• KSCE Journal of Civil and Environmental Engineering Research
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• 제29권2B호
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• pp.163-171
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• 2009

Classical linear models have been generally used to analyze and forecast hydrologic time series. 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. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.

• Journal of Wetlands Research
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• 제21권3호
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• pp.236-243
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• 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.

• Journal of Internet of Things and Convergence
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• 제4권1호
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• pp.1-5
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• 2018

This paper is concerned with the modeling and identification of time series data corrupted by noise. As modeling techniques, nonsingleton fuzzy logic system (NFLS) is employed for the modeling of corrupted time series. Main characteristic of the NFLS is a fuzzy system whose inputs are modeled as fuzzy number. So the NFLS is especially useful in cases where the available training data or the input data to the fuzzy logic system are corrupted by noise. Simulation results of the Mackey-Glass time series data will be demonstrated to show the performance of the modeling methods. As a result, NFLS does a much better job of modeling noisy time series data than does a traditional Mamdani FLS.

• Smart Media Journal
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• 제10권3호
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• pp.23-30
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• 2021

Although the manufacturing time series data clustering technique is an important grouping solution in the field of detecting and improving manufacturing large data-based equipment and process defects, it has a disadvantage of low accuracy when applying the existing static data target clustering technique to time series data. In this paper, an evolutionary computation-based time series cluster analysis approach is presented to improve the coherence of existing clustering techniques. To this end, first, the image shape resulting from the manufacturing process is converted into one-dimensional time series data using linear scanning, and the optimal sub-clusters for hierarchical cluster analysis and split cluster analysis are derived based on the Pearson distance metric as the target of the transformation data. Finally, by using a genetic algorithm, an optimal cluster combination with minimal similarity is derived for the two cluster analysis results. And the performance superiority of the proposed clustering is verified by comparing the performance with the existing clustering technique for the actual manufacturing process image.

• Journal of Korean Society of Transportation
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• 제19권6호
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• pp.65-73
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• 2001

Until recently, we use only weekly and monthly adjustment factors in order to estimate the AADT. By the way. we can suppose that the traffic is time series data related to flow of time. So we tried to analyse traffic patterns using time series analysis and apply them to estimate the AADT. We could divide traffic patterns into trend, cyclic variation, seasonal variation and irregular variation like as time series data. Also, in order to reduce random error components, we have looked for the weather conditions as an influential factor. There are many weather conditions such as rainfalls, but, temperatures, and sunshine hours among others but we selected rainfalls and lowest temperatures. And then, we have estimated the AADT using time series factors. To compare the results of, we have applied both irregular variation joined to weather factors and that not joined to. RMSE and U-test were opted at methods to appreciate results of AADT estimation.

• Korean Journal of Fisheries and Aquatic Sciences
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• 제26권4호
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• pp.363-368
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• 1993

Short-term forecasting of fish catch is of practical importance in fisheries management. Ecosystem models and multi-species models as well as traditional single-species models fall short of predicting power needed for practical management of fisheries resources due to the lack of sufficient data or information for the required parameters. Univariate time series analysis, on the other hand, extracts the information on the stochastic variability from the time series itself and makes estimates of the future stochastic variability. Therefore, it can be used for short-term forecasting with minimum data requirements. ARIMA time series modeling has been applied to the monthly Korean catches of hairtail (Trichiurus lepturus) for $1971{\sim}1988$. Forecasts of hairtail catch were made and compared with the actual catch data from $1989{\sim}1990$ which were not included in the parameter estimation. The results showed a good agreement (r=0.938) between the forecasts and the actual catches with a mean rotative error of $59.5\%$

• Korean Journal of Remote Sensing
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• 제39권5_4호
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• pp.1085-1095
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• 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.

