• Title/Summary/Keyword: root-mean-square error

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Comparison of realized volatilities reflecting overnight returns (장외시간 수익률을 반영한 실현변동성 추정치들의 비교)

  • Cho, Soojin;Kim, Doyeon;Shin, Dong Wan
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.85-98
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    • 2016
  • This study makes an empirical comparison of various realized volatilities (RVs) in terms of overnight returns. In financial asset markets, during overnight or holidays, no or few trading data are available causing a difficulty in computing RVs for a whole span of a day. A review will be made on several RVs reflecting overnight return variations. The comparison is made for forecast accuracies of several RVs for some financial assets: the US S&P500 index, the US NASDAQ index, the KOSPI (Korean Stock Price Index), and the foreign exchange rate of the Korea won relative to the US dollar. The RV of a day is compared with the square of the next day log-return, which is a proxy for the integrated volatility of the day. The comparison is made by investigating the Mean Absolute Error (MAE) and the Root Mean Square Error (RMSE). Statistical inference of MAE and RMSE is made by applying the model confidence set (MCS) approach and the Diebold-Mariano test. For the three index data, a specific RV emerges as the best one, which addresses overnight return variations by inflating daytime RV.

Validity and Reliability of the Korean Version of the Expanded Nursing Stress Scale (한국어판 간호사 직무 스트레스 측정도구의 타당도와 신뢰도 분석)

  • Kim, Kyoung Mi;Nam, Kyoung A;Lee, Eunhee;Jeong, Geum Hee
    • Journal of Korean Academy of Nursing Administration
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    • v.21 no.5
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    • pp.542-551
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    • 2015
  • Purpose: This study was done to evaluate validity and reliability of the Korean version of the expanded nursing stress scale (ENSS). Methods: Forward-backward translation of ENSS from English to Korean was conducted. The translated instrument was pilot-tested and administrated to 285 nurses who worked in five general hospitals in Korea. Internal consistency reliability was assessed using Cronbach's ${\alpha}$ and composite reliability. Validity was evaluated through construct validity with confirmatory factor analysis, convergent and discriminant validity. Results: The Korean version of ENSS showed a reliable internal consistency with Cronbach's ${\alpha}$ .95 and composite reliability .99. Model fit indexes for 46 items were validated by confirmatory factor analysis(goodness of fit index .82, Tucker-Lewis index .92, root mean square error of approximation .04), indicating suitable construct validity. Factor loading of the 48 items (.47~.88) and average variance extracted out of nine factors (.52~.71.) indicated satisfactory convergent validity. Some values of square of the correlation coefficient between factors (.12~.89) were higher than average variance extracted values of each factor (.52~.71) so that it partly satisfied discriminant validity. Conclusion: Findings show that the Korean version ENSS has good reliability and suitable validity; therefore, can be used to assess and identify Korean nurses' job stress.

Assessing Reliability and Validity of an Instrument for Measuring Resilience Safety Culture in Sociotechnical Systems

  • Shirali, Gholamabbas;Shekari, Mohammad;Angali, Kambiz Ahmadi
    • Safety and Health at Work
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    • v.9 no.3
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    • pp.296-307
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    • 2018
  • Background: Safety culture, acting as the oil necessary in an efficient safety management system, has its own weaknesses in the current conceptualization and utilization in practice. As a new approach, resilience safety culture (RSC) has been proposed to reduce these weaknesses and improve safety culture; however, it requires a valid and reliable instrument to be measured. This study aimed at evaluating the reliability and validity of such an instrument in measuring the RSC in sociotechnical systems. Methods: The researchers designed an instrument based on resilience engineering principles and safety culture as the first instrument to measure the RSC. The RSC instrument was distributed among 354 staff members from 12 units of an anonymous petrochemical plant through hand delivery. Content validity, confirmatory, and exploratory factor analysis were used to examine the construct validity, and Cronbach alpha and test-retest were employed to examine the reliability of the instrument. Results: The results of the content validity index and content validity ratio were calculated as 0.97 and 0.83, respectively. The explanatory factor analysis showed 14 factors with 68.29% total variance and 0.88 Kaiser-Meyer-Olkin index. The results were also confirmed with confirmatory factor analysis (relative Chi-square = 2453.49, Root Mean Square Error of Approximation = 0.04). The reliability of the RSC instrument, as measured by internal consistency, was found to be satisfactory (Cronbach ${\alpha}=0.94$). The results of test-retest reliability was r = 0.85, p < 0.001. Conclusion: The results of the study suggest that the measure shows acceptable validity and reliability.

