• Proceedings of the KSME Conference
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• 2008.11a
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• pp.1387-1390
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• 2008

Pneumatic cylinder is widely used in the various industrial fields. Reliability Study of this field is very important part to the related companies. In this study, we want to predict the life of pneumatic cylinder using Cox (or proportional hazards) model. Used in biomedical applications, the Cox model can be used as an accelerated life testing model. We considered working pressure and temperature as stress factors. The statistical software is used to analyze and forecast the life data.

• Journal of the Korea Society of Computer and Information
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• v.13 no.7
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• pp.281-289
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• 2008

In this study, a discrete-event simulation model is developed to estimate load factors and the corresponding revenues under different pricing and dispatching policies. The model has been employed to forecast the inbound and the outbound air cargo demands of the major Northeastern Chinese cities, and the simulation results were compared to the actual demands obtained from real-life airline operations. The statistical analysis confirms that the simulation model is able to provide accurate estimates for air cargo demands, and thus, the model may be employed to be a useful tool for air cargo demand management.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.825-832
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• 2012

We propose a novel way of forecasting the market shares of several brands simultaneously in a multiplicative competitive interaction model, which uses kernel regression technique incorporated with kernel machine technique applied in support vector machines and other machine learning techniques. Traditionally, the estimations of the market share attraction model are performed via a maximum likelihood estimation procedure under the assumption that the data are drawn from a normal distribution. The proposed method is shown to be a good candidate for forecasting method of the market share attraction model when normal distribution is not assumed. We apply the proposed method to forecast the market shares of 4 Korean car brands simultaneously and represent better performances than maximum likelihood estimation procedure.

• KIEAE Journal
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• v.15 no.6
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• pp.63-68
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• 2015

Purpose: Most if buildings need various repair works for preventing or delaying the deterioration which gives rise to affect the living condition or function after constructed. Therefore, a long-term repair schedule should be planned and a repair cost is required. In this paper, it aimed at providing the statistical forecast model for a repair cost in roof water-proofing work and elevator work using statistical approach with three variables such as number of household, management area and a elapsed year. Data are collected in apartment housings which are located in Seoul area and conducted with interview and questionnaire sheet. Each analyzed work is divided into a partly work and fully work. Results of this study are shown that, first, the regression model takes a multiplying type like a Cobb-Douglas function and is changed into the log-linear type to include the three variable simultaneously. Second, the goodness-of-fit of the repair cost forecasting model has a good statistics in determinant's coefficient and Dubin-Watson value. Third, the management area is stronger factor than other the number of household and an elapsed year in roof water-proofing work and elevator work.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2003.09a
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• pp.254-257
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• 2003

Statistical analysis is performed to estimate the correlations between geological or geographical factor and groundwater inflow rates in the Seoul subway system. Correlation analysis shows that among several geological and geographical factors fractures and streams have most strong effects on inflow rate into tunnels. In particular, subway line 5∼8 are affected more by these factors than subway line 1∼4. Time series analysis is carried out to forecast groundwater inflow rate. Time series analysis is a useful empirical method for simulation and forecasts in case that physical model can not be applied to. The time series of groundwater inflow rates is calculated using the observation data. Transfer function-noise model is applied with the precipitation data as input variables. For time series analysis, statistical methods are performed to identify proper model and autoregressive-moving average models are applied to evaluation of inflow rate. Each model is identified to satisfy the lowest value of information criteria. Results show that the values by result equations are well fitted with the actual inflow rate values. The selected models could give a good explanation of inflow rates variation into subway tunnels.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.141-141
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• 2022