• 한국공간정보시스템학회:학술대회논문집
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• 한국공간정보시스템학회 2007년도 GIS 공동춘계학술대회 논문집
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• pp.169-174
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• 2007

식생지수 시계열 자료를 이용한 식생 및 토지피복 모니터링을 수행하기 위해서는 구름으로 인한 누락 및 왜곡된 식생지수 문제를 먼저 해결해야만 한다. 특히 한반도와 같이 여름철 집중 호우기에 대부분의 영상에 구름이 존재하는 경우 이들 구름화소를 제거하거나 복원하지 않을 경우, 분석 결과에 상당한 왜곡이 발생하거나 특정 시기의 영상자료를 분석에 반영할 수 없는 경우가 발생하게 된다. HANTS 알고리즘은 이 같은 구름 화소 문제를 해결하기 위한 알고리즘으로 연중 식생지수의 변화는 비교적 단순한 반복적 주기함수의 형태를 가지므로 소수의 cos 함수를 이용한 푸리에 근사식으로 전체 연중 식생지수를 표현할 수 있다는 가정에서 출발한다. 이 때 구름화소로 인한 원식생지수와의 차이가 특정 임계값을 초과하였을 경우 해당 관측치를 근사과정에서 제외함으로써 구름의 영향을 받지 않은 식생지수 시계열 자료만을 이용하게 된다. 이 과정을 수행하기 위해서는 몇몇 제어변수의 설정이 필요한데, 본 연구에서는 한반도와 같이 특정 시기에 장기간 구름이 분포하는 상황에서 최적의 식생지수 복원을 위한 HANTS 알고리즘의 제어변수를 선정하고 재구축된 식생지수를 평가하였다. 이를 위한 실험으로 2002년 대전 지역의 MODIS Terra 식생지수 시계열 영상을 대상으로 HANTS 알고리즘을 주요 식생피복별로 적용해 보았다.

• Journal of the Korea Society of Computer and Information
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• 제28권8호
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• pp.67-75
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• 2023

Stock price prediction is an important topic extensively discussed in the financial market, but it is considered a challenging subject due to numerous factors that can influence it. In this research, performance was compared and analyzed by applying time series prediction models (LSTM, GRU) and non-time series prediction models (RF, SVR, KNN, LGBM) that do not take into account the temporal dependence of data into stock price prediction. In addition, various data such as stock price data, technical indicators, financial statements indicators, buy sell indicators, short selling, and foreign indicators were combined to find optimal predictors and analyze major factors affecting stock price prediction by industry. Through the hyperparameter optimization process, the process of improving the prediction performance for each algorithm was also conducted to analyze the factors affecting the performance. As a result of feature selection and hyperparameter optimization, it was found that the forecast accuracy of the time series prediction algorithm GRU and LSTM+GRU was the highest.

• Annual Conference of KIPS
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• 한국정보처리학회 2015년도 춘계학술발표대회
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• pp.683-686
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• 2015

본 논문에서는 스케일링-불변 윤곽선 이미지 매칭의 시각화 도구를 제안한다. 윤곽선 이미지를 시계열로 나타낼 경우, 시계열 매칭 기술을 활용하여 대용량 윤곽선 이미지 매칭을 보다 빠르게 수행할 수 있다. 이러한 윤곽선 이미지 매칭에서, 스케일링 불변의 지원은 스케일된 유사 이미지를 검색하기 위한 중요한 요소이다. 본 논문에서는 스케일링-불변 윤곽선 이미지 매칭 시스템을 클라이언트-서버 모델을 기반으로 구현한다. 먼저, 클라이언트는 질의 이미지를 시계열로 변환하고, 스케일링 팩터 구간 및 허용치와 함께 서버에 전달하고, 매칭 결과로 반환된 이미지를 차트 형태로 시각화한다. 다음으로 서버는 다차원 인덱스를 활용하여 대용량 윤곽선 시계열 데이터에 대한 빠른 시계열 매칭을 수행한다. 구현 결과, 제안하는 윤곽선 이미지 매칭 시각화 도구는 질의 이미지와 스케일링-불변 결과 이미지를 세 가지의 차트를 통해 직관적으로 비교 및 분석 가능하게 하였다.