• 제목/요약/키워드: error measurement

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The Informativeness of Cash Flows and Earnings (현금흐름과 이익의 정보성)

  • Pyo, Young-In
    • Korean Business Review
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    • v.11
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    • pp.241-253
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    • 1998
  • One form of the anomalies of stock price changes as reaction to earnings information is believed to be caused by the so-called earnings fixation, which is the overreaction of stock prices to earnings. According to the Sloan (1996) study, stock price changes are positively associated with earnings at the time of earnings releases, but the association becomes negative after that, as the early overreaction is corrected. However, the problem in his study is to use cash flows computed by adjusting earnings with appropriate income statement and balance sheet items. As Bahnson et al. (1996) show, these cash flows substantially deviate from SFAS No. 95 cash flows and the sample used in this study is found to be subject to this substantial measurement error. Therefore, the result of Sloan might be driven by this error and the reexamination of earnings fixation is warranted. The results are generally consistent with those in Sloan. First, earnings is positively associated with stock price changes at the time of earnings releases, but the association becomes negative after that. Second, cash flows show a weak association with stock price changes at the time of earnings releases, but the association become stronger thereafter. Third, when seperated from cash flows, accruals have an incremental explanation about stock price changes beyond that of cash flows, accruals have a negative association later on. This finding is consistent with stock price overreaction to accruals, even when more cleaner cash flow data are used.

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Application of Machine Learning Algorithm and Remote-sensed Data to Estimate Forest Gross Primary Production at Multi-sites Level (산림 총일차생산량 예측의 공간적 확장을 위한 인공위성 자료와 기계학습 알고리즘의 활용)

  • Lee, Bora;Kim, Eunsook;Lim, Jong-Hwan;Kang, Minseok;Kim, Joon
    • Korean Journal of Remote Sensing
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    • v.35 no.6_2
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    • pp.1117-1132
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    • 2019
  • Forest covers 30% of the Earth's land area and plays an important role in global carbon flux through its ability to store much greater amounts of carbon than other terrestrial ecosystems. The Gross Primary Production (GPP) represents the productivity of forest ecosystems according to climate change and its effect on the phenology, health, and carbon cycle. In this study, we estimated the daily GPP for a forest ecosystem using remote-sensed data from Moderate Resolution Imaging Spectroradiometer (MODIS) and machine learning algorithms Support Vector Machine (SVM). MODIS products were employed to train the SVM model from 75% to 80% data of the total study period and validated using eddy covariance measurement (EC) data at the six flux tower sites. We also compare the GPP derived from EC and MODIS (MYD17). The MODIS products made use of two data sets: one for Processed MODIS that included calculated by combined products (e.g., Vapor Pressure Deficit), another one for Unprocessed MODIS that used MODIS products without any combined calculation. Statistical analyses, including Pearson correlation coefficient (R), mean squared error (MSE), and root mean square error (RMSE) were used to evaluate the outcomes of the model. In general, the SVM model trained by the Unprocessed MODIS (R = 0.77 - 0.94, p < 0.001) derived from the multi-sites outperformed those trained at a single-site (R = 0.75 - 0.95, p < 0.001). These results show better performance trained by the data including various events and suggest the possibility of using remote-sensed data without complex processes to estimate GPP such as non-stationary ecological processes.

Calibration of Pyranometer with Solar Radiation Intercomparison Observation at Research Institute for Radiation-Satellite, Gangneung-Wonju National University (강릉원주대학교 복사-위성연구소에서 실외 비교관측을 통한 전천일사계 교정)

  • Jee, Joon-Bum;Zo, Il-Sung;Kim, Bu-Yo;Lee, Kyu-Tae;Yoo, Myeong-Seon;Lee, Yong-Joo;Jang, Jeong-Pil
    • Journal of the Korean earth science society
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    • v.40 no.2
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    • pp.135-148
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    • 2019
  • Although the technology for the observation of solar radiation is rapidly developing worldwide, in Korea the guidelines for comparing observations of solar radiation are only now under preparation. In this study, a procedure for intercomparison observations of solar radiation was established which accounts for meteorological and geographical conditions. The intercomparisons among observations by national reference pyranometers were carried out at the Asia Regional Radiation Center, Japan, in 2017. Recently, the result of the calibration of the reference pyranometer of the Korean Meteorological Administration (KMA) has been reported. Using the KMA pyranometer as a reference, comparisons between observations and calibrations were carried out for the standard (B to J) pyranometers of the KMA, and for the reference (A) and the standard pyranometers of the Gangneung-Wonju National University. The intercomparisons were carried out between October 24 and October 25, 2018. The sensitivity constants were adjusted according to the results of the data analysis performed on October 24. On October 25, a post-comparison observation was also performed, and the data of the participating pyranometers were verified. The sensitivity constants were calculated using only data corresponding to a solar radiation of $450.0W\;m^{-2}$ or higher. The B and I pyranometers exhibited a small error (${\pm}0.50W\;m^{-2}$), and the applied sensitivity constants were in the range $0.08-0.16{\mu}V(W\;m^{-2})^{-1}$. For the C pyranometer, the adjustment of the sensitivity constant was the largest, i.e., $-0.16{\mu}V(W\;m^{-2})^{-1}$. As a result, the nine candidate pyranometers could be calibrated with an average error of $0.06W\;m^{-2}$ (0.08%) with respect to the KMA reference, which falls within the allowed tolerance of ${\pm}1.00%$ (or ${\pm}4.50W\;m^{-2}$).

