• Title/Summary/Keyword: series model

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The Effects of the Export Insurance on the Exports of Big and Small-Medium Businesses (수출보험의 대기업 및 중소기업 수출지원에 대한 효과분석)

  • Lee, Seo-Young
    • International Commerce and Information Review
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    • v.13 no.3
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    • pp.377-401
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    • 2011
  • Under the WTO system, direct export support system that provides financial and tax related support is altogether prohibited. This presented an obstacle in strengthening competitiveness of Korean export business and in increasing exports continuously. One of the methods used to solve this problem was to actively leverage export insurance. In Korea, export insurance services have been conducted by the Korea Trade Insurance Corporation (k-sure) to promote export. Korea has been among the world's active users of the export insurance system. Given this situation, this paper examines the effectiveness of the Korea export insurance system in the promotion of export. In particular, this study analyzed about discriminating effects of the export insurance on the export of big and small-medium business. In order to analyze, We introduce a Export Supply Function model. In this paper, We construct two model. The one is about big business, the other is small-medium business. For empirical analysis, unit-root test was conducted to understand the safety of time series. The results show that all variables are not I(0) time series. Instead, they are I(1) time series. To this, cointegration verification was conducted based on the use of Johansen verification method to define the existence (or non-existence) of long-term balance relationship among variables. The results come out as follows. The export insurance of big business has a stronger effect on export than that of small-medium business. The cause of these results is due to the distinct structure of Korea industries. In view of the fact that the insurance can make the risk decreased. We can say that the export insurance affects the export of a high-risk country.

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Modeling of the charge and discharge behavior of the 2S2P(2 series-2 parallel) AGM battery system for commercial vehicles (상용자동차용 직·병렬 AGM 배터리 시스템의 충·방전 거동 모델링)

  • Lee, Jeongbin;Kim, Ui Seong;Yi, Jae-Shin;Shin, Chee Burm
    • Journal of Energy Engineering
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    • v.21 no.4
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    • pp.346-355
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    • 2012
  • Recent in the world environmental issues and energy depletion problems have been received attention. One way to solve these problems is to use hybrid electric vehicles (HEVs). Therefore, the interest in HEV technology is higher than ever before. Viable candidates for the energy-storage systems in HEV applications may be absorbent glass mat (AGM) lead-acid, nickel-metal-hydride (Ni-MH) and rechargeable lithium batteries. The AGM battery has advantages in terms of relatively low cost, high charge efficiency, low self-discharge, low maintenance requirements and safety as compared to the other batteries. In order to implement HEV system in required more electric power commercial vehicles AGM batteries was connected to 2 series-2 parallels (2S2P). In this study, a one-dimensional modeling is carried-out to predict the behaviors of 2S2P AGM batteries system during charge and discharge. The model accounts for electrochemical reaction rates, charge conservation and mass transport. In order to validate the model, modeling results are compared with the experimentally measured data in various conditions.

Development and validation of poisson cluster stochastic rainfall generation web application across South Korea (포아송 클러스터 가상강우생성 웹 어플리케이션 개발 및 검증 - 우리나라에 대해서)

  • Han, Jaemoon;Kim, Dongkyun
    • Journal of Korea Water Resources Association
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    • v.49 no.4
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    • pp.335-346
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    • 2016
  • This study produced the parameter maps of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) stochastic rainfall generation model across South Korea and developed and validated the web application that automates the process of rainfall generation based on the produced parameter maps. To achieve this purpose, three deferent sets of parameters of the MBLRP model were estimated at 62 ground gage locations in South Korea depending on the distinct purpose of the synthetic rainfall time series to be used in hydrologic modeling (i.e. flood modeling, runoff modeling, and general purpose). The estimated parameters were spatially interpolated using the Ordinary Kriging method to produce the parameter maps across South Korea. Then, a web application has been developed to automate the process of synthetic rainfall generation based on the parameter maps. For validation, the synthetic rainfall time series has been created using the web application and then various rainfall statistics including mean, variance, autocorrelation, probability of zero rainfall, extreme rainfall, extreme flood, and runoff depth were calculated, then these values were compared to the ones based on the observed rainfall time series. The mean, variance, autocorrelation, and probability of zero rainfall of the synthetic rainfall were similar to the ones of the observed rainfall while the extreme rainfall and extreme flood value were smaller than the ones derived from the observed rainfall by the degree of 16%-40%. Lastly, the web application developed in this study automates the entire process of synthetic rainfall generation, so we expect the application to be used in a variety of hydrologic analysis needing rainfall data.