Prediction of river water quality factor at Oncheoncheon Basin using RNN algorithm (RNN 알고리즘을 이용한 온천천의 하천수질 인자 예측)

  • Lim, Heesung;An, Hyunuk
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.39-39
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    • 2019
  • 인구의 도시 집중화로 인하여 다량의 생활용수의 사용에 따라 하천의 자정능력을 초과하여 오염을 유발시키고 있다. 이에 도시하천들의 오염은 점점 심해져 경제적으로 많은 문제를 유발하고 있다. 이러한 하천오염 문제를 과학적으로 대응하기 위해서는 오염물질의 농도 측정 및 데이터 축척을 통한 오염예측이 필수적이라 할 수 있으며, 부산광역시 보건환경정보 공개시스템에서는 하천수질 자동측정망을 설치하여 시간 단위로 오염물질을 측정하고 있다. 그러나 온천천의 하천수질 데이터는 계속 쌓여가고 있는데 이 데이터를 활용해서 하천수질 인자 예측이 거의 이뤄지지 않고 있다. 본 연구에서는 순환신경망 알고리즘을 활용하여 일 단위의 하천수질 인자 예측을 시도하였다. 순환신경망은 인공신경망의 발전된 형태인 시계열 학습에 강한 RNN, LSTM 알고리즘을 활용한 일단위 하천수질 인자 예측을 하고자 하였다. 연구에 앞서 시간 단위로 쌓여있는 데이터를 평균 내어 일 단위로 변경하였고 이 데이터를 가지고 일 단위 하천수질 인자 예측을 진행하였다. 연구에는 Google에서 개발한 딥러닝 오픈소스 라이브러리인 텐서플로우를 활용하여 DO, 탁도 등 항목을 예측하였다. 하천오염의 학습과 예측을 위해 대상지로는 부산지역 온천천의 부곡교, 세병교, 이섭교 관측소를 선택하였다. 연구를 위해 DO, 탁도 등 자료 수집은 부산광역시 보건환경정보 공개시스템의 자료를 활용하였다. 모형의 학습을 위해 입력자료로는 하천수질 인자 자료를 이용하였고, 자료의 학습에는 2014년~2017년 4년간의 자료를 학습자료로 사용하였고, 2018년 1년간의 자료는 모형의 검증을 위해 사용하였다. RNN, LSTM 알고리즘을 활용하여 분석 시 은닉층의 개수, 반복시행횟수, sequence length 등의 값을 조절하여 하천수질 인자 예측을 하였다. 모형의 검증을 위해 $R^2$(r square)와 RMSE(root mean square error)을 이용하여 통계분석을 실시하였다.

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The Mediation Effect of Communication on the Relationship between Solidarity and Conflict for Grandmothers Raising Grandchildren and an Adult Child: A Common Fate Model (손자녀 공동양육 조모와 성인자녀의 결속도가 갈등에 미치는 영향에서 의사소통의 매개효과: 공동운명모형(Common Fate Model) 적용)

  • Choi, Hye Jeong;Kang, Su Kyoung;Chung, Mi Ra
    • Human Ecology Research
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    • v.57 no.1
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    • pp.15-26
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    • 2019
  • This study showed that the association between solidarity and conflict is mediated by the communication of grandmothers and an adult child at the dyadic level. The common fate model (CFM) was designed to model mediation effects at the level of dyads. Participants consisted of 297 grandmother dyads and their adult child who were rearing preschool-aged grandchildren in Seoul and Gyeonggi-do. For analysis at the dyadic level, grandmothers and adults responded to the same questionnaire on the same variables. SPSS 23.0 performed descriptive statistical analysis and correlation analysis. The structural equation model (SEM) was estimated with AMOS 23.0. We tested the mediation model using the maximum likelihood method. Model fit index used the chi-square statistic, the incremental fit index (IFI), the comparative fit index (CFI), the root mean square error of approximation (RMSEA). The statistical significance of the indirect effect was examined using a bootstrapping procedure. The results are as follows. First, in the CFM, the direct effect between solidarity and conflict was significant. Therefore, the higher the solidarity, the lower conflict of grandmothers and an adult child. Second, the association between solidarity and conflict is mediated by communication at the dyadic level. Based on the results of this study, we discussed ways to strengthen the capacity of co-parenting between grandmothers and an adult child.

