• Journal of Korean Society of Transportation
• /
• v.25 no.1 s.94
• /
• pp.121-132
• /
• 2007

Up to now Permanent traffic volumes have been counted by Automatic Vehicle Classification (AVC) on National Highways. When counted data have missing items or errors, the data must be revised to stay statistically reliable This study was carried out to estimate correct data based on outoregression and seasonal AutoRegressive Integrated Moving Average (ARIMA). As a result of verification through seasonal ARIMA, the longer the missed period is, the greater the error. Autoregression results in better verification results than seasonal ARIMA. Traffic data is affected by the present state mote than past patterns. However. autoregression can be applied only to the cases where data include similar neighborhood patterns and even in this case. the data cannot be corrected when data are missing due to low qualify or errors Therefore, these data shoo)d be corrected using past patterns and seasonal ARIMA when the missing data occurs in short periods.

• Proceedings of the Korean Information Science Society Conference
• /
• 2012.06b
• /
• pp.330-332
• /
• 2012

시계열 데이터 모델링은 시간 간격의 길이에 따라 단기적인 패턴이 주로 반영된다. 특히, 모델에 마코프 가정을 적용하였을 경우 이전 시간의 값에 따라 현재값이 결정된다. 시계열 데이터의 장기적인 변화를 다루기 위해, 특정 길이의 순차적 패턴을 부호화 하고, 이를 상위 모델의 입력으로 사용하는 과정을 통해 추상화를 시도하고자 한다. 실제로 사람의 감각기억은 200~500 밀리초 가량의 짧은 기억 유지기간을 갖는데, 이 기간의 정보를 상위 처리기의 입력 단위로 보고자 하는 것이다. 이에 본 고에서는 에너지기반 모델링 기법을 이용하여 반복적으로 나타나는 순차적 패턴을 부호화 하는 방법을 제안한다. 이 부호화 방법은 시간 순서에 따른 패턴의 유사도를 이용하여 확률적으로 다음 패턴과의 관계를 표현할 수 있으며, 이는 향후 시계열 데이터를 간략하게 표현하여 분석 및 시각화에 도움을 줄 수 있다.

• Proceedings of the Korea Information Processing Society Conference
• /
• 2013.05a
• /
• pp.250-253
• /
• 2013

최근 카메라 영상을 이용한 제스처 인식 관련 연구가 활발히 진행되고 있다. 카메라 영상을 이용한 제스처 인식에서 많이 사용되는 학습 알고리즘에는 확률 그래프 모델인 HMM과 CRF 등이 있다. 이 학습 알고리즘들은 다차원의 연속된 실수 데이터를 가지고 모델을 학습하면 계산량이 많아진다. 본 논문에서는 팔 관절 위치 데이터를 k-평균 군집화 과정을 거쳐 1차원의 시계열 데이터로 변환 후, 제스처별로 HMM 모델을 학습하는 방법을 제안한다. 키넥트 센서를 통해 얻은 팔 관절 위치 데이터에 k-평균 군집화를 적용하여 1차원 시계열 데이터를 생성하고, 이를 HMM의 학습 및 인식에 사용한다. 본 논문에서 제안하는 방법의 성능을 분석하기 위하여, 다른 시계열 학습 알고리즘인 AP+DTW를 이용한 방법과의 비교 실험을 포함해 다양한 실험들을 수행하였다.

• Proceedings of the KIEE Conference
• /
• 2000.07d
• /
• pp.3238-3240
• /
• 2000

본 논문의 목적은 음주섭취로 인한 혈중 알코올 농도에 따른 뇌의 활동도변화를 측정, 분석하는데 있다. 1차원 시계열데이터인 EEG신호는 생체 비선형 동역학 시스템으로부터 발생하는 Deterministic Nonlinear Chaos신호로써 무작위적인 신호와는 구분되어질 수 있다. EEG시계열데이터를 위상공간에 적절한 어트랙터로 재구성하여 상관차원 최대발산지수 등의 카오스 지수들을 추출하여보면 EEG시계열데이터가 무작위적인 계에서 발생하는 랜덤한 신호가 아닌 카오스계에서 기인함을 알 수 있고, 인간의 정신상태에 따른 뇌의 활동도를 정성적, 정량적으로 판별해 볼 수 있다. 이러한 카오스 분석방법을 토대로 음주전의 뇌의 활동도와 음주후 혈중알코올 농도에 따른 뇌의 활동도변화를 EEG의 카오스 지수들의 변화를 통해 분석해 보았다.

