• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.3
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• pp.523-534
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• 1994

The purpose of this study is to develop computer simulation model that produce precipitation patterns from stochastic model. In the paper(I) of this study, the alternate renewal process(ARP) is used for the daily precipitation series. In this paper(Il), stochastic simulation models for the daily precipitation series are developed by combining Markov chain for the precipitation occurrence process and continuous probability distribution for the precipitation amounts on the wet days. The precipitation occurrence is determined by first order Markov chain with two states(dry and wet). The amounts of precipitation, given that precipitation has occurred, are described by a Gamma, Pearson Type-III, Extremal Type-III, and 3 parameter Weibull distribution. Since the daily precipitation series shows seasonal variation, models are identified for each month of the year separately. To illustrate the application of the simulation models, daily precipitation data were taken from records at the seven locations of the Nakdong and Seomjin river basin. Simulated data were similar to actual data in terms of distribution for wet and dry spells, seasonal variability, and precipitation amounts.

• Journal of Korean Society of Forest Science
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• v.109 no.1
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• pp.99-108
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• 2020

Although the relationship between income and income inequality has previously been discussed, the present study applies a dynamic approach to analyze the specific relationship between forest household income and income inequality. For this analysis, a unit root test and a cointegration test were conducted to characterize the nature of income time-series data. After converting unstable time-series data into stable time-series data, a VAR model was estimated. Based on this model, an impulse-response was generated and variance-decomposition analysis was performed. These analyses showed that the effect of forest household income was relatively larger than that of the Gini coefficient, and that the impact of forest household income not only caused income to increase but also caused the Gini coefficient to decrease. In addition, the impact of the Gini coefficient had an impact on reducing forest household income and further increasing income inequality. We conclude that, with the aim of alleviating the inequality of forest household income, an income growth policy would be more effective than an income distribution policy.

• The Journal of the Korea Contents Association
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• v.15 no.6
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• pp.411-420
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• 2015

With the rapid increase in the price of house lease, a unique housing form in Korea, a serious social issue has been raised as to the use value of house lease and residence stability of the ordinary people. This study thus aimed to analyze the direct factors that affect lease guaranteed loan and market volatility in order to explore the right direction of financial policy to reduce housing burdens. To this end, the direct variables affecting house lease guaranteed loan, including lease price, transaction price and lending rate, were defined. Vector Error Correction Model (VECM), a time series analysis, was employed to dynamically explain the data. Based on the house lease prices and bank data on loans between January 2010 and December 2014, it was found that the increase in lease price was the direct result of the increase in lease guaranteed loan, not that of the decrease in lending rate or increase in housing transaction price.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.413-420
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• 2013

Stochastic weather generator is a commonly used tool to simulate daily weather time series. Recently, a generalized linear model(GLM) has been proposed as a convenient approach to tting these weather generators. In the present paper, a stochastic weather generator is considered to model the time series of daily temperatures for Seoul South Korea. As a covariate, precipitation occurrence is introduced to a relate short-term predictor to short-term predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate a time series of seasonal mean temperatures in the GLM weather generator as a covariate.

• Journal of Korea Water Resources Association
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• v.37 no.3
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• pp.185-193
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• 2004

The main purpose of this study is to investigate and evaluate the impact of climate change on the runoff and water resources of Yongdam basin. First, we construct global climate change scenarios using the YONU GCM control run and transient experiments, then transform the YONV GCM grid-box predictions with coarse resolution of climate change into the site-specific values by statistical downscaling techniques. The values are used to modify the parameters of the stochastic weather generator model for the simulation of the site-specific daily weather time series. The weather series fed into a semi-distributed hydrological model called SLURP to simulate the streamflows associated with other water resources for the condition of $2CO_2$. This approach is applied to the Yongdam dam basin in southern part of Korea. The results show that under the condition of $2CO_2$, about 7.6％ of annual mean streamflow is reduced when it is compared with the observed one. And while Seasonal streamflows in the winter and autumn are increased, a streamflow in the summer is decreased. However, the seasonality of the simulated series is similar to the observed pattern.

