• Title/Summary/Keyword: 시계열 비교분석

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A Predictive Bearing Anomaly Detection Model Using the SWT-SVD Preprocessing Algorithm (SWT-SVD 전처리 알고리즘을 적용한 예측적 베어링 이상탐지 모델)

  • So-hyang Bak;Kwanghoon Pio Kim
    • Journal of Internet Computing and Services
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    • v.25 no.1
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    • pp.109-121
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    • 2024
  • In various manufacturing processes such as textiles and automobiles, when equipment breaks down or stops, the machines do not work, which leads to time and financial losses for the company. Therefore, it is important to detect equipment abnormalities in advance so that equipment failures can be predicted and repaired before they occur. Most equipment failures are caused by bearing failures, which are essential parts of equipment, and detection bearing anomaly is the essence of PHM(Prognostics and Health Management) research. In this paper, we propose a preprocessing algorithm called SWT-SVD, which analyzes vibration signals from bearings and apply it to an anomaly transformer, one of the time series anomaly detection model networks, to implement bearing anomaly detection model. Vibration signals from the bearing manufacturing process contain noise due to the real-time generation of sensor values. To reduce noise in vibration signals, we use the Stationary Wavelet Transform to extract frequency components and perform preprocessing to extract meaningful features through the Singular Value Decomposition algorithm. For experimental validation of the proposed SWT-SVD preprocessing method in the bearing anomaly detection model, we utilize the PHM-2012-Challenge dataset provided by the IEEE PHM Conference. The experimental results demonstrate significant performance with an accuracy of 0.98 and an F1-Score of 0.97. Additionally, to substantiate performance improvement, we conduct a comparative analysis with previous studies, confirming that the proposed preprocessing method outperforms previous preprocessing methods in terms of performance.

Theoretical and Empirical Issues in Conducting an Economic Analysis of Damage in Price-Fixing Litigation: Application to a Transportation Fuel Market (담합관련 손해배상 소송의 경제분석에서 고려해야 할 이론 및 실증적 쟁점: 수송용 연료시장에의 적용)

  • Moon, Choon-Geol
    • Environmental and Resource Economics Review
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    • v.23 no.2
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    • pp.187-224
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    • 2014
  • We present key issues to consider in estimating damages from price-fixing cases and then apply the procedure addressing those issues to a transportation fuel market. Among the five methods of overcharge calculation, the regression analysis incorporating the yardstick method is the best. If the price equation relates the domestic price to the foreign price and the exchange rate as in the transportation fuel market, the functional form satisfying both logical consistency and modeling flexibility is the log-log functional form. If the data under analysis is of time series in nature, then the ARDL model should be the base model for each market and the regression analysis incorporating the yardstick method combines these ARDL equations to account for inter-market correlation and arrange constant terms and collusion-period dummies across component equations appropriately so as to identify the overcharge parameter. We propose a two-step test for the benchmarked market: (a) conduct market-by-market Spearman or Kendall test for randomness of the individual market price series first and (b) then conduct across-market Friedman test for homogeneity of the market price series. Statistical significance is the minimal requirement to establish the alleged proposition in the world of uncertainty. Between the sensitivity analysis and the model selection process for the best fitting model, the latter is far more important in the economic analysis of damage in price-fixing litigation. We applied our framework to a transportation fuel market and could not reject the null hypothesis of no overcharge.

A Study on the Variation of Daily Urban Water Demand Based on the Weather Condition (기후조건에 의한 상수도 일일 급수량의 변화에 관한 연구)

  • Lee, Gyeong-Hun;Mun, Byeong-Seok;Eom, Dong-Jo
    • Water for future
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    • v.28 no.6
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    • pp.147-158
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    • 1995
  • The purpose of this study is to establish a method of estimating the daily urban water demand using statistical model. This method will be used for the development of the efficient management and operation of the water supply facilities. The data used were the daily urban water use, the population, the year lapse and the weather conditions such as temperature, precipitation, relative humidity, etc. Kwangju city was selected for the case study area. The raw data used in this study were rearranged either by month or by season for the purpose of analysis, and the statistical analysis was applied to the data to obtain the regression model. As a result, the multiple linear regression model was developed to estimate the daily urban water use based on the seather condition. The regression constant and the model coefficients were determined for each month of a year. The accuracy of the model was within 3% of average error and within 10% of maximum error. The developed model was found to be useful to the practical operation and management of the water supply facilities.