A Time-series Study on Relationship between Visibility as an Indicator of Air Pollution and Daily Respiratory Mortality (대기오염 지표로서의 시정과 일별 호흡기계 사망간의 연관성에 관한 시계열적 연구)

  • Cho, Yong-Sung;Jung, Chang-Hoon;Son, Ji-Young;Chun, Young-Sin;Lee, Jong-Tae
    • Journal of Korean Society for Atmospheric Environment
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    • v.23 no.5
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    • pp.563-574
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    • 2007
  • There seems to be a consensus among most people that visibility impairment is the most obvious indicator of air pollution. While considerable evidence on the association between air pollution and health outcomes including death and disease have been established, based on industrial complex areas or huge urban cities, time-series, case-crossover and cohort studies, scarce literature exists on the direct evidence for the association between visibility and adverse health outcomes. Our study is assessed the effect of air pollution measured by visibility impairment on respiratory mortality over a period of six years. Relative risks in respiratory deaths were estimated by a Poisson regression model of daily deaths between $1999{\sim}2004$. Daily counts of respiratory deaths as dependent variable was modelled with daily 24-hr mean visibility measurements (kilometers) as independent variable by means of Poisson regression. This model is controlled for confounding factors such as day of weeks, weather variables, seasonal variables and $PM_{10}$. The results in this study is observed the statistically significant association between an inverse health effect and visibility during the study period for respiratory mortality (percentage change in the relative risk for all aged -0.57%, 95% Cl, $-1.01%{\sim}-0.12%$; for $0{\sim}15$ aged -7.12%, 95% Cl, $-13.29%{\sim}-0.51%$; for 65+ aged -0.43%, 95% Cl, $-0.93%{\sim}-0.06%$ per 1 km increased in visibility). The effect size was much reduced during warm season. Visibility impairment resulting from air pollution is strongly associated with respiratory mortality, especially for children may be spent at outdoor. Our result provides a quick and useful indicator for eliciting the contribution of air pollution to the excess risk of respiratory mortality in Seoul, Korea.

An Evaluation Method of Water Supply Reliability for a Dam by Firm Yield Analysis (보장 공급량 분석에 의한 댐의 물 공급 안전도 평가기법 연구)

  • Lee, Sang-Ho;Kang, Tae-Uk
    • Journal of Korea Water Resources Association
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    • v.39 no.5 s.166
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    • pp.467-478
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    • 2006
  • Water supply reliability for a dam is defined with a concept of probabilistic reliability. An evaluation procedure of the water supply reliability is shown with an analysis of long term firm yield reliability. The water supply reliabilities of Soyanggang Dam and Chungju Dam were evaluated. To evaluate the water supply reliability, forty one sets of monthly runoff series were generated by SAMS-2000. HEC-5 model was applied to the reservoir simulation to compute the firm yield from a monthly data of time series. The water supply reliability of the firm yield from the design runoff data of Soyanggang Dam is evaluated by 80.5 % for a planning period of 50 years. The water supply reliability of the firm yield from the historic runoff after the dam construction is evaluated by 53.7 %. The firm yield from the design runoff is 1.491 billion $m^3$/yr and the firm yield from the historic runoff is 1.585 billion $m^3$/yr. If the target draft Is 1.585 billion $m^3$/yr, additional water of 0.094 billion $m^3$ could be supplied every year with its risk. From the similar procedures, the firm yield from the design runoff of Chungju Dam is evaluated 3.377 billion $m^3$/yr and the firm yield from the historic runoff is 2.960 billion $m^3$/yr. If the target draft is 3.377 billion $m^3$/yr, water supply insufficiency occurs for all the sets of time series generated. It may result from overestimation of the spring runoff used for design. The procedure shown can be a more objective method to evaluate water supply reliability of a dam.

Concept of Seasonality Analysis of Hydrologic Extreme Variables and Design Rainfall Estimation Using Nonstationary Frequency Analysis (극치수문자료의 계절성 분석 개념 및 비정상성 빈도해석을 이용한 확률강수량 해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Hwang, Kyu-Nam
    • Journal of Korea Water Resources Association
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    • v.43 no.8
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    • pp.733-745
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    • 2010
  • Seasonality of hydrologic extreme variable is a significant element from a water resources managemental point of view. It is closely related with various fields such as dam operation, flood control, irrigation water management, and so on. Hydrological frequency analysis conjunction with partial duration series rather than block maxima, offers benefits that include data expansion, analysis of seasonality and occurrence. In this study, nonstationary frequency analysis based on the Bayesian model has been suggested which effectively linked with advantage of POT (peaks over threshold) analysis that contains seasonality information. A selected threshold that the value of upper 98% among the 24 hours duration rainfall was applied to extract POT series at Seoul station, and goodness-fit-test of selected GEV distribution has been examined through graphical representation. Seasonal variation of location and scale parameter ($\mu$ and $\sigma$) of GEV distribution were represented by Fourier series, and the posterior distributions were estimated by Bayesian Markov Chain Monte Carlo simulation. The design rainfall estimated by GEV quantile function and derived posterior distribution for the Fourier coefficients, were illustrated with a wide range of return periods. The nonstationary frequency analysis considering seasonality can reasonably reproduce underlying extreme distribution and simultaneously provide a full annual cycle of the design rainfall as well.