Stock assessment and management of blackthroat seaperch Doederleinia seaperch using Bayesian state-space model (베이지안 State-space 모델을 이용한 눈볼대 자원평가 및 관리방안)

  • CHOI, Ji Hoon;KIM, Do Hoon;CHOI, Min-Je;KANG, Hee Joong;SEO, Young Il;LEE, Jae Bong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.55 no.2
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    • pp.95-104
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    • 2019
  • This study is aimed to take a stock assessment of blackthroat seaperch Doederleinia seaperch regarding the fishing effort of large-powered Danish Seine Fishery and Southwest Sea Danish Seine Fishery. For the assessment, the state-space model was implemented and the standardized catch per unit effort (CPUE) of large powered Danish Seine Fishery and Southwest Sea Danish Seine Fishery which is necessary for the model was estimated with generalized linear model (GLM). The model was adequate for stock assessment because its r-square value was 0.99 and root mean square error (RMSE) value was 0.003. According to the model with 95% confidence interval, maximum sustainable yield (MSY) of Blackthroat seaperch is from 2,634 to 6,765 ton and carrying capacity (K) is between 33,180 and 62,820. Also, the catchability coefficient (q) is between 2.14E-06 and 3.95E-06 and intrinsic growth rate (r) is between 0.31 and 0.72.

Developing the Vulnerability Factor Structure Affecting Injuries and Health Problems Among Migrant Seafood Processing Industry Workers

  • Jiaranai, Itchaya;Sansakorn, Preeda;Mahaboon, Junjira
    • Safety and Health at Work
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    • v.13 no.2
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    • pp.170-179
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    • 2022
  • Background: The vulnerability of international migrant workers is on the rise, affecting the frequency of occupational accidents at workplaces worldwide. If migrant workers are managed in the same way as native workers, the consequences on safety assurance and risk management will be significant. This study aimed to develop the vulnerability factor model for migrant workers in seafood processing industries because of significant risk-laden labor of Thailand, which could be a solution to control the risk effectively. Methods: A total of 569 migrant workers were surveyed (432 Burmese and 137 Cambodian), beginning with 40 initial vulnerability factors identified in the questionnaire established from experts. The data were analyzed through descriptive analysis; exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) were used to ascertain the model. Results: The result of content validity >0.67 and the Cronbach's alpha of 0.957 specified the high reliability of 40 factors. The EFA indicated a total variance of 65.49%. The final CFA validated the model and had an empirical fitting; chi-square = 85.34, Adjust Goodness-of-Fit Index = 0.96, and root mean square error of approximation = 0.016. The structure concluded with three dimensions and 18 factors. Dimension 1 of the structure, "multicultural safety operation," contained 12 factors; Dimension 2, "wellbeing," contained four factors; and Dimension 3, "communication technology," contained two factors. Conclusion: The vulnerability factor structure developed in this study included three dimensions and 18 factors that were significantly empirical. The knowledge enhanced safety management in the context of vulnerability factor structure for migrant workers at the workplace.

Building of cyanobacteria forecasting model using transformer (Transformer를 이용한 유해남조 발생 예측 모델 구축)

  • Hankyu Lee;Jin Hwi Kim;Seohyun Byeon;Jae-Ki Shin;Yongeun Park
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.515-515
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    • 2023
  • 팔당호는 북한강과 남한강이 합류하여 생성된 호소로 수도인 서울과 수도권인 경기도 동부지역의 물 공급을 담당하는 중요한 상수원이다. 이러한 팔당호에서 유해남조 발생은 상수원수 활용과 직접적으로 연관되어 있어 신속하고 정확한 관리 및 예측이 필요하다. 본 연구에서는 안전한 상수원 활용을 위해, 딥러닝 기법을 이용하여 유해남조 사전 예측 모델을 구축하고자 하였다. 모델 입력 변수는 2012년부터 2021년까지 10년 동안의 주간 팔당호 수질(수온, DO, BOD, COD, Chl-a, TN, TP, pH, 전기전도도, TDN, NH4N, NO3N, TDP, PO4P, 부유물질)과 수문(유입량, 총방류량), 기상 정보(평균기온, 최저기온, 최고기온, 일 강수량, 평균풍속, 평균 상대습도, 합계일조량), 그리고 북한강과 남한강 유입지점의 남조 세포 수를 사용하였다. 모델 출력 변수는 수질, 수문, 기상 요인으로 인한 남조의 성장 발현 시기를 고려하여 1주 후의 댐앞 남조 세포수를 사용하였다. 사용한 딥러닝 기법은 최근 주목받고 있는 Temporal Fusion Transformer (TFT)를 사용하였다. 모델 훈련용 데이터와 테스트용 데이터는 각각 8:2의 비율로 나누었으며, 검증용 데이터는 훈련용 데이터 내에서 훈련 데이터와 검증 데이터를 6:4 비율로 분배하였다. Lookback은 5로 설정하였고, 이는 주단위 데이터로 구성된 데이터세트의 특성을 반영한 것이다. 모델의 성능은 실측값과 예측값을 토대로 R-square와 Root Mean Squared Error (RMSE)를 계산하여 평가하였다. 모델학습은 총 154번 반복 진행되었으며, 이 중 성능이 가장 준수한 시점은 54번째 반복 시점으로 훈련손실 대비 검증손실이 가장 양호한 값을 나타냈다(훈련손실:0.443, 검증손실 0.380). R-square는 훈련단계에서 0.681, 검증단계에서 0.654였고, 테스트 단계에서 0.606으로 산출되었다. RMSE는 훈련단계에서 0.614(㎍/L), 검증단계에서 0.617(㎍/L), 테스트 단계에서 0.773(㎍/L)였다. 모델에 사용한 데이터세트가 주간 데이터라는 특성을 고려하면, 소규모 데이터를 사용하였음에도 본 연구에서 구축한 모델의 성능은 양호하다고 평가할 수 있다. 향후 연구에서 데이터세트를 보강하고 모델을 업데이트한다면, 모델의 성능을 더욱더 개선할 수 있을 것으로 기대된다.

