• 항공우주시스템공학회지
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• 제14권2호
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• pp.50-56
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• 2020

In this study, we investigated whether long short-term memory (LSTM) can be used in the future to predict F10.7 index data; the F10.7 index is a space environment factor affecting atomic oxygen erosion. Based on this, we compared the prediction performances of LSTM, the Autoregressive integrated moving average (ARIMA) model (which is a traditional statistical prediction model), and the similar pattern searching method used for long-term prediction. The LSTM model yielded superior results compared to the other techniques in the prediction period starting from the max/min points, but presented inferior results in the prediction period including the inflection points. It was found that efficient learning was not achieved, owing to the lack of currently available learning data in the prediction period including the maximum points. To overcome this, we proposed a method to increase the size of the learning samples using the sunspot data and to upgrade the LSTM model.

• 응용통계연구
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• 제5권2호
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• pp.123-137
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• 1992

측우기와 근대 우량계로 관측한 서울의 연강수량 시계열을 분석하였다. 측우기로 관측된 1771년부터 1907년 사이의 강수량과 1908년 이후부터 1990년까지의 근대 우량계에 의한 강 수량 시계열을 특별한 보정없이 연결하여 사용하였다. 근대 우량계에 의한 후반부 자료는 기상청 발표자료이며 전반부의 고대 관측 자료는 와다가 측우기 자료를 이용하여 계산한 월 별 강수량을 단위 환산후 수록한 그의 저서 내부의 표1을 이용하였다. 전 분석기간을 3 부 분으로 분리가능하였으며 이를 객관화하기 위하여 원시 계열을 9년 이동평균하여 구한 시계 열과 년강수량 1050mm를 기준으로 사용하였다. 우리는 분석기간의 대부분을 습윤시기1, 건 조시기, 습윤시기2 로 분리 명명하였다. 통계적인 특성상 습윤시기1 과 2는 동일집단으로 간 주 가능하나 습윤시기와 건조시기는 그렇지 못하다. 통계적인 특성상 습윤시기 1과 2의 강 한 동질성은 측우기 자료의 신빙성을 높이는 것으로 해석할 수 있다. 이러한 결과는 고대 측우기 관측에 동반 되었을지 모르는 여러 가지 제약들, 예를 들면 관측 장소와 측정단위의 불명확성 그리고 서울의 도시화와 관련된 제반 기후 변화등을 고려하면 더욱 더 그러하다. 그러나 건조시기와 습윤시기의 강수 변동성을 정확하게 파악하기 위하여는 승정원 일기와 같은 고 문서에 산재하는 측우기로 관측된 일 강수량을 재 발굴하여 분석하는 것이 시급하다.

• 한국수자원학회논문집
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• 제52권6호
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• pp.421-427
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• 2019

우리나라의 지하수 개발가능량은 10년 빈도에 해당하는 갈수시의 강수량에 함양율을 곱한 값으로 정해져 왔다. 하지만 실무에서는 강수량의 빈도 해석을 생략하고 최근 10년 중 최소 강수량에 평균 함양율을 곱한 값을 개발가능량으로 사용하고 있다. 따라서 실제 10년 빈도의 갈수시 강수량이 적용되기 보다는 기간 선택에 따라 적용하는 강수량이 정해지는 모순이 발생한다. 이에 본 연구에서는 이동 10년 최소강수량 평균과 강수량의 규모를 고려한 함양량을 이용하여 개발가능량을 산정하는 방법을 제안하였다. 이 방법을 의왕 과천 성남지역에 적용하여 개발가능량을 산정하고 보편적으로 이용되고 있는 기존 방법에 의한 결과와 비교 검토하였다. 그 결과 극심한 가뭄해를 포함한 기간에서 10년 최소강수량을 선택할 경우 개발가능량이 과소하게 산정되는 문제를 이동 평균 최저 강수량을 사용함으로써 극복할 수 있는 것으로 확인되었다.

• 한국토양비료학회지
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• 제16권2호
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• pp.203-209
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• 1983

우리나라 수도작기간중(水稻作期間中)의 재해기상(災害氣象) 위험도(危險度)를 파악(把握)하기 위하여 냉해(冷害)와 한발(旱魃)과 출현빈해(出現頻害)와 역별분포등(域別分布等)에 대한 조사(調査)를 실시한 결과(結果) 다음과 같았다. 1. 1970년(年) 이후(以後) 한발(旱魃)과 저온출현(低溫出現)이 많아졌으며 침수해(浸水害)의 발생은 감소(減少)하였다. 2. 저온유형(低溫類型)의 출현빈도(出現頻度)는 전기저온형(前期低溫型)과 장기저온형(長期低溫型)이 많았으며 지역별(地域別)로는 수원(水原) > 대구(大邱) > 광주(光州)의 순(順)이었다. 3. 수도이앙기(水稻移秧期) (4~6월(月)) 강수량(降水量)의 년도별(年度別) 변화 주기(週期)는 약(約) 15년(年)으로 나타나며 최근년(最近年)은 소강우(少降雨) 주기(週期)에 해당하는 경향(傾向)이었다. 4. 이앙기(移秧期) 한발빈도(旱魃頻度)는 대구(大邱), 포항지역(浦項地域)에서 가장 많았고, '82년도(年度) 강수량(降水量)과 저수율(貯水率)을 기준(基準)한 한발극심(旱魃極甚) 지역(地域)은 영남내륙(嶺南內陸) 및 서남해안지대(西南海岸地帶)이었다.

