• Journal of Korea Water Resources Association
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• v.31 no.6
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• pp.769-777
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• 1998

In this study, various time series are analyzed to check nonlinearities of the data. The nonlinearity of a system can be investigated by testing the randomness of the time series data. To test the randomness, four nonparametric test statistics and a new test statistic, called the BDS statistic are used and the results and the results are compared. The Brock, Dechert, and Scheinkman (BDS) statistic is originated from the statistical properties of the correlation integral which is used for searching for chaos and has been shown very effective in distinguishing nonlinear structures in dynamic systems from random structures. As a result of application to linear and nonlinear models which are well known, the BDS statistic is found to be more effective than nonparametric test statistics in identifying nonlinear structure in the time series. Hydrologic time series data are fitted to ARMA type models and the statistics are applied to the residuals. The results show that the BDS statistic can distinguish chaotic nonlinearity from randomness and that the BDS statistic can also be used for verifying the validity of the fitted model.

• The Journal of the Korea institute of electronic communication sciences
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• v.18 no.1
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• pp.127-142
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• 2023

The management of size and weight, which are the growth information of aquaculture fish in fish-farms, is the most basic goal. In this study, the epoch is defined in fish-farms from the time of stocking or dividing to the time of shipment, and the growth data for a total of three epoch is analyzed from a time series perspective. Growth information such as the size and weight of aquaculture fish that occur over time in fish-farms is compared and analyzed with water quality environmental information and feeding information, and a model is presented using the analysis results. In this study, linear, exponential, and logarithmic regression models are presented using the Box-Jenkins method for size and weight by epoch using data obtained in the field.

• The Journal of Bigdata
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• v.4 no.2
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• pp.105-114
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• 2019

Missing value replacement is one of the big issues in data analysis. If you ignore the occurrence of the missing value and proceed with the analysis, a bias can occur and give incorrect results for the estimate. In this paper, we need to find and apply an appropriate alternative to missing data from weather data. Through this, we attempted to clarify and compare the simulations for various situations using existing methods such as MICE and MissForest based on R and time series-based models. When comparing these results with each variable, it was determined that the kalman filter of the auto arima model using the ImputeTS package and the MissForest model gave good results in the weather data.

• Communications for Statistical Applications and Methods
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• v.17 no.6
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• pp.899-907
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• 2010

Several non-response imputation methods are suggested, however, mainly cross-sectional imputations are studied and applied to this analysis. A simple and common imputation method for panel data is the cross-wave regression imputation or carry-over imputation as a special case of cross-wave regression imputation. This study suggests a multiple imputation method combined time series analysis and cross-sectional multiple imputation method. We compare this method and the cross-wave regression imputation method using MSE, MAE, and Bias. The 2008 monthly labor survey data is used for this study.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.280-280
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• 2016

특정 자료의 시간의 흐름에 따른 예측치를 추정하는 방법으로 AR Model 즉, 자기회귀모형이 많이 사용되고 있다. AR Model은 변수의 현재 값을 과거 값의 함수로 나타내게 되는데, 이런 시계열 분석 모델을 사용할 때 매개변수의 추정 과정이 필수적으로 요구된다. 일반적으로 매개변수를 추정하는 방법에는 확률적근사법(stochastic approximation), 최소제곱법(method of least square), 자기상관법(method of autocorrelation method), 최우도법(method of maximum likelihood) 등이 있다. AR Model에서 가장 많이 사용되는 최우도법은 표본크기가 충분히 클 때 가장 효율적인 방법으로 평가되지만 수치적으로 해를 구하는 과정이 복잡한 경우가 많으며, 해를 구하지 못하는 어려움이 따르기도 한다. 또한 표본 크기가 작을 때 일반적으로 잘 일치하지 않은 결과를 얻게 된다. 우리나라의 강우, 유량 등의 자료는 자료의 수가 적은 경우가 많기 때문에 최우도법을 통한 매개변수 추정 시 불확실성이 내재되어있지만 그것을 정량적으로 제시하는데 한계가 있다. 본 연구에서는 AR Model의 매개변수 추정 시 Bayesian 기법으로 매개변수의 사후분포(posterior distribution)를 제공하여 매개변수의 불확실성 구간을 정량적으로 표현하게 됨으로써, 시계열 분석을 통해 보다 신뢰성 있는 예측치를 얻을 수 있으리라 판단된다.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.229-239
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• 2018

