demographic changes on economic growth. We use the supply-side output identity to forecast the growth potential of the Korean economy. According to the results, even based on optimistic assumptions and prospects, the economic growth rate is likely to fall drastically starting in 2020. Of course, to maintain growth potential, efforts to increase productivity are necessary. However, given the historical experience of developed countries, it is not clear whether the huge trend of demographic change can be offset by efforts to increase productivity. In the so-called '30-50 club' countries, both labor productivity and growth rate tend to fall after reaching the per capita income of $30,000. The degree of decline in the growth rate is closely related to changes in the working age population and the prime-age workforce. The results are similar when tracking the path of changes in total factor productivities of the economy. When a certain level of income is reached, the increase in total factor productivity also tends to slow down. The ripple effects of rapid changes in demographics will indeed be extensive. The negative impact is likely to be concentrated at a time when the working age population, the prime-age workforce, and the total population shrink simultaneously. Above all, it is necessary to use the government's fiscal space to block the possibility of a rapid fall in the growth rate. In addition, it is important to continuously implement various reform tasks that should be promoted, such as improving the education system and strengthening the social safety net.