Wind power forecasting based on time series and machine learning models (시계열 모형과 기계학습 모형을 이용한 풍력 발전량 예측 연구)

  • Park, Sujin;Lee, Jin-Young;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.723-734
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    • 2021
  • Wind energy is one of the rapidly developing renewable energies which is being developed and invested in response to climate change. As renewable energy policies and power plant installations are promoted, the supply of wind power in Korea is gradually expanding and attempts to accurately predict demand are expanding. In this paper, the ARIMA and ARIMAX models which are Time series techniques and the SVR, Random Forest and XGBoost models which are machine learning models were compared and analyzed to predict wind power generation in the Jeonnam and Gyeongbuk regions. Mean absolute error (MAE) and mean absolute percentage error (MAPE) were used as indicators to compare the predicted results of the model. After subtracting the hourly raw data from January 1, 2018 to October 24, 2020, the model was trained to predict wind power generation for 168 hours from October 25, 2020 to October 31, 2020. As a result of comparing the predictive power of the models, the Random Forest and XGBoost models showed the best performance in the order of Jeonnam and Gyeongbuk. In future research, we will try not only machine learning models but also forecasting wind power generation based on data mining techniques that have been actively researched recently.

Financial Market Prediction and Improving the Performance Based on Large-scale Exogenous Variables and Deep Neural Networks (대규모 외생 변수 및 Deep Neural Network 기반 금융 시장 예측 및 성능 향상)

  • Cheon, Sung Gil;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.9 no.4
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    • pp.26-35
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    • 2020
  • Attempts to predict future stock prices have been studied steadily since the past. However, unlike general time-series data, financial time-series data has various obstacles to making predictions such as non-stationarity, long-term dependence, and non-linearity. In addition, variables of a wide range of data have limitations in the selection by humans, and the model should be able to automatically extract variables well. In this paper, we propose a 'sliding time step normalization' method that can normalize non-stationary data and LSTM autoencoder to compress variables from all variables. and 'moving transfer learning', which divides periods and performs transfer learning. In addition, the experiment shows that the performance is superior when using as many variables as possible through the neural network rather than using only 100 major financial variables and by using 'sliding time step normalization' to normalize the non-stationarity of data in all sections, it is shown to be effective in improving performance. 'moving transfer learning' shows that it is effective in improving the performance in long test intervals by evaluating the performance of the model and performing transfer learning in the test interval for each step.

Coastal Erosion Time-series Analysis of the Littoral Cell GW36 in Gangwon Using Seahawk Airborne Bathymetric LiDAR Data (씨호크 항공수심라이다 데이터를 활용한 연안침식 시계열 분석 - 강원도 표사계 GW36을 중심으로 -)

  • Lee, Jaebin;Kim, Jiyoung;Kim, Gahyun;Hur, Hyunsoo;Wie, Gwangjae
    • Korean Journal of Remote Sensing
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    • v.38 no.6_1
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    • pp.1527-1539
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    • 2022
  • As coastal erosion of the east coast is accelerating, the need for scientific and quantitative coastal erosion monitoring technology for a wide area increases. The traditional method for observing changes in the coast was precision monitoring based on field surveys, but it can only be applied to a small area. The airborne bathymetric Light Detection And Ranging (LiDAR) system is a technology that enables economical surveying of coastal and seabed topography in a wide area. In particular, it has the advantage of constructing topographical data for the intertidal zone, which is a major area of interest for coastal erosion monitoring. In this study, time series analysis of coastal seabed topography acquired in Aug, 2021 and Mar. 2022 on the littoral cell GW36 in Gangwon was performed using the Seahawk Airborne Bathymetric LiDAR (ABL) system. We quantitatively monitored the topographical changes by measuring the baseline length, shoreline and Digital Terrain Model (DTM) changes. Through this, the effectiveness of the ABL surveying technique was confirmed in coastal erosion monitoring.

Methodology for Developing a Predictive Model for Highway Traffic Information Using LSTM (LSTM을 활용한 고속도로 교통정보 예측 모델 개발 방법론)

  • Yoseph Lee;Hyoung-suk Jin;Yejin Kim;Sung-ho Park;Ilsoo Yun
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.5
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    • pp.1-18
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    • 2023
  • With the recent developments in big data and deep learning, a variety of traffic information is collected widely and used for traffic operations. In particular, long short-term memory (LSTM) is used in the field of traffic information prediction with time series characteristics. Since trends, seasons, and cycles differ due to the nature of time series data input for an LSTM, a trial-and-error method based on characteristics of the data is essential for prediction models based on time series data in order to find hyperparameters. If a methodology is established to find suitable hyperparameters, it is possible to reduce the time spent in constructing high-accuracy models. Therefore, in this study, a traffic information prediction model is developed based on highway vehicle detection system (VDS) data and LSTM, and an impact assessment is conducted through changes in the LSTM evaluation indicators for each hyperparameter. In addition, a methodology for finding hyperparameters suitable for predicting highway traffic information in the transportation field is presented.