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A Study on the Data Driven Neural Network Model for the Prediction of Time Series Data: Application of Water Surface Elevation Forecasting in Hangang River Bridge (시계열 자료의 예측을 위한 자료 기반 신경망 모델에 관한 연구: 한강대교 수위예측 적용)

  • Yoo, Hyungju;Lee, Seung Oh;Choi, Seohye;Park, Moonhyung
    • Journal of Korean Society of Disaster and Security
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    • v.12 no.2
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    • pp.73-82
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    • 2019
  • Recently, as the occurrence frequency of sudden floods due to climate change increased, the flood damage on riverside social infrastructures was extended so that there has been a threat of overflow. Therefore, a rapid prediction of potential flooding in riverside social infrastructure is necessary for administrators. However, most current flood forecasting models including hydraulic model have limitations which are the high accuracy of numerical results but longer simulation time. To alleviate such limitation, data driven models using artificial neural network have been widely used. However, there is a limitation that the existing models can not consider the time-series parameters. In this study the water surface elevation of the Hangang River bridge was predicted using the NARX model considering the time-series parameter. And the results of the ANN and RNN models are compared with the NARX model to determine the suitability of NARX model. Using the 10-year hydrological data from 2009 to 2018, 70% of the hydrological data were used for learning and 15% was used for testing and evaluation respectively. As a result of predicting the water surface elevation after 3 hours from the Hangang River bridge in 2018, the ANN, RNN and NARX models for RMSE were 0.20 m, 0.11 m, and 0.09 m, respectively, and 0.12 m, 0.06 m, and 0.05 m for MAE, and 1.56 m, 0.55 m and 0.10 m for peak errors respectively. By analyzing the error of the prediction results considering the time-series parameters, the NARX model is most suitable for predicting water surface elevation. This is because the NARX model can learn the trend of the time series data and also can derive the accurate prediction value even in the high water surface elevation prediction by using the hyperbolic tangent and Rectified Linear Unit function as an activation function. However, the NARX model has a limit to generate a vanishing gradient as the sequence length becomes longer. In the future, the accuracy of the water surface elevation prediction will be examined by using the LSTM model.

A Study on Demand Forecasting of Export Goods Based on Vector Autoregressive Model : Subject to Each Small Passenger Vehicles Quarterly Exported to USA (VAR모형을 이용한 수출상품 수요예측에 관한 연구: 소형 승용차 모델별 분기별 대미수출을 중심으로)

  • Cho, Jung-Hyeong
    • International Commerce and Information Review
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    • v.16 no.3
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    • pp.73-96
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    • 2014
  • The purpose of this research is to evaluate a short-term export demand forecasting model reflecting individual passenger vehicle brands and market characteristics by using Vector Autoregressive (VAR) models that are based on multivariate time-series model. The short-term export demand forecasting model was created by discerning theoretical potential factors that affect the short-term export demand of individual passenger vehicle brands. Quarterly short-term export demand forecasting model for two Korean small vehicle brands (Accent and Avante) were created by using VAR model. Predictive value at t+1 quarter calculated with the forecasting models for each passenger vehicle brand and the actual amount of sales were compared and evaluated by altering subject period by one quarter. As a result, RMSE % of Accent and Avante was 4.3% and 20.0% respectively. They amount to 3.9 days for Accent and 18.4 days for Avante when calculated per daily sales amount. This shows that the short-term export demand forecasting model of this research is highly usable in terms of prediction and consistency.

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Comparison of Damping for Steel Tall Buildings by Half Power Bandwidth and Random Decrement Method (철골조 고층건물의 하프파워법과 RD법에 의한 감쇠율 비교)

  • Yoon, Sung-Won;Ju, Young Kyu;Shin, Sang Jun
    • Journal of Korean Society of Steel Construction
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    • v.19 no.1
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    • pp.107-115
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    • 2007
  • In this paper, the damping ratios of two methods, namely the half-power bandwidth method and random decrement method from the vibration measurement were examined. Ambient vibration tests were conducted on two steel-framed and one composite tall building ranging from 27 to 36 stories. The performance of the half-power bandwidth method was investigated using four sample sizes, such as 1024, 2048, 4096 and 8192. Damping by the half-power bandwidth method is slightly more overestimated than the random decrement method due to insufficient record length. Damping evaluation by the half-power bandwidth method was found to be enhanced when using the narrower bandwidth with long recorded data.

Comparison of physics-based and data-driven models for streamflow simulation of the Mekong river (메콩강 유출모의를 위한 물리적 및 데이터 기반 모형의 비교·분석)

  • Lee, Giha;Jung, Sungho;Lee, Daeeop
    • Journal of Korea Water Resources Association
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    • v.51 no.6
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    • pp.503-514
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    • 2018
  • In recent, the hydrological regime of the Mekong river is changing drastically due to climate change and haphazard watershed development including dam construction. Information of hydrologic feature like streamflow of the Mekong river are required for water disaster prevention and sustainable water resources development in the river sharing countries. In this study, runoff simulations at the Kratie station of the lower Mekong river are performed using SWAT (Soil and Water Assessment Tool), a physics-based hydrologic model, and LSTM (Long Short-Term Memory), a data-driven deep learning algorithm. The SWAT model was set up based on globally-available database (topography: HydroSHED, landuse: GLCF-MODIS, soil: FAO-Soil map, rainfall: APHRODITE, etc) and then simulated daily discharge from 2003 to 2007. The LSTM was built using deep learning open-source library TensorFlow and the deep-layer neural networks of the LSTM were trained based merely on daily water level data of 10 upper stations of the Kratie during two periods: 2000~2002 and 2008~2014. Then, LSTM simulated daily discharge for 2003~2007 as in SWAT model. The simulation results show that Nash-Sutcliffe Efficiency (NSE) of each model were calculated at 0.9(SWAT) and 0.99(LSTM), respectively. In order to simply simulate hydrological time series of ungauged large watersheds, data-driven model like the LSTM method is more applicable than the physics-based hydrological model having complexity due to various database pressure because it is able to memorize the preceding time series sequences and reflect them to prediction.