This paper introduces how to adopt the concept of temporal hierarchies to forecast time series data. Similarly as in hierarchical cross-sectional data, temporal hierarchies can be constructed for any time series data by means of non-overlapping temporal aggregation. Reconciliation forecasts with temporal hierarchies result in more accurate and robust forecasts when compared with the independent base and bottom-up forecasts. As an empirical example, we forecast traffic accident counts with temporal hierarchies and observe that reconciliation forecasts are superior to the base and bottom-up forecasts in terms of forecast accuracy.

• Journal of the Korean GEO-environmental Society
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• v.20 no.10
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• pp.29-38
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• 2019

In stability and settlement management of soft ground, the settlement prediction technology has been continuously developed and used to reduce construction cost and confirm the exact land use time. However, the preexistence prediction methods such as hyperbolic method, Asaoka method and Hoshino method are difficult to predict the settlement accurately at the beginning of consolidation because the accurate settlement prediction is possible only after many measurement periods have passed. It is judged as the reason for estimating the future settlement through the proportionality assumption of the slope which the preexistence prediction method computes from the settlement curve. In this study, ARIMA technique is introduced among time series analysis techniques and compared with preexistence prediction methods. ARIMA method was predictable without any distinction of ground conditions, and the results similar to the existing method are predicted early (final settlement).

• Journal of the Korea Society of Computer and Information
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• v.27 no.2
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• pp.171-177
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• 2022

In this paper, we propose a service method that can provide insight into multi-source agricultural data, way to cluster environmental factor which supports data analysis according to time flow, and curate crop environmental factors. The proposed curation service consists of four steps: collection, preprocessing, storage, and analysis. First, in the collection step, the service system collects and organizes multi-source agricultural data by using an OpenAPI-based web crawler. Second, in the preprocessing step, the system performs data smoothing to reduce the data measurement errors. Here, we adopt the smoothing method for each type of facility in consideration of the error rate according to facility characteristics such as greenhouses and open fields. Third, in the storage step, an agricultural data integration schema and Hadoop HDFS-based storage structure are proposed for large-scale agricultural data. Finally, in the analysis step, the service system performs DTW-based time series classification in consideration of the characteristics of agricultural digital data. Through the DTW-based classification, the accuracy of prediction results is improved by reflecting the characteristics of time series data without any loss. As a future work, we plan to implement the proposed service method and apply it to the smart farm greenhouse for testing and verification.

• Journal of the Korea Convergence Society
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• v.10 no.12
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• pp.17-22
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• 2019

Network attack analysis and visualization methods using network traffic session data detect network anomalies by visualizing the sender's and receiver's IP addresses and the relationship between them. The traffic flow is a critical feature in detecting anomalies, but simply visualizing the source and destination IP addresses symmetrically from up-down or left-right would become a problematic factor for the analysis. Also, there is a risk of losing timely security situation when designing a visualization interface without considering the temporal characteristics of time-series traffic sessions. In this paper, we propose a visualization interface and analysis method that visualizes time-series traffic data by using the radial axis, divide IP addresses into network and host portions which then projects on the cylindrical coordinate system that could effectively monitor network attacks. The proposed method has the advantage of intuitively recognizing network attacks and identifying attack activity over time.

• Journal of the Korean Recycled Construction Resources Institute
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• v.9 no.3
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• pp.229-235
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• 2021

To dispose of waste, there are methods such as landfill, incineration, recycling, and sea discharge. Since the landfill wastes accumulate, there is a limit to the landfill site to accommodate them. In this paper, a time series analysis and current status of landfill allowance was analyzed over 20 years of landfills distributed throughout the country using GIS to understand the status of waste reclamation. As a result, the emissions of waste were gradually increasing, and as the emissions increased, the amount of landfill increased. The landfills in the Seoul metropolitan area have been saturated and need to be resolved as soon as possible.