• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.621-627
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• 2016

A certain professional baseball team tends to be very weak against another particular team. For example, S team, the strongest team in Korea, is relatively weak to H team. In this paper, we carried out clustering the Korean baseball teams based on the records against the team S to investigate whether the pattern of the record of the team H is different from those of the other teams. The technique we have employed is 'time series clustering', or more specifically 'categorical time series clustering'. Three methods have been considered in this paper: (i) distance based method, (ii) genetic sequencing method and (iii) periodogram method. Each method has its own advantages and disadvantages to handle categorical time series, so that it is recommended to draw conclusion by considering the results from the above three methods altogether in a comprehensive manner.

• Proceedings of the Korea Information Processing Society Conference
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• 2018.10a
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• pp.585-588
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• 2018

시계열 데이터의 특징을 추출하여 분석하는 과정에서 시게열 데이터가 가지는 고차원성은 차원의 저주(Course of Dimensionality)로 인해 데이터내의 유효한 정보를 찾는데 어려움을 만든다. 이러한 문제를 해결하기 위해 차원 축소 기법(dimensionality reduction)이 널리 사용되고 있지만, 축소 과정에서 발생하는 정보의 희석으로 인하여 시계열 데이터에 대한 군집화(clustering)등을 수행하는데 있어서 성능의 변화를 가져온다. 본 논문은 이러한 현상을 관찰하기 위해 이산 웨이블릿 변환(Discrete Wavelet Transform:DWT)과 오토 인코더(AutoEncoder)를 차원 축소 기법으로 활용하여 시계열 데이터의 차원을 압축 한 뒤, 압축된 데이터를 K-평균(K-means) 알고리즘에 적용하여 군집화의 효율성을 비교하였다. 성능 비교 결과, DWT는 압축된 차원수 그리고 오토인코더는 시계열 데이터에 대한 충분한 학습이 각각 보장된다면 좋은 군집화 성능을 보이는 것을 확인하였다.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.707-719
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• 2018

Various time series representation methods have been proposed for efficient time series clustering and classification. Lin et al. (DMKD, 15, 107-144, 2007) proposed a symbolic aggregate approximation (SAX) method based on symbolic representations after approximating the original time series using piecewise local mean. The performance of SAX therefore depends heavily on how well the piecewise local averages approximate original time series features. SAX equally divides the entire series into an arbitrary number of segments; however, it is not sufficient to capture key features from complex, large-scale time series data. Therefore, this paper considers data-adaptive local constant approximation of the time series using the unbalanced Haar wavelet transformation. The proposed method is shown to outperforms SAX in many real-world data applications.

• Proceedings of the Korea Information Processing Society Conference
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• 2019.10a
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• pp.950-951
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• 2019

시계열 데이터에 대한 군집화 관련 연구는 주로 통계 분석을 통해 이뤄지기 때문에 데이터가 갖는 특성을 완전히 반영하는 데 한계를 갖는다. 본 논문에서는 다변량 데이터에서의 군집화를 위하여 변수별로 시간에 따른 변화와 특징을 추출하기 위한 CNN-GRU(Convolutional Neural Network - Gated Recurrent Unit) 기반의 신경망 모델을 제안한다. CNN을 활용하여 변수별로 갖는 특성을 파악하고자 하였으며, GRU을 통해 전체 시간에 따른 소비 추세를 도출하고자 하였다. 지역별로 업종에 따라 사용된 2년 치의 실제 카드 데이터를 활용하였으며, 유사한 소비 추세를 보이는 지역을 군집화하는데 이를 적용하였다. 결과적으로, 다변량 시계열 데이터를 통해 전체적인 흐름을 반영하여 패턴화했다는 점에서 의의를 갖는다.

• Journal of Internet Computing and Services
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• v.25 no.2
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• pp.39-47
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• 2024

Time series analysis is widely employed by many organizations to solve business problems, as it extracts various information and insights from chronologically ordered data. Among its applications, measuring time series similarity is a step to identify time series with similar patterns, which is very important in time series analysis applications such as time series search and clustering. In this study, we propose an efficient method for measuring time series similarity that focuses on anomalies rather than the entire series. In this regard, we validate the proposed method by measuring and analyzing the rank correlation between the similarity measure for the set of subsets extracted by anomaly detection and the similarity measure for the whole time series. Experimental results, especially with stock time series data and an anomaly proportion of 10%, demonstrate a Spearman's rank correlation coefficient of up to 0.9. In conclusion, the proposed method can significantly reduce computation cost of measuring time series similarity, while providing reliable time series search and clustering results.

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.547-560
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• 2008

It is well known that spectral density function determines auto-covariance function of stationary time-series data and smoothed periodogram is a consistent estimator of spectral density function. Recently, Kim and Park (2007) showed that smoothed- periodogram based distances performs very well for the classification. In this paper, we introduce classification methods with smoothed periodogram and apply the approaches to the monthly precipitation measurements obtained from January, 1987 through December, 2007 at 22 locations in South Korea.

• Journal of Digital Convergence
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• v.13 no.7
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• pp.169-175
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• 2015

An effective way to understand the dynamic and time series that follows the passage of time, as valuation is to establish a model to analyze the phenomena of the system. Model of the decision process is efficient clustering information of the total mass of the time series data of the relevant population been collected in a particular number of sub-groups than to look at all a time to an understand of the overall data through each community-specific model determination. In this study, a sub-grouping of the group and the first of the two process model of each cluster by determining, in the following in sub-population characterized by a fusion with heuristic Bayesian clustering techniques proposed a process which can reduce calculation time and cost was confirmed by experiments using actual effectiveness valuation.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.149-160
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• 2019

The electricity consumption time series data of 'A' University from July 2016 to June 2017 is analyzed via nonparametric functional data clustering since the time series data can be regarded as realization of continuous functions with dependency structure. We use a Bouveyron and Jacques (Advances in Data Analysis and Classification, 5, 4, 281-300, 2011) method based on model-based functional clustering with an FEM algorithm that assumes a Gaussian distribution on functional principal components. Clusterwise analysis is provided with cluster mean functions, densities and cluster profiles.

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

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.193-203
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• 2016

This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).