• 한국경영과학회지
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• 제38권2호
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.

• 한국인구학
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• 제13권1호
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• pp.3-25
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• 1990

Life table of Korean population for years 1983 1985 1987 and 1989 were constructed byt the National Bureau of Statics. The ago specific death rates were calculated froom the death registral ion for numerators and the estimated population by age and sex for denominators. In the course of constructing life tables, we have maole some adjustments for deficiencies in regist rat ion olata as follows. First, the non-registered portion oof infant deaths especially for neo-natal deaths was estirnateol and added too the original data. The main reason is that deaths occorring in the neo-natal period and prior to the registrat ion of birth leave little incentive for the registration of either the birth or the death. Second. t he do~hayed p(ortioon of deaths registering after one year of occurrence was estimated and added too the original data. Third t the ptortioon haying in, occuracies in ,~oge reporting was also estimated. Fourth the moving average methood was finally employed in an effort too remove the random error. The major fin(hings are as foolloows. 1. the average life expectancy at birth in 1989 is calculateol as 70.8 years in 1989, 2. a gap netween the male and female life expectancies is widened to more than 8 years toorm 1.8 years in 1906 10. It means that the female life expectancy has increased substantially, 3. the death rates of the middle - aged men starting age 40 are found to he relatively higher than those of females and younger age groups. This peculiar pattern was also found with the comparison of those of other countries.

• 경영과학
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• 제31권1호
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• pp.49-61
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• 2014

We investigate the hedging effectiveness of incorporating single-stock futures into the corresponding stocks. Investing in only stocks frequently causes too much risk when market volatility suddenly rises. We found that single-stock futures help reduce the variance and risk levels of the corresponding stocks invested. We use daily prices of Korean stocks and their corresponding futures for the time period from December 2009 to August 2013 to test the hedging effect. We also use system trading technique that uses automatic trading program which also has several simulation functions. Moving average strategy, Stochastic's strategy, Larry William's %R strategy have been considered for hedging strategy of the futures. Hedging effectiveness of each strategy was analyzed by percent reduction in the variance between the hedged and the unhedged variance. The results clearly showed that examined hedging strategies reduce price volatility risk compared to unhedged portfolio.

• 한국광학회:학술대회논문집
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• 한국광학회 1989년도 제4회 파동 및 레이저 학술발표회 4th Conference on Waves and lasers 논문집 - 한국광학회
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• pp.65-69
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• 1989

Mather type dense plasma focus device was develooped for the feasibili쇼 study in its application to the x-ray lithography. To etermine the electrical characteristics,the temporal begavior of the discharge current and the voltage was measured by using the Rogowski coil and the high voltage probe respectively. The results are 9 $\mu\textrm{s}$ of the period, 18m$\Omega$ of resistance and 0.16$\mu$Η of inductance. The average current sheath velocity was measured by the light signal emitted at the moving plasma sheath. The light signal was detected through two fiber bundles. When the applied voltage was 13 kV and the initial jpressure of argon was 21.8 Pa, the best plasma focus was occurred. The x-ray emission characteristics from the plasma focus was determined by the x-ray pictures taken by pinhole camera. It is focus that the plasma was focused at 1.4 cm distant position above the center electrode and its diameter was about 1.0 m.

• The Journal of Asian Finance, Economics and Business
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• 제9권3호
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• pp.1-10
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• 2022

This research proposes a novel trading method based on sample entropy for the FTSE China A50 Index. The approach is used to determine the points at which the index should be bought and sold for various holding durations. The findings are then compared to three other trading strategies: buying and holding the index for the entire time period, using the Relative Strength Index (RSI), and using the Moving Average Convergence Divergence (MACD) as buying/selling signaling tools. The unique entropy trading method, which used 90-day holding periods and was called StEn(90), produced the highest cumulative return: 25.66 percent. Regular buy and hold, RSI, and MACD were all outperformed by this strategy. In fact, when applied to the same time periods, RSI and MACD had negative returns for the FTSE China A50 Index. Regular purchase and hold yielded a 6% positive return, whereas RSI yielded a 28.56 percent negative return and MACD yielded a 33.33 percent negative return.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제2권2호
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• pp.95-99
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• 2002

The Loose Part Monitoring System(LPMS) has been designed to detect. locate and evaluate detached or loosened parts and foreign objects in the reactor coolant system. In this paper, at first, we presents an application of the back propagation neural network. At the preprocessing step, the moving window average filter is adopted to reject the reject the low frequency background noise components. And then, extracting the acoustic signature such as Starting point of impact signal. Rising time. Half period. and Global time, they are used as the inputs to neural network . Secondly, we applied the neural network algorithm to LPMS in order to estimate the mass of loose parts. We trained the impact test data of YGN3 using the backpropagation method. The input parameter for training is Rising clime. Half Period amplitude. The result shored that the neural network would be applied to LPMS. Also, applying the neural network to thin practical false alarm data during startup and impact test signal at nuclear power plant, the false alarms are reduced effectively.