Predicting Forest Gross Primary Production Using Machine Learning Algorithms (머신러닝 기법의 산림 총일차생산성 예측 모델 비교)

  • Lee, Bora;Jang, Keunchang;Kim, Eunsook;Kang, Minseok;Chun, Jung-Hwa;Lim, Jong-Hwan
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.21 no.1
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    • pp.29-41
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    • 2019
  • Terrestrial Gross Primary Production (GPP) is the largest global carbon flux, and forest ecosystems are important because of the ability to store much more significant amounts of carbon than other terrestrial ecosystems. There have been several attempts to estimate GPP using mechanism-based models. However, mechanism-based models including biological, chemical, and physical processes are limited due to a lack of flexibility in predicting non-stationary ecological processes, which are caused by a local and global change. Instead mechanism-free methods are strongly recommended to estimate nonlinear dynamics that occur in nature like GPP. Therefore, we used the mechanism-free machine learning techniques to estimate the daily GPP. In this study, support vector machine (SVM), random forest (RF) and artificial neural network (ANN) were used and compared with the traditional multiple linear regression model (LM). MODIS products and meteorological parameters from eddy covariance data were employed to train the machine learning and LM models from 2006 to 2013. GPP prediction models were compared with daily GPP from eddy covariance measurement in a deciduous forest in South Korea in 2014 and 2015. Statistical analysis including correlation coefficient (R), root mean square error (RMSE) and mean squared error (MSE) were used to evaluate the performance of models. In general, the models from machine-learning algorithms (R = 0.85 - 0.93, MSE = 1.00 - 2.05, p < 0.001) showed better performance than linear regression model (R = 0.82 - 0.92, MSE = 1.24 - 2.45, p < 0.001). These results provide insight into high predictability and the possibility of expansion through the use of the mechanism-free machine-learning models and remote sensing for predicting non-stationary ecological processes such as seasonal GPP.

A Study on the Retrieval of River Turbidity Based on KOMPSAT-3/3A Images (KOMPSAT-3/3A 영상 기반 하천의 탁도 산출 연구)

  • Kim, Dahui;Won, You Jun;Han, Sangmyung;Han, Hyangsun
    • Korean Journal of Remote Sensing
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    • v.38 no.6_1
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    • pp.1285-1300
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    • 2022
  • Turbidity, the measure of the cloudiness of water, is used as an important index for water quality management. The turbidity can vary greatly in small river systems, which affects water quality in national rivers. Therefore, the generation of high-resolution spatial information on turbidity is very important. In this study, a turbidity retrieval model using the Korea Multi-Purpose Satellite-3 and -3A (KOMPSAT-3/3A) images was developed for high-resolution turbidity mapping of Han River system based on eXtreme Gradient Boosting (XGBoost) algorithm. To this end, the top of atmosphere (TOA) spectral reflectance was calculated from a total of 24 KOMPSAT-3/3A images and 150 Landsat-8 images. The Landsat-8 TOA spectral reflectance was cross-calibrated to the KOMPSAT-3/3A bands. The turbidity measured by the National Water Quality Monitoring Network was used as a reference dataset, and as input variables, the TOA spectral reflectance at the locations of in situ turbidity measurement, the spectral indices (the normalized difference vegetation index, normalized difference water index, and normalized difference turbidity index), and the Moderate Resolution Imaging Spectroradiometer (MODIS)-derived atmospheric products(the atmospheric optical thickness, water vapor, and ozone) were used. Furthermore, by analyzing the KOMPSAT-3/3A TOA spectral reflectance of different turbidities, a new spectral index, new normalized difference turbidity index (nNDTI), was proposed, and it was added as an input variable to the turbidity retrieval model. The XGBoost model showed excellent performance for the retrieval of turbidity with a root mean square error (RMSE) of 2.70 NTU and a normalized RMSE (NRMSE) of 14.70% compared to in situ turbidity, in which the nNDTI proposed in this study was used as the most important variable. The developed turbidity retrieval model was applied to the KOMPSAT-3/3A images to map high-resolution river turbidity, and it was possible to analyze the spatiotemporal variations of turbidity. Through this study, we could confirm that the KOMPSAT-3/3A images are very useful for retrieving high-resolution and accurate spatial information on the river turbidity.