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Effect of abutment superimposition process of dental model scanner on final virtual model (치과용 모형 스캐너의 지대치 중첩 과정이 최종 가상 모형에 미치는 영향)

  • Yu, Beom-Young;Son, Keunbada;Lee, Kyu-Bok
    • The Journal of Korean Academy of Prosthodontics
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    • v.57 no.3
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    • pp.203-210
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    • 2019
  • Purpose: The purpose of this study was to verify the effect of the abutment superimposition process on the final virtual model in the scanning process of single and 3-units bridge model using a dental model scanner. Materials and methods: A gypsum model for single and 3-unit bridges was manufactured for evaluating. And working casts with removable dies were made using Pindex system. A dental model scanner (3Shape E1 scanner) was used to obtain CAD reference model (CRM) and CAD test model (CTM). The CRM was scanned without removing after dividing the abutments in the working cast. Then, CTM was scanned with separated from the divided abutments and superimposed on the CRM (n=20). Finally, three-dimensional analysis software (Geomagic control X) was used to analyze the root mean square (RMS) and Mann-Whitney U test was used for statistical analysis (${\alpha}=.05$). Results: The RMS mean abutment for single full crown preparation was $10.93{\mu}m$ and the RMS average abutment for 3 unit bridge preparation was $6.9{\mu}m$. The RMS mean of the two groups showed statistically significant differences (P<.001). In addition, errors of positive and negative of two groups averaged $9.83{\mu}m$, $-6.79{\mu}m$ and 3-units bridge abutment $6.22{\mu}m$, $-3.3{\mu}m$, respectively. The mean values of the errors of positive and negative of two groups were all statistically significantly lower in 3-unit bridge abutments (P<.001). Conclusion: Although the number of abutments increased during the scan process of the working cast with removable dies, the error due to the superimposition of abutments did not increase. There was also a significantly higher error in single abutments, but within the range of clinically acceptable scan accuracy.

Assessment of Dual-Polarization Radar for Flood Forecasting (이중편파 레이더의 홍수예보 활용성 평가)

  • Kim, Jeong-Bae;Choi, Woo-Seok;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.48 no.4
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    • pp.257-268
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    • 2015
  • The objective of this study is to assess the dual-polarization radar for flood forecasting. First, radar rainfall has temporal and spatial errors, so estimated radar rainfall was compared with ground observation rainfall to assess accuracy improvement, especially, considering the radar range of observation and increase of the rainfall intensity. The results of this study showed that the error for estimated dual-polarization radar rainfall was less than single-polarization radar rainfall. And in this study, dual-polarization radar rainfall for flood forecasting was assessed using MAP (Mean Areal Precipitation) and SURR (Sejong University Rainfall Runoff) model in Namkang dam watershed. The results of MAP are more accurate using dual-polarization radar. And the results of runoff using dual-polarization radar rainfall showed that peak flow error was reduced approximately 12~63%, runoff volumes error was reduced by approximately 30~42%, and also the root mean square error decreased compared to the result of runoff using single-polarization radar rainfall. The results revealed that dual-polarization radar will contribute to improving the accuracy of the flood forecasting.