• Title/Summary/Keyword: 시계열 비교분석

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A Comparative Study on the Prediction of the Final Settlement Using Preexistence Method and ARIMA Method (기존기법과 ARIMA기법을 활용한 최종 침하량 예측에 관한 비교 연구)

  • Kang, Seyeon
    • 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).

Average Run Lengths of Special-Cause Control Charts for Autocorrelated Processes (자동상관인 공정에서 Special-Cause CUSUM 관리도의 ARL)

  • Sungwoon Choi
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.18 no.36
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    • pp.243-251
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    • 1995
  • 본 연구에서는 자동상관인 공정의 변화를 빠르게 탐지할 수 있는 Special-Cause CUSUM 관리도를 사용하여 다섯가지 시계열 모델에 대해 다음과 같은 연구를 수행한다. 첫째 ACF와 PACF로 파라미터에 따른 ARL의 변화를 쉽게 해석할 수 있는 방법과 둘째로 독립인 관측값에 적용하는 Hawkins(1992)의 ARL 간략계산법을 자동상관인 공정에서도 사용할 수 있는 기법을 제시하여 기존의 시뮬레이션을 이용한 ARL 계산법에 비해 빠르고도 정확한 값을 구한다. 끝으로 두가지 유형의 평균이동에 대한 ARL 변화를 각각 계산해 보아 그 효과를 비교분석 한다.

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User Modeling based Time-Series Analysis for Context Prediction in Ubiquitous Computing Environment (유비쿼터스 컴퓨팅 환경에서 컨텍스트 예측을 위한 시계열 분석 기반 사용자 모델링)

  • Choi, Young-Hwan;Lee, Sang-Yong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.655-660
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    • 2009
  • The context prediction algorithms are not suitable to provide real-time personalized service for users in context-awareness environment. The algorithms have problems like time delay in training data processing and the difficulties of implementation in real-time environment. In this paper, we propose a prediction algorithm with user modeling to shorten of processing time and to improve the prediction accuracy in the context prediction algorithm. The algorithm uses moving path of user contexts for context prediction and generates user model by time-series analysis of user's moving path. And that predicts the user context with the user model by sequence matching method. We compared our algorithms with the prediction algorithms by processing time and prediction accuracy. As the result, the prediction accuracy of our algorithm is similar to the prediction algorithms, and processing time is reduced by 40% in real time service environment.

The Influence on Corelation between Photo-plethysmograph Variability and Heart Rate Variability by Temperature Variation (온도변이가 PV와 HRV의 상관관계에 미치는 영향에 관한 연구)

  • Min, Se-Dong;Lee, Chung-Keun;Shin, Hang-Sik;Lee, Byoung-Woo;Kim, Jin-Kwon;Park, Hyun-Cheol;Lee, Myoung-Ho
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.2007-2009
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    • 2008
  • 본 논문에서는 인체에 열을 가했을 때 심전도(ECG) 신호에서 얻어진 Heart Rate Variability(HRV)와 광전용적맥파(PPG)에서 얻어진 Photoplethymograph Variability(PV)의 상관관계를 보기 위하여 피실험자가 상온에서 누워 있을때와 65$^{\circ}C$의 온도로 누워있을때의 심전도와 PPG를 측정하여 두 파라메터의 상관관계를 분석하여 그 효용성을 평가하였다. 이를 위하여 우선 신체 건강한 26세에서 32세까지 총 3명의 남성을 대상으로 하여 ECG와 PPG를 위와 같은 조건에서 측정한 다음, 두 신호로부터 피크를 검출하고, 피크 간격을 시계열 신호로 변환하여 HRV와 PV신호를 얻어 내었다. 또한 얻어진 HRV신호와 PV신호의 주파수 분석을 통하여 HF 및 LF성분을 비교하여 HRV와 PV의 상관관계를 비교하였다.

