• 산업경영시스템학회지
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• 제43권4호
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• pp.59-66
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• 2020

In this study, we consider the problem of forecasting the number of inbound foreigners visiting Korea. Forecasting tourism demand is an essential decision to plan related facilities and staffs, thus many studies have been carried out, mainly focusing on the number of inbound or outbound tourists. In order to forecast tourism demand, we use a seasonal ARIMA (SARIMA) model, as well as a SARIMAX model which additionally comprises an exogenous variable affecting the dependent variable, i.e., tourism demand. For constructing the forecasting model, we use a search procedure that can be used to determine the values of the orders of the SARIMA and SARIMAX. For the exogenous variable, we introduce factors that could cause the tourism demand reduction, such as the 9/11 attack, the SARS and MERS epidemic, and the deployment of THAAD. In this study, we propose a procedure, called Measuring Impact on Demand (MID), where the impact of each factor on tourism demand is measured and the value of the exogenous variable corresponding to the factor is determined based on the measurement. To show the performance of the proposed forecasting method, an empirical analysis was conducted where the monthly number of foreign visitors in 2019 were forecasted. It was shown that the proposed method can find more accurate forecasts than other benchmarks in terms of the mean absolute percentage error (MAPE).

• 응용통계연구
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• 제28권1호
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• pp.61-74
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• 2015

최근 교육학, 경영학, 심리학 등 사회과학 뿐만 아니라 공정관리, 생물정보학 등 자연과학에서도 널리 사용되고 있는 구조식 모형(structural equation modeling)에서 잠재변수점수(latent variable score)는 직접 측정이 불가능한 잠재변수를 수량화한 추정치이다. 이 연구에서는 구조식 모형을 단계(stage)별로 분할하여 분석하는 단계별 구조식 모형(stagewise SEM; SSEM)을 제안하였다. 기존 방법은 모든 관측변수의 분산-공분산을 한꺼번에 고려하므로 독립변수인 외생잠재변수(exogenous latent variable)가 종속변수인 내생잠재변수(endogenous latent variable)에 의해 영향을 받는, 논리적으로 타당하지 않은 경우가 있다. 단계별 구조식 모형은 이런 문제점을 해결할 뿐만 아니라 모형의 복잡성을 낮추어 쉽게 해를 찾을 수 있으며, 분석과정에서 생성되는 잠재변수점수로 추가 분석도 용이하다.

• Journal of the Korean Data and Information Science Society
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• 제28권3호
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• pp.697-707
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• 2017

In this paper, we propose a modified GARCH(p, q)-X model which is obtained by adding the exogenous variables to the modified GARCH(p, q) process. Some limiting properties are shown under various stationary and nonstationary exogenous processes which are generated by another process independent of the noise process. The proposed model extends the GARCH(1, 1)-X model studied by Han (2015) to various GARCH(p, q)-type models such as GJR GARCH, asymptotic power GARCH and VGARCH combined with exogenous process. In comparison with GARCH(1, 1)-X, we expect that many stylized facts including long memory property of the financial time series can be explained effectively by modified GARCH(p, q) model combined with proper additional covariate.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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• pp.652-655
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• 1996

This paper develops an AC motor controller for applications. The AC motor controller is designed based on the variable structure control method and a variable structure disturbance observer is added to reduce the effects of exogenous disturbances. The designed controller is installed on the z-axis of a CNC machining center and milling experiments were performed. The results show improved performance on both position and speed tracking, when compared to the factory-designed servo controller.

• 아태비즈니스연구
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• 제9권4호
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• pp.67-84
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• 2018

This study is about comparing coal thermal plant to LNG combined power plant in respect of environmental and economic cost analysis. In addition sensitive analysis of power cost and discount rate is conducted to compare the result of change in endogenous and exogenous variable. For environmental assessment, when they generate 10,669GWh yearly, coal thermal power plant emits sulfur oxides 959ton, nitrogen oxide 690ton, particulate matter 168ton and LNG combined power plant emits only nitrogen oxide 886ton respectively every year. Regarding economic cost analysis on both power plants during persisting period 30 years, coal thermal power plant is more cost effective 4,751 billion won than LNG combined taking in account the initial, operational, energy and environmental cost at 10,669GWh yearly in spite of only LNG combined power plant's energy cost higher than coal thermal. In case of sensitive analysis of power cost and discount rate, as 1% rise or drop in power cost, the total cost of coal thermal power plant increases or decreases 81 billion won and LNG combined 157 billion won up or down respectively. When discount rate 1% higher, the cost of coal thermal and LNG combined power plant decrease 498 billion won and 539 billion won for each. When discount rate 1% lower, the cost of both power plant increase 539 billion won and 837 billion won. With comparing each result of change in power cost and discount rate, as discount rate is weigher than power cost, which means most influential variable of power plan is discount rate one of exogenous variables not endogenous.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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• pp.293-296
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• 1997

Robust stability conditions for discrete-time variable structure control is proposed. Conventionally the discrete-time variable structure control method with a variable structure uncertainty compensator approach requires a bounded changing rate of the uncertainties to ensure robust stability. However, when uncertainties vary as a function of state variables, which occur with parametric uncertainties, it is not reasonable to assume a bounded variation on the uncertainties. In this paper, uncertainties are assumed to consist of exogenous disturbances and parametric uncertainties. An uncertainty compensator is used to deal with the former, and a robust stability condition is derived using Small Gain Theorem for the latter.