The Analysis of Time Series of SO2 Concentration and the Control Factor in An Urban Area of Yongsan-gu, Seoul (서울시 용산구 지역에 이산화황 농도의 시계열 변동과 영향인자 분석)

  • Kim, Bo-Won;Kim, Ki-Hyun
    • Journal of the Korean earth science society
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    • v.35 no.7
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    • pp.543-553
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    • 2014
  • The environmental behavior of $SO_2$ was investigated in terms of the factors affecting the temporal variabilities by analyzing the data sets obtained from the Yongsan district in Seoul from 2004 till 2013. To this end, the relationship between $SO_2$ and relevant parameters including particulate matters (such as $PM_{2.5}$, $PM_{10}$, and TSP (total suspended particulates)) and gaseous components ($CH_4$, CO, THC (total hydrocarbon), NMHC (non-methane hydrocarbon), NO, $NO_2$, NOx, and $O_3$) was investigated in several aspects. Over a decade, the annual mean concentrations of $SO_2$ varied in the range of $4.36-5.86nmole\;mole^{-1}$ (min-max) which was about five times lower than the regulation guideline set for the air quality management in Korea. In fact, this pattern greatly contrasts with some other air pollutants of which concentrations exceeded their guideline values significantly. According to our analysis, $SO_2$ was strongly correlated to the temperature and other relevant parameters. The overall results of this study confirm that the administrative regulation of $SO_2$ levels has been made effectively relative to other airborne pollutants.

Changes in Means and Extreme Events of Changma-Period Precipitation Since mid-Joseon Dynasty in Seoul, Korea (조선 중기 이후 서울의 장마철 강수 평균과 극한강수현상의 변화)

  • Choi, Gwangyong
    • Journal of the Korean Geographical Society
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    • v.51 no.1
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    • pp.23-40
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    • 2016
  • In this study, long-term changes in means and extreme events of precipitation during summer rainy period called Changma (late June~early September) are examined based on rainfall data observed by Chukwooki during Joseon Dynasty (1777~1907) and by modern rain-gauge onward (1908~2015) in Seoul, Korea. Also, characterizations of the relevant changes in synoptic climate fields in East Asia are made by the examination of the NCEP-NCAR reanalysis I data. Analyses of 239-year time series of precipitation data demonstrate that the total precipitation as well as their inter-annual variability during the entire Changma period (late June~early September) has increased in the late 20th century and onward. Notably, since the early 1990s the means and extreme events during the summer Changma period (late June~mid-July) and Changma break period (late July~early August) has significantly increased, resulting in less clear demarcations of sub-Changma periods. In this regard, comparisons of synoptic climate fields before and after the early 1990s reveal that in recent decades the subtropical high pressure has expanded in the warmer Pacific as the advection of high-latitude air masses toward East Asia was enhanced due to more active northerly wind vector around the high pressure departure core over Mongolia. Consequently, it is suggested that the enhancement of rising motions due to more active confluence of the two different air masses along the northwestern borders of the Pacific might lead to the increases of the means and extreme events of Changma precipitation in Seoul in recent decades.

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Analysis of peak drought severity time and period using meteorological and hydrological drought indices (기상학적 가뭄지수와 수문학적 가뭄지수를 이용한 첨두가뭄심도 발생시점 및 가뭄기간 분석)

  • Kim, Soo Hyun;Chung, Eun-Sung
    • Journal of Korea Water Resources Association
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    • v.51 no.6
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    • pp.471-479
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    • 2018
  • This study analyzed the peak time of drought severity and drought period using meteorological and hydrological drought indices. Standardized Precipitation Index (SPI) using rainfall data was used for meteorological drought and Streamflow Drought Index (SDI) and Standardized Streamflow Index (SSI) using streamflow data were used for the hydrological drought. This study was applied to the Cheongmicheon watershed which is a mixture area for rural and urban regions. The rainfall data period used in this study is 32.5 years (January of 1985~June of 2017) and the corresponding streamflow was simulated using SWAT. After the drought indices were calculated using the collected data, the characteristics of drought were analyzed by time series distribution of the calculated drought indices. Based on the results of the this study, it can be seen that hydrological drought occurs after meteorological drought. The difference between SDI and SPI peak occurrence time, difference in drought start date and average drought duration is greater than SSI and SPI. In general, SSI shows more severe than SDI. Therefore, various drought indices should be used at the identification of drought characteristics.