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선도환시장(先渡換市場)에서의 위험(危險)프리미엄존재가설(存在假說)에 관한 실증적(實證的) 연구(硏究)

  • Yu, Seung-Hun
    • The Korean Journal of Financial Management
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    • v.9 no.2
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    • pp.177-207
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    • 1992
  • 이 논문(論文)에서는 선도환시장(先渡換市場)에서의 위험(危險)프리미엄의 존재가설(存在假說)을 실증분석(實證分析)하기 위해 분석시간대(分析時間帶), 분석통화(分析通貨), 시계열(時系列) 자료(資料)들을 블럭처리(處理) 하고 시계열분석(時系列分析), 제한(制限) cointegration분석, 회귀모형분석(回歸模型分析) 등의 3가지 큰 범주(範疇)하의 12 가지 분석기법(分析技法)의 반복측정분석(反復測定分析)을 하였다. 검증결과(檢證結果) 각 통화(通貨)마다 분석기법(分析技法)에 대한 위험(危險)프리미엄의 민감도(敏感度)는 상당한 차이(差異)가 발견(發見)되었다. 위험(危險)프리미엄의 분석방법(分析方法)에 따른 결과치(結果値)의 변동리유(變動理由)는 크게 계량추정(計量推定)의 변동(變動)에 기인(基因)한 부분(部分)과 위험(危險)프리미엄 측정(測定)의 이론적(理論的) 모형(模型)의 상이(相異)에 의한 부분, 분석기법(分析技法)의 위험(危險)프리미엄 조건(條件)의 차이(差異)에 의한 변동(變動)부분으로 나누어 짐을 알 수 있었다. 이상의 발견점(發見点)이 시사(示唆)하는 바는 위험(危險)프리미험의 연구(硏究)에 있어서 상기(上記) 세가지 방향(方向)으로 더욱 깊은 연구(硏究)가 행하여 질수 있음을 알 수 있다. 각 연구(硏究) 방법(方法)의 비교(比較) 평가(評價)에서는 구체적인 실증분석(實證分析) 후 각 연구방법(硏究方法)들의 장단점(長短點)들이 논의(論議)되어진 바, 이들 방법(方法)이 서로 상호대체적(相互對替的)이 아니고 상호보완적(相互補完的)임을 알 수 있었다.

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Anomaly Detection in Livestock Environmental Time Series Data Using LSTM Autoencoders: A Comparison of Performance Based on Threshold Settings (LSTM 오토인코더를 활용한 축산 환경 시계열 데이터의 이상치 탐지: 경계값 설정에 따른 성능 비교)

  • Se Yeon Chung;Sang Cheol Kim
    • Smart Media Journal
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    • v.13 no.4
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    • pp.48-56
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    • 2024
  • In the livestock industry, detecting environmental outliers and predicting data are crucial tasks. Outliers in livestock environment data, typically gathered through time-series methods, can signal rapid changes in the environment and potential unexpected epidemics. Prompt detection and response to these outliers are essential to minimize stress in livestock and reduce economic losses for farmers by early detection of epidemic conditions. This study employs two methods to experiment and compare performances in setting thresholds that define outliers in livestock environment data outlier detection. The first method is an outlier detection using Mean Squared Error (MSE), and the second is an outlier detection using a Dynamic Threshold, which analyzes variability against the average value of previous data to identify outliers. The MSE-based method demonstrated a 94.98% accuracy rate, while the Dynamic Threshold method, which uses standard deviation, showed superior performance with 99.66% accuracy.

Estimation of delay time between precipitation and groundwater level in the middle mountain area of Pyoseon watershed in Jeju Island using moving average method and cross correlation coefficient (이동평균법과 교차상관계수를 이용한 제주도 표선유역 중산간지역의 강수량과 지하수위 간의 지체시간 추정)

  • Shin, Mun-Ju;Moon, Soo-Hyoung;Koh, Gi-Won;Moon, Duk-Chul
    • Journal of Korea Water Resources Association
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    • v.53 no.7
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    • pp.533-543
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    • 2020
  • In order to provide information for proper management of groundwater resources, it is necessary to estimate the rise time of groundwater level by calculating the delay time between the time series of precipitation and groundwater level and to understand the characteristics of groundwater level variation. In this study, total delay time (TDT) and cross correlation coefficient between the moving averaged precipitation generated by using the moving average method to take into account the preceding precipitation and the groundwater level were calculated and analyzed for the nine groundwater level monitoring wells in the Pyoseon watershed in the southeast of Jeju Island. As a result, when the moving averaged precipitation was used, the correlation with the groundwater level was higher in all monitoring wells than in the case of using the raw precipitation, so that it was possible to more clearly estimate the delay time between precipitation and groundwater level. When using the moving averaged precipitation, it had cross correlation coefficients of up to 0.57 ~ 0.58 with the time series data of the groundwater level, and had a relatively high correlation when considering the preceding precipitation of about 24 days on average. The TDT was about 32 days on average, and it was confirmed that the consideration of preceding precipitation plays an important role in estimating the TDT because the days of moving averaged precipitation greatly influences the calculation of the TDT. In addition, through the use of moving averaged precipitation, we found an error in estimating the TDT due to the use of raw precipitation. Through the method of estimating the TDT used in this study and the use of the R code for estimating the TDT presented in the appendix of this paper, it will be possible to estimate the TDT for other regions in the future relatively easily.