• Transactions on Electrical and Electronic Materials
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• v.7 no.4
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• pp.196-203
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• 2006

An air-gap type FBAR was designed using Leach equivalent model for analyzing a vertical structure of the FBAR. For the top electrode, Pt, and the bottom electrode, Au, of $1.2{\mu}m$ thickness and the piezoelectric of 0.8,urn thickness, the resonance and anti-resonance occurred at 2.401 GHz and 2.460 GHz, respectively. $S_{11}$ was increased and $S_{21}$ was decreased as the resonance area of FBAR was widened. We observed the characteristics of insertion loss, bandwidth and out-of-band rejection of ladder-type FBAR BPF by changing resonance areas of series and shunt resonators and by adding stages. As the resonance area of series resonator was increased, insertion loss was improved but out-of-band rejection was degraded. And as the resonance area of shunt resonator was increased, insertion loss was degraded a little but out-of-band rejection was improved even without adding stages. We, also, changed the shape of the resonance area from square shape to rectangle shape to examine the effects of the resonator shape on the characteristics of the BPF. The best performances were observed when the sizes of series and shunt resonator are $150{\mu}m{\times}l50{\mu}m\;and\;5{\mu}m{\times}50{\mu}m$, respectively. Out-of-band rejection was improved about 10dB and bandwidth was broadened from 30MHz to 100MHz utilizing inductor tuning on $2{\times}2\;and\; 4{\times}2$ ladder-type BPFs.

• KIISE Transactions on Computing Practices
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• v.21 no.4
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• pp.338-342
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• 2015

Recurrent Neural Network (RNN), a machine learning model which can handle time-series data, can possess more varied structures than a feed-forward neural network, since a RNN allows hidden-to-hidden connections. This research focuses on the network structure among hidden neurons, and discusses the information processing capability of RNN. Time-series learning potential and dynamics of RNNs are investigated upon several well-established network structure models. Hidden neuron network structure is found to have significant impact on the performance of a model, and the performance variations are generally correlated with the criticality of the network dynamics. Especially Preferential Attachment Network model showed an interesting behavior. These findings provide clues for performance improvement of the RNN.

• Journal of Convergence for Information Technology
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• v.9 no.12
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• pp.54-61
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• 2019

Recently, IITS (intelligent integrated transportation system) has been important topic in Smart City related industry. As a main objective of IITS, prevention of traffic jam (due to car accidents) has been attempted with help of advanced sensor and communication technologies. Studies show that car accident has certain correlation with some factors including characteristics of location, weather, driver's behavior, and time of day. We concentrate our study on observing auto correlativity of car accidents in terms of time of day. In this paper, we performed the ARIMA tests including ADF (augmented Dickey-Fuller) to check the three factors determining auto-regressive, stationarity, and lag order. Summary on forecasting of hourly car crash counts is presented, we show that the traffic accident data obtained in Korea can be applied to ARIMA model and present a result that traffic accidents in Korea have property of being recurrent daily basis.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.12-22
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• 2021

This article suggests the machine learning model, i.e., classifier, for predicting the production quality of free-machining 303-series stainless steel(STS303) small rolling wire rods according to the operating condition of the manufacturing process. For the development of the classifier, manufacturing data for 37 operating variables were collected from the manufacturing execution system(MES) of Company S, and the 12 types of derived variables were generated based on literature review and interviews with field experts. This research was performed with data preprocessing, exploratory data analysis, feature selection, machine learning modeling, and the evaluation of alternative models. In the preprocessing stage, missing values and outliers are removed, and oversampling using SMOTE(Synthetic oversampling technique) to resolve data imbalance. Features are selected by variable importance of LASSO(Least absolute shrinkage and selection operator) regression, extreme gradient boosting(XGBoost), and random forest models. Finally, logistic regression, support vector machine(SVM), random forest, and XGBoost are developed as a classifier to predict the adequate or defective products with new operating conditions. The optimal hyper-parameters for each model are investigated by the grid search and random search methods based on k-fold cross-validation. As a result of the experiment, XGBoost showed relatively high predictive performance compared to other models with an accuracy of 0.9929, specificity of 0.9372, F₁-score of 0.9963, and logarithmic loss of 0.0209. The classifier developed in this study is expected to improve productivity by enabling effective management of the manufacturing process for the STS303 small rolling wire rods.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.20 no.6
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• pp.1-13
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• 2021

In this study, a time series analysis technique was applied to calibrate and predict traffic data for various purposes, such as planning, design, maintenance, and research. Existing algorithms have limitations in application to data such as traffic data because they show strong periodicity and seasonality or irregular data. To overcome and supplement these limitations, we applied the SARIMA model, an analytical technique that combines the autocorrelation model, the Seasonal Auto Regressive(SAR), and the seasonal Moving Average(SMA). According to the analysis, traffic volume prediction using the SARIMA(4,1,3)(4,0,3) 12 model, which is the optimal parameter combination, showed excellent performance of 85% on average. In addition to traffic data, this study is considered to be of great value in that it can contribute significantly to traffic correction and forecast improvement in the event of missing traffic data, and is also applicable to a variety of time series data recently collected.