• 보건행정학회지
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• 제8권1호
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• pp.52-96
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• 1998

To find causal factors and improvement plans of organizational commitment of public servants in urban health centers, a hypothetical causal model, which included 2 endogenous variables(organizational commitment & organizational satisfaction) and 15 exogenous variables, was constructed. Exogenous variables consisted of individual factors (sex, age, education, job-grade, and annual salary), psychological variables(pride for organization, extrinsic motivation, intrinsic motivation and support of supervisor) ad structural variables(formalization, centralization, communication, job-conflict, job-decision, and workload). In the hypothetical causal model, organizational commitment was supposed to be effect variable, and organizational satisfaction was presumed to be intervening variable to mediate between organizational commitment and exogenous variables. For data collection, cross-sectional self-administered questionnaire survey was conducted to 1,295 public servants from 32 urban health centers nationwide. The survey responses were from 934, 72.1% of subjects. But 756 responses(58.4%) were analyzed because of excluding ones with missing values. The hypothetical causal model was fitted by covariance structural analysis with maximum likelihood method. Main results were as follows: (1) The fitted causal model accounted for 33 and 55 percent of total variance of organizational commitment and organizational satisfaction of public servants, respectively. (2) In order of effect size, pride for organization, supervisor support, communication, extrinsic motivation and centralization had an indirect effect effect on organizational commitment through organizational satisfaction. However, the effect of centralization was negative. (3) Pride for organiztion, intrinsic motivation, organizational satisfaction, job-conflict, supervisor support, communication, age, centralization, annual salar and extrinsic motivation had indirect or direct effects on organizational commitment in order of effect size. Among them, effects of job-conflict and centraldization were negative. In conclusion, these results suggested that organizational commitment of public servants in urban health centers could be enhanced by pride for organization, intrinsic and extrinsic motivations, prevention of job-conflict and excess centralization, supervisor support and active communication. Especially, pride for organization and intrinsic motivation were expected to play the most important role.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1481-1489
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• 2014

한국 프로야구 총 관중수 예측에 대해 기존의 선행 연구에서는 주로 자기회귀누적이동평균 모형이 사용되고 있다. 본 논문에서는 공변량을 고려한 자기회귀누적이동평균 모형과 성장곡선 모형을 이용하여 프로야구 관중 수에 대한 예측 모형을 제시하고 기존의 선행 연구 모형과 비교하고자 한다. 공변량을 이용한 모형을 사용함으로써 기존의 선행 연구 모형보다 보다 개선된 예측력을 얻을 수 있었다. 이는 통계적 자료분석에서 한 가지 방법보다는 다양한 방법을 시도한 후 비교, 논의를 통하여 자료를 가장 잘 설명해 줄 수 있는 최적 방법을 찾아야 한다는 사실을 확인할 수 있다.

• 농업과학연구
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• 제45권4호
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• pp.859-870
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• 2018

Dried red peppers are a staple agricultural product used in Korean cuisine and as such, are an important aspect of agricultural producers' income. Correctly forecasting both their supply and demand situations and price is very important in terms of the producers' income and consumer price stability. The primary objective of this study was to compare the performance of time series forecasting models for dried red peppers in Korea. In this study, three models (an autoregressive model with exogenous variables [ARX], AR-exponential generalized autoregressive conditional heteroscedasticity [EGARCH], and ARX-EGARCH) are presented for forecasting the wholesale price of dried red peppers. As a result of the analysis, it was shown that the ARX model and ARX-EGARCH model, each of which adopt both the rolling window and the adding approach and use the agricultural cooperatives price as the exogenous variable, showed a better forecasting performance compared to the autoregressive model (AR)-EGARCH model. Based on the estimation methods and results, there was no significant difference in the accuracy of the estimation between the rolling window and adding approach. In the case of dried red peppers, there is limitation in building the price forecasting models with a market-structured approach. In this regard, estimating a forecasting model using only price data and identifying the forecast performance can be expected to complement the current pricing forecast model which relies on market shipments.

• 한국항만경제학회지
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• 제40권1호
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• pp.119-131
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• 2024

본 연구는 2018년부터 2022년까지 총 5개년의 전국 연안여객 항로 101개를 대상으로 연안여객 수요와 운임 간의 상관관계를 분석하고자 하였다. 이를 위해 패널 연립방정식 모형을 활용한 2단계 최소제곱추정법을 통해 개별항로의 특성 요인과 항로가 속한 지역적 특성 요인들이 연안여객 수송 실적과 운임에 미치는 영향을 분석하였다. 분석 결과, 내생변수인 운임과 외생변수 중 항로 특성 요인인 항로 거리, 도구 변수인 운항 횟수가 연안여객 수요에 영향을 미치는 것으로 나타났다. 그리고 단기 가격 결정 함수에서는 내생변수인 연안여객 수송 실적을 포함하여 외생변수 중 항로 특성 요인인 정원, 속력, 항로 거리가 연안여객 운임에 영향을 주는 것으로 나타났다. 본 연구는 연안여객과 관련하여 국내 연안여객 수요와 가격 결정에 유용한 시사점을 제공할 것으로 기대된다.