Target Classification in Sparse Sampling Acoustic Sensor Networks using DTW-Cosine Algorithm (저비율 샘플링 음향 센서네트워크에서 DTW-Cosine 알고리즘을 이용한 목표물 식별기법)

  • Kim, Young-Soo;Kang, Jong-Gu;Kim, Dae-Young
    • Journal of KIISE:Computing Practices and Letters
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    • v.14 no.2
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    • pp.221-225
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    • 2008
  • In this paper, to avoid the frequency analysis requiring a high sampling rate, time-warped similarity measure algorithms, which are able to classify objects even with a low-rate sampling rate as time- series methods, are presented and proposed the DTW-Cosine algorithm, as the best classifier among them in wireless sensor networks. Two problems, local time shifting and spatial signal variation, should be solved to apply the time-warped similarity measure algorithms to wireless sensor networks. We find that our proposed algorithm can overcome those problems very efficiently and outperforms the other algorithms by at least 10.3% accuracy.

Comparison and Analysis of Response of Premature Infants to Auditory Stimulus (일변량 분산 분석과 이변량 시계열 분석을 이용한 미숙아의 목소리 자극에 대한 심박동수와 호흡수 반응의 비교)

  • Lee, Hye-Jung
    • Child Health Nursing Research
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    • v.15 no.3
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    • pp.261-270
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    • 2009
  • Purpose: The purpose of this study was to compare the result of one-way ANOVA with that of cross-correlation time series analysis in order to evaluate physiologic responses of premature infants to human voices. Methods: Four premature infants born prior to 32 weeks gestational age were included in the study. The Gould 4000TA Recording System recorded the preterm infant's heart and respiratory rate while they were listening to a pre-recorded voice recording. Each infant listened to both male and female voices (1 min each) at each testing session. Results: The results of both one-wayANOVA and cross-correlation time series analysis using heart and respiratory rate data were not consistent in some of premature infants. A cross-correlation time series analysis revealed that the responses of premature infant to vocal stimulation occurred at a varying number of seconds after the stimulus was presented and lasted for over 20-30 sec. Conclusion: The results indicate that a time series analysis can provide more detailed information on the rapidly changing physiologic status of premature infant to the auditory stimulus. In addition, the results provide an insight into an auditory responsitivity of premature infants to a naturally occurring sound, the human voice, in the neonatal intensive care unit.

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Surrogate Model for Potential Evapotranspiration Using a difference in Maximum and Minimum Temperature within a Hargreaves Modeling Framework (온도인자를 활용한 Hargreaves 모형 기반의 잠재증발산량 대체 모형 개발)

  • Kim, Ho Jun;Kim, Tae-Jeong;Lee, Kang Wook;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.184-184
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    • 2020
  • 수자원 계획 및 관리 시 증발산량의 정량적 분석은 필수적으로 고려되는 사항 중 하나이다. 일단위 이하의 잠재증발산량 산정은 세계식량기구(FAO)가 Penman-Monteith 방법을 기반으로 개발한 FAO56 PM 방법을 주로 활용하며, 이는 다른 방법에 비하여 높은 정확성과 적용성이 뛰어나다. 그러나 FAO56 PM 방법의 입력 매개변수는 다양한 기상자료이며, 장기간의 신뢰성 높은 자료를 구축하는 것은 어려운 실정이다. 이에 본 연구에서는 증발산량 공식인 Hargreaves 공식을 활용하여 FAO56 PM 방법으로 산정된 잠재증발산량과 기온차 사이의 시계열 관계를 재구성한 회귀분석 기법을 개발하였다. 개발된 모형에 유역면적을 적용하여 유역면적별 잠재증발산량을 산정하였으며, 이를 기존의 잠재증발산량과의 비교를 통해 모형의 적합성을 평가하였다. 결과적으로, 복잡한 잠재증발산량식을 단순한 대체모형(surrogate model)으로 제시함으로써 효율적인 증발산량 정량적 평가와 제한적인 기상자료 조건에 보편적 활용이 가능하다. 향후 연구에서는 회귀분석방법에 Bayesian 추론기법을 활용하여 구성함으로 잠재증발산량의 불확실성을 정량적으로 표현하고자 한다.

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