• Journal of Wetlands Research
• /
• v.21 no.3
• /
• pp.236-243
• /
• 2019

Hydrologic time series has been analyzed and forecasted by using classical linear models. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. Daily streamflow series at St. Johns river near Cocoa, Florida, USA showed an interesting result of a low dimensional, nonlinear dynamical system but daily inflow at Soyang reservoir, South Korea showed stochastic property. Based on the chaotic dynamical characteristic, DVS (deterministic versus stochastic) algorithm is used for short-term forecasting, as well as for exploring the properties of the system. In addition to the use of DVS algorithm, a neural network scheme for the forecasting of the daily streamflow series can be used and the two techniques are compared in this study. As a result, the daily streamflow which has chaotic property showed much more accurate result in short term forecasting than stochastic data.

• Knowledge Management Research
• /
• v.22 no.4
• /
• pp.119-133
• /
• 2021

As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.

• Korean Journal of Remote Sensing
• /
• v.39 no.5_4
• /
• pp.1085-1095
• /
• 2023

Time-series data generated from satellite data are crucial resources for change detection and monitoring across various fields. Existing research in time-series data generation primarily relies on single-image analysis to maintain data uniformity, with ongoing efforts to enhance spatial and temporal resolutions by utilizing diverse image sources. Despite the emphasized significance of time-series data, there is a notable absence of automated data collection and preprocessing for research purposes. In this paper, to address this limitation, we propose a system that automates the collection of satellite information in user-specified areas to generate time-series data. This research aims to collect data from various satellite sources in a specific region and convert them into time-series data, developing an automatic satellite image collection system for this purpose. By utilizing this system, users can collect and extract data for their specific regions of interest, making the data immediately usable. Experimental results have shown the feasibility of automatically acquiring freely available Landsat and Sentinel images from the web and incorporating manually inputted high-resolution satellite images. Comparisons between automatically collected and edited images based on high-resolution satellite data demonstrated minimal discrepancies, with no significant errors in the generated output.

• The Korean Journal of Applied Statistics
• /
• v.19 no.2
• /
• pp.319-330
• /
• 2006

A signal in real world usually composes of multiple signals having different scales of frequencies. For example sun-spot data is fluctuated over 11 year and 85 year. Economic data is supposed to be compound of seasonal component, cyclic component and long-term trend. Decomposition of the signal is one of the main topics in time series analysis. However when the signal is subject to nonstationarity, traditional time series analysis such as spectral analysis is not suitable. Huang et. at(1998) proposed data-adaptive method called empirical mode decomposition (EMD) . Due to its robustness to nonstationarity, EMD has been applied to various fields. Huang et. at, however, have not considered denoising when data is contaminated by error. In this paper we propose efficient denoising method utilizing cross-validation.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.21 no.3
• /
• pp.254-265
• /
• 2009

The estimation of the extreme sea level is necessary in the design of offshore or coastal structures. In this paper, the storm surge data calculated numerically at 52 harbors around the Korean Peninsula are analyzed by using annual maximum series(AMS), peaks over threshold(POT) and empirical simulation technique(EST). The maximum likelihood method was used to estimate the parameters in both AMS and POT models. The Generalized Pareto distribution was used and Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed with the acceptable significance level 5%. The extreme sea levels were also evaluated by EST including tide effect, showing similar results as given by Jeong et al.(2008).

• Journal of the Korean Data and Information Science Society
• /
• v.24 no.6
• /
• pp.1103-1112
• /
• 2013

Exploratory data analysis focuses mostly on data exploration instead of model fitting. We can use the recurrence plot as a graphical exploratory data analysis tool. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in time series at a glance.