Drought is a global phenomenon that affects almost all landscapes and causes major damages. Due to non-linear nature of contributing factors, drought occurrence and its severity is characterized as stochastic in nature. Early warning of impending drought can aid in the development of drought mitigation strategies and measures. Thus, drought forecasting is crucial in the planning and management of water resource systems. The primary objective of this study is to make improvement is existing drought forecasting techniques. Therefore, we proposed an improved version of Seasonal Autoregressive Integrated Moving Average (SARIMA) model (MD-SARIMA) for reliable drought forecasting with three years lead time. In this study, we selected four watersheds of Han River basin in South Korea to validate the performance of MD-SARIMA model. The meteorological data from 8 rain gauge stations were collected for the period 1973-2016 and converted into watershed scale using Thiessen's polygon method. The Standardized Precipitation Index (SPI) was employed to represent the meteorological drought at seasonal (3-month) time scale. The performance of MD-SARIMA model was compared with existing models such as Seasonal Naive Bayes (SNB) model, Exponential Smoothing (ES) model, Trigonometric seasonality, Box-Cox transformation, ARMA errors, Trend and Seasonal components (TBATS) model, and SARIMA model. The results showed that all the models were able to forecast drought, but the performance of MD-SARIMA was robust then other statistical models with Wilmott Index (WI) = 0.86, Mean Absolute Error (MAE) = 0.66, and Root mean square error (RMSE) = 0.80 for 36 months lead time forecast. The outcomes of this study indicated that the MD-SARIMA model can be utilized for drought forecasting.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2007.11a
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• pp.477-481
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• 2007

The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.194-194
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• 2017

Flooding is one of the most serious and frequently occurred natural disaster at many regions around the world. Especially, under the climate change impact, it is more and more increasingly trend. To reduce the flood damage, flood forecast and its accuracy analysis are required. This study is conducted to analyze the accuracy of the real-time flood forecasting of a coupled meteo-hydrological model for the Han River basin, South Korea. The LDAPS (Local Data Assimilation and Prediction System) products with the spatial resolution of 1.5km and lead time of 36 hours are extracted and used as inputs for the SURR (Sejong University Rainfall-Runoff) model. Three statistical criteria consisting of CC (Corelation Coefficient), RMSE (Root Mean Square Error) and ME (Model Efficiency) are used to evaluate the performance of this couple. The results are expected that the accuracy of the flood forecasting reduces following the increase of lead time corresponding to the accuracy reduction of LDAPS rainfall. Further study is planed to improve the accuracy of the real-time flood forecasting.

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1213-1229
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• 2016

Cho and Shin (2016) recently demonstrated that an integrated HAR model has a forecast advantage over the HAR model of Corsi (2009). Recalling that realized volatilities of financial assets have asymmetries, we add a leverage term to the integrated HAR model, yielding the LIHAR model. Out-of-sample forecast comparisons show superiority of the LIHAR model over the HAR and IHAR models. The comparison was made for all the 20 realized volatilities in the Oxford-Man Realized Library focusing specially on the DJIA, the S&P 500, the Russell 2000, and the KOSPI. Analysis of the realized volatility data sets reveal apparent long-memory and asymmetry. The LIHAR model takes advantage of the long-memory and asymmetry and produces better forecasts than the HAR, IHAR, LHAR models.

• The Bulletin of The Korean Astronomical Society
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• v.42 no.2
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• pp.61.1-61.1
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• 2017

As the application of deep-learning methods has been succeeded in various fields, they have a high potential to be applied to space weather forecasting. Convolutional neural network, one of deep learning methods, is specialized in image recognition. In this study, we apply the AlexNet architecture, which is a winner of Imagenet Large Scale Virtual Recognition Challenge (ILSVRC) 2012, to the forecast of daily solar flare occurrence using the MatConvNet software of MATLAB. Our input images are SOHO/MDI, EIT $195{\AA}$, and $304{\AA}$ from January 1996 to December 2010, and output ones are yes or no of flare occurrence. We consider other input images which consist of last two images and their difference image. We select training dataset from Jan 1996 to Dec 2000 and from Jan 2003 to Dec 2008. Testing dataset is chosen from Jan 2001 to Dec 2002 and from Jan 2009 to Dec 2010 in order to consider the solar cycle effect. In training dataset, we randomly select one fifth of training data for validation dataset to avoid the over-fitting problem. Our model successfully forecasts the flare occurrence with about 0.90 probability of detection (POD) for common flares (C-, M-, and X-class). While POD of major flares (M- and X-class) forecasting is 0.96, false alarm rate (FAR) also scores relatively high(0.60). We also present several statistical parameters such as critical success index (CSI) and true skill statistics (TSS). All statistical parameters do not strongly depend on the number of input data sets. Our model can immediately be applied to automatic forecasting service when image data are available.