Accuracy of HF radar-derived surface current data in the coastal waters off the Keum River estuary (금강하구 연안역에서 HF radar로 측정한 유속의 정확도)

  • Lee, S.H.;Moon, H.B.;Baek, H.Y.;Kim, C.S.;Son, Y.T.;Kwon, H.K.;Choi, B.J.
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.13 no.1
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    • pp.42-55
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    • 2008
  • To evaluate the accuracy of currents measured by HF radar in the coastal sea off Keum River estuary, we compared the facing radial vectors of two HF radars, and HF radar-derived currents with in-situ measurement currents. Principal component analysis was used to extract regression line and RMS deviation in the comparison. When two facing radar's radial vectors at the mid-point of baseline are compared, RMS deviation is 4.4 cm/s in winter and 5.4 cm/s in summer. When GDOP(Geometric Dilution of Precision) effect is corrected from the RMS deviations that is analyzed from the comparison between HF radar-derived and current-metermeasured currents, the error of velocity combined by HF radar-derived current is less than 5.1 cm/s in the stations having moderate GDOP values. These two results obtained from different method suggest that the lower limit of HF radar-derived current's accuracy is 5.4 cm/s in our study area. As mentioned in previous researches, RMS deviations become large in the stations located near the islands and increase as a function of mean distance from the radar site due to decrease of signal-to-noise level and the intersect angle of radial vectors. We found that an uncertain error bound of HF radar-derived current can be produced from the separation process of RMS deviations using GDOP value if GDOP value for each component is very close and RMS deviations obtained from current component comparison are also close. When the current measured in the stations having moderate GDOP values is separated into tidal and subtidal current, characteristics of tidal current ellipses analyzed from HF radar-derived current show a good agreement with those from current-meter-measured current, and time variation of subtidal current showed a response reflecting physical process driven by wind and density field.

State of Health and State of Charge Estimation of Li-ion Battery for Construction Equipment based on Dual Extended Kalman Filter (이중확장칼만필터(DEKF)를 기반한 건설장비용 리튬이온전지의 State of Charge(SOC) 및 State of Health(SOH) 추정)

  • Hong-Ryun Jung;Jun Ho Kim;Seung Woo Kim;Jong Hoon Kim;Eun Jin Kang;Jeong Woo Yun
    • Journal of the Microelectronics and Packaging Society
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    • v.31 no.1
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    • pp.16-22
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    • 2024
  • Along with the high interest in electric vehicles and new renewable energy, there is a growing demand to apply lithium-ion batteries in the construction equipment industry. The capacity of heavy construction equipment that performs various tasks at construction sites is rapidly decreasing. Therefore, it is essential to accurately predict the state of batteries such as SOC (State of Charge) and SOH (State of Health). In this paper, the errors between actual electrochemical measurement data and estimated data were compared using the Dual Extended Kalman Filter (DEKF) algorithm that can estimate SOC and SOH at the same time. The prediction of battery charge state was analyzed by measuring OCV at SOC 5% intervals under 0.2C-rate conditions after the battery cell was fully charged, and the degradation state of the battery was predicted after 50 cycles of aging tests under various C-rate (0.2, 0.3, 0.5, 1.0, 1.5C rate) conditions. It was confirmed that the SOC and SOH estimation errors using DEKF tended to increase as the C-rate increased. It was confirmed that the SOC estimation using DEKF showed less than 6% at 0.2, 0.5, and 1C-rate. In addition, it was confirmed that the SOH estimation results showed good performance within the maximum error of 1.0% and 1.3% at 0.2 and 0.3C-rate, respectively. Also, it was confirmed that the estimation error also increased from 1.5% to 2% as the C-rate increased from 0.5 to 1.5C-rate. However, this result shows that all SOH estimation results using DEKF were excellent within about 2%.

A Study on the Patient Exposure Doses from the Panoramic Radiography using Dentistry (치과 파노라마 촬영에서 환자의 피폭선량에 관한 연구)

  • Park, Ilwoo;Jeung, Wonkyo;Hwang, Hyungsuk;Lim, Sunghwan;Lee, Daenam;Im, Inchul;Lee, Jaeseung;Park, Hyonghu;Kwak, Byungjoon;Yu, Yunsik
    • Journal of the Korean Society of Radiology
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    • v.7 no.1
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    • pp.17-24
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    • 2013
  • This study estimate radiation biological danger factor by measuring patient's exposed dose and propose the low way of patient's exposed dose in panoramic radiography. We seek correcting constant of OSL dosimeter for minimize the error of exposed dose's measurement and measure the Left, Right crystalline lens, thyroid, directly included upper, lower lips, the maxillary bone and the center of photographing that indirect included in panoramic radiography by using the human body model standard phantom advised in ICRP. In result, the center of photographing's level of radiation maximum value is $413.67{\pm}6.53{\mu}Gy$ and each upper, lower lips is $217.80{\pm}2.98{\mu}Gy$, $215.33{\pm}2.61{\mu}Gy$. Also in panoramic radiography, indirect included Left, Right crystalline lens's level of radiation are $30.73{\pm}2.34{\mu}Gy$, $31.87{\pm}2.50{\mu}Gy$, and thyroid's level of measured exposed dose can cause effect of radiation biological and we need justifiable analysis about radiation defense rule and substantiation advised international organization for the low way of patient's exposed dose in panoramic radiography of dental clinic and we judge need the additional study about radiation defense organization for protect the systematize protocol's finance and around internal organs for minimize until accepted by many people that is technological, economical and social fact by using panoramic measurement.

A Fully Digital Automatic Gain Control System with Wide Dynamic Range Power Detectors for DVB-S2 Application (넓은 동적 영역의 파워 검출기를 이용한 DVB-S2용 디지털 자동 이득 제어 시스템)

  • Pu, Young-Gun;Park, Joon-Sung;Hur, Jeong;Lee, Kang-Yoon
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.46 no.9
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    • pp.58-67
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    • 2009
  • This paper presents a fully digital gain control system with a new high bandwidth and wide dynamic range power detector for DVB-S2 application. Because the peak-to-average power ratio (PAPR) of DVB-S2 system is so high and the settling time requirement is so stringent, the conventional closed-loop analog gain control scheme cannot be used. The digital gain control is necessary for the robust gain control and the direct digital interface with the baseband modem. Also, it has several advantages over the analog gain control in terms of the settling time and insensitivity to the process, voltage and temperature variation. In order to have a wide gain range with fine step resolution, a new AGC system is proposed. The system is composed of high-bandwidth digital VGAs, wide dynamic range power detectors with RMS detector, low power SAR type ADC, and a digital gain controller. To reduce the power consumption and chip area, only one SAR type ADC is used, and its input is time-interleaved based on four power detectors. Simulation and measurement results show that the new AGC system converges with gain error less than 0.25 dB to the desired level within $10{\mu}s$. It is implemented in a $0.18{\mu}m$ CMOS process. The measurement results of the proposed IF AGC system exhibit 80-dB gain range with 0.25-dB resolution, 8 nV/$\sqrt{Hz}$ input referred noise, and 5-dBm $IIP_3$ at 60-mW power consumption. The power detector shows the 35dB dynamic range for 100 MHz input.

Performance Evaluation of an Electrometer for Quality Control and Dosimetry in Radiation Therapy (방사선 치료의 정도관리 및 선량측정에 이용되는 전리계의 성능평가)

  • Kim, Chang-Seon;Kim, Chul-Yong;Park, Myung-Sun
    • Progress in Medical Physics
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    • v.11 no.2
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    • pp.123-130
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    • 2000
  • The performance of an electrometer directly affects on the accuracy and precision in radiation dosimetry. This study is to list of the quality control for maintaining performance and to perform evaluation tests of an electrometer. Performance tests selected include proper polarizing voltages, warm-up and equalization time, leakages, long-term stability, linearity, and effect of ambient conditions. An electrometer connected with a rigid stem ionization chamber was evaluated with a Strontium-90 check device. Bias voltage was measured directly on the input socket. Equalization time is the time required for reaching threshold of charged state after the power is on or the bias voltage is changed. Pre- and post-signal leakages are defined as the accumulation of signal with no exposure and after exposure, respectively. Over three months period, the electrometer's long-term stability was measured by comparison of the temperature-pressure corrected readings. Linearity was expressed as the deviation of readings from multiple short exposures from one continuous exposure. Effect of ambient conditions was expressed as the zero drift of the electrometer over 17-34$^{\circ}C$ temperature ranges. For two nominal values, 300 and 500 volts, measured voltages were lower by 2.5 and 5.8%, respectively. The warm-up time, 20 minutes, was longer than the lamp time by 9 minutes and the equalization time was less than 1 minute. Without exposure, the zero-drift was 0.002 scale-unit in 15 minutes and the leakage after 10 minutes exposure was minimal. The IQ-4 was stable over 99.4% for three-month periods. Deviation from the linearity was 0.9% for measurement scale, 0.000-9.991. Over 17-34$^{\circ}C$ temperature range, the zero-drift was minimal, less than 0.2%. For a clinically-used electrometer, a list for the basic peformance evaluations is proposed. By running this program, the measurement error using an electrometer can be reduced and in turn the improvement in accuracy and precision of radiation dosimetry can be achieved.

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